WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 250,929
COMMITMENTS
42,445 79,061 19,949 164,743 114,168 227,137 213,178 23,792 37,751
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -6,959)
-995 10,341 -4,164 4,595 -6,182 -564 -5 -6,395 -6,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 31.5 8.0 65.7 45.5 90.5 85.0 9.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
56 108 54 40 52 136 182
WHEAT - CHICAGO BOARD OF TRADE Code-001602
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
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 733,168
COMMITMENTS
125,700 79,548 74,363 405,864 400,333 605,927 554,244 127,241 178,924
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -10,391)
-17,503 3,491 743 8,306 -13,363 -8,454 -9,129 -1,937 -1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 10.8 10.1 55.4 54.6 82.6 75.6 17.4 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554)
120 111 112 204 237 398 409
CORN - CHICAGO BOARD OF TRADE Code-002602
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
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,587
COMMITMENTS
3,290 356 23 1,444 5,762 4,757 6,141 2,830 1,446
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -147)
2 -4 -182 -136 47 -316 -139 169 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 4.7 0.3 19.0 75.9 62.7 80.9 37.3 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 4 3 10 15 25 20
OATS - CHICAGO BOARD OF TRADE Code-004603
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 256,519
COMMITMENTS
61,850 24,292 17,747 124,635 151,160 204,232 193,199 52,287 63,320
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -15,773)
-8,756 -40 241 -3,669 -15,037 -12,184 -14,836 -3,589 -937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 9.5 6.9 48.6 58.9 79.6 75.3 20.4 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
108 75 72 89 126 238 244
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 125,731
COMMITMENTS
29,503 16,608 12,171 62,644 82,479 104,318 111,258 21,413 14,473
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -11,602)
-5,934 4,927 -4,761 3,777 -13,819 -6,918 -13,653 -4,684 2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 13.2 9.7 49.8 65.6 83.0 88.5 17.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
39 28 22 40 35 93 78
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 574,689
COMMITMENTS
78,236 85,986 8,103 383,511 322,862 469,850 416,951 104,839 157,738
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 20,317)
965 2,211 1,795 17,360 16,820 20,120 20,826 197 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 15.0 1.4 66.7 56.2 81.8 72.6 18.2 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
28 30 22 67 77 104 120
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 108,509
COMMITMENTS
20,739 4,540 13,873 43,412 72,817 78,024 91,230 30,485 17,279
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -4,895)
-1,532 1,950 -4,099 1,353 -5,384 -4,278 -7,533 -617 2,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 4.2 12.8 40.0 67.1 71.9 84.1 28.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
41 12 27 49 41 106 72
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,160
COMMITMENTS
2,719 1,255 1,036 1,990 3,036 5,745 5,327 1,415 1,833
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -503)
-146 -22 -336 -98 -120 -580 -478 77 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 17.5 14.5 27.8 42.4 80.2 74.4 19.8 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 9 9 11 13 32 26
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 368,486
COMMITMENTS
102,950 113,337 1,435 208,801 145,091 313,186 259,863 55,300 108,623
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 7,837)
-2,945 624 -704 9,609 6,283 5,960 6,203 1,877 1,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 30.8 0.4 56.7 39.4 85.0 70.5 15.0 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
17 26 4 44 40 62 69
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,017,608
COMMITMENTS
516,550 440,569 107,293 1175865 1053642 1799708 1601504 217,900 416,104
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 10,921)
28,543 63,637 -14,396 -5,278 -1,353 8,869 47,888 2,052 -36,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 21.8 5.3 58.3 52.2 89.2 79.4 10.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
49 61 41 87 115 157 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,521,730
COMMITMENTS
186,892 440,290 26,581 1171516 744,988 1384989 1211859 136,741 309,871
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 71,485)
-25,181 35,751 4,802 87,516 26,410 67,137 66,963 4,348 4,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 28.9 1.7 77.0 49.0 91.0 79.6 9.0 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
33 47 25 71 82 116 142
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 380,090
COMMITMENTS
120,241 49,868 44,896 163,079 255,623 328,216 350,387 51,874 29,703
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 382)
4,786 -4,682 6,180 -11,567 2,416 -601 3,914 983 -3,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 13.1 11.8 42.9 67.3 86.4 92.2 13.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
30 24 31 43 40 87 81
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,910
COMMITMENTS
8,732 5,593 2 15,899 17,998 24,633 23,593 6,277 7,317
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 187)
484 -56 2 11 -34 497 -88 -310 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 18.1 0.0 51.4 58.2 79.7 76.3 20.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 10 2 19 11 35 21
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 59,122
COMMITMENTS
11,240 36,108 402 36,599 10,185 48,241 46,695 10,881 12,427
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4,595)
-1,316 5,904 -69 7,348 -2,205 5,963 3,630 -1,368 965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 61.1 0.7 61.9 17.2 81.6 79.0 18.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
19 27 5 18 12 40 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,504
COMMITMENTS
1,963 5,611 1,004 33,039 28,808 36,006 35,423 498 1,081
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 245)
-90 565 0 172 -518 82 47 163 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 15.4 2.8 90.5 78.9 98.6 97.0 1.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 18 4 21 19 30 38
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,916
COMMITMENTS
1,681 2,033 609 13,416 11,201 15,706 13,843 4,210 6,073
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -2,992)
-687 -212 18 -1,960 -2,199 -2,629 -2,393 -363 -599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 10.2 3.1 67.4 56.2 78.9 69.5 21.1 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 8 10 22 16 34 29
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 95,169
COMMITMENTS
15,389 22,811 18,018 48,640 25,914 82,047 66,743 13,122 28,426
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -325)
1,654 -220 -2,641 -682 1,194 -1,669 -1,667 1,344 1,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 24.0 18.9 51.1 27.2 86.2 70.1 13.8 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
33 54 37 23 34 86 100
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,830
COMMITMENTS
1,040 692 7 341 405 1,388 1,104 442 726
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -224)
235 -115 2 -141 -57 96 -170 -320 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.8 37.8 0.4 18.6 22.1 75.8 60.3 24.2 39.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 8 2 4 3 11 12
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 130,694
COMMITMENTS
33,959 38,052 13,075 68,856 53,737 115,890 104,864 14,804 25,830
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -8,681)
-32 2,993 -3,873 -3,525 -7,218 -7,430 -8,098 -1,251 -583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 29.1 10.0 52.7 41.1 88.7 80.2 11.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
45 69 42 44 71 116 165
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,200
COMMITMENTS
1,102 1,132 285 1,063 951 2,450 2,368 1,750 1,832
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 98)
-14 -96 11 -9 -67 -12 -152 110 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 27.0 6.8 25.3 22.6 58.3 56.4 41.7 43.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 17 5 14 13 29 33
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,793
COMMITMENTS
9,219 3,918 4,029 9,151 7,334 22,399 15,281 5,394 12,512
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,656)
1,742 -60 17 403 1,526 2,162 1,483 494 1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 14.1 14.5 32.9 26.4 80.6 55.0 19.4 45.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
37 24 26 40 45 95 85
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 92,585
COMMITMENTS
33,587 19,373 540 27,978 58,661 62,105 78,574 30,480 14,011
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4,679)
4,621 2,571 0 -1,407 5,299 3,214 7,870 1,465 -3,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 20.9 0.6 30.2 63.4 67.1 84.9 32.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
24 14 1 20 23 44 38
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 71,277
COMMITMENTS
6,045 38,256 34 56,219 12,407 62,298 50,697 8,979 20,580
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -50)
1,412 2,297 10 -2,660 -678 -1,238 1,629 1,188 -1,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 53.7 0.0 78.9 17.4 87.4 71.1 12.6 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 19 1 9 11 13 30
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 97,200
COMMITMENTS
75,620 1,411 356 13,432 90,258 89,408 92,025 7,792 5,175
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,417)
882 -157 156 1,358 2,779 2,396 2,778 -979 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.8 1.5 0.4 13.8 92.9 92.0 94.7 8.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
63 7 2 17 13 80 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 72,461
COMMITMENTS
11,090 26,599 113 44,467 24,323 55,670 51,035 16,791 21,426
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -1,058)
-1,287 -2,757 24 1,011 1,374 -252 -1,359 -806 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 36.7 0.2 61.4 33.6 76.8 70.4 23.2 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 19 3 16 20 29 39
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 177,994
COMMITMENTS
12,768 61,428 769 139,535 83,986 153,072 146,183 24,922 31,811
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 12,713)
3,431 8,940 333 9,065 -669 12,829 8,604 -116 4,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 34.5 0.4 78.4 47.2 86.0 82.1 14.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
14 33 2 26 23 41 57
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 145,759
COMMITMENTS
28,507 24,276 1,148 70,541 74,659 100,196 100,083 45,563 45,676
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,165)
4,099 -323 522 -2,242 58 2,379 257 -214 1,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 16.7 0.8 48.4 51.2 68.7 68.7 31.3 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
31 22 11 23 25 58 54
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 74,357
COMMITMENTS
5,110 1,000 770 63,212 66,389 69,092 68,159 5,265 6,198
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,921)
226 0 -25 1,722 1,569 1,923 1,544 -2 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 1.3 1.0 85.0 89.3 92.9 91.7 7.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 12 16 14 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,869,826
COMMITMENTS
799,396 1137983 800,949 5349492 4327034 6949837 6265966 919,989 1603860
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 142,767)
29,640 91,010 -32,375 119,505 1,013 116,770 59,648 25,997 83,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 14.5 10.2 68.0 55.0 88.3 79.6 11.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
50 66 85 126 138 220 249
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 650,761
COMMITMENTS
52,704 48,547 4,924 463,279 503,936 520,907 557,407 129,854 93,354
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,761)
766 12 -21 -1,286 1,865 -541 1,856 3,302 905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 7.5 0.8 71.2 77.4 80.0 85.7 20.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
32 33 18 85 64 129 104
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,022,076
COMMITMENTS
192,289 284,588 13,254 521,621 606,099 727,164 903,941 294,912 118,135
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 16,372)
5,467 -10,348 2,045 16,877 10,444 24,389 2,141 -8,017 14,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 27.8 1.3 51.0 59.3 71.1 88.4 28.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
38 55 21 55 63 107 125
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,198
COMMITMENTS
1,053 0 0 6,930 10,552 7,983 10,552 4,215 1,646
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -143)
-226 -452 0 -97 -375 -323 -827 180 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 0.0 0.0 56.8 86.5 65.4 86.5 34.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 17 15 19 15
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,037
COMMITMENTS
7,324 1,859 5 19,675 28,171 27,004 30,035 6,033 3,002
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -406)
-1,754 441 5 -596 -1,906 -2,345 -1,460 1,939 1,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 5.6 0.0 59.6 85.3 81.7 90.9 18.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 5 1 16 18 21 24
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,286
COMMITMENTS
7,168 8,624 0 27,063 31,729 34,231 40,353 14,055 7,933
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -936)
488 1,072 -455 -398 -1,055 -365 -438 -571 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 17.9 0.0 56.0 65.7 70.9 83.6 29.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
13 15 0 30 22 43 37
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 318,590
COMMITMENTS
133,283 64,292 1,920 159,845 219,107 295,048 285,319 23,542 33,271
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 10,409)
-11,531 468 57 19,944 9,321 8,470 9,846 1,939 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 20.2 0.6 50.2 68.8 92.6 89.6 7.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
69 54 11 36 41 114 97
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 72,496
COMMITMENTS
30,047 2,029 0 22,896 61,145 52,943 63,174 19,553 9,322
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 11,596)
9,498 -1,203 0 1,427 12,990 10,925 11,787 671 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 2.8 0.0 31.6 84.3 73.0 87.1 27.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 2 0 12 18 27 20
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,811
COMMITMENTS
452 4,129 0 25,385 20,583 25,837 24,712 4,974 6,099
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 61)
-6 57 0 341 227 335 284 -274 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 13.4 0.0 82.4 66.8 83.9 80.2 16.1 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 9 0 28 23 30 32
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 220,704
COMMITMENTS
14,863 44,041 585 190,825 166,472 206,273 211,098 14,431 9,606
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -5,443)
-10,204 -15 74 6,508 -4,700 -3,622 -4,641 -1,821 -802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 20.0 0.3 86.5 75.4 93.5 95.6 6.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
19 36 3 30 49 50 87
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,683
COMMITMENTS
15,278 7,013 571 14,902 25,845 30,751 33,429 13,932 11,254
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4)
-832 286 153 68 -711 -611 -272 615 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 15.7 1.3 33.4 57.8 68.8 74.8 31.2 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
29 12 2 19 20 48 34
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 26,508
COMMITMENTS
6,323 285 0 15,529 8,715 21,852 9,000 4,656 17,508
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,157)
-182 285 0 1,030 674 848 959 309 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 1.1 0.0 58.6 32.9 82.4 34.0 17.6 66.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 1 0 8 7 18 8
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
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 Code-597741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 33,478
COMMITMENTS
1,503 2,996 29 15,963 24,596 17,495 27,621 15,983 5,857
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,672)
-112 -555 0 700 2,425 588 1,870 2,084 802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 8.9 0.1 47.7 73.5 52.3 82.5 47.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 12 2 15 20 20 32
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 123,818
COMMITMENTS
41,925 12,687 14,667 35,010 85,551 91,602 112,905 32,216 10,913
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,798)
-1,118 3,047 877 2,286 -1,520 2,045 2,404 -247 -606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 10.2 11.8 28.3 69.1 74.0 91.2 26.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
92 30 27 20 30 122 78
SILVER - COMMODITY EXCHANGE INC. Code-084691
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 113,439
COMMITMENTS
44,439 28,075 15,082 38,976 54,672 98,497 97,829 14,942 15,610
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -4,456)
-1,771 59 -2,967 613 -2,278 -4,125 -5,186 -331 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 24.7 13.3 34.4 48.2 86.8 86.2 13.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
65 74 56 44 43 155 139
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 287,839
COMMITMENTS
168,613 50,914 19,873 48,576 199,406 237,062 270,193 50,777 17,646
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 43,351)
49,672 -2,458 1,411 -6,758 44,265 44,325 43,218 -974 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.6 17.7 6.9 16.9 69.3 82.4 93.9 17.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
128 61 28 33 45 181 119
GOLD - COMMODITY EXCHANGE INC. Code-088691
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,224
COMMITMENTS
5,496 2,284 564 3,285 8,780 9,345 11,628 2,879 596
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 46)
163 -240 -25 182 694 320 429 -274 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 18.7 4.6 26.9 71.8 76.4 95.1 23.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
24 3 9 6 6 38 17
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 92,305
COMMITMENTS
21,926 8,480 4,150 48,168 58,266 74,244 70,896 18,061 21,409
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,458)
-635 1,343 790 -471 -3,118 -316 -985 1,774 2,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 9.2 4.5 52.2 63.1 80.4 76.8 19.6 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
40 17 18 46 49 97 77
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 29,956
COMMITMENTS
3,212 2,478 421 18,900 18,276 22,533 21,175 7,423 8,781
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,540)
740 475 -161 1,012 1,609 1,591 1,923 949 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 8.3 1.4 63.1 61.0 75.2 70.7 24.8 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 7 2 24 14 35 22
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 94,924
COMMITMENTS
20,017 29,715 3,541 61,482 51,393 85,040 84,649 9,884 10,275
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 785)
-97 3,435 524 2,104 -2,579 2,531 1,380 -1,746 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 31.3 3.7 64.8 54.1 89.6 89.2 10.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
45 68 39 53 47 126 133
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,364
COMMITMENTS
13,064 2,473 1,630 12,724 25,383 27,418 29,486 3,946 1,878
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 173)
-242 203 -7 597 -206 348 -10 -175 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 7.9 5.2 40.6 80.9 87.4 94.0 12.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
46 15 17 23 17 77 44
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 126,009
COMMITMENTS
22,769 22,148 2,344 91,842 95,480 116,955 119,972 9,054 6,037
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -665)
35 -1,191 366 -1,467 -1,516 -1,066 -2,341 401 1,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 17.6 1.9 72.9 75.8 92.8 95.2 7.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
49 42 15 51 38 109 90
COCOA - NEW YORK BOARD OF TRADE Code-073732
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 489,576
COMMITMENTS
174,115 51,109 36,234 202,135 357,393 412,484 444,736 77,092 44,840
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 36,721)
19,368 9,048 7,081 11,998 16,911 38,447 33,040 -1,726 3,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 10.4 7.4 41.3 73.0 84.3 90.8 15.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
65 41 43 54 54 153 111
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 93,177
COMMITMENTS
27,198 16,739 7,588 50,756 63,327 85,542 87,654 7,635 5,523
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -512)
380 52 186 574 131 1,140 369 -1,652 -881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 18.0 8.1 54.5 68.0 91.8 94.1 8.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
91 74 55 91 90 214 200
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 26,450
COMMITMENTS
13,115 2,661 2,652 8,344 19,238 24,111 24,551 2,339 1,899
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 718)
1,475 256 458 -551 278 1,382 992 -664 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.6 10.1 10.0 31.5 72.7 91.2 92.8 8.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 15 9 7 6 29 24
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 181,744
COMMITMENTS
35,550 21,486 22,289 87,842 112,404 145,681 156,179 36,063 25,565
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 5,062)
2,353 -220 600 1,263 3,641 4,216 4,021 846 1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 11.8 12.3 48.3 61.8 80.2 85.9 19.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
30 32 33 59 57 114 100
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 527,804
COMMITMENTS
64,888 75,464 177,589 213,638 245,741 456,115 498,794 71,689 29,010
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 25,710)
11,959 6,738 9,119 5,058 7,569 26,136 23,426 -426 2,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 14.3 33.6 40.5 46.6 86.4 94.5 13.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
57 44 64 100 85 194 161
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,375
COMMITMENTS
5,250 4,471 740 25,664 23,463 31,654 28,674 3,721 6,701
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -1,049)
1,300 578 -599 -1,444 -684 -743 -705 -306 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 12.6 2.1 72.5 66.3 89.5 81.1 10.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 16 12 18 16
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,411
COMMITMENTS
6,353 19,204 14,604 93,012 88,013 113,969 121,821 12,442 4,590
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 3,498)
3,442 -6,244 -1,904 -687 9,608 851 1,460 2,647 2,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 15.2 11.6 73.6 69.6 90.2 96.4 9.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 4 24 28 28 33
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,912
COMMITMENTS
36,820 10,137 2,684 30,729 50,993 70,233 63,814 3,679 10,098
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 706)
2,568 1,208 0 -2,196 -743 372 465 334 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.8 13.7 3.6 41.6 69.0 95.0 86.3 5.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 14 13 16 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,037
COMMITMENTS
550 13,770 4,571 44,530 34,300 49,651 52,641 5,386 2,396
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 5,303)
550 920 1,890 1,707 3,339 4,147 6,149 1,156 -846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 25.0 8.3 80.9 62.3 90.2 95.6 9.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 3 18 17 21 21
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,997
COMMITMENTS
10,432 9,751 2,654 38,765 40,353 51,851 52,758 6,146 5,239
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,837)
2,729 293 -697 -1,394 1,662 638 1,258 2,199 1,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 16.8 4.6 66.8 69.6 89.4 91.0 10.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 4 21 21 25 25
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,074
COMMITMENTS
1,063 0 1,191 52,132 48,873 54,386 50,064 688 5,010
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -182)
-6 0 -2 -296 62 -304 60 122 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 2.2 94.7 88.7 98.8 90.9 1.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 21 21 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,160
COMMITMENTS
0 13,321 453 54,236 43,343 54,689 57,117 7,471 5,043
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -219)
0 -1,091 123 -404 844 -281 -124 62 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 21.4 0.7 87.3 69.7 88.0 91.9 12.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 24 20 25 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,270
COMMITMENTS
26,811 41,677 5,463 55,186 39,959 87,460 87,099 3,810 4,171
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -2,445)
-9,362 -5,444 1,272 6,433 1,609 -1,657 -2,563 -788 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 45.7 6.0 60.5 43.8 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 19 20 22 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,212
COMMITMENTS
3,651 1,065 945 26,573 24,316 31,169 26,326 3,043 7,886
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,393)
236 865 -351 904 396 789 910 604 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 3.1 2.8 77.7 71.1 91.1 76.9 8.9 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 16 18 20 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,178,264
COMMITMENTS
313,590 66,992 220,724 625,374 880,103 1159688 1167819 18,576 10,445
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 58,760)
7,442 5,899 24,287 27,789 30,158 59,518 60,344 -758 -1,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 5.7 18.7 53.1 74.7 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
22 18 35 85 82 121 121
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 183,652
COMMITMENTS
23,188 45,555 58,180 99,528 77,974 180,896 181,709 2,756 1,943
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4,674)
-4,160 2,461 2,000 7,254 451 5,094 4,912 -420 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 24.8 31.7 54.2 42.5 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 12 17 28 28 47 47
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 78,178
COMMITMENTS
22,022 4,180 19,482 36,426 54,416 77,930 78,078 248 100
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 5,358)
2,690 100 1,860 908 4,078 5,458 6,038 -100 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 5.3 24.9 46.6 69.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 3 9 37 35 47 44
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
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 WEEKLY - NEW YORK MERCANTILE EXCHANGE Code-064658
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 780
COMMITMENTS
280 140 20 360 520 660 680 120 100
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 17.9 2.6 46.2 66.7 84.6 87.2 15.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 1 7 9 10 12
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,051
COMMITMENTS
2,601 2,073 4,012 17,396 17,415 24,009 23,500 42 551
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -741)
0 210 -36 -623 -325 -659 -151 -82 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 8.6 16.7 72.3 72.4 99.8 97.7 0.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 4 4 19 24 24 29
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,630
COMMITMENTS
540 3,478 2,590 6,906 3,970 10,036 10,038 594 592
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 426)
-42 -84 63 363 405 384 384 42 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 32.7 24.4 65.0 37.3 94.4 94.4 5.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 3 17 12 22 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
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 J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,848
COMMITMENTS
2,149 2,913 567 8,109 7,234 10,825 10,714 23 134
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -1,091)
261 -58 21 -843 -972 -561 -1,009 -530 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 26.9 5.2 74.8 66.7 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 11 6 14 11
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,354
COMMITMENTS
3,280 2,414 2,860 7,034 7,620 13,174 12,894 180 460
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 428)
-240 720 -80 768 -232 448 408 -20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 18.1 21.4 52.7 57.1 98.7 96.6 1.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 5 16 16 22 21
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,306
COMMITMENTS
11,120 280 1,200 9,650 20,454 21,970 21,934 336 372
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,794)
1,320 0 -40 550 1,834 1,830 1,794 -36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 1.3 5.4 43.3 91.7 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 4 21 22 25 27
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 887,515
COMMITMENTS
139,400 104,412 162,445 509,259 533,649 811,104 800,506 76,411 87,009
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 47,336)
18,339 9,421 1,707 18,808 25,321 38,854 36,449 8,482 10,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 11.8 18.3 57.4 60.1 91.4 90.2 8.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
86 97 104 80 91 232 238
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,310
COMMITMENTS
8,790 4,346 277 2,468 9,020 11,535 13,643 2,775 667
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 11)
-57 106 -8 67 -204 2 -106 9 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.4 30.4 1.9 17.2 63.0 80.6 95.3 19.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
57 16 2 12 26 71 43
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,334
COMMITMENTS
8,655 724 8 1,170 10,373 9,833 11,105 2,501 1,229
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,402)
1,077 -102 0 212 1,280 1,289 1,178 113 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.2 5.9 0.1 9.5 84.1 79.7 90.0 20.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
27 7 1 7 20 34 28
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 157,071
COMMITMENTS
49,302 9,233 7,506 83,428 130,472 140,236 147,211 16,835 9,860
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4,214)
4,453 -2,642 372 -695 4,429 4,130 2,159 84 2,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 5.9 4.8 53.1 83.1 89.3 93.7 10.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
60 17 32 72 74 148 110
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
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
Updated August 19, 2005