WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 261,552
COMMITMENTS
44,408 91,062 19,849 175,223 117,886 239,480 228,797 22,072 32,755
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,330)
3,292 4,687 -1,837 -124 164 1,331 3,014 -1 -1,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 34.8 7.6 67.0 45.1 91.6 87.5 8.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
64 114 51 43 51 146 187
WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 260,222
COMMITMENTS
41,116 86,375 21,686 175,347 117,722 238,149 225,783 22,073 34,439
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -4,231)
-1,953 2,602 -1,271 4,460 -2,828 1,236 -1,497 -5,467 -2,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 33.2 8.3 67.4 45.2 91.5 86.8 8.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
56 114 49 43 52 137 188
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 709,074
COMMITMENTS
132,336 150,761 40,048 413,502 342,509 585,886 533,318 123,188 175,756
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -4,920)
10,602 -76 -3,119 -9,244 -2,198 -1,761 -5,393 -3,159 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 21.3 5.6 58.3 48.3 82.6 75.2 17.4 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 546)
133 123 92 171 204 362 377
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 713,994
COMMITMENTS
121,734 150,837 43,167 422,746 344,707 587,647 538,711 126,347 175,283
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -23,565)
-4,455 14,949 -10,050 311 -27,641 -14,194 -22,742 -9,371 -823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 21.1 6.0 59.2 48.3 82.3 75.5 17.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 552)
125 130 91 183 209 366 390
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,873
COMMITMENTS
2,383 588 65 1,302 3,577 3,750 4,230 2,123 1,643
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -223)
-143 33 35 11 -400 -97 -332 -126 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 10.0 1.1 22.2 60.9 63.9 72.0 36.1 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 7 3 9 14 23 21
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,096
COMMITMENTS
2,526 555 30 1,291 3,977 3,847 4,562 2,249 1,534
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -26)
-365 137 -18 457 -371 74 -252 -100 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 9.1 0.5 21.2 65.2 63.1 74.8 36.9 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 5 3 11 13 23 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 245,509
COMMITMENTS
60,018 38,829 14,962 121,485 125,162 196,465 178,953 49,044 66,556
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,600)
4,452 5,275 -579 -4,171 -5,371 -298 -675 1,898 2,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 15.8 6.1 49.5 51.0 80.0 72.9 20.0 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
100 84 61 78 106 216 228
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 243,909
COMMITMENTS
55,566 33,554 15,541 125,656 130,533 196,763 179,628 47,146 64,281
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -12,168)
-4,146 3,022 -4,815 -944 -10,470 -9,905 -12,263 -2,263 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 13.8 6.4 51.5 53.5 80.7 73.6 19.3 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
93 77 63 75 111 208 224
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 136,213
COMMITMENTS
26,100 23,908 12,793 75,958 82,014 114,851 118,715 21,362 17,498
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,514)
2,037 2,189 -2,381 -1,258 -1,604 -1,602 -1,796 4,116 4,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 17.6 9.4 55.8 60.2 84.3 87.2 15.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
31 38 29 45 36 97 92
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 133,699
COMMITMENTS
24,063 21,719 15,174 77,216 83,618 116,453 120,511 17,246 13,188
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,783)
-1,004 -97 -292 7,855 5,464 6,559 5,075 -3,776 -2,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 16.2 11.3 57.8 62.5 87.1 90.1 12.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
33 40 35 45 34 103 95
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 672,598
COMMITMENTS
96,829 73,795 26,579 415,473 399,907 538,881 500,281 133,717 172,317
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 36,604)
9,397 5,950 -6,243 10,472 -5,771 13,626 -6,064 22,978 42,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 11.0 4.0 61.8 59.5 80.1 74.4 19.9 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
27 30 20 69 78 108 119
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 635,994
COMMITMENTS
87,432 67,845 32,822 405,001 405,678 525,255 506,345 110,739 129,649
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 19,587)
-15,307 -5,343 20,781 42,662 39,763 48,136 55,201 -28,549 -35,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 10.7 5.2 63.7 63.8 82.6 79.6 17.4 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
28 33 28 61 82 104 130
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 114,109
COMMITMENTS
17,571 8,894 15,095 57,019 71,428 89,685 95,417 24,424 18,692
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,229)
1,945 1,344 1,027 -607 -1,129 2,365 1,242 -136 987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 7.8 13.2 50.0 62.6 78.6 83.6 21.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
36 23 28 46 42 98 87
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 111,880
COMMITMENTS
15,626 7,550 14,068 57,626 72,557 87,320 94,175 24,560 17,705
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,196)
-470 235 -249 5,156 506 4,437 492 -2,241 1,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 6.7 12.6 51.5 64.9 78.0 84.2 22.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
32 19 25 43 38 90 77
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,564
COMMITMENTS
2,748 1,269 865 1,829 2,855 5,442 4,989 1,122 1,575
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -451)
-45 -125 -187 -114 -144 -346 -456 -105 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 19.3 13.2 27.9 43.5 82.9 76.0 17.1 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 8 8 12 16 32 28
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,015
COMMITMENTS
2,793 1,394 1,052 1,943 2,999 5,788 5,445 1,227 1,570
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 176)
88 89 157 103 338 348 584 -172 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 19.9 15.0 27.7 42.8 82.5 77.6 17.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 10 9 13 16 34 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 388,067
COMMITMENTS
111,010 82,029 6,931 211,423 190,998 329,364 279,958 58,703 108,109
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,396)
1,980 -5,140 -3,422 7,617 22,112 6,175 13,550 6,221 -1,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 21.1 1.8 54.5 49.2 84.9 72.1 15.1 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
13 25 6 44 47 61 75
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 375,671
COMMITMENTS
109,030 87,169 10,353 203,806 168,886 323,189 266,408 52,482 109,263
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,553)
7,238 28 7,486 -15,969 -3,774 -1,245 3,740 2,798 -2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 23.2 2.8 54.3 45.0 86.0 70.9 14.0 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
14 28 9 47 48 67 79
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,857,524
COMMITMENTS
379,056 368,667 139,919 1085670 927,967 1604645 1436553 252,879 420,971
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 22,757)
12,096 28,410 -21,026 18,302 -50,316 9,372 -42,932 13,385 65,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 19.8 7.5 58.4 50.0 86.4 77.3 13.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
62 58 34 87 102 163 182
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,834,767
COMMITMENTS
366,960 340,257 160,945 1067368 978,283 1595273 1479485 239,494 355,282
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -130,650)
-59,254 -27,116 4,072 -97,767 -59,259 -152,949 -82,303 22,299 -48,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 18.5 8.8 58.2 53.3 86.9 80.6 13.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
62 54 45 90 110 173 192
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,311,247
COMMITMENTS
165,628 340,528 21,370 935,943 696,211 1122941 1058109 188,306 253,138
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -71,030)
18,027 -29,204 -20,824 -111,679 -4,306 -114,476 -54,334 43,446 -16,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 26.0 1.6 71.4 53.1 85.6 80.7 14.4 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
35 45 14 65 74 104 129
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,382,277
COMMITMENTS
147,601 369,732 42,194 1047622 700,517 1237417 1112443 144,860 269,834
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -13,460)
-46,698 -17,036 10,407 13,513 5,638 -22,778 -991 9,318 -12,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 26.7 3.1 75.8 50.7 89.5 80.5 10.5 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
35 42 22 64 74 109 129
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 413,224
COMMITMENTS
176,418 59,344 53,388 138,415 261,901 368,221 374,633 45,003 38,591
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -5,438)
21,748 12,772 3,810 -29,206 -33,064 -3,648 -16,482 -1,790 11,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.7 14.4 12.9 33.5 63.4 89.1 90.7 10.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
22 26 28 43 45 82 83
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 418,662
COMMITMENTS
154,670 46,572 49,578 167,621 294,965 371,869 391,115 46,793 27,547
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 17,358)
17,471 4,481 -7,275 7,126 17,250 17,322 14,456 36 2,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 11.1 11.8 40.0 70.5 88.8 93.4 11.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
30 26 34 53 38 102 80
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,980
COMMITMENTS
7,557 5,044 218 18,656 21,617 26,431 26,879 7,549 7,101
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,547)
656 -1,014 171 2,948 3,627 3,775 2,784 -228 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 14.8 0.6 54.9 63.6 77.8 79.1 22.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 8 2 22 14 36 23
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,433
COMMITMENTS
6,901 6,058 47 15,708 17,990 22,656 24,095 7,777 6,338
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -719)
-1,003 186 39 -571 -885 -1,535 -660 816 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 19.9 0.2 51.6 59.1 74.4 79.2 25.6 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 10 2 18 11 31 22
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 71,863
COMMITMENTS
14,533 35,740 1,121 45,342 17,693 60,996 54,554 10,867 17,309
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,985)
2,682 254 193 -3,054 -924 -179 -477 3,164 3,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 49.7 1.6 63.1 24.6 84.9 75.9 15.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 30 8 19 14 43 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 68,878
COMMITMENTS
11,851 35,486 928 48,396 18,617 61,175 55,031 7,703 13,847
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,934)
-8 -1,112 395 7,359 3,236 7,746 2,519 -3,812 1,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 51.5 1.3 70.3 27.0 88.8 79.9 11.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 31 7 19 14 41 47
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,441
COMMITMENTS
2,430 4,434 4,443 32,260 29,663 39,133 38,540 1,308 1,901
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,167)
-696 -84 2,600 -4,000 -4,711 -2,096 -2,195 -71 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 11.0 11.0 79.8 73.3 96.8 95.3 3.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 16 4 19 20 29 38
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 42,608
COMMITMENTS
3,126 4,518 1,843 36,260 34,374 41,229 40,735 1,379 1,873
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -451)
877 -271 -430 -984 127 -537 -574 86 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 10.6 4.3 85.1 80.7 96.8 95.6 3.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 16 4 22 21 33 39
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,858
COMMITMENTS
1,133 2,225 570 12,522 10,254 14,225 13,049 4,633 5,809
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,594)
-314 -179 -29 -2,004 -1,768 -2,347 -1,976 -247 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 11.8 3.0 66.4 54.4 75.4 69.2 24.6 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 8 8 20 16 29 28
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,452
COMMITMENTS
1,447 2,404 599 14,526 12,022 16,572 15,025 4,880 6,427
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 758)
-211 -23 -44 472 610 217 543 541 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 11.2 2.8 67.7 56.0 77.3 70.0 22.7 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 8 12 22 16 35 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 105,279
COMMITMENTS
19,726 21,228 22,288 48,092 29,869 90,106 73,385 15,173 31,894
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,107)
2,397 -1,379 946 -987 2,144 2,356 1,711 751 1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 20.2 21.2 45.7 28.4 85.6 69.7 14.4 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
42 44 53 22 34 108 100
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 102,172
COMMITMENTS
17,329 22,607 21,342 49,079 27,725 87,750 71,674 14,422 30,498
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 5,687)
2,270 188 2,094 2,036 1,622 6,400 3,904 -713 1,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 22.1 20.9 48.0 27.1 85.9 70.2 14.1 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
38 47 44 25 33 101 97
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 136,364
COMMITMENTS
37,555 34,772 12,321 68,175 56,762 118,051 103,855 18,313 32,509
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 207)
1,513 -1,667 101 -2,128 -251 -514 -1,817 721 2,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 25.5 9.0 50.0 41.6 86.6 76.2 13.4 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
47 59 45 55 78 123 168
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 136,157
COMMITMENTS
36,042 36,439 12,220 70,303 57,013 118,565 105,672 17,592 30,485
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,010)
1,157 -1,916 -352 3,222 1,241 4,027 -1,027 -2,017 3,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 26.8 9.0 51.6 41.9 87.1 77.6 12.9 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
44 58 44 52 80 118 170
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,038
COMMITMENTS
1,048 1,605 164 857 519 2,069 2,288 1,969 1,750
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -306)
-11 -300 103 -296 -54 -204 -251 -102 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 39.7 4.1 21.2 12.9 51.2 56.7 48.8 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 12 4 13 9 28 25
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,344
COMMITMENTS
1,059 1,905 61 1,153 573 2,273 2,539 2,071 1,805
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 146)
64 74 -26 -12 74 26 122 120 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 43.9 1.4 26.5 13.2 52.3 58.4 47.7 41.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 19 5 15 11 30 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,916
COMMITMENTS
12,415 4,389 3,291 6,749 8,212 22,455 15,892 4,461 11,024
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -19)
486 -518 -276 -192 465 18 -329 -37 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.1 16.3 12.2 25.1 30.5 83.4 59.0 16.6 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
42 24 29 27 29 93 64
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,935
COMMITMENTS
11,929 4,907 3,567 6,941 7,747 22,437 16,221 4,498 10,714
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,624)
148 -86 -679 -1,125 -695 -1,656 -1,460 -968 -1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 18.2 13.2 25.8 28.8 83.3 60.2 16.7 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
39 25 30 27 28 90 68
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 117,451
COMMITMENTS
46,423 16,430 1,049 42,369 88,034 89,841 105,513 27,610 11,938
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 6,298)
1,519 440 441 3,489 6,494 5,449 7,375 849 -1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 14.0 0.9 36.1 75.0 76.5 89.8 23.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 13 7 23 26 57 41
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 111,153
COMMITMENTS
44,904 15,990 608 38,880 81,540 84,392 98,138 26,761 13,015
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,302)
3,361 -1,010 -111 5,721 6,041 8,971 4,920 -5,669 -1,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 14.4 0.5 35.0 73.4 75.9 88.3 24.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
28 10 3 24 26 53 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 61,472
COMMITMENTS
14,944 15,729 522 36,899 37,451 52,365 53,702 9,107 7,770
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -6,249)
10,936 -20,155 521 -26,682 14,716 -15,225 -4,918 8,976 -1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 25.6 0.8 60.0 60.9 85.2 87.4 14.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 12 2 7 16 17 29
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 67,721
COMMITMENTS
4,008 35,884 1 63,581 22,735 67,590 58,620 131 9,101
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -274)
843 -4,825 -33 8,143 12,631 8,953 7,773 -9,227 -8,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 53.0 0.0 93.9 33.6 99.8 86.6 0.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 20 1 10 12 13 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 75,752
COMMITMENTS
45,022 1,944 655 26,283 66,784 71,960 69,383 3,792 6,369
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 5,155)
5,351 -2,963 174 -1,327 8,373 4,198 5,584 957 -429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.4 2.6 0.9 34.7 88.2 95.0 91.6 5.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
43 9 5 19 16 64 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 70,597
COMMITMENTS
39,671 4,907 481 27,610 58,411 67,762 63,799 2,835 6,798
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -10,664)
-14,908 -4,372 75 8,073 -6,055 -6,760 -10,352 -3,904 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.2 7.0 0.7 39.1 82.7 96.0 90.4 4.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
34 15 2 16 14 52 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 80,522
COMMITMENTS
25,940 14,944 61 37,604 61,913 63,605 76,918 16,917 3,604
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,926)
7,552 -5,655 41 -7,430 14,529 163 8,915 2,763 -5,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 18.6 0.1 46.7 76.9 79.0 95.5 21.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 18 4 19 24 39 42
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,596
COMMITMENTS
18,388 20,599 20 45,034 47,384 63,442 68,003 14,154 9,593
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,992)
-3,320 4,389 -28 10,423 5,465 7,075 9,826 -4,083 -6,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 26.5 0.0 58.0 61.1 81.8 87.6 18.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
13 16 2 20 25 35 41
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 175,986
COMMITMENTS
8,017 42,389 1,454 151,972 121,758 161,443 165,601 14,543 10,385
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,259)
76 -13,217 312 -5,107 13,750 -4,719 845 2,460 -3,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 24.1 0.8 86.4 69.2 91.7 94.1 8.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
13 28 6 25 30 42 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 178,245
COMMITMENTS
7,941 55,606 1,142 157,079 108,008 166,162 164,756 12,083 13,489
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 11,707)
-1,417 14,882 216 28,165 6,868 26,964 21,966 -15,257 -10,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 31.2 0.6 88.1 60.6 93.2 92.4 6.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
13 35 3 25 28 40 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 161,018
COMMITMENTS
38,768 15,250 1,007 80,291 109,602 120,066 125,859 40,952 35,159
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,287)
12,303 -14,834 -162 -10,468 21,504 1,673 6,508 5,614 779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 9.5 0.6 49.9 68.1 74.6 78.2 25.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
43 15 11 27 31 73 54
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 153,731
COMMITMENTS
26,465 30,084 1,169 90,759 88,098 118,393 119,351 35,338 34,380
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 8,642)
2,227 80 151 12,972 15,097 15,350 15,328 -6,708 -6,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 19.6 0.8 59.0 57.3 77.0 77.6 23.0 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
30 28 10 26 29 59 64
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,596
COMMITMENTS
5,251 0 0 3,051 8,610 8,302 8,610 1,294 986
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 186)
374 0 0 -201 415 173 415 13 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.7 0.0 0.0 31.8 89.7 86.5 89.7 13.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 0 5 10 12 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,410
COMMITMENTS
4,877 0 0 3,252 8,195 8,129 8,195 1,281 1,215
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 406)
296 0 0 127 175 423 175 -17 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.8 0.0 0.0 34.6 87.1 86.4 87.1 13.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 0 6 10 13 10
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,296,784
COMMITMENTS
1268235 895,301 842,632 5165488 4946687 7276355 6684620 1020429 1612164
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -221,256)
293,599 -87,740 -128,526 -405,768 56,484 -240,695 -159,782 19,439 -61,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 10.8 10.2 62.3 59.6 87.7 80.6 12.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
44 68 85 128 146 225 249
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,518,040
COMMITMENTS
974,636 983,041 971,158 5571256 4890203 7517050 6844402 1000990 1673638
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 374,971)
52,352 -4,031 118,912 104,415 157,180 275,679 272,061 99,292 102,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 11.5 11.4 65.4 57.4 88.2 80.4 11.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
49 64 91 127 140 228 250
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 687,444
COMMITMENTS
43,699 58,589 13,571 486,204 514,965 543,474 587,125 143,970 100,319
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 25,436)
-6,048 -1,719 3,765 18,348 15,197 16,065 17,243 9,371 8,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 8.5 2.0 70.7 74.9 79.1 85.4 20.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
33 33 24 85 66 132 110
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 662,008
COMMITMENTS
49,747 60,308 9,806 467,856 499,768 527,409 569,882 134,599 92,126
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 6,101)
-1,361 5,968 3,466 -808 -5,299 1,297 4,135 4,804 1,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 9.1 1.5 70.7 75.5 79.7 86.1 20.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
36 36 19 87 60 134 104
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,201,748
COMMITMENTS
208,544 362,085 53,320 674,516 682,878 936,380 1098283 265,368 103,465
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 98,104)
25,968 38,649 24,201 19,322 42,948 69,491 105,798 28,613 -7,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 30.1 4.4 56.1 56.8 77.9 91.4 22.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
45 66 26 63 70 126 144
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,103,644
COMMITMENTS
182,576 323,436 29,119 655,194 639,930 866,889 992,485 236,755 111,159
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 12,317)
-10,790 -1,080 4,162 42,748 2,685 36,120 5,767 -23,803 6,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 29.3 2.6 59.4 58.0 78.5 89.9 21.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
45 60 24 58 68 119 136
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,498
COMMITMENTS
1,439 530 0 7,579 10,344 9,018 10,874 4,480 2,624
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 664)
410 0 0 728 119 1,138 119 -474 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 3.9 0.0 56.1 76.6 66.8 80.6 33.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 18 14 22 15
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,834
COMMITMENTS
1,029 530 0 6,851 10,225 7,880 10,755 4,954 2,079
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 503)
-230 530 0 423 -330 193 200 310 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 4.1 0.0 53.4 79.7 61.4 83.8 38.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 16 14 18 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 35,682
COMMITMENTS
7,610 1,751 116 18,016 31,618 25,742 33,485 9,940 2,197
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,186)
171 -416 115 -1,128 1,525 -842 1,224 2,028 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 4.9 0.3 50.5 88.6 72.1 93.8 27.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 2 20 17 26 22
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 34,496
COMMITMENTS
7,439 2,167 1 19,144 30,093 26,584 32,261 7,912 2,235
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,401)
810 545 1 -479 1,165 332 1,711 1,069 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 6.3 0.0 55.5 87.2 77.1 93.5 22.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 1 19 18 24 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,349
COMMITMENTS
6,426 16,274 16 34,296 33,506 40,738 49,796 17,611 8,553
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 381)
362 157 16 3,660 506 4,038 679 -3,657 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 27.9 0.0 58.8 57.4 69.8 85.3 30.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
11 22 1 34 29 46 51
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,968
COMMITMENTS
6,064 16,117 0 30,636 33,000 36,700 49,117 21,268 8,851
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,115)
-176 2,517 0 -17 -1,455 -193 1,062 1,308 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 27.8 0.0 52.8 56.9 63.3 84.7 36.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
10 20 0 31 27 41 47
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 334,813
COMMITMENTS
114,114 79,355 3,254 197,175 196,176 314,543 278,785 20,270 56,028
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -133)
7,820 -12,210 1,735 -14,090 22,355 -4,535 11,880 4,402 -12,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 23.7 1.0 58.9 58.6 93.9 83.3 6.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
70 57 12 43 41 120 104
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 334,946
COMMITMENTS
106,294 91,565 1,519 211,265 173,821 319,078 266,905 15,868 68,041
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,869)
-13,810 17,384 -1,009 15,990 -27,426 1,171 -11,051 -4,040 8,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 27.3 0.5 63.1 51.9 95.3 79.7 4.7 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
59 74 12 43 37 109 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 65,292
COMMITMENTS
20,798 1,465 0 31,242 56,505 52,040 57,970 13,252 7,322
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 4,193)
6,656 -1,812 0 -4,000 6,521 2,656 4,709 1,537 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 2.2 0.0 47.8 86.5 79.7 88.8 20.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 2 0 15 19 29 21
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,099
COMMITMENTS
14,142 3,277 0 35,242 49,984 49,384 53,261 11,715 7,838
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 911)
-519 486 0 8,258 3,735 7,739 4,221 -6,828 -3,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 5.4 0.0 57.7 81.8 80.8 87.2 19.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 4 0 17 16 27 20
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,141
COMMITMENTS
221 6,145 55 32,154 25,855 32,430 32,055 5,711 6,086
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 926)
-559 -77 55 986 1,160 482 1,138 444 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 16.1 0.1 84.3 67.8 85.0 84.0 15.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 15 1 29 27 31 42
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,215
COMMITMENTS
780 6,222 0 31,168 24,695 31,948 30,917 5,267 6,298
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,108)
560 1,059 0 348 -513 908 546 200 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 16.7 0.0 83.8 66.4 85.8 83.1 14.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 15 0 29 24 31 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 240,805
COMMITMENTS
20,770 50,050 1,266 205,110 178,709 227,146 230,025 13,659 10,780
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -9,002)
4,294 -4,013 370 -15,411 -4,749 -10,747 -8,392 1,745 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 20.8 0.5 85.2 74.2 94.3 95.5 5.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
23 38 9 37 50 65 93
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 249,807
COMMITMENTS
16,476 54,063 896 220,521 183,458 237,893 238,417 11,914 11,390
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 5,099)
3,695 5,673 242 -254 -693 3,683 5,222 1,416 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 21.6 0.4 88.3 73.4 95.2 95.4 4.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
19 42 7 32 49 55 94
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 65,798
COMMITMENTS
20,338 13,132 6,222 21,328 34,291 47,888 53,645 17,910 12,153
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 11,597)
797 202 5,865 3,089 3,051 9,751 9,118 1,846 2,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 20.0 9.5 32.4 52.1 72.8 81.5 27.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 20 15 23 27 58 53
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 54,201
COMMITMENTS
19,541 12,930 357 18,239 31,240 38,137 44,527 16,064 9,674
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,422)
-1,107 1,160 -104 -891 -727 -2,102 329 -320 -2,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 23.9 0.7 33.7 57.6 70.4 82.2 29.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
21 20 3 21 23 44 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,046
COMMITMENTS
6,944 2,485 3,489 20,827 10,982 31,260 16,956 7,786 22,090
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,513)
388 596 3,310 1,649 -385 5,347 3,521 2,166 3,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 6.4 8.9 53.3 28.1 80.1 43.4 19.9 56.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 5 9 13 10 28 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 31,533
COMMITMENTS
6,556 1,889 179 19,178 11,367 25,913 13,435 5,620 18,098
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 849)
-732 998 -60 594 389 -198 1,327 1,047 -478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 6.0 0.6 60.8 36.0 82.2 42.6 17.8 57.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 5 3 10 10 20 18
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,484
COMMITMENTS
1,498 2,906 0 19,548 28,546 21,046 31,452 18,438 8,032
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,039)
-212 -164 -45 929 3,391 672 3,182 1,367 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 7.4 0.0 49.5 72.3 53.3 79.7 46.7 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 10 0 16 24 20 34
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 37,445
COMMITMENTS
1,710 3,070 45 18,619 25,155 20,374 28,270 17,071 9,175
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -1,132)
457 568 45 -224 -216 278 397 -1,410 -1,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 8.2 0.1 49.7 67.2 54.4 75.5 45.6 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 11 1 17 22 21 33
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 112,175
COMMITMENTS
39,225 24,659 7,969 33,429 68,541 80,623 101,169 31,552 11,006
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -8,128)
-4,592 -7,508 17 -1,654 1,353 -6,229 -6,138 -1,899 -1,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 22.0 7.1 29.8 61.1 71.9 90.2 28.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
86 37 26 24 28 118 84
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 120,303
COMMITMENTS
43,817 32,167 7,952 35,083 67,188 86,852 107,307 33,451 12,996
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 4,172)
3,650 16,677 -3,899 5,287 -9,282 5,038 3,496 -866 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 26.7 6.6 29.2 55.8 72.2 89.2 27.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
92 42 21 23 26 121 85
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 105,839
COMMITMENTS
38,826 29,059 12,537 40,126 51,435 91,489 93,031 14,350 12,808
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,073)
1,535 1,123 -419 -286 508 830 1,212 243 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 27.5 11.8 37.9 48.6 86.4 87.9 13.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
67 63 41 42 37 144 114
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 104,766
COMMITMENTS
37,291 27,936 12,956 40,412 50,927 90,659 91,819 14,107 12,947
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,158)
-1,067 440 2,158 1,575 379 2,666 2,977 -508 -819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 26.7 12.4 38.6 48.6 86.5 87.6 13.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
65 63 42 41 37 140 116
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 299,192
COMMITMENTS
159,922 44,670 26,577 56,461 205,078 242,960 276,325 56,232 22,867
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,298)
1,081 -4,338 3,345 -2,374 6,593 2,052 5,600 5,246 1,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.5 14.9 8.9 18.9 68.5 81.2 92.4 18.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
124 57 28 31 45 176 114
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 291,894
COMMITMENTS
158,841 49,008 23,232 58,835 198,485 240,908 270,725 50,986 21,169
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -39,910)
-48,057 1,797 -224 10,464 -43,760 -37,817 -42,187 -2,093 2,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.4 16.8 8.0 20.2 68.0 82.5 92.7 17.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
127 57 32 30 43 176 119
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,316
COMMITMENTS
4,698 2,261 541 2,607 6,059 7,846 8,861 1,470 455
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 26)
3 -29 21 -36 35 -12 27 38 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.4 24.3 5.8 28.0 65.0 84.2 95.1 15.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 3 11 6 6 34 19
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,290
COMMITMENTS
4,695 2,290 520 2,643 6,024 7,858 8,834 1,432 456
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 838)
1,000 13 -23 33 1,100 1,010 1,090 -172 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.5 24.7 5.6 28.4 64.8 84.6 95.1 15.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 3 11 6 6 33 19
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 94,432
COMMITMENTS
23,354 9,250 3,836 49,594 62,459 76,784 75,545 17,648 18,887
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,908)
-3,932 2,576 -26 364 -5,771 -3,594 -3,221 1,686 1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 9.8 4.1 52.5 66.1 81.3 80.0 18.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
43 16 19 41 54 88 86
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 96,340
COMMITMENTS
27,286 6,674 3,862 49,230 68,230 80,378 78,766 15,962 17,574
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -1,824)
-1,035 -821 218 -251 309 -1,068 -294 -756 -1,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 6.9 4.0 51.1 70.8 83.4 81.8 16.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
52 13 22 41 58 100 89
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 28,029
COMMITMENTS
2,250 5,607 688 16,294 14,421 19,232 20,716 8,797 7,313
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,875)
200 427 115 -3,233 -3,066 -2,918 -2,524 43 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 20.0 2.5 58.1 51.5 68.6 73.9 31.4 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 10 4 24 17 33 30
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 30,904
COMMITMENTS
2,050 5,180 573 19,527 17,487 22,150 23,240 8,754 7,664
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,985)
406 730 7 -2,696 -3,175 -2,283 -2,438 -702 -547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 16.8 1.9 63.2 56.6 71.7 75.2 28.3 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 11 3 25 19 34 32
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 107,098
COMMITMENTS
21,111 41,986 4,843 68,509 48,237 94,463 95,066 12,635 12,032
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,719)
1,100 -1,631 896 634 2,697 2,630 1,962 89 757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 39.2 4.5 64.0 45.0 88.2 88.8 11.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
58 75 41 53 44 133 141
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 104,379
COMMITMENTS
20,011 43,617 3,947 67,875 45,540 91,833 93,104 12,546 11,275
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -96)
-551 246 344 864 448 657 1,038 -753 -1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 41.8 3.8 65.0 43.6 88.0 89.2 12.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
57 77 42 51 45 132 143
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 23,635
COMMITMENTS
7,791 5,402 1,490 11,430 14,832 20,711 21,724 2,924 1,911
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,133)
-107 601 -1 -926 -1,874 -1,034 -1,274 -99 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 22.9 6.3 48.4 62.8 87.6 91.9 12.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
30 29 14 25 14 63 51
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 24,768
COMMITMENTS
7,898 4,801 1,491 12,356 16,706 21,745 22,998 3,023 1,770
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -1,180)
-651 547 274 -84 -1,651 -461 -830 -719 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 19.4 6.0 49.9 67.4 87.8 92.9 12.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
32 28 16 26 17 65 56
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 115,177
COMMITMENTS
20,559 19,798 1,321 85,844 88,423 107,724 109,542 7,453 5,635
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -16,884)
-4,974 -19,396 -1,371 -9,192 5,798 -15,537 -14,969 -1,347 -1,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 17.2 1.1 74.5 76.8 93.5 95.1 6.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
41 37 10 50 36 96 80
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 132,061
COMMITMENTS
25,533 39,194 2,692 95,036 82,625 123,261 124,511 8,800 7,550
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,206)
-308 65 279 2,773 803 2,744 1,147 -538 1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 29.7 2.0 72.0 62.6 93.3 94.3 6.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
46 54 15 52 34 108 97
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 483,634
COMMITMENTS
172,346 42,740 48,057 177,810 336,587 398,213 427,384 85,421 56,250
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 8,649)
9,054 -3,408 2,492 -9,241 -1,107 2,305 -2,023 6,344 10,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 8.8 9.9 36.8 69.6 82.3 88.4 17.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
66 40 49 57 50 160 109
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 474,985
COMMITMENTS
163,292 46,148 45,565 187,051 337,694 395,908 429,407 79,077 45,578
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 9,456)
6,944 -3,079 12,527 -13,469 -3,819 6,002 5,629 3,454 3,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 9.7 9.6 39.4 71.1 83.4 90.4 16.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
71 37 45 57 50 157 109
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 85,493
COMMITMENTS
21,282 18,919 8,702 46,712 51,360 76,696 78,981 8,797 6,512
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,737)
1,088 -292 1,437 -470 1,877 2,055 3,022 682 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 22.1 10.2 54.6 60.1 89.7 92.4 10.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
84 77 36 91 83 199 179
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 82,756
COMMITMENTS
20,194 19,211 7,265 47,182 49,483 74,641 75,959 8,115 6,797
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -973)
-2,682 313 1,355 566 -3,202 -761 -1,534 -212 561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 23.2 8.8 57.0 59.8 90.2 91.8 9.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
81 70 33 88 80 188 171
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,866
COMMITMENTS
5,880 11,235 2,703 11,146 4,252 19,729 18,190 1,137 2,676
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,369)
-632 8,713 293 4,616 -6,071 4,277 2,935 -908 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 53.8 13.0 53.4 20.4 94.6 87.2 5.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 19 8 8 6 21 30
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,497
COMMITMENTS
6,512 2,522 2,410 6,530 10,323 15,452 15,255 2,045 2,242
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,672)
670 -850 226 -3,207 -1,364 -2,311 -1,988 -361 -684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 14.4 13.8 37.3 59.0 88.3 87.2 11.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 15 7 9 4 25 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 178,746
COMMITMENTS
30,307 18,430 23,878 89,137 113,991 143,322 156,299 35,424 22,447
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -4,262)
-1,029 -3,565 -209 -1,419 2,591 -2,657 -1,183 -1,605 -3,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 10.3 13.4 49.9 63.8 80.2 87.4 19.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
35 27 40 56 56 117 99
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 183,008
COMMITMENTS
31,336 21,995 24,087 90,556 111,400 145,979 157,482 37,029 25,526
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -8,164)
-3,977 2,238 -1,161 -3,431 -10,356 -8,569 -9,279 405 1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 12.0 13.2 49.5 60.9 79.8 86.1 20.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
35 32 38 60 57 122 103
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 519,727
COMMITMENTS
60,313 68,917 161,479 225,878 257,423 447,670 487,819 72,057 31,908
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 21,766)
-170 -762 11,739 7,514 8,748 19,083 19,725 2,683 2,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 13.3 31.1 43.5 49.5 86.1 93.9 13.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
58 44 72 95 80 190 163
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 497,961
COMMITMENTS
60,483 69,679 149,740 218,364 248,675 428,587 468,094 69,374 29,867
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -30,065)
-11,773 -7,627 -17,330 -2,124 -7,332 -31,227 -32,289 1,162 2,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 14.0 30.1 43.9 49.9 86.1 94.0 13.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
60 48 67 94 80 194 158
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,921
COMMITMENTS
0 3,594 4,929 31,036 25,729 35,965 34,252 4,956 6,669
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -815)
-2,688 -205 2,380 -2,016 -3,018 -2,324 -843 1,509 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.8 12.0 75.8 62.9 87.9 83.7 12.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 16 14 18 17
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,736
COMMITMENTS
2,688 3,799 2,549 33,052 28,747 38,289 35,095 3,447 6,641
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,658)
612 120 430 890 1,634 1,932 2,184 -274 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 9.1 6.1 79.2 68.9 91.7 84.1 8.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 20 18 22 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,994
COMMITMENTS
9,475 5,300 4,396 82,763 91,704 96,634 101,400 9,360 4,594
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -6,430)
-656 -60 -916 -2,082 -5,030 -3,654 -6,006 -2,776 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 5.0 4.1 78.1 86.5 91.2 95.7 8.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 4 25 29 30 34
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,424
COMMITMENTS
10,131 5,360 5,312 84,845 96,734 100,288 107,406 12,136 5,018
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,336)
3,338 -372 -442 -866 2,510 2,030 1,696 306 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 4.8 4.7 75.5 86.0 89.2 95.5 10.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 4 25 27 30 32
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,338
COMMITMENTS
4,920 10,821 1,515 48,826 39,892 55,261 52,228 4,077 7,110
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -16,711)
-12,572 -3,746 -1,169 -2,792 -11,624 -16,533 -16,539 -178 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 18.2 2.6 82.3 67.2 93.1 88.0 6.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 2 20 17 23 21
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,049
COMMITMENTS
17,492 14,567 2,684 51,618 51,516 71,794 68,767 4,255 7,282
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 4,882)
2,282 1,624 0 2,660 3,754 4,942 5,378 -60 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 19.2 3.5 67.9 67.7 94.4 90.4 5.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 1 20 16 22 20
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,008
COMMITMENTS
188 25,135 1,424 58,643 35,958 60,255 62,517 4,753 2,491
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,768)
188 4,993 -2,016 -3,256 -6,902 -5,084 -3,925 1,316 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 38.7 2.2 90.2 55.3 92.7 96.2 7.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 4 21 20 25 24
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,776
COMMITMENTS
0 20,142 3,440 61,899 42,860 65,339 66,442 3,437 2,334
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 5,318)
0 -4,103 -242 6,137 9,998 5,895 5,653 -577 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 29.3 5.0 90.0 62.3 95.0 96.6 5.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 4 22 22 26 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,110
COMMITMENTS
14,095 13,022 1,116 35,367 36,947 50,578 51,085 5,532 5,025
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -8,034)
-28 -1,219 -1,646 -5,739 -4,084 -7,413 -6,949 -621 -1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 23.2 2.0 63.0 65.8 90.1 91.0 9.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 3 20 21 23 27
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,144
COMMITMENTS
14,123 14,241 2,762 41,106 41,031 57,991 58,034 6,153 6,110
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,565)
720 324 -201 -659 618 -140 741 1,705 824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 22.2 4.3 64.1 64.0 90.4 90.5 9.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 5 20 19 25 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,600
COMMITMENTS
403 0 1,989 57,673 52,199 60,065 54,188 535 6,412
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,443)
403 -2,219 43 -2,678 -1,367 -2,232 -3,543 -211 1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 3.3 95.2 86.1 99.1 89.4 0.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 19 20 20 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,043
COMMITMENTS
0 2,219 1,946 60,351 53,566 62,297 57,731 746 5,312
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,872)
0 182 1,092 3,148 2,474 4,240 3,748 -368 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 3.1 95.7 85.0 98.8 91.6 1.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 21 23 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,500
COMMITMENTS
0 16,623 62 57,978 43,802 58,040 60,487 7,460 5,013
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,162)
0 1,166 -460 -2,656 -3,818 -3,116 -3,112 -46 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 25.4 0.1 88.5 66.9 88.6 92.3 11.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 22 20 23 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,662
COMMITMENTS
0 15,457 522 60,634 47,620 61,156 63,599 7,506 5,063
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,950)
0 -494 212 2,765 2,619 2,977 2,337 -27 613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 22.5 0.8 88.3 69.4 89.1 92.6 10.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 24 22 26 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,380
COMMITMENTS
22,264 565 2,920 37,970 57,789 63,154 61,274 4,226 6,106
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -8,444)
-3,267 -270 -1,213 -4,408 -7,561 -8,888 -9,044 444 600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 0.8 4.3 56.4 85.8 93.7 90.9 6.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 3 18 21 21 25
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,824
COMMITMENTS
25,531 835 4,133 42,378 65,350 72,042 70,318 3,782 5,506
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,520)
740 -1,506 -368 2,762 4,458 3,134 2,584 -614 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 1.1 5.5 55.9 86.2 95.0 92.7 5.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 3 21 22 24 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,927
COMMITMENTS
1,392 648 3,162 29,470 24,070 34,024 27,880 3,903 10,047
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -4,426)
325 -2,935 382 -6,887 -1,827 -6,180 -4,380 1,754 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 1.7 8.3 77.7 63.5 89.7 73.5 10.3 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 17 15 21 17
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,353
COMMITMENTS
1,067 3,583 2,780 36,357 25,897 40,204 32,260 2,149 10,093
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,573)
-1,034 1,088 52 4,421 1,477 3,439 2,617 134 956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 8.5 6.6 85.8 61.1 94.9 76.2 5.1 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 20 18 24 20
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,930
COMMITMENTS
1,712 8,112 1,379 36,779 36,761 39,870 46,252 14,060 7,678
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,577)
0 3,538 260 1,886 64 2,146 3,862 1,431 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 15.0 2.6 68.2 68.2 73.9 85.8 26.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 11 12 14 15
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,806
COMMITMENTS
3,274 0 0 43,132 46,332 46,406 46,332 400 474
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.0 0.0 92.2 99.0 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 14 16 17 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 33,588
COMMITMENTS
4,684 0 0 27,702 32,518 32,386 32,518 1,202 1,070
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 0.0 0.0 82.5 96.8 96.4 96.8 3.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 14 19 17 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,230,454
COMMITMENTS
322,403 55,507 238,579 650,696 926,652 1211678 1220738 18,776 9,716
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 19,523)
5,129 1,604 5,531 11,169 15,221 21,829 22,356 -2,306 -2,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 4.5 19.4 52.9 75.3 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
28 10 35 81 79 117 116
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,210,931
COMMITMENTS
317,274 53,903 233,048 639,527 911,431 1189849 1198382 21,082 12,549
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -36,558)
-9,685 -18,943 -2,332 -25,774 -15,280 -37,791 -36,555 1,233 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 4.5 19.2 52.8 75.3 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
25 10 34 82 79 116 115
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 204,832
COMMITMENTS
50,227 41,613 51,928 100,304 107,272 202,459 200,813 2,373 4,019
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 13,171)
8,456 2,408 -633 5,365 10,926 13,188 12,701 -17 470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 20.3 25.4 49.0 52.4 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 7 17 29 30 47 48
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 191,661
COMMITMENTS
41,771 39,205 52,561 94,939 96,346 189,271 188,112 2,390 3,549
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -10,743)
10,034 1,085 -11,982 -9,858 -1,233 -11,806 -12,130 1,063 1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 20.5 27.4 49.5 50.3 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 9 17 29 30 47 49
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 80,042
COMMITMENTS
21,939 6,180 18,185 39,400 55,157 79,524 79,522 518 520
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -5,942)
-3,143 440 -1,617 -1,395 -4,868 -6,155 -6,045 213 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 7.7 22.7 49.2 68.9 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 7 9 36 36 45 47
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 85,984
COMMITMENTS
25,082 5,740 19,802 40,795 60,025 85,679 85,567 305 417
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,450)
1,040 2,300 -1,060 3,353 2,233 3,333 3,473 117 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 6.7 23.0 47.4 69.8 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 7 10 37 35 47 47
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,065
COMMITMENTS
2,114 5,068 2,647 18,369 16,449 23,130 24,164 1,935 901
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,988)
-44 322 -571 -909 -1,483 -1,524 -1,732 -464 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 20.2 10.6 73.3 65.6 92.3 96.4 7.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 4 19 23 24 28
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,053
COMMITMENTS
2,158 4,746 3,218 19,278 17,932 24,654 25,896 2,399 1,157
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2)
-508 -88 -42 -218 -180 -768 -310 770 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 17.5 11.9 71.3 66.3 91.1 95.7 8.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 5 4 20 24 25 29
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,259
COMMITMENTS
260 3,979 1,833 6,768 3,897 8,861 9,709 1,398 550
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,935)
-322 -257 -295 -1,444 -917 -2,061 -1,469 126 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 38.8 17.9 66.0 38.0 86.4 94.6 13.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 18 11 22 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,194
COMMITMENTS
582 4,236 2,128 8,212 4,814 10,922 11,178 1,272 1,016
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 628)
42 882 -714 1,306 0 634 168 -6 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 34.7 17.5 67.3 39.5 89.6 91.7 10.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 3 20 13 25 17
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,957
COMMITMENTS
2,403 3,039 399 9,132 8,385 11,934 11,823 23 134
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -42)
84 0 -84 -42 42 -42 -42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 25.4 3.3 76.4 70.1 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 3 12 9 15 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,100
COMMITMENTS
3,200 3,220 2,400 10,168 10,252 15,768 15,872 332 228
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -762)
-160 146 -600 -174 -306 -934 -760 172 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 20.0 14.9 63.2 63.7 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 6 16 16 22 22
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,862
COMMITMENTS
3,360 3,074 3,000 10,342 10,558 16,702 16,632 160 230
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 580)
-100 0 60 500 500 460 560 120 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 18.2 17.8 61.3 62.6 99.1 98.6 0.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 6 20 17 26 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,086
COMMITMENTS
11,850 240 1,480 9,890 21,854 23,220 23,574 866 512
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -990)
470 -40 -470 -1,070 -360 -1,070 -870 80 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.2 1.0 6.1 41.1 90.7 96.4 97.9 3.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 5 19 20 25 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,076
COMMITMENTS
11,380 280 1,950 10,960 22,214 24,290 24,444 786 632
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 430)
-110 0 30 90 -80 10 -50 420 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 1.1 7.8 43.7 88.6 96.9 97.5 3.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 4 23 23 28 28
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 897,560
COMMITMENTS
140,777 116,683 161,402 524,902 540,460 827,081 818,545 70,479 79,015
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -16,862)
-1,814 -6,548 -5,777 -7,708 3,270 -15,299 -9,055 -1,563 -7,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 13.0 18.0 58.5 60.2 92.1 91.2 7.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
78 92 95 74 83 217 212
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 914,422
COMMITMENTS
142,591 123,231 167,179 532,610 537,190 842,380 827,600 72,042 86,822
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 18,332)
2,142 -1,498 -810 10,279 6,503 11,611 4,195 6,721 14,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 13.5 18.3 58.2 58.7 92.1 90.5 7.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
75 98 96 74 85 213 220
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,315
COMMITMENTS
8,392 6,698 236 2,291 5,615 10,919 12,549 2,396 766
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,484)
32 817 -420 -929 -1,700 -1,317 -1,303 -167 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.0 50.3 1.8 17.2 42.2 82.0 94.2 18.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
53 16 2 15 24 70 40
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,799
COMMITMENTS
8,360 5,881 656 3,220 7,315 12,236 13,852 2,563 947
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -107)
-118 458 -282 432 -363 32 -187 -139 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.5 39.7 4.4 21.8 49.4 82.7 93.6 17.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
53 16 4 16 25 73 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,319
COMMITMENTS
7,782 818 245 1,005 9,246 9,032 10,309 2,287 1,010
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 484)
347 112 178 -100 61 425 351 59 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.8 7.2 2.2 8.9 81.7 79.8 91.1 20.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
24 9 3 8 23 35 32
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,835
COMMITMENTS
7,435 706 67 1,105 9,185 8,607 9,958 2,228 877
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -457)
-209 5 59 85 -406 -65 -342 -392 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.6 6.5 0.6 10.2 84.8 79.4 91.9 20.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
24 6 2 8 21 33 29
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 139,725
COMMITMENTS
35,665 5,759 6,271 79,913 116,632 121,849 128,662 17,876 11,063
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -14,077)
-4,093 -1,443 -953 -8,433 -9,535 -13,479 -11,931 -598 -2,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 4.1 4.5 57.2 83.5 87.2 92.1 12.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
55 15 29 55 73 122 105
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 153,802
COMMITMENTS
39,758 7,202 7,224 88,346 126,167 135,328 140,593 18,474 13,209
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,640)
-8,152 1,087 -1,410 5,798 -5,882 -3,764 -6,205 1,124 3,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 4.7 4.7 57.4 82.0 88.0 91.4 12.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
52 20 27 63 66 127 102
Updated September 16, 2005