WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 291,000: 46,895 60,466 49,401 169,354 141,138 265,649 251,004: 25,351 39,996
Old : 283,863: 46,717 58,717 48,651 163,885 138,906 259,253 246,274: 24,611 37,589
Other: 7,137: 928 2,498 0 5,469 2,232 6,397 4,730: 740 2,407
: : :
: : Changes in Commitments from: July 19, 2005 :
: -301: -4,081 6,051 -734 4,770 -6,612 -46 -1,295: -255 995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 20.8 17.0 58.2 48.5 91.3 86.3: 8.7 13.7
Old : 100.0: 16.5 20.7 17.1 57.7 48.9 91.3 86.8: 8.7 13.2
Other: 100.0: 13.0 35.0 0.0 76.6 31.3 89.6 66.3: 10.4 33.7
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 79 92 75 44 54 164 189:
Old : 246: 80 93 75 44 52 164 187:
Other: 60: 11 14 0 11 31 22 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 31.8 43.3 38.4 29.5 26.8 42.6 32.4
Old : 30.6 32.5 44.2 39.3 30.3 28.7 43.6 34.5
Other: 66.8 35.9 82.0 46.9 64.1 35.6 78.2 44.1
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 291,300: 50,976 54,415 50,135 164,585 147,750 265,695 252,299: 25,605 39,001
Old : 284,594: 50,721 52,576 49,618 159,247 145,592 259,585 247,785: 25,009 36,809
Other: 6,706: 771 2,355 1 5,338 2,158 6,110 4,514: 596 2,192
: : :
: : Changes in Commitments from: July 12, 2005 :
: 18,343: 3,233 -1,876 10,696 2,930 8,062 16,858 16,882: 1,485 1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 18.7 17.2 56.5 50.7 91.2 86.6: 8.8 13.4
Old : 100.0: 17.8 18.5 17.4 56.0 51.2 91.2 87.1: 8.8 12.9
Other: 100.0: 11.5 35.1 0.0 79.6 32.2 91.1 67.3: 8.9 32.7
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 81 92 80 44 60 171 195:
Old : 254: 82 94 80 44 60 171 195:
Other: 56: 9 13 1 11 30 20 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 34.1 41.9 41.2 28.4 29.5 41.1 35.2
Old : 29.4 34.8 42.7 42.0 29.0 31.4 42.1 37.3
Other: 69.5 37.8 85.3 48.2 66.6 37.0 80.9 45.2
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 933,138: 148,737 48,100 182,820 446,610 488,606 778,166 719,526: 154,972 213,612
Old : 325,469: 41,930 60,493 24,121 212,674 196,673 278,725 281,287: 46,743 44,182
Other: 607,670: 158,065 38,866 107,441 233,935 291,933 499,441 438,239: 108,229 169,430
: : :
: : Changes in Commitments from: July 19, 2005 :
: -19,268: -8,362 -6,251 -7,633 1,439 5,167 -14,556 -8,717: -4,711 -10,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.2 19.6 47.9 52.4 83.4 77.1: 16.6 22.9
Old : 100.0: 12.9 18.6 7.4 65.3 60.4 85.6 86.4: 14.4 13.6
Other: 100.0: 26.0 6.4 17.7 38.5 48.0 82.2 72.1: 17.8 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 586: 174 85 180 230 265 485 473:
Old : 460: 84 111 73 162 191 284 337:
Other: 556: 184 75 132 185 252 413 418:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 18.2 26.2 23.4 17.4 14.9 24.9 19.3
Old : 35.4 29.1 49.5 37.5 35.2 28.7 49.3 36.4
Other: 16.4 13.6 22.7 18.9 14.1 11.5 19.3 15.9
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 952,406: 157,098 54,351 190,453 445,171 483,438 792,723 728,243: 159,683 224,163
Old : 358,620: 44,139 53,756 40,929 220,822 212,494 305,889 307,179: 52,730 51,441
Other: 593,787: 156,968 44,604 105,516 224,349 270,944 486,833 421,064: 106,953 172,722
: : :
: : Changes in Commitments from: July 12, 2005 :
: 79,452: 42,184 -10,046 15,450 4,597 66,944 62,230 72,347: 17,223 7,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 5.7 20.0 46.7 50.8 83.2 76.5: 16.8 23.5
Old : 100.0: 12.3 15.0 11.4 61.6 59.3 85.3 85.7: 14.7 14.3
Other: 100.0: 26.4 7.5 17.8 37.8 45.6 82.0 70.9: 18.0 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 585: 178 89 173 220 268 470 474:
Old : 468: 83 112 87 157 205 290 354:
Other: 548: 176 78 124 181 252 398 415:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 16.4 25.6 22.2 17.0 13.6 24.9 17.9
Old : 33.0 27.0 45.9 35.1 32.8 26.1 45.7 33.4
Other: 15.3 12.0 21.9 17.1 14.0 9.3 19.0 13.6
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,267: 3,669 15 741 2,251 6,770 6,660 7,526: 2,607 1,741
Old : 9,267: 3,669 15 741 2,251 6,770 6,660 7,526: 2,607 1,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -125: 175 -49 -24 -109 -97 42 -170: -167 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 0.2 8.0 24.3 73.1 71.9 81.2: 28.1 18.8
Old : 100.0: 39.6 0.2 8.0 24.3 73.1 71.9 81.2: 28.1 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 15 2 5 10 15 26 21:
Old : 34: 15 2 5 10 15 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 41.8 49.4 62.8 29.1 40.6 42.7 54.9
Old : 33.5 41.8 49.4 62.8 29.1 40.6 42.7 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 9,392: 3,494 65 765 2,360 6,867 6,618 7,696: 2,774 1,696
Old : 9,392: 3,494 65 765 2,360 6,867 6,618 7,696: 2,774 1,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 521: 470 -21 -33 -41 366 395 312: 126 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 0.7 8.1 25.1 73.1 70.5 81.9: 29.5 18.1
Old : 100.0: 37.2 0.7 8.1 25.1 73.1 70.5 81.9: 29.5 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 15 2 6 11 16 26 24:
Old : 35: 15 2 6 11 16 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 41.3 47.6 62.2 27.7 39.7 41.1 54.7
Old : 31.9 41.3 47.6 62.2 27.7 39.7 41.1 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 365,988: 68,925 21,579 67,758 151,563 192,011 288,246 281,348: 77,742 84,640
Old : 23,074: 6,375 1,815 10 9,908 16,086 16,293 17,911: 6,781 5,163
Other: 342,914: 66,178 23,392 64,120 141,655 175,925 271,953 263,437: 70,961 79,477
: : :
: : Changes in Commitments from: July 19, 2005 :
: -31,144: 3,958 2,185 -19,217 -8,061 -10,409 -23,319 -27,442: -7,824 -3,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 5.9 18.5 41.4 52.5 78.8 76.9: 21.2 23.1
Old : 100.0: 27.6 7.9 0.0 42.9 69.7 70.6 77.6: 29.4 22.4
Other: 100.0: 19.3 6.8 18.7 41.3 51.3 79.3 76.8: 20.7 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 121 79 127 121 136 312 284:
Old : 158: 32 18 1 58 59 91 78:
Other: 360: 116 87 118 105 136 286 283:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 23.3 28.9 31.8 17.5 16.9 25.0 22.4
Old : 20.8 40.9 31.9 52.1 20.8 39.6 31.7 50.8
Other: 20.6 22.8 30.9 31.0 18.7 16.5 26.7 21.8
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 397,132: 64,967 19,394 86,975 159,623 202,420 311,566 308,790: 85,566 88,342
Old : 60,305: 10,986 2,499 19,089 17,745 28,980 47,819 50,568: 12,486 9,737
Other: 336,826: 60,053 22,966 61,815 141,878 173,440 263,746 258,221: 73,080 78,605
: : :
: : Changes in Commitments from: July 12, 2005 :
: -1,124: -4,757 -2,386 4,641 415 -1,208 299 1,046: -1,423 -2,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 4.9 21.9 40.2 51.0 78.5 77.8: 21.5 22.2
Old : 100.0: 18.2 4.1 31.7 29.4 48.1 79.3 83.9: 20.7 16.1
Other: 100.0: 17.8 6.8 18.4 42.1 51.5 78.3 76.7: 21.7 23.3
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 144 73 133 130 142 328 298:
Old : 236: 77 32 55 80 77 167 154:
Other: 366: 130 80 123 108 135 298 282:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 22.0 28.8 31.6 16.1 15.6 23.1 20.8
Old : 23.8 21.9 34.0 35.6 9.3 14.4 14.5 21.6
Other: 20.7 22.9 31.7 31.9 19.0 16.8 27.1 22.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,187: 13,059 4,696 1,340 0 768 14,399 6,804: 4,788 12,383
Old : 1,416: 1,103 753 0 0 14 1,103 767: 313 649
Other: 17,771: 12,941 4,928 355 0 754 13,296 6,037: 4,475 11,734
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,978: 568 1,187 1,121 0 -172 1,689 2,136: 289 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 24.5 7.0 0.0 4.0 75.0 35.5: 25.0 64.5
Old : 100.0: 77.9 53.2 0.0 0.0 1.0 77.9 54.2: 22.1 45.8
Other: 100.0: 72.8 27.7 2.0 0.0 4.2 74.8 34.0: 25.2 66.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 12 10 0 3 14 20:
Old : 15: 8 5 0 0 2 8 7:
Other: 24: 10 11 6 0 3 11 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 20.4 71.3 26.4 62.4 15.8 67.4 21.5
Old : 68.4 52.1 77.9 54.2 68.4 52.1 77.9 54.2
Other: 65.5 18.6 72.8 24.8 65.0 18.6 70.9 24.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 153,142: 34,141 10,289 24,923 66,218 103,589 125,282 138,802: 27,859 14,340
Old : 42,608: 13,034 2,512 7,591 14,497 27,324 35,122 37,427: 7,486 5,181
Other: 110,534: 25,858 12,529 12,580 51,721 76,266 90,160 101,375: 20,374 9,159
: : :
: : Changes in Commitments from: July 19, 2005 :
: -12,414: -2,739 -304 -3,060 -4,460 -8,673 -10,258 -12,037: -2,156 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 6.7 16.3 43.2 67.6 81.8 90.6: 18.2 9.4
Old : 100.0: 30.6 5.9 17.8 34.0 64.1 82.4 87.8: 17.6 12.2
Other: 100.0: 23.4 11.3 11.4 46.8 69.0 81.6 91.7: 18.4 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 51 21 29 43 41 111 83:
Old : 86: 27 15 17 28 33 62 60:
Other: 121: 46 25 23 35 34 94 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 38.7 31.8 51.5 20.8 29.8 29.2 42.1
Old : 26.3 32.7 37.9 44.9 16.2 20.4 24.9 30.4
Other: 27.9 44.2 38.2 56.9 27.9 37.7 37.5 49.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 165,556: 36,879 10,593 27,983 70,678 112,263 135,540 150,839: 30,015 14,717
Old : 51,187: 12,796 3,090 9,478 19,958 32,472 42,231 45,039: 8,955 6,147
Other: 114,369: 30,338 13,758 12,251 50,721 79,791 93,309 105,800: 21,060 8,569
: : :
: : Changes in Commitments from: July 12, 2005 :
: -4,341: 723 1,293 503 -2,384 -5,989 -1,157 -4,193: -3,183 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 6.4 16.9 42.7 67.8 81.9 91.1: 18.1 8.9
Old : 100.0: 25.0 6.0 18.5 39.0 63.4 82.5 88.0: 17.5 12.0
Other: 100.0: 26.5 12.0 10.7 44.3 69.8 81.6 92.5: 18.4 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 56 24 31 44 44 119 87:
Old : 89: 28 15 16 29 37 65 61:
Other: 129: 52 29 24 33 34 101 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 37.7 29.2 50.4 19.0 29.5 26.8 41.8
Old : 23.4 29.2 37.6 42.4 16.1 19.6 25.6 27.8
Other: 26.6 46.1 36.8 58.4 26.6 40.1 36.0 51.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 737,661: 76,242 65,643 115,043 420,215 379,019 611,500 559,705: 126,162 177,956
Old : 737,661: 76,242 65,643 115,043 420,215 379,019 611,500 559,705: 126,162 177,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -37,716: -8,072 -2,619 -16,023 -12,383 -7,290 -36,479 -25,932: -1,237 -11,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.9 15.6 57.0 51.4 82.9 75.9: 17.1 24.1
Old : 100.0: 10.3 8.9 15.6 57.0 51.4 82.9 75.9: 17.1 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 28 34 39 68 81 117 133:
Old : 158: 28 34 39 68 81 117 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 12.7 31.9 20.6 21.7 10.2 26.2 14.9
Old : 24.0 12.7 31.9 20.6 21.7 10.2 26.2 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 775,378: 84,314 68,262 131,067 432,598 386,308 647,979 585,637: 127,399 189,740
Old : 775,378: 84,314 68,262 131,067 432,598 386,308 647,979 585,637: 127,399 189,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -14,693: -6,996 -15,596 1,576 5,723 -362 303 -14,383: -14,996 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 8.8 16.9 55.8 49.8 83.6 75.5: 16.4 24.5
Old : 100.0: 10.9 8.8 16.9 55.8 49.8 83.6 75.5: 16.4 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 29 34 38 74 81 124 132:
Old : 161: 29 34 38 74 81 124 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 13.5 32.5 21.2 22.8 11.5 26.8 16.2
Old : 25.0 13.5 32.5 21.2 22.8 11.5 26.8 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 131,182: 25,346 1,252 21,273 49,940 92,340 96,559 114,866: 34,623 16,317
Old : 40,803: 11,209 139 4,537 14,326 29,459 30,072 34,135: 10,731 6,668
Other: 90,379: 19,653 6,629 11,220 35,614 62,881 66,487 80,730: 23,892 9,648
: : :
: : Changes in Commitments from: July 19, 2005 :
: -8,340: -174 -245 -1,687 -4,526 -4,184 -6,387 -6,116: -1,953 -2,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 1.0 16.2 38.1 70.4 73.6 87.6: 26.4 12.4
Old : 100.0: 27.5 0.3 11.1 35.1 72.2 73.7 83.7: 26.3 16.3
Other: 100.0: 21.7 7.3 12.4 39.4 69.6 73.6 89.3: 26.4 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 46 12 32 55 55 118 90:
Old : 95: 30 4 18 40 47 75 67:
Other: 121: 40 21 24 46 44 100 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 34.4 23.8 50.4 9.1 29.4 14.5 39.8
Old : 18.0 43.0 27.0 50.6 11.5 31.5 18.6 38.8
Other: 18.5 37.7 26.6 52.3 12.6 34.1 20.3 44.9
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 139,522: 25,520 1,497 22,960 54,466 96,524 102,946 120,982: 36,576 18,540
Old : 50,284: 10,369 1,396 6,751 19,958 33,174 37,078 41,321: 13,206 8,963
Other: 89,238: 20,361 5,312 10,999 34,508 63,350 65,868 79,661: 23,370 9,577
: : :
: : Changes in Commitments from: July 12, 2005 :
: 911: -958 -1,422 1,366 -694 -12 -287 -68: 1,198 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 1.1 16.5 39.0 69.2 73.8 86.7: 26.2 13.3
Old : 100.0: 20.6 2.8 13.4 39.7 66.0 73.7 82.2: 26.3 17.8
Other: 100.0: 22.8 6.0 12.3 38.7 71.0 73.8 89.3: 26.2 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 42 14 31 58 56 118 92:
Old : 96: 24 10 23 44 49 78 74:
Other: 119: 42 18 24 47 39 101 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 35.2 22.8 50.0 8.3 31.0 13.9 41.0
Old : 15.8 34.6 23.9 43.0 9.9 27.7 16.5 34.2
Other: 18.2 39.3 26.4 55.7 10.1 36.4 18.0 46.9
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,065: 3,192 1,252 1,375 1,999 3,391 6,566 6,018: 1,499 2,047
Old : 8,065: 3,192 1,252 1,375 1,999 3,391 6,566 6,018: 1,499 2,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 464: 176 -144 108 180 376 464 339: -0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 15.5 17.1 24.8 42.0 81.4 74.6: 18.6 25.4
Old : 100.0: 39.6 15.5 17.1 24.8 42.0 81.4 74.6: 18.6 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 21 8 12 12 13 36 30:
Old : 48: 21 8 12 12 13 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 33.7 49.3 50.4 32.9 30.9 43.1 42.4
Old : 35.0 33.7 49.3 50.4 32.9 30.9 43.1 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,601: 3,016 1,396 1,268 1,819 3,015 6,102 5,679: 1,499 1,922
Old : 7,601: 3,016 1,396 1,268 1,819 3,015 6,102 5,679: 1,499 1,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 354: -136 -64 141 223 264 228 340: 126 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 18.4 16.7 23.9 39.7 80.3 74.7: 19.7 25.3
Old : 100.0: 39.7 18.4 16.7 23.9 39.7 80.3 74.7: 19.7 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 20 10 9 11 13 33 30:
Old : 48: 20 10 9 11 13 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 30.9 51.5 48.1 34.0 28.5 44.2 39.9
Old : 37.5 30.9 51.5 48.1 34.0 28.5 44.2 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 360,252: 103,350 105,406 1,917 200,517 144,855 305,784 252,178: 54,468 108,074
Old : 360,252: 103,350 105,406 1,917 200,517 144,855 305,784 252,178: 54,468 108,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -7,428: 1,163 -3,049 1,795 -9,866 -5,474 -6,908 -6,728: -520 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 29.3 0.5 55.7 40.2 84.9 70.0: 15.1 30.0
Old : 100.0: 28.7 29.3 0.5 55.7 40.2 84.9 70.0: 15.1 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 13 29 3 44 41 59 71:
Old : 104: 13 29 3 44 41 59 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 18.7 46.2 28.0 29.2 18.0 46.2 26.4
Old : 29.2 18.7 46.2 28.0 29.2 18.0 46.2 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 367,680: 102,187 108,455 122 210,383 150,329 312,692 258,906: 54,988 108,774
Old : 367,680: 102,187 108,455 122 210,383 150,329 312,692 258,906: 54,988 108,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -2,865: 4,489 34 31 -11,936 -4,120 -7,416 -4,055: 4,551 1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 29.5 0.0 57.2 40.9 85.0 70.4: 15.0 29.6
Old : 100.0: 27.8 29.5 0.0 57.2 40.9 85.0 70.4: 15.0 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 13 27 2 45 42 60 69:
Old : 102: 13 27 2 45 42 60 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 19.7 47.0 29.1 30.3 19.0 47.0 27.1
Old : 30.3 19.7 47.0 29.1 30.3 19.0 47.0 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,582,373: 376,397 381,122 456,334 1,512,808 1,301,225 2,345,538 2,138,681: 236,835 443,692
Old : 2,582,373: 376,397 381,122 456,334 1,512,808 1,301,225 2,345,538 2,138,681: 236,835 443,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -593: -11,544 4,437 -13,991 24,640 -15,712 -895 -25,267: 302 24,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 14.8 17.7 58.6 50.4 90.8 82.8: 9.2 17.2
Old : 100.0: 14.6 14.8 17.7 58.6 50.4 90.8 82.8: 9.2 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 48 67 72 98 132 182 235:
Old : 256: 48 67 72 98 132 182 235:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 16.8 44.7 26.6 25.4 13.6 35.0 20.6
Old : 28.8 16.8 44.7 26.6 25.4 13.6 35.0 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,582,966: 387,941 376,685 470,325 1,488,167 1,316,937 2,346,433 2,163,947: 236,533 419,019
Old : 2,582,966: 387,941 376,685 470,325 1,488,167 1,316,937 2,346,433 2,163,947: 236,533 419,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 43,611: -36,567 -6,998 52,519 39,856 13,108 55,808 58,630: -12,197 -15,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.6 18.2 57.6 51.0 90.8 83.8: 9.2 16.2
Old : 100.0: 15.0 14.6 18.2 57.6 51.0 90.8 83.8: 9.2 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 42 81 73 110 140 200 246:
Old : 274: 42 81 73 110 140 200 246:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 16.2 43.9 25.7 24.6 12.6 34.0 19.4
Old : 28.6 16.2 43.9 25.7 24.6 12.6 34.0 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,643,963: 161,962 347,349 195,761 1,137,806 795,361 1,495,529 1,338,471: 148,433 305,491
Old : 1,643,963: 161,962 347,349 195,761 1,137,806 795,361 1,495,529 1,338,471: 148,433 305,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 60,758: -3,558 58,986 3,217 81,062 715 80,721 62,918: -19,963 -2,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 21.1 11.9 69.2 48.4 91.0 81.4: 9.0 18.6
Old : 100.0: 9.9 21.1 11.9 69.2 48.4 91.0 81.4: 9.0 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 30 48 43 73 89 128 155:
Old : 180: 30 48 43 73 89 128 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 20.5 41.9 30.7 26.3 19.8 35.9 28.7
Old : 29.1 20.5 41.9 30.7 26.3 19.8 35.9 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,583,204: 165,520 288,363 192,544 1,056,744 794,646 1,414,808 1,275,553: 168,396 307,651
Old : 1,583,204: 165,520 288,363 192,544 1,056,744 794,646 1,414,808 1,275,553: 168,396 307,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 92,631: 24,661 48,999 12,239 61,623 8,430 98,523 69,668: -5,892 22,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 18.2 12.2 66.7 50.2 89.4 80.6: 10.6 19.4
Old : 100.0: 10.5 18.2 12.2 66.7 50.2 89.4 80.6: 10.6 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 36 46 49 79 93 141 162:
Old : 190: 36 46 49 79 93 141 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 18.9 39.2 28.7 25.2 18.4 34.5 27.5
Old : 28.1 18.9 39.2 28.7 25.2 18.4 34.5 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 676,441: 126,611 69,455 225,137 261,723 341,998 613,472 636,590: 62,969 39,850
Old : 676,441: 126,611 69,455 225,137 261,723 341,998 613,472 636,590: 62,969 39,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 49,350: 20,998 -2,925 24,698 12,434 30,815 58,130 52,587: -8,781 -3,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 10.3 33.3 38.7 50.6 90.7 94.1: 9.3 5.9
Old : 100.0: 18.7 10.3 33.3 38.7 50.6 90.7 94.1: 9.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 35 28 44 58 52 115 102:
Old : 127: 35 28 44 58 52 115 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 30.2 39.6 47.9 13.4 22.1 19.9 28.7
Old : 28.2 30.2 39.6 47.9 13.4 22.1 19.9 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 627,091: 105,613 72,380 200,439 249,289 311,184 555,341 584,003: 71,750 43,088
Old : 627,091: 105,613 72,380 200,439 249,289 311,184 555,341 584,003: 71,750 43,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 72,338: 17,355 10,459 22,554 26,853 28,918 66,762 61,930: 5,576 10,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 11.5 32.0 39.8 49.6 88.6 93.1: 11.4 6.9
Old : 100.0: 16.8 11.5 32.0 39.8 49.6 88.6 93.1: 11.4 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 33 28 43 57 53 112 102:
Old : 126: 33 28 43 57 53 112 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 29.8 38.9 46.3 14.1 20.1 19.9 27.2
Old : 26.5 29.8 38.9 46.3 14.1 20.1 19.9 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 31,532: 7,895 5,182 590 15,597 17,712 24,081 23,484: 7,451 8,047
Old : 31,532: 7,895 5,182 590 15,597 17,712 24,081 23,484: 7,451 8,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,862: 1,045 420 45 -99 694 990 1,159: 871 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 16.4 1.9 49.5 56.2 76.4 74.5: 23.6 25.5
Old : 100.0: 25.0 16.4 1.9 49.5 56.2 76.4 74.5: 23.6 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 16 9 6 18 12 36 25:
Old : 53: 16 9 6 18 12 36 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 43.0 46.6 58.1 31.1 42.4 46.6 57.5
Old : 31.1 43.0 46.6 58.1 31.1 42.4 46.6 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 29,670: 6,850 4,762 545 15,696 17,018 23,091 22,325: 6,579 7,345
Old : 29,670: 6,850 4,762 545 15,696 17,018 23,091 22,325: 6,579 7,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -853: -64 9 -77 -147 -300 -288 -368: -564 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 16.0 1.8 52.9 57.4 77.8 75.2: 22.2 24.8
Old : 100.0: 23.1 16.0 1.8 52.9 57.4 77.8 75.2: 22.2 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 13 9 6 18 11 34 23:
Old : 49: 13 9 6 18 11 34 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 45.9 48.3 61.5 33.0 44.9 48.3 60.5
Old : 33.0 45.9 48.3 61.5 33.0 44.9 48.3 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 57,295: 10,494 27,566 2,889 31,257 14,958 44,639 45,413: 12,655 11,881
Old : 57,295: 10,494 27,566 2,889 31,257 14,958 44,639 45,413: 12,655 11,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,433: 1,918 2,549 454 -285 -46 2,086 2,957: 1,347 476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 48.1 5.0 54.6 26.1 77.9 79.3: 22.1 20.7
Old : 100.0: 18.3 48.1 5.0 54.6 26.1 77.9 79.3: 22.1 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 17 30 15 16 19 43 54:
Old : 76: 17 30 15 16 19 43 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 33.3 53.4 43.8 41.6 33.3 51.4 42.9
Old : 43.6 33.3 53.4 43.8 41.6 33.3 51.4 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 53,862: 8,576 25,017 2,435 31,542 15,004 42,553 42,457: 11,309 11,405
Old : 53,862: 8,576 25,017 2,435 31,542 15,004 42,553 42,457: 11,309 11,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -602: -437 -56 -870 -446 178 -1,753 -748: 1,151 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 46.4 4.5 58.6 27.9 79.0 78.8: 21.0 21.2
Old : 100.0: 15.9 46.4 4.5 58.6 27.9 79.0 78.8: 21.0 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 16 30 13 15 16 39 51:
Old : 71: 16 30 13 15 16 39 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 35.6 56.9 45.1 45.1 35.6 54.8 44.7
Old : 47.1 35.6 56.9 45.1 45.1 35.6 54.8 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 37,324: 3,770 5,424 1,019 32,237 29,968 37,026 36,411: 298 913
Old : 37,324: 3,770 5,424 1,019 32,237 29,968 37,026 36,411: 298 913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 214: 16 76 -4 206 129 218 201: -4 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.5 2.7 86.4 80.3 99.2 97.6: 0.8 2.4
Old : 100.0: 10.1 14.5 2.7 86.4 80.3 99.2 97.6: 0.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 7 17 4 20 18 30 36:
Old : 56: 7 17 4 20 18 30 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 51.2 71.2 74.7 51.5 49.7 66.9 67.2
Old : 53.2 51.2 71.2 74.7 51.5 49.7 66.9 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 37,110: 3,754 5,348 1,023 32,031 29,839 36,808 36,210: 302 900
Old : 37,110: 3,754 5,348 1,023 32,031 29,839 36,808 36,210: 302 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -482: -212 -473 0 -193 -116 -405 -589: -77 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.4 2.8 86.3 80.4 99.2 97.6: 0.8 2.4
Old : 100.0: 10.1 14.4 2.8 86.3 80.4 99.2 97.6: 0.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 7 17 4 18 22 28 40:
Old : 58: 7 17 4 18 22 28 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 49.4 71.6 73.4 51.8 48.4 67.3 65.9
Old : 53.5 49.4 71.6 73.4 51.8 48.4 67.3 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 25,496: 1,551 1,612 2,470 16,420 14,068 20,442 18,150: 5,054 7,346
Old : 25,496: 1,551 1,612 2,470 16,420 14,068 20,442 18,150: 5,054 7,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 878: 427 54 96 272 749 795 899: 83 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 6.3 9.7 64.4 55.2 80.2 71.2: 19.8 28.8
Old : 100.0: 6.1 6.3 9.7 64.4 55.2 80.2 71.2: 19.8 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 11 2 11 26 20 38 32:
Old : 43: 11 2 11 26 20 38 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 27.2 57.3 46.7 41.4 24.2 53.4 40.4
Old : 41.4 27.2 57.3 46.7 41.4 24.2 53.4 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 24,618: 1,125 1,558 2,374 16,149 13,319 19,647 17,251: 4,971 7,367
Old : 24,618: 1,125 1,558 2,374 16,149 13,319 19,647 17,251: 4,971 7,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,368: -76 -34 120 1,028 933 1,072 1,018: 295 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 6.3 9.6 65.6 54.1 79.8 70.1: 20.2 29.9
Old : 100.0: 4.6 6.3 9.6 65.6 54.1 79.8 70.1: 20.2 29.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 9 2 9 26 20 36 30:
Old : 41: 9 2 9 26 20 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 26.9 55.7 46.1 41.1 23.5 53.4 39.9
Old : 41.1 26.9 55.7 46.1 41.1 23.5 53.4 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 99,201: 13,783 24,504 23,437 49,682 23,633 86,902 71,574: 12,299 27,627
Old : 77,796: 12,238 28,140 14,725 42,614 15,224 69,577 58,089: 8,220 19,707
Other: 21,405: 7,543 2,362 2,714 7,068 8,409 17,325 13,485: 4,080 7,920
: : :
: : Changes in Commitments from: July 19, 2005 :
: -4,552: 910 -315 -6,355 1,249 1,323 -4,195 -5,347: -357 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 24.7 23.6 50.1 23.8 87.6 72.2: 12.4 27.8
Old : 100.0: 15.7 36.2 18.9 54.8 19.6 89.4 74.7: 10.6 25.3
Other: 100.0: 35.2 11.0 12.7 33.0 39.3 80.9 63.0: 19.1 37.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 34 53 44 28 29 93 105:
Old : 139: 32 59 33 24 29 79 103:
Other: 63: 23 11 11 15 21 44 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 16.7 45.0 27.7 29.9 14.6 44.0 21.6
Old : 38.1 17.5 54.4 29.1 38.1 15.1 53.0 23.0
Other: 38.3 25.9 55.9 39.8 37.3 21.4 52.4 30.8
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 103,753: 12,873 24,819 29,792 48,432 22,309 91,097 76,920: 12,656 26,833
Old : 84,025: 11,443 26,456 22,424 41,621 15,795 75,487 64,674: 8,538 19,351
Other: 19,728: 6,129 3,062 2,669 6,812 6,515 15,610 12,246: 4,119 7,482
: : :
: : Changes in Commitments from: July 12, 2005 :
: 3,142: 415 -437 3,986 -761 -619 3,640 2,930: -499 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 23.9 28.7 46.7 21.5 87.8 74.1: 12.2 25.9
Old : 100.0: 13.6 31.5 26.7 49.5 18.8 89.8 77.0: 10.2 23.0
Other: 100.0: 31.1 15.5 13.5 34.5 33.0 79.1 62.1: 20.9 37.9
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 35 57 49 25 29 97 108:
Old : 143: 33 61 41 23 29 87 107:
Other: 56: 21 10 12 12 19 38 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 18.8 44.6 29.4 28.3 12.8 41.7 19.9
Old : 34.8 19.9 52.2 30.5 34.8 12.1 48.6 20.7
Other: 40.5 29.7 58.6 39.0 39.2 21.3 54.6 29.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,490: 508 870 254 640 381 1,402 1,505: 1,088 985
Old : 2,167: 517 875 211 505 292 1,233 1,378: 934 789
Other: 324: 24 28 10 135 89 170 127: 154 196
: : :
: : Changes in Commitments from: July 19, 2005 :
: -169: 51 -104 9 -72 -63 -12 -158: -157 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 34.9 10.2 25.7 15.3 56.3 60.4: 43.7 39.6
Old : 100.0: 23.8 40.4 9.7 23.3 13.5 56.9 63.6: 43.1 36.4
Other: 100.0: 7.6 8.6 3.2 41.7 27.5 52.5 39.3: 47.5 60.7
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 8 15 9 8 5 22 23:
Old : 33: 8 15 8 8 5 22 22:
Other: 16: 4 6 1 4 2 8 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 30.4 41.9 41.3 28.5 27.5 38.4 37.1
Old : 31.0 31.2 42.8 43.6 28.4 28.5 38.9 39.3
Other: 41.7 35.3 52.5 39.2 41.7 33.7 49.3 36.1
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 2,659: 458 975 245 712 444 1,415 1,664: 1,245 996
Old : 2,409: 465 991 201 601 381 1,266 1,573: 1,143 836
Other: 250: 37 27 0 111 63 148 90: 101 159
: : :
: : Changes in Commitments from: July 12, 2005 :
: -296: -59 -80 -30 -10 -159 -99 -268: -196 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 36.7 9.2 26.8 16.7 53.2 62.6: 46.8 37.4
Old : 100.0: 19.3 41.1 8.3 24.9 15.8 52.6 65.3: 47.4 34.7
Other: 100.0: 15.0 10.9 0.0 44.4 25.2 59.4 36.2: 40.6 63.8
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 10 14 9 9 5 24 23:
Old : 34: 10 14 7 9 4 23 21:
Other: 15: 3 5 0 4 3 7 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 34.3 36.1 45.8 23.8 33.2 31.9 42.7
Old : 25.6 35.7 36.1 48.4 22.6 35.7 32.1 46.2
Other: 50.0 31.2 59.4 36.2 50.0 31.2 59.4 36.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 151,492: 31,006 36,346 20,299 79,631 62,245 130,936 118,890: 20,556 32,602
Old : 151,492: 31,006 36,346 20,299 79,631 62,245 130,936 118,890: 20,556 32,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -5,175: 69 -139 -3,221 -584 -1,256 -3,736 -4,616: -1,440 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 24.0 13.4 52.6 41.1 86.4 78.5: 13.6 21.5
Old : 100.0: 20.5 24.0 13.4 52.6 41.1 86.4 78.5: 13.6 21.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 50 71 62 73 98 155 209:
Old : 244: 50 71 62 73 98 155 209:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 10.7 39.7 18.9 24.2 9.9 38.5 17.2
Old : 24.9 10.7 39.7 18.9 24.2 9.9 38.5 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 156,668: 30,937 36,486 23,520 80,215 63,501 134,672 123,506: 21,996 33,161
Old : 156,668: 30,937 36,486 23,520 80,215 63,501 134,672 123,506: 21,996 33,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 7,655: 2,572 791 2,800 2,021 3,273 7,393 6,864: 262 791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 23.3 15.0 51.2 40.5 86.0 78.8: 14.0 21.2
Old : 100.0: 19.7 23.3 15.0 51.2 40.5 86.0 78.8: 14.0 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 55 73 64 76 102 162 216:
Old : 253: 55 73 64 76 102 162 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 10.2 38.5 18.0 24.0 9.0 37.7 16.2
Old : 24.1 10.2 38.5 18.0 24.0 9.0 37.7 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,809: 905 1,034 202 1,065 1,037 2,172 2,273: 1,636 1,536
Old : 3,809: 905 1,034 202 1,065 1,037 2,172 2,273: 1,636 1,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 358: -40 231 80 203 -93 243 218: 115 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 27.1 5.3 28.0 27.2 57.0 59.7: 43.0 40.3
Old : 100.0: 23.8 27.1 5.3 28.0 27.2 57.0 59.7: 43.0 40.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 9 16 7 15 11 27 31:
Old : 43: 9 16 7 15 11 27 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 31.1 35.6 41.7 22.4 30.5 33.8 40.0
Old : 22.8 31.1 35.6 41.7 22.4 30.5 33.8 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,451: 946 802 122 862 1,130 1,929 2,054: 1,522 1,397
Old : 3,451: 946 802 122 862 1,130 1,929 2,054: 1,522 1,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -348: 100 -129 -75 -140 52 -116 -152: -232 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 23.3 3.5 25.0 32.8 55.9 59.5: 44.1 40.5
Old : 100.0: 27.4 23.3 3.5 25.0 32.8 55.9 59.5: 44.1 40.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 7 10 6 13 11 24 23:
Old : 35: 7 10 6 13 11 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 34.8 38.1 47.3 24.1 34.3 37.5 45.1
Old : 24.1 34.8 38.1 47.3 24.1 34.3 37.5 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 28,059: 7,058 3,303 5,939 9,395 5,577 22,392 14,819: 5,668 13,240
Old : 28,059: 7,058 3,303 5,939 9,395 5,577 22,392 14,819: 5,668 13,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -156: -415 368 80 236 -574 -99 -126: -56 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 11.8 21.2 33.5 19.9 79.8 52.8: 20.2 47.2
Old : 100.0: 25.2 11.8 21.2 33.5 19.9 79.8 52.8: 20.2 47.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 35 32 25 53 46 105 88:
Old : 138: 35 32 25 53 46 105 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 16.5 28.3 23.9 13.1 11.4 21.6 15.3
Old : 17.9 16.5 28.3 23.9 13.1 11.4 21.6 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 28,215: 7,473 2,935 5,859 9,159 6,151 22,491 14,945: 5,724 13,270
Old : 28,215: 7,473 2,935 5,859 9,159 6,151 22,491 14,945: 5,724 13,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 142: -2,370 499 744 1,209 323 -417 1,566: 559 -1,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 10.4 20.8 32.5 21.8 79.7 53.0: 20.3 47.0
Old : 100.0: 26.5 10.4 20.8 32.5 21.8 79.7 53.0: 20.3 47.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 40 25 28 53 50 108 91:
Old : 139: 40 25 28 53 50 108 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 15.2 27.9 22.8 12.4 11.1 21.3 15.6
Old : 17.9 15.2 27.9 22.8 12.4 11.1 21.3 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 96,991: 32,674 14,325 1,604 28,500 64,342 62,778 80,271: 34,213 16,720
Old : 96,991: 32,674 14,325 1,604 28,500 64,342 62,778 80,271: 34,213 16,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -888: -4,054 4,444 71 3,160 -3,408 -823 1,107: -65 -1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 14.8 1.7 29.4 66.3 64.7 82.8: 35.3 17.2
Old : 100.0: 33.7 14.8 1.7 29.4 66.3 64.7 82.8: 35.3 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 25 10 5 26 26 52 40:
Old : 75: 25 10 5 26 26 52 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 31.5 30.1 50.4 16.5 31.4 28.7 50.0
Old : 16.5 31.5 30.1 50.4 16.5 31.4 28.7 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 97,879: 36,727 9,881 1,533 25,341 67,750 63,601 79,164: 34,278 18,716
Old : 97,879: 36,727 9,881 1,533 25,341 67,750 63,601 79,164: 34,278 18,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -998: -172 -2,784 -95 -1,296 3,227 -1,564 348: 566 -1,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 10.1 1.6 25.9 69.2 65.0 80.9: 35.0 19.1
Old : 100.0: 37.5 10.1 1.6 25.9 69.2 65.0 80.9: 35.0 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 28 9 5 24 25 54 37:
Old : 74: 28 9 5 24 25 54 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 32.7 30.4 51.7 17.2 32.7 28.9 51.3
Old : 17.2 32.7 30.4 51.7 17.2 32.7 28.9 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 74,581: 4,604 41,033 1 62,539 8,799 67,144 49,833: 7,437 24,748
Old : 74,581: 4,604 41,033 1 62,539 8,799 67,144 49,833: 7,437 24,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,417: -1,415 -1,478 0 3,472 1,115 2,057 -363: -640 1,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 55.0 0.0 83.9 11.8 90.0 66.8: 10.0 33.2
Old : 100.0: 6.2 55.0 0.0 83.9 11.8 90.0 66.8: 10.0 33.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 22 1 9 8 13 31:
Old : 41: 4 22 1 9 8 13 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 31.1 87.1 42.8 70.2 31.1 86.2 42.8
Old : 70.2 31.1 87.1 42.8 70.2 31.1 86.2 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 73,164: 6,019 42,511 1 59,067 7,684 65,087 50,196: 8,077 22,968
Old : 73,164: 6,019 42,511 1 59,067 7,684 65,087 50,196: 8,077 22,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 3,054: 3,028 1,572 1 1,145 1,479 4,174 3,052: -1,120 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 58.1 0.0 80.7 10.5 89.0 68.6: 11.0 31.4
Old : 100.0: 8.2 58.1 0.0 80.7 10.5 89.0 68.6: 11.0 31.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 27 1 9 8 11 36:
Old : 42: 2 27 1 9 8 11 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 28.1 88.9 40.1 68.3 28.1 88.2 40.1
Old : 68.3 28.1 88.9 40.1 68.3 28.1 88.2 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 97,329: 75,573 1,848 184 13,155 89,532 88,912 91,564: 8,417 5,765
Old : 97,329: 75,573 1,848 184 13,155 89,532 88,912 91,564: 8,417 5,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,443: 856 -2,529 -121 1,957 5,267 2,692 2,617: -249 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 1.9 0.2 13.5 92.0 91.4 94.1: 8.6 5.9
Old : 100.0: 77.6 1.9 0.2 13.5 92.0 91.4 94.1: 8.6 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 61 7 2 17 14 79 22:
Old : 95: 61 7 2 17 14 79 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 69.7 46.4 87.1 31.5 69.3 46.4 86.6
Old : 31.5 69.7 46.4 87.1 31.5 69.3 46.4 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 94,885: 74,717 4,377 305 11,198 84,265 86,220 88,947: 8,665 5,939
Old : 94,885: 74,717 4,377 305 11,198 84,265 86,220 88,947: 8,665 5,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -5,685: -4,574 -511 82 -1,173 -5,243 -5,665 -5,672: -20 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 4.6 0.3 11.8 88.8 90.9 93.7: 9.1 6.3
Old : 100.0: 78.7 4.6 0.3 11.8 88.8 90.9 93.7: 9.1 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 64 5 3 15 14 79 22:
Old : 95: 64 5 3 15 14 79 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 69.6 44.3 86.5 29.4 69.0 44.3 85.9
Old : 29.4 69.6 44.3 86.5 29.4 69.0 44.3 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 78,903: 12,336 32,484 899 46,762 24,156 59,997 57,539: 18,906 21,364
Old : 78,903: 12,336 32,484 899 46,762 24,156 59,997 57,539: 18,906 21,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -1,874: 976 -4,736 4 -2,399 1,946 -1,419 -2,787: -455 913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 41.2 1.1 59.3 30.6 76.0 72.9: 24.0 27.1
Old : 100.0: 15.6 41.2 1.1 59.3 30.6 76.0 72.9: 24.0 27.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 13 22 3 19 20 34 43:
Old : 64: 13 22 3 19 20 34 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 27.4 56.4 40.8 35.9 27.4 51.9 40.4
Old : 38.8 27.4 56.4 40.8 35.9 27.4 51.9 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 80,777: 11,360 37,220 895 49,161 22,211 61,416 60,326: 19,361 20,451
Old : 80,777: 11,360 37,220 895 49,161 22,211 61,416 60,326: 19,361 20,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 3,499: 2,052 5,349 -60 782 -448 2,774 4,841: 725 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 46.1 1.1 60.9 27.5 76.0 74.7: 24.0 25.3
Old : 100.0: 14.1 46.1 1.1 60.9 27.5 76.0 74.7: 24.0 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 11 24 3 20 20 33 45:
Old : 66: 11 24 3 20 20 33 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 28.4 54.6 39.4 37.0 28.4 50.5 39.0
Old : 41.1 28.4 54.6 39.4 37.0 28.4 50.5 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 189,281: 5,687 56,365 5,853 150,559 93,896 162,100 156,114: 27,182 33,167
Old : 189,281: 5,687 56,365 5,853 150,559 93,896 162,100 156,114: 27,182 33,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -6,964: -1,437 -12,470 380 -4,354 8,432 -5,410 -3,657: -1,554 -3,307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 29.8 3.1 79.5 49.6 85.6 82.5: 14.4 17.5
Old : 100.0: 3.0 29.8 3.1 79.5 49.6 85.6 82.5: 14.4 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 12 33 7 26 27 42 63:
Old : 82: 12 33 7 26 27 42 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 37.8 68.7 50.2 36.0 25.3 49.1 34.8
Old : 48.6 37.8 68.7 50.2 36.0 25.3 49.1 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 196,245: 7,124 68,835 5,473 154,913 85,464 167,510 159,771: 28,735 36,474
Old : 196,245: 7,124 68,835 5,473 154,913 85,464 167,510 159,771: 28,735 36,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 7,387: -1,583 -5,405 -388 7,297 10,650 5,327 4,857: 2,060 2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 35.1 2.8 78.9 43.5 85.4 81.4: 14.6 18.6
Old : 100.0: 3.6 35.1 2.8 78.9 43.5 85.4 81.4: 14.6 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 14 40 7 29 30 46 74:
Old : 96: 14 40 7 29 30 46 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 33.0 65.7 45.7 34.0 21.9 48.1 32.1
Old : 45.8 33.0 65.7 45.7 34.0 21.9 48.1 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 173,666: 24,486 33,674 13,953 79,335 72,178 117,774 119,805: 55,892 53,861
Old : 173,666: 24,486 33,674 13,953 79,335 72,178 117,774 119,805: 55,892 53,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,910: 1,370 -1,607 1,259 -2,998 4,497 -369 4,149: 3,279 -1,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 19.4 8.0 45.7 41.6 67.8 69.0: 32.2 31.0
Old : 100.0: 14.1 19.4 8.0 45.7 41.6 67.8 69.0: 32.2 31.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 31 36 25 28 30 72 78:
Old : 106: 31 36 25 28 30 72 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 23.7 37.3 33.7 24.0 22.5 35.2 32.1
Old : 25.5 23.7 37.3 33.7 24.0 22.5 35.2 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 170,756: 23,116 35,281 12,694 82,333 67,681 118,143 115,656: 52,612 55,100
Old : 170,756: 23,116 35,281 12,694 82,333 67,681 118,143 115,656: 52,612 55,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 3,569: -1,525 3,219 334 2,290 1,889 1,099 5,443: 2,470 -1,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 20.7 7.4 48.2 39.6 69.2 67.7: 30.8 32.3
Old : 100.0: 13.5 20.7 7.4 48.2 39.6 69.2 67.7: 30.8 32.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 24 39 21 32 32 68 80:
Old : 106: 24 39 21 32 32 68 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 19.8 38.4 29.9 23.2 18.6 35.3 27.7
Old : 25.9 19.8 38.4 29.9 23.2 18.6 35.3 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 67,609: 5,997 1,000 415 56,931 61,541 63,343 62,956: 4,266 4,653
Old : 67,609: 5,997 1,000 415 56,931 61,541 63,343 62,956: 4,266 4,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 6,696: -3,375 0 55 9,895 7,318 6,575 7,373: 121 -677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 1.5 0.6 84.2 91.0 93.7 93.1: 6.3 6.9
Old : 100.0: 8.9 1.5 0.6 84.2 91.0 93.7 93.1: 6.3 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 9 16 11 18:
Old : 22: 2 1 1 9 16 11 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 67.2 89.9 84.5 70.6 64.8 87.3 81.8
Old : 72.3 67.2 89.9 84.5 70.6 64.8 87.3 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 60,913: 9,372 1,000 360 47,036 54,223 56,768 55,583: 4,145 5,330
Old : 60,913: 9,372 1,000 360 47,036 54,223 56,768 55,583: 4,145 5,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -24,172: -14,089 -166 310 -6,344 -17,523 -20,123 -17,379: -4,049 -6,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 1.6 0.6 77.2 89.0 93.2 91.2: 6.8 8.8
Old : 100.0: 15.4 1.6 0.6 77.2 89.0 93.2 91.2: 6.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 1 10 15 13 17:
Old : 24: 3 1 1 10 15 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 65.7 86.7 82.6 67.1 61.1 82.2 77.8
Old : 68.6 65.7 86.7 82.6 67.1 61.1 82.2 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :12,305,205: 675,418 974,456 3,831,994 6,817,556 5,897,966 11,324,968 10,704,416: 980,237 1,600,789
Old :12,305,205: 675,418 974,456 3,831,994 6,817,556 5,897,966 11,324,968 10,704,416: 980,237 1,600,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 487,729: 5,005 105,110 252,211 197,393 72,481 454,610 429,803: 33,119 57,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 7.9 31.1 55.4 47.9 92.0 87.0: 8.0 13.0
Old : 100.0: 5.5 7.9 31.1 55.4 47.9 92.0 87.0: 8.0 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 64 66 102 139 142 247 268:
Old : 282: 64 66 102 139 142 247 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 13.6 35.3 22.4 19.0 6.6 25.8 11.0
Old : 20.5 13.6 35.3 22.4 19.0 6.6 25.8 11.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :11,817,476: 670,412 869,346 3,579,782 6,620,163 5,825,485 10,870,358 10,274,613: 947,118 1,542,863
Old :11,817,476: 670,412 869,346 3,579,782 6,620,163 5,825,485 10,870,358 10,274,613: 947,118 1,542,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -9,736: 5,553 131,053 63,263 -9,446 -83,919 59,370 110,397: -69,105 -120,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 7.4 30.3 56.0 49.3 92.0 86.9: 8.0 13.1
Old : 100.0: 5.7 7.4 30.3 56.0 49.3 92.0 86.9: 8.0 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 64 65 102 141 147 251 271:
Old : 285: 64 65 102 141 147 251 271:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 13.3 35.3 22.4 18.9 6.6 26.3 10.9
Old : 20.4 13.3 35.3 22.4 18.9 6.6 26.3 10.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 715,934: 54,426 44,609 36,101 485,697 516,177 576,224 596,886: 139,711 119,048
Old : 715,934: 54,426 44,609 36,101 485,697 516,177 576,224 596,886: 139,711 119,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,129: -2,712 3,531 1,869 2,181 -934 1,338 4,467: -210 -3,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 6.2 5.0 67.8 72.1 80.5 83.4: 19.5 16.6
Old : 100.0: 7.6 6.2 5.0 67.8 72.1 80.5 83.4: 19.5 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 43 38 50 93 66 166 124:
Old : 201: 43 38 50 93 66 166 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 32.1 28.1 45.5 19.3 31.3 28.0 44.7
Old : 19.3 32.1 28.1 45.5 19.3 31.3 28.0 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 714,806: 57,137 41,077 34,232 483,516 517,110 574,885 592,420: 139,920 122,386
Old : 714,806: 57,137 41,077 34,232 483,516 517,110 574,885 592,420: 139,920 122,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -11,375: 2,315 -756 -8,146 -7,564 -6,050 -13,396 -14,953: 2,021 3,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.7 4.8 67.6 72.3 80.4 82.9: 19.6 17.1
Old : 100.0: 8.0 5.7 4.8 67.6 72.3 80.4 82.9: 19.6 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 43 35 49 93 67 164 123:
Old : 197: 43 35 49 93 67 164 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 32.2 28.1 45.8 19.2 31.4 28.0 44.9
Old : 19.3 32.2 28.1 45.8 19.2 31.4 28.0 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 979,716: 154,915 251,040 17,277 470,186 616,878 642,377 885,195: 337,339 94,521
Old : 979,716: 154,915 251,040 17,277 470,186 616,878 642,377 885,195: 337,339 94,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 6,173: 17,355 11,480 1,038 -14,683 -1,010 3,711 11,508: 2,462 -5,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 25.6 1.8 48.0 63.0 65.6 90.4: 34.4 9.6
Old : 100.0: 15.8 25.6 1.8 48.0 63.0 65.6 90.4: 34.4 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 43 58 31 56 64 121 131:
Old : 191: 43 58 31 56 64 121 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 26.2 31.2 39.2 18.2 23.2 26.2 34.7
Old : 22.3 26.2 31.2 39.2 18.2 23.2 26.2 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 973,544: 137,560 239,560 16,238 484,869 617,888 638,666 873,687: 334,877 99,857
Old : 973,544: 137,560 239,560 16,238 484,869 617,888 638,666 873,687: 334,877 99,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -11,697: 22,310 -11,235 -11,255 -39,364 17,131 -28,309 -5,359: 16,612 -6,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 24.6 1.7 49.8 63.5 65.6 89.7: 34.4 10.3
Old : 100.0: 14.1 24.6 1.7 49.8 63.5 65.6 89.7: 34.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 36 58 30 55 63 113 129:
Old : 181: 36 58 30 55 63 113 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 27.2 31.0 40.7 17.5 24.0 24.9 35.3
Old : 21.4 27.2 31.0 40.7 17.5 24.0 24.9 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,425: 1,466 494 0 6,803 11,087 8,269 11,581: 4,156 844
Old : 12,425: 1,466 494 0 6,803 11,087 8,269 11,581: 4,156 844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 159: 406 157 0 260 127 666 284: -507 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 4.0 0.0 54.8 89.2 66.6 93.2: 33.4 6.8
Old : 100.0: 11.8 4.0 0.0 54.8 89.2 66.6 93.2: 33.4 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 0 15 18 19 19:
Old : 32: 4 1 0 15 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 38.0 42.8 65.5 26.1 36.9 40.2 64.1
Old : 27.6 38.0 42.8 65.5 26.1 36.9 40.2 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,266: 1,060 337 0 6,543 10,960 7,603 11,297: 4,663 969
Old : 12,266: 1,060 337 0 6,543 10,960 7,603 11,297: 4,663 969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -4: 0 -16 0 18 3 18 -13: -22 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 2.7 0.0 53.3 89.4 62.0 92.1: 38.0 7.9
Old : 100.0: 8.6 2.7 0.0 53.3 89.4 62.0 92.1: 38.0 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 0 14 16 16 17:
Old : 29: 2 1 0 14 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 38.4 43.5 66.2 26.0 37.4 40.9 64.9
Old : 27.7 38.4 43.5 66.2 26.0 37.4 40.9 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 30,016: 8,984 1,628 0 18,058 26,755 27,042 28,383: 2,974 1,633
Old : 30,016: 8,984 1,628 0 18,058 26,755 27,042 28,383: 2,974 1,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -825: 109 44 0 603 1,368 712 1,412: -1,537 -2,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 5.4 0.0 60.2 89.1 90.1 94.6: 9.9 5.4
Old : 100.0: 29.9 5.4 0.0 60.2 89.1 90.1 94.6: 9.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 7 3 0 17 19 24 22:
Old : 39: 7 3 0 17 19 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 55.7 70.7 73.0 55.0 54.3 68.9 68.8
Old : 55.0 55.7 70.7 73.0 55.0 54.3 68.9 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 30,841: 8,875 1,584 0 17,455 25,387 26,330 26,971: 4,511 3,870
Old : 30,841: 8,875 1,584 0 17,455 25,387 26,330 26,971: 4,511 3,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -729: 353 292 -123 -960 -1,048 -730 -879: 1 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.1 0.0 56.6 82.3 85.4 87.5: 14.6 12.5
Old : 100.0: 28.8 5.1 0.0 56.6 82.3 85.4 87.5: 14.6 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 8 3 0 16 19 24 22:
Old : 40: 8 3 0 16 19 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 51.0 67.7 66.1 49.7 49.6 65.2 64.0
Old : 49.8 51.0 67.7 66.1 49.7 49.6 65.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 49,922: 6,854 8,506 420 27,091 32,830 34,366 41,757: 15,557 8,166
Old : 49,922: 6,854 8,506 420 27,091 32,830 34,366 41,757: 15,557 8,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,797: -640 1,402 320 828 824 509 2,547: 1,288 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 17.0 0.8 54.3 65.8 68.8 83.6: 31.2 16.4
Old : 100.0: 13.7 17.0 0.8 54.3 65.8 68.8 83.6: 31.2 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 12 15 2 32 24 45 40:
Old : 75: 12 15 2 32 24 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 39.1 33.5 54.0 19.9 33.9 30.3 47.8
Old : 22.0 39.1 33.5 54.0 19.9 33.9 30.3 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 48,125: 7,494 7,104 101 26,263 32,005 33,857 39,210: 14,268 8,915
Old : 48,125: 7,494 7,104 101 26,263 32,005 33,857 39,210: 14,268 8,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -2,565: 979 -1,682 21 -169 -893 831 -2,554: -3,397 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.8 0.2 54.6 66.5 70.4 81.5: 29.6 18.5
Old : 100.0: 15.6 14.8 0.2 54.6 66.5 70.4 81.5: 29.6 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 13 12 1 30 24 43 37:
Old : 71: 13 12 1 30 24 43 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 40.7 34.5 55.1 20.8 35.1 31.7 49.1
Old : 22.4 40.7 34.5 55.1 20.8 35.1 31.7 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 289,410: 123,874 61,050 2,560 140,985 189,338 267,419 252,948: 21,991 36,462
Old : 289,410: 123,874 61,050 2,560 140,985 189,338 267,419 252,948: 21,991 36,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 22,439: 24,230 -11,259 407 -3,696 30,525 20,940 19,672: 1,499 2,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 21.1 0.9 48.7 65.4 92.4 87.4: 7.6 12.6
Old : 100.0: 42.8 21.1 0.9 48.7 65.4 92.4 87.4: 7.6 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 75 55 9 35 44 116 102:
Old : 199: 75 55 9 35 44 116 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 35.3 49.2 46.2 30.1 27.7 39.3 36.6
Old : 37.5 35.3 49.2 46.2 30.1 27.7 39.3 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 266,971: 99,644 72,309 2,153 144,682 158,813 246,479 233,276: 20,492 33,696
Old : 266,971: 99,644 72,309 2,153 144,682 158,813 246,479 233,276: 20,492 33,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 7,542: 28,116 -3,408 -1,265 -16,463 37,271 10,388 32,597: -2,846 -25,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 27.1 0.8 54.2 59.5 92.3 87.4: 7.7 12.6
Old : 100.0: 37.3 27.1 0.8 54.2 59.5 92.3 87.4: 7.7 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 70 54 11 36 42 112 101:
Old : 190: 70 54 11 36 42 112 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 29.8 51.7 40.3 35.1 24.9 43.1 34.2
Old : 40.1 29.8 51.7 40.3 35.1 24.9 43.1 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 61,960: 20,643 3,300 0 22,896 46,558 43,539 49,858: 18,422 12,103
Old : 61,960: 20,643 3,300 0 22,896 46,558 43,539 49,858: 18,422 12,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -2,579: 4,434 -6,153 -7 -9,217 7,737 -4,790 1,577: 2,211 -4,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 5.3 0.0 37.0 75.1 70.3 80.5: 29.7 19.5
Old : 100.0: 33.3 5.3 0.0 37.0 75.1 70.3 80.5: 29.7 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 3 0 13 17 23 20:
Old : 37: 10 3 0 13 17 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 38.0 57.7 60.5 42.5 37.2 57.6 59.0
Old : 42.5 38.0 57.7 60.5 42.5 37.2 57.6 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 64,539: 16,209 9,453 7 32,113 38,820 48,329 48,280: 16,211 16,259
Old : 64,539: 16,209 9,453 7 32,113 38,820 48,329 48,280: 16,211 16,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -831: -1,659 141 0 2,832 -894 1,173 -753: -2,003 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 14.6 0.0 49.8 60.2 74.9 74.8: 25.1 25.2
Old : 100.0: 25.1 14.6 0.0 49.8 60.2 74.9 74.8: 25.1 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 9 1 16 16 24 25:
Old : 42: 7 9 1 16 16 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 33.5 61.5 51.7 49.0 32.6 61.3 50.9
Old : 49.1 33.5 61.5 51.7 49.0 32.6 61.3 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 29,114: 468 4,134 0 23,347 19,134 23,815 23,269: 5,299 5,845
Old : 29,114: 468 4,134 0 23,347 19,134 23,815 23,269: 5,299 5,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -162: -310 -110 0 -86 -156 -396 -266: 234 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 14.2 0.0 80.2 65.7 81.8 79.9: 18.2 20.1
Old : 100.0: 1.6 14.2 0.0 80.2 65.7 81.8 79.9: 18.2 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 10 0 28 22 30 32:
Old : 52: 2 10 0 28 22 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 36.9 60.5 51.2 49.9 36.9 59.6 50.9
Old : 50.8 36.9 60.5 51.2 49.9 36.9 59.6 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 29,276: 778 4,244 0 23,433 19,290 24,211 23,535: 5,065 5,741
Old : 29,276: 778 4,244 0 23,433 19,290 24,211 23,535: 5,065 5,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 168: -22 194 0 93 -1,607 71 -1,413: 97 1,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 14.5 0.0 80.0 65.9 82.7 80.4: 17.3 19.6
Old : 100.0: 2.7 14.5 0.0 80.0 65.9 82.7 80.4: 17.3 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 10 0 28 22 31 32:
Old : 53: 3 10 0 28 22 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 36.6 60.2 50.8 49.7 36.6 59.3 50.6
Old : 50.5 36.6 60.2 50.8 49.7 36.6 59.3 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 223,271: 23,987 42,627 1,260 185,288 169,751 210,535 213,638: 12,736 9,633
Old : 223,271: 23,987 42,627 1,260 185,288 169,751 210,535 213,638: 12,736 9,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -2,601: -2,174 -734 -98 66 -502 -2,206 -1,334: -395 -1,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 19.1 0.6 83.0 76.0 94.3 95.7: 5.7 4.3
Old : 100.0: 10.7 19.1 0.6 83.0 76.0 94.3 95.7: 5.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 23 41 10 32 50 61 95:
Old : 127: 23 41 10 32 50 61 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 34.8 68.1 51.3 53.3 32.7 62.1 48.5
Old : 57.9 34.8 68.1 51.3 53.3 32.7 62.1 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 225,872: 26,161 43,361 1,358 185,222 170,253 212,741 214,972: 13,131 10,901
Old : 225,872: 26,161 43,361 1,358 185,222 170,253 212,741 214,972: 13,131 10,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -3,766: -720 -578 -599 -2,145 10 -3,463 -1,167: -302 -2,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 19.2 0.6 82.0 75.4 94.2 95.2: 5.8 4.8
Old : 100.0: 11.6 19.2 0.6 82.0 75.4 94.2 95.2: 5.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 26 37 11 35 48 67 90:
Old : 128: 26 37 11 35 48 67 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 35.5 66.5 51.5 51.7 33.3 60.5 48.2
Old : 56.5 35.5 66.5 51.5 51.7 33.3 60.5 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 41,422: 13,561 6,602 665 14,493 24,020 28,719 31,287: 12,703 10,135
Old : 41,422: 13,561 6,602 665 14,493 24,020 28,719 31,287: 12,703 10,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,092: 397 -481 4 1,453 1,850 1,854 1,373: 1,238 1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 15.9 1.6 35.0 58.0 69.3 75.5: 30.7 24.5
Old : 100.0: 32.7 15.9 1.6 35.0 58.0 69.3 75.5: 30.7 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 27 12 4 17 22 46 37:
Old : 75: 27 12 4 17 22 46 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 38.1 31.2 48.3 19.1 38.1 31.2 47.9
Old : 19.1 38.1 31.2 48.3 19.1 38.1 31.2 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 38,330: 13,164 7,083 661 13,040 22,170 26,865 29,914: 11,465 8,416
Old : 38,330: 13,164 7,083 661 13,040 22,170 26,865 29,914: 11,465 8,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,446: 1,352 1,146 -19 972 730 2,305 1,857: 141 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 18.5 1.7 34.0 57.8 70.1 78.0: 29.9 22.0
Old : 100.0: 34.3 18.5 1.7 34.0 57.8 70.1 78.0: 29.9 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 26 13 4 16 21 44 37:
Old : 74: 26 13 4 16 21 44 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 38.9 32.7 49.2 20.7 38.4 32.7 48.7
Old : 20.7 38.9 32.7 49.2 20.7 38.4 32.7 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 22,289: 5,592 0 70 12,129 5,694 17,791 5,764: 4,498 16,525
Old : 22,289: 5,592 0 70 12,129 5,694 17,791 5,764: 4,498 16,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 4,938: 628 -200 70 2,733 3,494 3,431 3,364: 1,507 1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.0 0.3 54.4 25.5 79.8 25.9: 20.2 74.1
Old : 100.0: 25.1 0.0 0.3 54.4 25.5 79.8 25.9: 20.2 74.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 0 1 9 3 18 4:
Old : 20: 9 0 1 9 3 18 4:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 25.9 62.8 25.9 49.9 20.6 60.0 20.6
Old : 51.6 25.9 62.8 25.9 49.9 20.6 60.0 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 29,026: 1,511 2,342 33 14,787 22,374 16,331 24,749: 12,695 4,277
Old : 29,026: 1,511 2,342 33 14,787 22,374 16,331 24,749: 12,695 4,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 62: 358 -24 -74 498 36 782 -62: -720 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.1 0.1 50.9 77.1 56.3 85.3: 43.7 14.7
Old : 100.0: 5.2 8.1 0.1 50.9 77.1 56.3 85.3: 43.7 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 10 1 15 21 19 31:
Old : 37: 3 10 1 15 21 19 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 49.1 42.6 64.9 13.9 32.4 19.8 39.9
Old : 28.1 49.1 42.6 64.9 13.9 32.4 19.8 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 28,964: 1,153 2,366 107 14,289 22,338 15,549 24,811: 13,415 4,153
Old : 28,964: 1,153 2,366 107 14,289 22,338 15,549 24,811: 13,415 4,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 629: -142 55 -334 981 339 505 60: 124 569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 8.2 0.4 49.3 77.1 53.7 85.7: 46.3 14.3
Old : 100.0: 4.0 8.2 0.4 49.3 77.1 53.7 85.7: 46.3 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 10 2 13 19 17 30:
Old : 35: 3 10 2 13 19 17 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 51.6 43.5 67.0 14.1 31.4 18.8 38.9
Old : 28.9 51.6 43.5 67.0 14.1 31.4 18.8 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 137,598: 41,100 19,328 21,675 37,981 81,704 100,755 122,707: 36,842 14,891
Old : 137,598: 41,100 19,328 21,675 37,981 81,704 100,755 122,707: 36,842 14,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -8,458: -2,836 -2,765 -850 -3,715 -4,687 -7,402 -8,302: -1,057 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 14.0 15.8 27.6 59.4 73.2 89.2: 26.8 10.8
Old : 100.0: 29.9 14.0 15.8 27.6 59.4 73.2 89.2: 26.8 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 87 39 47 24 35 131 102:
Old : 168: 87 39 47 24 35 131 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 27.4 33.9 44.2 14.7 23.6 21.0 36.3
Old : 24.5 27.4 33.9 44.2 14.7 23.6 21.0 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 146,056: 43,936 22,093 22,525 41,696 86,391 108,157 131,009: 37,899 15,047
Old : 146,056: 43,936 22,093 22,525 41,696 86,391 108,157 131,009: 37,899 15,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 5,022: 1,889 2,848 1,505 1,492 549 4,886 4,903: 136 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 15.1 15.4 28.5 59.1 74.1 89.7: 25.9 10.3
Old : 100.0: 30.1 15.1 15.4 28.5 59.1 74.1 89.7: 25.9 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 98 40 49 27 35 144 107:
Old : 183: 98 40 49 27 35 144 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 27.1 32.8 44.7 12.5 22.2 18.4 34.1
Old : 23.8 27.1 32.8 44.7 12.5 22.2 18.4 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 118,631: 42,765 24,419 20,386 39,108 58,210 102,259 103,015: 16,372 15,616
Old : 118,631: 42,765 24,419 20,386 39,108 58,210 102,259 103,015: 16,372 15,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,906: 2,699 2,556 202 -5 -14 2,895 2,744: 11 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 20.6 17.2 33.0 49.1 86.2 86.8: 13.8 13.2
Old : 100.0: 36.0 20.6 17.2 33.0 49.1 86.2 86.8: 13.8 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 69 70 59 45 43 156 140:
Old : 203: 69 70 59 45 43 156 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 35.1 32.9 46.7 22.0 31.1 31.7 42.3
Old : 22.1 35.1 32.9 46.7 22.0 31.1 31.7 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 115,725: 40,067 21,863 20,184 39,113 58,224 99,364 100,271: 16,360 15,453
Old : 115,725: 40,067 21,863 20,184 39,113 58,224 99,364 100,271: 16,360 15,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 5,017: 3,194 1,046 844 -249 1,707 3,789 3,597: 1,228 1,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 18.9 17.4 33.8 50.3 85.9 86.6: 14.1 13.4
Old : 100.0: 34.6 18.9 17.4 33.8 50.3 85.9 86.6: 14.1 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 69 61 52 43 40 145 130:
Old : 192: 69 61 52 43 40 145 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 35.5 33.7 47.1 21.8 30.8 31.4 42.4
Old : 21.9 35.5 33.7 47.1 21.8 30.8 31.4 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 298,630: 112,823 57,339 43,092 80,207 172,186 236,122 272,617: 62,508 26,013
Old : 298,630: 112,823 57,339 43,092 80,207 172,186 236,122 272,617: 62,508 26,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -32,032: -3,899 -2,223 -14,214 -14,585 -13,163 -32,698 -29,601: 666 -2,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 19.2 14.4 26.9 57.7 79.1 91.3: 20.9 8.7
Old : 100.0: 37.8 19.2 14.4 26.9 57.7 79.1 91.3: 20.9 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 125 62 59 41 43 195 143:
Old : 247: 125 62 59 41 43 195 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 33.1 32.9 49.1 20.5 30.4 25.3 42.2
Old : 25.4 33.1 32.9 49.1 20.5 30.4 25.3 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 330,662: 116,722 59,562 57,306 94,792 185,349 268,820 302,217: 61,841 28,444
Old : 330,662: 116,722 59,562 57,306 94,792 185,349 268,820 302,217: 61,841 28,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,262: -7,935 12,036 951 10,066 -16,960 3,082 -3,973: -1,820 5,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 18.0 17.3 28.7 56.1 81.3 91.4: 18.7 8.6
Old : 100.0: 35.3 18.0 17.3 28.7 56.1 81.3 91.4: 18.7 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 130 75 69 45 47 215 157:
Old : 267: 130 75 69 45 47 215 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 30.3 32.9 47.0 18.0 27.4 22.3 38.4
Old : 23.3 30.3 32.9 47.0 18.0 27.4 22.3 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 11,177: 5,094 2,432 624 2,767 7,692 8,485 10,748: 2,692 429
Old : 11,177: 5,094 2,432 624 2,767 7,692 8,485 10,748: 2,692 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -745: 162 0 30 182 210 374 240: -1,119 -985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 21.8 5.6 24.8 68.8 75.9 96.2: 24.1 3.8
Old : 100.0: 45.6 21.8 5.6 24.8 68.8 75.9 96.2: 24.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 23 2 11 6 6 38 18:
Old : 42: 23 2 11 6 6 38 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 82.3 58.2 91.9 45.1 73.4 51.7 81.8
Old : 48.6 82.3 58.2 91.9 45.1 73.4 51.7 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 11,922: 4,932 2,432 594 2,585 7,482 8,111 10,508: 3,811 1,414
Old : 11,922: 4,932 2,432 594 2,585 7,482 8,111 10,508: 3,811 1,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -932: -1,538 2 32 222 -1,278 -1,284 -1,244: 352 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 20.4 5.0 21.7 62.8 68.0 88.1: 32.0 11.9
Old : 100.0: 41.4 20.4 5.0 21.7 62.8 68.0 88.1: 32.0 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 23 2 10 6 6 38 17:
Old : 41: 23 2 10 6 6 38 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 77.9 51.9 84.4 41.0 70.4 46.7 75.5
Old : 43.7 77.9 51.9 84.4 41.0 70.4 46.7 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 93,831: 18,465 7,167 6,819 52,129 61,749 77,413 75,735: 16,418 18,096
Old : 92,829: 18,213 7,263 6,657 51,693 61,185 76,562 75,105: 16,267 17,724
Other: 1,002: 370 22 45 436 565 851 631: 151 371
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,293: -1,928 1,071 551 3,651 1,826 2,274 3,447: -981 -2,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 7.6 7.3 55.6 65.8 82.5 80.7: 17.5 19.3
Old : 100.0: 19.6 7.8 7.2 55.7 65.9 82.5 80.9: 17.5 19.1
Other: 100.0: 36.9 2.2 4.5 43.5 56.3 84.9 63.0: 15.1 37.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 36 16 17 57 61 103 87:
Old : 133: 35 16 17 57 60 102 86:
Other: 37: 4 5 7 4 25 12 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 32.1 39.6 43.2 22.8 27.8 29.7 34.2
Old : 30.3 32.4 39.7 43.5 22.9 28.0 29.8 34.4
Other: 64.7 27.6 83.9 45.3 62.8 27.6 76.2 42.5
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 92,538: 20,393 6,096 6,269 48,478 59,924 75,139 72,288: 17,399 20,250
Old : 91,587: 20,191 6,184 6,136 47,931 59,372 74,257 71,692: 17,330 19,895
Other: 950: 308 18 27 547 551 882 596: 69 354
: : :
: : Changes in Commitments from: July 12, 2005 :
: 3,659: 1,283 -416 -487 2,612 5,411 3,409 4,509: 250 -850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 6.6 6.8 52.4 64.8 81.2 78.1: 18.8 21.9
Old : 100.0: 22.0 6.8 6.7 52.3 64.8 81.1 78.3: 18.9 21.7
Other: 100.0: 32.4 1.8 2.9 57.6 58.0 92.8 62.7: 7.2 37.3
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 39 15 16 52 58 99 81:
Old : 130: 38 16 16 52 58 99 81:
Other: 37: 4 4 6 4 26 11 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 31.6 37.6 41.9 22.2 27.8 28.9 34.0
Old : 28.6 31.9 37.6 42.1 22.0 28.0 28.8 34.2
Other: 73.4 31.8 91.9 46.7 73.2 29.0 87.1 43.9
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 27,459: 2,132 2,425 663 18,554 16,169 21,349 19,257: 6,110 8,202
Old : 27,369: 2,132 2,425 663 18,552 16,159 21,347 19,247: 6,022 8,122
Other: 90: 0 0 0 2 10 2 10: 88 80
: : :
: : Changes in Commitments from: July 19, 2005 :
: 734: -294 1,073 -98 1,196 -943 804 31: -70 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 8.8 2.4 67.6 58.9 77.7 70.1: 22.3 29.9
Old : 100.0: 7.8 8.9 2.4 67.8 59.0 78.0 70.3: 22.0 29.7
Other: 100.0: 0.0 0.0 0.0 2.2 11.1 2.2 11.1: 97.8 88.9
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 8 3 24 18 33 27:
Old : 44: 6 8 3 24 18 33 27:
Other: 4: 0 0 0 1 3 1 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 47.0 51.0 55.4 35.3 38.8 45.8 45.3
Old : 39.3 47.1 51.2 55.5 35.4 38.9 45.9 45.4
Other: 2.2 11.1 2.2 11.1 2.2 11.1 2.2 11.1
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 26,725: 2,426 1,352 761 17,357 17,112 20,545 19,226: 6,180 7,499
Old : 26,635: 2,426 1,357 756 17,355 17,102 20,538 19,216: 6,097 7,419
Other: 90: 5 0 0 2 10 7 10: 83 80
: : :
: : Changes in Commitments from: July 12, 2005 :
: -354: 115 -174 200 -884 -276 -569 -250: 216 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 5.1 2.8 64.9 64.0 76.9 71.9: 23.1 28.1
Old : 100.0: 9.1 5.1 2.8 65.2 64.2 77.1 72.1: 22.9 27.9
Other: 100.0: 5.6 0.0 0.0 2.2 11.1 7.8 11.1: 92.2 88.9
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 6 9 5 22 21 33 30:
Old : 45: 6 9 5 22 21 33 30:
Other: 5: 1 0 0 1 3 2 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 48.9 55.5 57.7 41.7 43.8 52.8 51.6
Old : 42.4 49.0 55.7 57.9 41.8 43.9 53.0 51.7
Other: 7.8 11.1 7.8 11.1 7.8 11.1 7.8 11.1
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 136,655: 20,189 23,483 29,779 71,552 71,124 121,520 124,386: 15,134 12,268
Old : 136,189: 20,247 23,583 29,591 71,249 70,888 121,087 124,062: 15,101 12,126
Other: 466: 130 88 0 303 236 433 324: 33 142
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,783: 229 4,543 394 2,107 -2,634 2,730 2,302: 53 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.2 21.8 52.4 52.0 88.9 91.0: 11.1 9.0
Old : 100.0: 14.9 17.3 21.7 52.3 52.1 88.9 91.1: 11.1 8.9
Other: 100.0: 27.9 18.9 0.0 65.0 50.6 92.9 69.5: 7.1 30.5
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 66 58 52 76 64 165 153:
Old : 209: 66 58 51 76 64 165 152:
Other: 13: 2 1 0 4 6 6 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 28.1 28.3 37.4 18.9 22.5 27.5 28.9
Old : 19.0 28.1 28.4 37.4 19.0 22.6 27.6 29.0
Other: 85.8 62.0 92.9 69.5 85.8 62.0 92.9 69.5
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 133,871: 19,961 18,940 29,385 69,445 73,758 118,791 122,084: 15,081 11,788
Old : 133,405: 20,049 19,070 29,167 69,142 73,532 118,358 121,770: 15,048 11,636
Other: 466: 130 88 0 303 226 433 314: 33 152
: : :
: : Changes in Commitments from: July 12, 2005 :
: 735: -120 8,573 -1,107 1,417 -8,147 189 -681: 546 1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 14.1 22.0 51.9 55.1 88.7 91.2: 11.3 8.8
Old : 100.0: 15.0 14.3 21.9 51.8 55.1 88.7 91.3: 11.3 8.7
Other: 100.0: 27.9 18.9 0.0 65.0 48.5 92.9 67.4: 7.1 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 68 52 49 72 61 162 141:
Old : 201: 68 52 48 72 61 162 140:
Other: 12: 2 1 0 4 5 6 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 30.6 28.3 39.7 19.2 24.3 27.7 30.6
Old : 19.2 30.6 28.4 39.7 19.2 24.4 27.8 30.6
Other: 85.8 62.0 92.9 67.4 85.8 62.0 92.9 67.4
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 45,357: 12,766 2,024 8,913 17,752 32,115 39,432 43,052: 5,925 2,305
Old : 40,046: 12,610 2,500 6,297 15,607 29,128 34,514 37,926: 5,531 2,120
Other: 5,311: 734 102 2,038 2,145 2,986 4,917 5,127: 394 185
: : :
: : Changes in Commitments from: July 19, 2005 :
: -776: -1,462 -119 153 654 -471 -655 -436: -121 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 4.5 19.7 39.1 70.8 86.9 94.9: 13.1 5.1
Old : 100.0: 31.5 6.2 15.7 39.0 72.7 86.2 94.7: 13.8 5.3
Other: 100.0: 13.8 1.9 38.4 40.4 56.2 92.6 96.5: 7.4 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 55 19 24 26 24 93 56:
Old : 107: 52 23 24 24 22 91 54:
Other: 36: 15 6 15 10 9 29 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 52.0 38.7 67.3 17.6 39.4 25.6 48.9
Old : 26.6 54.5 37.7 69.1 19.1 43.4 27.8 53.0
Other: 49.4 60.3 69.2 78.5 16.4 26.7 22.5 29.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 46,133: 14,228 2,143 8,760 17,098 32,585 40,087 43,489: 6,047 2,645
Old : 40,877: 14,131 2,770 6,067 15,056 29,587 35,253 38,424: 5,623 2,453
Other: 5,257: 801 76 1,991 2,042 2,998 4,833 5,065: 423 192
: : :
: : Changes in Commitments from: July 12, 2005 :
: -3,365: -4,084 195 -989 2,267 -2,243 -2,806 -3,037: -558 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 4.6 19.0 37.1 70.6 86.9 94.3: 13.1 5.7
Old : 100.0: 34.6 6.8 14.8 36.8 72.4 86.2 94.0: 13.8 6.0
Other: 100.0: 15.2 1.4 37.9 38.9 57.0 91.9 96.3: 8.1 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 56 20 23 22 25 91 56:
Old : 107: 52 25 23 21 23 90 54:
Other: 33: 14 6 12 9 9 25 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 50.6 37.6 66.7 17.2 38.4 25.9 49.0
Old : 25.6 52.7 36.8 68.0 18.6 42.2 28.1 52.8
Other: 50.8 60.0 70.9 79.0 16.8 26.6 21.9 29.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 146,407: 21,282 26,153 14,247 100,172 99,904 135,702 140,304: 10,705 6,103
Old : 51,843: 11,818 24,451 5,443 27,206 17,419 44,467 47,312: 7,376 4,531
Other: 94,564: 11,786 4,024 6,483 72,967 82,485 91,235 92,992: 3,329 1,572
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,405: 140 1,421 878 2,302 1,532 3,321 3,832: 84 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 17.9 9.7 68.4 68.2 92.7 95.8: 7.3 4.2
Old : 100.0: 22.8 47.2 10.5 52.5 33.6 85.8 91.3: 14.2 8.7
Other: 100.0: 12.5 4.3 6.9 77.2 87.2 96.5 98.3: 3.5 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 62 46 37 54 39 128 114:
Old : 162: 62 40 28 48 28 116 90:
Other: 105: 25 30 22 42 35 82 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 31.6 47.2 47.1 19.8 20.9 29.7 29.2
Old : 22.9 27.5 30.0 43.4 17.9 25.4 24.6 38.3
Other: 43.2 44.5 60.3 61.1 28.3 30.9 40.1 41.7
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 143,002: 21,143 24,731 13,369 97,870 98,371 132,381 136,472: 10,620 6,530
Old : 51,098: 12,164 22,878 5,100 26,203 18,399 43,468 46,378: 7,630 4,721
Other: 91,903: 10,903 3,778 6,344 71,666 79,972 88,914 90,094: 2,990 1,809
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,491: -424 1,539 -110 741 -1,072 207 357: 1,284 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.3 9.3 68.4 68.8 92.6 95.4: 7.4 4.6
Old : 100.0: 23.8 44.8 10.0 51.3 36.0 85.1 90.8: 14.9 9.2
Other: 100.0: 11.9 4.1 6.9 78.0 87.0 96.7 98.0: 3.3 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 57 49 32 53 40 125 110:
Old : 161: 59 42 23 47 29 112 88:
Other: 98: 24 24 20 39 36 76 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 32.3 47.1 47.5 20.2 21.6 29.6 29.9
Old : 20.3 27.0 27.4 41.5 15.3 24.7 22.1 36.0
Other: 44.3 46.1 60.8 61.8 28.4 32.0 40.9 42.4
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 553,358: 155,349 17,390 83,543 228,809 406,964 467,700 507,897: 85,658 45,461
Old : 553,358: 155,349 17,390 83,543 228,809 406,964 467,700 507,897: 85,658 45,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 28,652: 13,937 -8,876 4,980 6,604 35,200 25,522 31,304: 3,131 -2,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 3.1 15.1 41.3 73.5 84.5 91.8: 15.5 8.2
Old : 100.0: 28.1 3.1 15.1 41.3 73.5 84.5 91.8: 15.5 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 84 22 44 63 56 163 107:
Old : 179: 84 22 44 63 56 163 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 29.5 25.0 45.4 11.6 21.1 18.7 33.3
Old : 14.9 29.5 25.0 45.4 11.6 21.1 18.7 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 524,706: 141,411 26,266 78,563 222,204 371,764 442,179 476,593: 82,527 48,113
Old : 524,706: 141,411 26,266 78,563 222,204 371,764 442,179 476,593: 82,527 48,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 18,723: 6,330 -7,904 9,898 878 15,346 17,107 17,340: 1,616 1,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 5.0 15.0 42.3 70.9 84.3 90.8: 15.7 9.2
Old : 100.0: 27.0 5.0 15.0 42.3 70.9 84.3 90.8: 15.7 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 77 29 52 59 53 158 115:
Old : 178: 77 29 52 59 53 158 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 29.6 24.4 45.0 12.1 22.2 20.8 33.3
Old : 14.4 29.6 24.4 45.0 12.1 22.2 20.8 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 123,554: 23,097 15,475 30,023 58,424 69,115 111,544 114,613: 12,009 8,941
Old : 74,714: 21,768 16,935 11,182 33,720 40,802 66,670 68,920: 8,044 5,795
Other: 48,839: 5,481 2,692 14,689 24,704 28,313 44,874 45,693: 3,965 3,146
: : :
: : Changes in Commitments from: July 19, 2005 :
: -1,869: -238 -505 -52 -194 114 -484 -443: -1,385 -1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 12.5 24.3 47.3 55.9 90.3 92.8: 9.7 7.2
Old : 100.0: 29.1 22.7 15.0 45.1 54.6 89.2 92.2: 10.8 7.8
Other: 100.0: 11.2 5.5 30.1 50.6 58.0 91.9 93.6: 8.1 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 119 90 106 105 93 273 246:
Old : 316: 113 88 86 90 73 239 211:
Other: 226: 63 58 73 76 84 179 176:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 20.7 27.6 30.3 14.5 13.9 23.8 22.1
Old : 19.9 23.0 32.8 35.0 19.9 22.3 32.8 33.6
Other: 25.0 26.0 37.8 37.2 19.8 18.9 28.2 24.8
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 125,423: 23,335 15,979 30,075 58,618 69,001 112,028 115,056: 13,395 10,367
Old : 78,592: 22,610 17,081 12,101 34,644 42,379 69,355 71,562: 9,237 7,030
Other: 46,830: 4,884 3,058 13,814 23,974 26,622 42,673 43,494: 4,158 3,336
: : :
: : Changes in Commitments from: July 12, 2005 :
: 4,426: -2,395 1,156 3,041 2,684 -862 3,329 3,334: 1,097 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 12.7 24.0 46.7 55.0 89.3 91.7: 10.7 8.3
Old : 100.0: 28.8 21.7 15.4 44.1 53.9 88.2 91.1: 11.8 8.9
Other: 100.0: 10.4 6.5 29.5 51.2 56.8 91.1 92.9: 8.9 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 119 95 107 103 96 278 249:
Old : 321: 116 90 86 89 75 243 213:
Other: 224: 64 55 72 76 84 179 173:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 20.2 27.2 29.7 14.3 13.9 23.4 21.9
Old : 19.6 21.9 32.3 33.5 19.6 21.6 32.3 32.7
Other: 25.5 26.6 38.0 38.5 19.7 18.6 27.8 24.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 29,589: 16,582 1,792 2,787 6,378 22,315 25,747 26,893: 3,842 2,696
Old : 29,589: 16,582 1,792 2,787 6,378 22,315 25,747 26,893: 3,842 2,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -517: -1,041 21 62 -11 -1,315 -990 -1,231: 473 715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 6.1 9.4 21.6 75.4 87.0 90.9: 13.0 9.1
Old : 100.0: 56.0 6.1 9.4 21.6 75.4 87.0 90.9: 13.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 33 6 10 8 5 47 17:
Old : 51: 33 6 10 8 5 47 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 80.4 57.7 87.4 36.9 71.1 52.4 76.2
Old : 37.5 80.4 57.7 87.4 36.9 71.1 52.4 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 30,106: 17,623 1,770 2,725 6,389 23,630 26,737 28,125: 3,369 1,981
Old : 30,106: 17,623 1,770 2,725 6,389 23,630 26,737 28,125: 3,369 1,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,117: 623 376 75 1,688 687 2,387 1,138: -1,270 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 5.9 9.1 21.2 78.5 88.8 93.4: 11.2 6.6
Old : 100.0: 58.5 5.9 9.1 21.2 78.5 88.8 93.4: 11.2 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 33 6 10 8 5 47 17:
Old : 51: 33 6 10 8 5 47 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 83.4 59.3 90.5 37.8 74.3 55.1 79.2
Old : 38.3 83.4 59.3 90.5 37.8 74.3 55.1 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 212,277: 26,716 16,981 42,864 100,349 120,673 169,929 180,518: 42,348 31,759
Old : 212,277: 26,716 16,981 42,864 100,349 120,673 169,929 180,518: 42,348 31,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -6,349: -3,397 -3,308 -4,120 308 220 -7,208 -7,208: 859 859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 8.0 20.2 47.3 56.8 80.1 85.0: 19.9 15.0
Old : 100.0: 12.6 8.0 20.2 47.3 56.8 80.1 85.0: 19.9 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 28 29 38 60 57 113 101:
Old : 122: 28 29 38 60 57 113 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 18.4 24.9 29.0 11.9 10.9 17.7 16.6
Old : 15.2 18.4 24.9 29.0 11.9 10.9 17.7 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 218,626: 30,113 20,289 46,983 100,041 120,453 177,137 187,726: 41,489 30,900
Old : 218,626: 30,113 20,289 46,983 100,041 120,453 177,137 187,726: 41,489 30,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -7,098: -1,569 -4,534 -3,911 4,763 6,993 -716 -1,453: -6,382 -5,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 9.3 21.5 45.8 55.1 81.0 85.9: 19.0 14.1
Old : 100.0: 13.8 9.3 21.5 45.8 55.1 81.0 85.9: 19.0 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 30 30 35 63 60 118 101:
Old : 128: 30 30 35 63 60 118 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 18.3 23.8 28.7 11.2 11.3 16.6 16.7
Old : 14.1 18.3 23.8 28.7 11.2 11.3 16.6 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 802,901: 37,153 71,436 342,744 344,269 356,378 724,166 770,558: 78,735 32,343
Old : 802,901: 37,153 71,436 342,744 344,269 356,378 724,166 770,558: 78,735 32,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -35,970: -4,378 -6,179 -11,772 -19,197 -16,381 -35,348 -34,331: -622 -1,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.9 42.7 42.9 44.4 90.2 96.0: 9.8 4.0
Old : 100.0: 4.6 8.9 42.7 42.9 44.4 90.2 96.0: 9.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 55 55 80 96 86 199 175:
Old : 210: 55 55 80 96 86 199 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 23.0 32.5 36.9 4.6 7.2 6.8 11.1
Old : 20.4 23.0 32.5 36.9 4.6 7.2 6.8 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 838,871: 41,531 77,615 354,515 363,467 372,759 759,513 804,890: 79,358 33,981
Old : 838,871: 41,531 77,615 354,515 363,467 372,759 759,513 804,890: 79,358 33,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 14,091: -920 1,162 9,445 6,832 5,992 15,357 16,599: -1,265 -2,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 9.3 42.3 43.3 44.4 90.5 95.9: 9.5 4.1
Old : 100.0: 5.0 9.3 42.3 43.3 44.4 90.5 95.9: 9.5 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 60 50 79 99 88 203 174:
Old : 213: 60 50 79 99 88 203 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 22.8 31.8 36.5 4.2 7.0 6.6 11.1
Old : 19.9 22.8 31.8 36.5 4.2 7.0 6.6 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,324: 6,850 1,862 1,652 26,149 25,018 34,651 28,532: 3,673 9,792
Old : 38,324: 6,850 1,862 1,652 26,149 25,018 34,651 28,532: 3,673 9,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 262: -1,203 -2,008 190 2,511 1,168 1,498 -650: -1,236 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 4.9 4.3 68.2 65.3 90.4 74.4: 9.6 25.6
Old : 100.0: 17.9 4.9 4.3 68.2 65.3 90.4 74.4: 9.6 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 1 19 13 21 16:
Old : 25: 2 2 1 19 13 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 38.7 66.1 58.6 33.2 36.9 54.1 51.4
Old : 42.7 38.7 66.1 58.6 33.2 36.9 54.1 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,062: 8,053 3,870 1,462 23,638 23,850 33,153 29,182: 4,909 8,880
Old : 38,062: 8,053 3,870 1,462 23,638 23,850 33,153 29,182: 4,909 8,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -160: -2,512 240 180 1,583 -1,132 -749 -712: 589 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 10.2 3.8 62.1 62.7 87.1 76.7: 12.9 23.3
Old : 100.0: 21.2 10.2 3.8 62.1 62.7 87.1 76.7: 12.9 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 2 17 12 20 16:
Old : 24: 3 2 2 17 12 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 41.3 69.0 61.6 36.8 38.9 57.8 55.1
Old : 45.4 41.3 69.0 61.6 36.8 38.9 57.8 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 128,997: 3,038 29,873 14,435 101,241 79,572 118,714 123,880: 10,283 5,117
Old : 128,997: 3,038 29,873 14,435 101,241 79,572 118,714 123,880: 10,283 5,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 892: -426 731 -856 2,490 410 1,208 285: -316 607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 23.2 11.2 78.5 61.7 92.0 96.0: 8.0 4.0
Old : 100.0: 2.4 23.2 11.2 78.5 61.7 92.0 96.0: 8.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 3 4 25 26 29 30:
Old : 34: 1 3 4 25 26 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 44.2 73.6 62.2 51.5 33.7 59.2 50.7
Old : 59.5 44.2 73.6 62.2 51.5 33.7 59.2 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 128,105: 3,464 29,142 15,291 98,751 79,162 117,506 123,595: 10,599 4,510
Old : 128,105: 3,464 29,142 15,291 98,751 79,162 117,506 123,595: 10,599 4,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 703: 3,105 7,911 -8,909 6,703 3,563 899 2,565: -196 -1,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 22.7 11.9 77.1 61.8 91.7 96.5: 8.3 3.5
Old : 100.0: 2.7 22.7 11.9 77.1 61.8 91.7 96.5: 8.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 4 5 25 26 30 31:
Old : 35: 1 4 5 25 26 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 44.5 73.4 62.4 51.8 33.3 57.9 50.2
Old : 60.4 44.5 73.4 62.4 51.8 33.3 57.9 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 79,429: 32,951 11,347 2,684 39,550 57,331 75,185 71,362: 4,244 8,067
Old : 79,429: 32,951 11,347 2,684 39,550 57,331 75,185 71,362: 4,244 8,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 6,920: 5,034 0 0 1,522 7,898 6,556 7,898: 364 -978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 14.3 3.4 49.8 72.2 94.7 89.8: 5.3 10.2
Old : 100.0: 41.5 14.3 3.4 49.8 72.2 94.7 89.8: 5.3 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 3 1 15 15 17 19:
Old : 25: 2 3 1 15 15 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 40.8 85.8 64.5 58.9 32.7 70.7 53.4
Old : 68.1 40.8 85.8 64.5 58.9 32.7 70.7 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 72,509: 27,917 11,347 2,684 38,028 49,433 68,629 63,464: 3,880 9,045
Old : 72,509: 27,917 11,347 2,684 38,028 49,433 68,629 63,464: 3,880 9,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 4,524: 3,096 0 0 1,002 3,792 4,098 3,792: 426 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 15.6 3.7 52.4 68.2 94.6 87.5: 5.4 12.5
Old : 100.0: 38.5 15.6 3.7 52.4 68.2 94.6 87.5: 5.4 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 1 15 14 17 18:
Old : 24: 2 3 1 15 14 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 43.5 85.1 65.7 57.5 34.8 70.4 53.8
Old : 65.6 43.5 85.1 65.7 57.5 34.8 70.4 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,603: 0 9,132 4,967 45,305 37,384 50,272 51,483: 4,331 3,120
Old : 54,603: 0 9,132 4,967 45,305 37,384 50,272 51,483: 4,331 3,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -2,194: 0 -940 -186 -2,516 -692 -2,702 -1,818: 508 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.7 9.1 83.0 68.5 92.1 94.3: 7.9 5.7
Old : 100.0: 0.0 16.7 9.1 83.0 68.5 92.1 94.3: 7.9 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 3 2 19 19 21 22:
Old : 26: 0 3 2 19 19 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 45.2 62.3 66.2 23.9 31.9 37.0 41.9
Old : 39.2 45.2 62.3 66.2 23.9 31.9 37.0 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,797: 0 10,072 5,153 47,821 38,076 52,974 53,301: 3,823 3,496
Old : 56,797: 0 10,072 5,153 47,821 38,076 52,974 53,301: 3,823 3,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,834: 0 4,845 -959 4,219 -1,776 3,260 2,110: -426 724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.7 9.1 84.2 67.0 93.3 93.8: 6.7 6.2
Old : 100.0: 0.0 17.7 9.1 84.2 67.0 93.3 93.8: 6.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 4 2 18 17 20 21:
Old : 25: 0 4 2 18 17 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 45.6 67.5 65.4 24.1 26.6 35.8 35.5
Old : 46.5 45.6 67.5 65.4 24.1 26.6 35.8 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,683: 7,461 12,054 3,805 46,516 42,165 57,782 58,024: 3,901 3,659
Old : 61,683: 7,461 12,054 3,805 46,516 42,165 57,782 58,024: 3,901 3,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -1,893: 5,595 -3,328 -3,378 -3,490 7,872 -1,273 1,166: -620 -3,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 19.5 6.2 75.4 68.4 93.7 94.1: 6.3 5.9
Old : 100.0: 12.1 19.5 6.2 75.4 68.4 93.7 94.1: 6.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 5 5 25 22 30 29:
Old : 35: 2 5 5 25 22 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 32.5 65.5 51.9 34.1 28.0 47.1 42.1
Old : 39.2 32.5 65.5 51.9 34.1 28.0 47.1 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,576: 1,866 15,382 7,183 50,006 34,293 59,055 56,858: 4,521 6,718
Old : 63,576: 1,866 15,382 7,183 50,006 34,293 59,055 56,858: 4,521 6,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 5,523: 912 889 788 4,688 2,427 6,388 4,104: -865 1,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 24.2 11.3 78.7 53.9 92.9 89.4: 7.1 10.6
Old : 100.0: 2.9 24.2 11.3 78.7 53.9 92.9 89.4: 7.1 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 4 6 24 20 30 26:
Old : 32: 2 4 6 24 20 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 33.1 58.9 52.0 30.4 27.5 42.9 39.4
Old : 34.6 33.1 58.9 52.0 30.4 27.5 42.9 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 48,583: 0 1,121 897 46,688 40,085 47,585 42,103: 998 6,480
Old : 48,583: 0 1,121 897 46,688 40,085 47,585 42,103: 998 6,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 2,126: 0 724 -513 2,577 1,429 2,064 1,640: 62 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 1.8 96.1 82.5 97.9 86.7: 2.1 13.3
Old : 100.0: 0.0 2.3 1.8 96.1 82.5 97.9 86.7: 2.1 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 20 18 21 19:
Old : 23: 0 1 1 20 18 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 40.6 80.2 62.8 51.9 33.7 62.5 48.7
Old : 55.6 40.6 80.2 62.8 51.9 33.7 62.5 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 46,457: 0 397 1,410 44,111 38,656 45,521 40,463: 936 5,994
Old : 46,457: 0 397 1,410 44,111 38,656 45,521 40,463: 936 5,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 5,292: -639 397 -87 6,018 1,086 5,292 1,396: 0 3,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 3.0 95.0 83.2 98.0 87.1: 2.0 12.9
Old : 100.0: 0.0 0.9 3.0 95.0 83.2 98.0 87.1: 2.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 18 18 19 19:
Old : 23: 0 1 1 18 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 41.6 82.9 63.3 53.7 34.1 64.8 50.8
Old : 58.9 41.6 82.9 63.3 53.7 34.1 64.8 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,086: 0 15,259 450 58,326 45,689 58,776 61,398: 8,310 5,688
Old : 67,086: 0 15,259 450 58,326 45,689 58,776 61,398: 8,310 5,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 3,679: 0 2,058 -155 5,140 1,230 4,985 3,133: -1,306 546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.7 0.7 86.9 68.1 87.6 91.5: 12.4 8.5
Old : 100.0: 0.0 22.7 0.7 86.9 68.1 87.6 91.5: 12.4 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 1 25 21 26 23:
Old : 29: 0 2 1 25 21 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 53.3 55.8 74.8 31.0 48.6 45.8 63.9
Old : 37.1 53.3 55.8 74.8 31.0 48.6 45.8 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,407: 0 13,201 605 53,186 44,459 53,791 58,265: 9,616 5,142
Old : 63,407: 0 13,201 605 53,186 44,459 53,791 58,265: 9,616 5,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 268: 0 4,719 -2,171 1,830 -2,552 -341 -4: 609 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.8 1.0 83.9 70.1 84.8 91.9: 15.2 8.1
Old : 100.0: 0.0 20.8 1.0 83.9 70.1 84.8 91.9: 15.2 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 22 20 23 22:
Old : 28: 0 2 1 22 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 51.3 58.1 73.9 31.2 47.3 46.9 65.0
Old : 37.6 51.3 58.1 73.9 31.2 47.3 46.9 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 102,363: 40,153 49,726 5,259 52,244 43,010 97,656 97,995: 4,707 4,368
Old : 102,363: 40,153 49,726 5,259 52,244 43,010 97,656 97,995: 4,707 4,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -692: -5,902 -1,097 806 5,500 -10 404 -301: -1,096 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 48.6 5.1 51.0 42.0 95.4 95.7: 4.6 4.3
Old : 100.0: 39.2 48.6 5.1 51.0 42.0 95.4 95.7: 4.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 2 18 21 21 24:
Old : 27: 2 2 2 18 21 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 66.2 81.1 80.2 60.0 60.6 71.8 69.3
Old : 64.3 66.2 81.1 80.2 60.0 60.6 71.8 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 103,055: 46,055 50,823 4,453 46,744 43,020 97,252 98,296: 5,803 4,759
Old : 103,055: 46,055 50,823 4,453 46,744 43,020 97,252 98,296: 5,803 4,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 12,614: 2,614 12,144 1,220 9,718 -662 13,552 12,702: -938 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 49.3 4.3 45.4 41.7 94.4 95.4: 5.6 4.6
Old : 100.0: 44.7 49.3 4.3 45.4 41.7 94.4 95.4: 5.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 2 17 21 20 24:
Old : 26: 3 1 2 17 21 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 67.4 80.4 79.4 58.8 61.5 70.5 68.6
Old : 62.2 67.4 80.4 79.4 58.8 61.5 70.5 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 36,767: 780 4,455 1,259 28,376 22,519 30,415 28,233: 6,352 8,534
Old : 36,767: 780 4,455 1,259 28,376 22,519 30,415 28,233: 6,352 8,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -9: 0 -259 182 -215 318 -33 241: 24 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 12.1 3.4 77.2 61.2 82.7 76.8: 17.3 23.2
Old : 100.0: 2.1 12.1 3.4 77.2 61.2 82.7 76.8: 17.3 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 3 18 17 21 20:
Old : 23: 1 2 3 18 17 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 46.0 70.1 60.8 45.2 36.4 59.2 49.3
Old : 47.5 46.0 70.1 60.8 45.2 36.4 59.2 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 36,776: 780 4,714 1,077 28,591 22,201 30,448 27,992: 6,328 8,784
Old : 36,776: 780 4,714 1,077 28,591 22,201 30,448 27,992: 6,328 8,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,583: -372 3,123 -803 3,386 93 2,211 2,413: 372 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 12.8 2.9 77.7 60.4 82.8 76.1: 17.2 23.9
Old : 100.0: 2.1 12.8 2.9 77.7 60.4 82.8 76.1: 17.2 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 3 18 17 21 20:
Old : 23: 1 2 3 18 17 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 45.7 70.4 60.5 45.3 36.0 59.6 48.2
Old : 47.4 45.7 70.4 60.5 45.3 36.0 59.6 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 47,446: 2,108 1,178 0 45,152 45,160 47,260 46,338: 186 1,108
Old : 47,446: 2,108 1,178 0 45,152 45,160 47,260 46,338: 186 1,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.5 0.0 95.2 95.2 99.6 97.7: 0.4 2.3
Old : 100.0: 4.4 2.5 0.0 95.2 95.2 99.6 97.7: 0.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 0 14 14 16 16:
Old : 27: 2 2 0 14 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.3 83.1 93.3 91.9 64.4 63.5 72.0 70.0
Old : 82.3 83.1 93.3 91.9 64.4 63.5 72.0 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 26,897: 620 1,178 0 25,905 24,797 26,525 25,975: 372 922
Old : 26,897: 620 1,178 0 25,905 24,797 26,525 25,975: 372 922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 4.4 0.0 96.3 92.2 98.6 96.6: 1.4 3.4
Old : 100.0: 2.3 4.4 0.0 96.3 92.2 98.6 96.6: 1.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 0 15 16 16 18:
Old : 29: 1 2 0 15 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 60.5 84.2 77.9 54.7 59.6 72.2 72.5
Old : 57.1 60.5 84.2 77.9 54.7 59.6 72.2 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,175,650: 287,853 56,432 226,000 645,565 881,918 1,159,418 1,164,350: 16,232 11,300
Old : 1,175,650: 287,853 56,432 226,000 645,565 881,918 1,159,418 1,164,350: 16,232 11,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 35,649: -7,468 -6,437 14,016 30,445 29,433 36,993 37,012: -1,344 -1,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 4.8 19.2 54.9 75.0 98.6 99.0: 1.4 1.0
Old : 100.0: 24.5 4.8 19.2 54.9 75.0 98.6 99.0: 1.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 20 19 34 97 87 133 124:
Old : 141: 20 19 34 97 87 133 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 21.9 40.5 37.6 20.5 17.4 30.2 27.8
Old : 26.0 21.9 40.5 37.6 20.5 17.4 30.2 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,140,001: 295,321 62,869 211,984 615,120 852,485 1,122,425 1,127,338: 17,576 12,663
Old : 1,140,001: 295,321 62,869 211,984 615,120 852,485 1,122,425 1,127,338: 17,576 12,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 12,013: 13,226 2,754 -2,267 5,125 14,654 16,084 15,141: -4,071 -3,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 5.5 18.6 54.0 74.8 98.5 98.9: 1.5 1.1
Old : 100.0: 25.9 5.5 18.6 54.0 74.8 98.5 98.9: 1.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 21 17 34 84 80 120 116:
Old : 127: 21 17 34 84 80 120 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 22.2 42.4 38.2 22.2 17.7 32.1 28.0
Old : 27.0 22.2 42.4 38.2 22.2 17.7 32.1 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 204,032: 38,190 36,193 72,523 90,236 86,581 200,949 195,297: 3,083 8,735
Old : 204,032: 38,190 36,193 72,523 90,236 86,581 200,949 195,297: 3,083 8,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 16,882: 10,295 7 11,252 -5,710 183 15,837 11,442: 1,045 5,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 17.7 35.5 44.2 42.4 98.5 95.7: 1.5 4.3
Old : 100.0: 18.7 17.7 35.5 44.2 42.4 98.5 95.7: 1.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 15 6 17 27 28 46 47:
Old : 50: 15 6 17 27 28 46 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 42.3 62.0 60.9 18.5 24.7 26.7 30.7
Old : 42.7 42.3 62.0 60.9 18.5 24.7 26.7 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 187,150: 27,895 36,186 61,271 95,946 86,398 185,112 183,855: 2,038 3,295
Old : 187,150: 27,895 36,186 61,271 95,946 86,398 185,112 183,855: 2,038 3,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 11,931: -6,655 -3,565 8,761 9,388 6,296 11,494 11,492: 437 439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 19.3 32.7 51.3 46.2 98.9 98.2: 1.1 1.8
Old : 100.0: 14.9 19.3 32.7 51.3 46.2 98.9 98.2: 1.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 13 7 17 27 28 46 46:
Old : 50: 13 7 17 27 28 46 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 43.5 58.4 65.0 17.3 20.7 24.6 27.9
Old : 39.3 43.5 58.4 65.0 17.3 20.7 24.6 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 79,395: 21,341 5,027 20,323 37,162 53,765 78,826 79,116: 569 279
Old : 79,395: 21,341 5,027 20,323 37,162 53,765 78,826 79,116: 569 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,917: 384 192 986 666 860 2,036 2,038: -119 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 6.3 25.6 46.8 67.7 99.3 99.6: 0.7 0.4
Old : 100.0: 26.9 6.3 25.6 46.8 67.7 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 5 11 38 36 49 47:
Old : 52: 5 5 11 38 36 49 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 44.2 65.0 66.9 33.1 34.8 37.9 42.5
Old : 52.7 44.2 65.0 66.9 33.1 34.8 37.9 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 77,478: 20,957 4,835 19,337 36,496 52,905 76,790 77,078: 687 400
Old : 77,478: 20,957 4,835 19,337 36,496 52,905 76,790 77,078: 687 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 2,678: -1,202 -450 1,424 2,180 1,476 2,401 2,450: 277 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 6.2 25.0 47.1 68.3 99.1 99.5: 0.9 0.5
Old : 100.0: 27.0 6.2 25.0 47.1 68.3 99.1 99.5: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 4 6 10 37 34 47 44:
Old : 51: 4 6 10 37 34 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 43.5 66.1 66.1 34.1 33.6 38.7 42.0
Old : 53.1 43.5 66.1 66.1 34.1 33.6 38.7 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 26,384: 3,027 1,425 4,082 19,151 19,736 26,260 25,243: 124 1,141
Old : 26,384: 3,027 1,425 4,082 19,151 19,736 26,260 25,243: 124 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 0: -126 246 -120 1,226 -676 980 -550: -980 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 5.4 15.5 72.6 74.8 99.5 95.7: 0.5 4.3
Old : 100.0: 11.5 5.4 15.5 72.6 74.8 99.5 95.7: 0.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 3 4 19 22 24 27:
Old : 34: 3 3 4 19 22 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 43.8 81.5 67.0 56.0 38.8 62.3 52.6
Old : 60.6 43.8 81.5 67.0 56.0 38.8 62.3 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 26,384: 3,153 1,179 4,202 17,925 20,412 25,280 25,793: 1,104 591
Old : 26,384: 3,153 1,179 4,202 17,925 20,412 25,280 25,793: 1,104 591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 182: 0 -154 82 -922 762 -840 690: 1,022 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 4.5 15.9 67.9 77.4 95.8 97.8: 4.2 2.2
Old : 100.0: 12.0 4.5 15.9 67.9 77.4 95.8 97.8: 4.2 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 2 3 19 22 24 25:
Old : 33: 3 2 3 19 22 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 43.4 78.1 66.2 49.4 38.2 55.3 50.7
Old : 57.3 43.4 78.1 66.2 49.4 38.2 55.3 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 11,278: 780 3,914 2,737 7,209 4,077 10,726 10,728: 552 550
Old : 11,278: 780 3,914 2,737 7,209 4,077 10,726 10,728: 552 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 426: 0 126 300 126 0 426 426: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 34.7 24.3 63.9 36.2 95.1 95.1: 4.9 4.9
Old : 100.0: 6.9 34.7 24.3 63.9 36.2 95.1 95.1: 4.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 4 17 15 22 19:
Old : 30: 3 2 4 17 15 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 68.0 70.3 84.6 33.3 49.4 50.2 57.0
Old : 50.0 68.0 70.3 84.6 33.3 49.4 50.2 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 10,852: 780 3,788 2,437 7,083 4,077 10,300 10,302: 552 550
Old : 10,852: 780 3,788 2,437 7,083 4,077 10,300 10,302: 552 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,618: 86 1,018 86 894 -36 1,066 1,068: 552 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 34.9 22.5 65.3 37.6 94.9 94.9: 5.1 5.1
Old : 100.0: 7.2 34.9 22.5 65.3 37.6 94.9 94.9: 5.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 4 16 15 21 19:
Old : 30: 3 2 4 16 15 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 66.7 70.3 84.0 34.6 49.4 52.2 58.1
Old : 49.2 66.7 70.3 84.0 34.6 49.4 52.2 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 11,939: 1,888 2,971 546 8,952 8,206 11,386 11,723: 553 216
Old : 11,939: 1,888 2,971 546 8,952 8,206 11,386 11,723: 553 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 0: -510 0 0 510 510 0 510: 0 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 24.9 4.6 75.0 68.7 95.4 98.2: 4.6 1.8
Old : 100.0: 15.8 24.9 4.6 75.0 68.7 95.4 98.2: 4.6 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 3 10 8 13 13:
Old : 20: 2 3 3 10 8 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 84.2 91.1 94.9 67.7 77.5 79.1 83.0
Old : 69.8 84.2 91.1 94.9 67.7 77.5 79.1 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 11,939: 2,398 2,971 546 8,442 7,696 11,386 11,213: 553 726
Old : 11,939: 2,398 2,971 546 8,442 7,696 11,386 11,213: 553 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 24.9 4.6 70.7 64.5 95.4 93.9: 4.6 6.1
Old : 100.0: 20.1 24.9 4.6 70.7 64.5 95.4 93.9: 4.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 3 10 8 13 13:
Old : 20: 2 3 3 10 8 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 79.9 91.1 90.6 70.2 73.2 79.1 78.7
Old : 74.1 79.9 91.1 90.6 70.2 73.2 79.1 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 13,596: 3,700 1,644 3,220 6,416 8,242 13,336 13,106: 260 490
Old : 13,596: 3,700 1,644 3,220 6,416 8,242 13,336 13,106: 260 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 1,360: 440 20 580 480 840 1,500 1,440: -140 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 12.1 23.7 47.2 60.6 98.1 96.4: 1.9 3.6
Old : 100.0: 27.2 12.1 23.7 47.2 60.6 98.1 96.4: 1.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 2 5 15 16 21 21:
Old : 24: 4 2 5 15 16 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 55.9 72.4 74.0 33.2 34.5 45.5 44.0
Old : 47.2 55.9 72.4 74.0 33.2 34.5 45.5 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 12,236: 3,260 1,624 2,640 5,936 7,402 11,836 11,666: 400 570
Old : 12,236: 3,260 1,624 2,640 5,936 7,402 11,836 11,666: 400 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -916: 40 4 0 -256 -200 -216 -196: -700 -720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 13.3 21.6 48.5 60.5 96.7 95.3: 3.3 4.7
Old : 100.0: 26.6 13.3 21.6 48.5 60.5 96.7 95.3: 3.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 2 4 16 15 22 19:
Old : 24: 4 2 4 16 15 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 57.9 71.8 75.2 32.9 38.3 45.8 48.7
Old : 48.4 57.9 71.8 75.2 32.9 38.3 45.8 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 20,370: 9,430 280 1,230 9,240 18,480 19,900 19,990: 470 380
Old : 20,370: 9,430 280 1,230 9,240 18,480 19,900 19,990: 470 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 220: -180 0 60 350 760 230 820: -10 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 1.4 6.0 45.4 90.7 97.7 98.1: 2.3 1.9
Old : 100.0: 46.3 1.4 6.0 45.4 90.7 97.7 98.1: 2.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 3 19 22 23 26:
Old : 30: 4 1 3 19 22 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 57.1 80.7 81.6 58.8 52.5 69.5 71.2
Old : 66.6 57.1 80.7 81.6 58.8 52.5 69.5 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 20,150: 9,610 280 1,170 8,890 17,720 19,670 19,170: 480 980
Old : 20,150: 9,610 280 1,170 8,890 17,720 19,670 19,170: 480 980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 1,180: 700 0 120 340 660 1,160 780: 20 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 1.4 5.8 44.1 87.9 97.6 95.1: 2.4 4.9
Old : 100.0: 47.7 1.4 5.8 44.1 87.9 97.6 95.1: 2.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 3 18 20 22 24:
Old : 28: 4 1 3 18 20 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 54.2 84.3 81.2 61.4 48.9 71.2 69.7
Old : 68.1 54.2 84.3 81.2 61.4 48.9 71.2 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,301,954: 119,164 72,855 355,477 763,194 799,656 1,237,835 1,227,989: 64,118 73,965
Old : 1,301,954: 119,164 72,855 355,477 763,194 799,656 1,237,835 1,227,989: 64,118 73,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -1,255: -2,765 6,515 10,265 1,045 -10,352 8,546 6,429: -9,801 -7,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.6 27.3 58.6 61.4 95.1 94.3: 4.9 5.7
Old : 100.0: 9.2 5.6 27.3 58.6 61.4 95.1 94.3: 4.9 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 73 99 115 84 92 230 243:
Old : 279: 73 99 115 84 92 230 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 17.2 31.9 28.7 10.9 7.5 15.8 11.6
Old : 21.2 17.2 31.9 28.7 10.9 7.5 15.8 11.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,303,209: 121,928 66,340 345,212 762,149 810,008 1,229,289 1,221,560: 73,919 81,649
Old : 1,303,209: 121,928 66,340 345,212 762,149 810,008 1,229,289 1,221,560: 73,919 81,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -71,337: -12,356 -2,677 -31,134 -21,419 -30,383 -64,909 -64,194: -6,428 -7,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 5.1 26.5 58.5 62.2 94.3 93.7: 5.7 6.3
Old : 100.0: 9.4 5.1 26.5 58.5 62.2 94.3 93.7: 5.7 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 75 95 117 82 93 230 247:
Old : 281: 75 95 117 82 93 230 247:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 17.3 31.8 28.6 10.4 7.4 15.4 11.8
Old : 21.0 17.3 31.8 28.6 10.4 7.4 15.4 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,860: 8,654 4,372 196 2,328 8,697 11,178 13,265: 2,682 595
Old : 13,860: 8,654 4,372 196 2,328 8,697 11,178 13,265: 2,682 595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -8: 178 -1,155 170 -234 1,624 114 639: -122 -647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 31.5 1.4 16.8 62.7 80.6 95.7: 19.4 4.3
Old : 100.0: 62.4 31.5 1.4 16.8 62.7 80.6 95.7: 19.4 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 57 20 3 10 27 70 48:
Old : 115: 57 20 3 10 27 70 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 38.4 38.5 56.3 24.8 38.4 38.5 56.3
Old : 24.8 38.4 38.5 56.3 24.8 38.4 38.5 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,868: 8,476 5,527 26 2,562 7,073 11,064 12,626: 2,804 1,242
Old : 13,868: 8,476 5,527 26 2,562 7,073 11,064 12,626: 2,804 1,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: 105: 181 225 -36 -75 -101 70 88: 35 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 39.9 0.2 18.5 51.0 79.8 91.0: 20.2 9.0
Old : 100.0: 61.1 39.9 0.2 18.5 51.0 79.8 91.0: 20.2 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 58 23 2 11 24 70 48:
Old : 116: 58 23 2 11 24 70 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 43.1 39.0 59.0 24.8 43.1 39.0 59.0
Old : 24.8 43.1 39.0 59.0 24.8 43.1 39.0 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 8,816: 5,576 762 9 1,051 7,160 6,636 7,931: 2,180 885
Old : 8,816: 5,576 762 9 1,051 7,160 6,636 7,931: 2,180 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: 942: 1,436 -108 -102 -493 1,386 841 1,176: 101 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 8.6 0.1 11.9 81.2 75.3 90.0: 24.7 10.0
Old : 100.0: 63.2 8.6 0.1 11.9 81.2 75.3 90.0: 24.7 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 21 7 1 6 19 27 27:
Old : 51: 21 7 1 6 19 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 49.3 49.4 70.4 34.2 48.8 49.2 69.8
Old : 34.2 49.3 49.4 70.4 34.2 48.8 49.2 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 7,874: 4,140 870 111 1,544 5,774 5,795 6,755: 2,079 1,119
Old : 7,874: 4,140 870 111 1,544 5,774 5,795 6,755: 2,079 1,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -39: 51 10 -34 -19 -74 -2 -98: -37 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 11.0 1.4 19.6 73.3 73.6 85.8: 26.4 14.2
Old : 100.0: 52.6 11.0 1.4 19.6 73.3 73.6 85.8: 26.4 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 16 8 2 9 12 25 22:
Old : 43: 16 8 2 9 12 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 49.9 48.8 69.6 33.9 49.2 48.8 68.9
Old : 33.9 49.9 48.8 69.6 33.9 49.2 48.8 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 178,625: 38,948 11,133 22,559 98,172 133,553 159,678 167,245: 18,947 11,380
Old : 178,625: 38,948 11,133 22,559 98,172 133,553 159,678 167,245: 18,947 11,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2005 :
: -9,257: -2,736 1,915 -5,381 552 -4,314 -7,564 -7,780: -1,693 -1,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 6.2 12.6 55.0 74.8 89.4 93.6: 10.6 6.4
Old : 100.0: 21.8 6.2 12.6 55.0 74.8 89.4 93.6: 10.6 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 52 22 35 74 77 144 116:
Old : 161: 52 22 35 74 77 144 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 20.3 36.5 32.6 14.0 11.5 23.0 19.9
Old : 23.4 20.3 36.5 32.6 14.0 11.5 23.0 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 187,882: 41,684 9,218 27,939 97,620 137,867 167,243 175,024: 20,639 12,858
Old : 187,882: 41,684 9,218 27,939 97,620 137,867 167,243 175,024: 20,639 12,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2005 :
: -5,972: -5,050 3,110 -1,656 5,168 -1,929 -1,538 -475: -4,433 -5,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 4.9 14.9 52.0 73.4 89.0 93.2: 11.0 6.8
Old : 100.0: 22.2 4.9 14.9 52.0 73.4 89.0 93.2: 11.0 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 59 19 33 75 77 148 116:
Old : 164: 59 19 33 75 77 148 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 19.0 32.8 31.5 12.8 11.8 21.2 19.0
Old : 20.0 19.0 32.8 31.5 12.8 11.8 21.2 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2005