WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 292,505: 44,116 72,698 46,081 175,578 132,987 265,776 251,765: 26,729 40,739
Old : 282,655: 43,898 70,355 44,362 168,403 130,019 256,663 244,735: 25,992 37,919
Other: 9,850: 1,897 4,022 40 7,175 2,968 9,113 7,030: 738 2,820
: : :
: : Changes in Commitments from: August 2, 2005 :
: -5,343: -1,769 11,817 -4,248 6,891 -6,630 874 939: -6,217 -6,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 24.9 15.8 60.0 45.5 90.9 86.1: 9.1 13.9
Old : 100.0: 15.5 24.9 15.7 59.6 46.0 90.8 86.6: 9.2 13.4
Other: 100.0: 19.3 40.8 0.4 72.8 30.1 92.5 71.4: 7.5 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 74 107 75 47 57 164 202:
Old : 255: 72 112 72 46 57 160 201:
Other: 73: 18 17 4 10 35 31 53:
:----------------------------------------------------------------------------------------------------
: 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 27.9 44.5 34.1 30.1 21.4 43.0 26.9
Old : 31.3 28.8 45.6 35.2 31.1 24.1 44.5 29.7
Other: 65.4 33.7 77.8 43.0 63.0 31.4 75.4 40.1
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 297,848: 45,886 60,880 50,329 168,688 139,617 264,902 250,826: 32,946 47,022
Old : 288,527: 45,574 58,870 48,770 162,121 137,028 256,465 244,667: 32,062 43,859
Other: 9,321: 1,854 3,553 16 6,567 2,590 8,437 6,159: 884 3,163
: : :
: : Changes in Commitments from: July 26, 2005 :
: 6,848: -1,009 415 928 -667 -1,520 -747 -178: 7,596 7,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 20.4 16.9 56.6 46.9 88.9 84.2: 11.1 15.8
Old : 100.0: 15.8 20.4 16.9 56.2 47.5 88.9 84.8: 11.1 15.2
Other: 100.0: 19.9 38.1 0.2 70.5 27.8 90.5 66.1: 9.5 33.9
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 75 97 76 48 57 170 191:
Old : 250: 76 99 74 48 57 168 191:
Other: 66: 15 15 1 10 34 25 50:
:----------------------------------------------------------------------------------------------------
: 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 29.2 42.3 35.6 28.8 24.2 41.5 29.7
Old : 30.0 30.0 43.4 36.6 29.7 26.5 42.9 32.1
Other: 62.8 33.1 75.4 43.4 60.3 31.4 72.7 40.5
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 929,520: 134,343 59,825 184,749 456,929 467,049 776,021 711,623: 153,499 217,898
Old : 222,717: 26,841 51,786 25,580 129,259 109,828 181,680 187,195: 41,037 35,522
Other: 706,804: 147,858 48,394 118,813 327,670 357,221 594,341 524,428: 112,463 182,376
: : :
: : Changes in Commitments from: August 2, 2005 :
: -4,291: -16,464 7,721 1,509 15,903 -17,036 948 -7,805: -5,238 3,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 6.4 19.9 49.2 50.2 83.5 76.6: 16.5 23.4
Old : 100.0: 12.1 23.3 11.5 58.0 49.3 81.6 84.1: 18.4 15.9
Other: 100.0: 20.9 6.8 16.8 46.4 50.5 84.1 74.2: 15.9 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 581: 166 86 168 248 266 482 471:
Old : 433: 75 96 73 181 166 298 293:
Other: 560: 181 71 140 194 255 410 435:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 17.8 26.9 22.9 17.6 13.6 24.8 17.4
Old : 24.6 23.9 33.7 34.8 24.5 23.2 33.5 33.0
Other: 19.6 16.9 26.6 22.4 17.6 14.5 24.4 18.9
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 933,811: 150,808 52,103 183,240 441,026 484,085 775,073 719,428: 158,738 214,383
Old : 290,558: 32,047 64,628 23,089 191,064 162,037 246,200 249,754: 44,359 40,804
Other: 643,253: 170,950 39,665 107,962 249,962 322,048 528,874 469,674: 114,379 173,579
: : :
: : Changes in Commitments from: July 26, 2005 :
: 673: 2,071 4,003 420 -5,584 -4,521 -3,093 -98: 3,765 770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.6 19.6 47.2 51.8 83.0 77.0: 17.0 23.0
Old : 100.0: 11.0 22.2 7.9 65.8 55.8 84.7 86.0: 15.3 14.0
Other: 100.0: 26.6 6.2 16.8 38.9 50.1 82.2 73.0: 17.8 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 585: 175 84 169 233 266 482 465:
Old : 444: 81 100 70 165 184 279 321:
Other: 560: 175 85 129 188 254 417 416:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 18.2 26.0 23.4 17.3 14.9 24.7 19.2
Old : 35.7 26.7 48.9 36.2 35.5 26.3 48.7 35.5
Other: 15.5 15.3 21.8 20.4 13.7 13.6 19.2 17.6
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 8,880: 3,222 100 672 1,981 6,428 5,874 7,199: 3,006 1,681
Old : 8,880: 3,222 100 672 1,981 6,428 5,874 7,199: 3,006 1,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -151: 4 24 -201 -135 39 -332 -139: 181 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 1.1 7.6 22.3 72.4 66.2 81.1: 33.8 18.9
Old : 100.0: 36.3 1.1 7.6 22.3 72.4 66.2 81.1: 33.8 18.9
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 : 36: 15 3 5 11 16 27 23:
Old : 36: 15 3 5 11 16 27 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 : 29.3 43.2 45.0 61.1 29.3 43.1 42.0 55.8
Old : 29.3 43.2 45.0 61.1 29.3 43.1 42.0 55.8
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, August 2, 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 : 9,031: 3,217 76 872 2,116 6,389 6,206 7,338: 2,825 1,694
Old : 9,031: 3,217 76 872 2,116 6,389 6,206 7,338: 2,825 1,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -236: -451 61 132 -134 -381 -454 -188: 218 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 0.8 9.7 23.4 70.7 68.7 81.2: 31.3 18.8
Old : 100.0: 35.6 0.8 9.7 23.4 70.7 68.7 81.2: 31.3 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 : 35: 12 5 6 11 15 27 23:
Old : 35: 12 5 6 11 15 27 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 : 33.5 41.6 48.9 60.4 30.0 41.3 42.9 55.0
Old : 33.5 41.6 48.9 60.4 30.0 41.3 42.9 55.0
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, August 9, 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 : 348,206: 61,210 20,885 68,189 146,248 175,311 275,647 264,384: 72,560 83,822
Old : 343,385: 60,861 21,274 65,393 145,545 174,146 271,799 260,813: 71,587 82,572
Other: 4,821: 3,135 2,396 10 703 1,165 3,848 3,571: 973 1,250
: : :
: : Changes in Commitments from: August 2, 2005 :
: -20,539: -10,134 1,397 -3,420 -1,511 -19,219 -15,066 -21,243: -5,474 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 6.0 19.6 42.0 50.3 79.2 75.9: 20.8 24.1
Old : 100.0: 17.7 6.2 19.0 42.4 50.7 79.2 76.0: 20.8 24.0
Other: 100.0: 65.0 49.7 0.2 14.6 24.2 79.8 74.1: 20.2 25.9
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 127 82 136 110 136 303 295:
Old : 367: 126 85 134 110 136 303 293:
Other: 97: 11 24 2 11 55 24 79:
:----------------------------------------------------------------------------------------------------
: 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 20.8 29.9 29.9 18.6 15.0 26.3 20.4
Old : 20.9 21.0 30.3 30.2 18.8 15.2 26.6 20.6
Other: 57.0 38.5 69.0 52.3 57.0 38.5 69.0 52.3
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 368,746: 71,344 19,488 71,609 147,759 194,530 290,713 285,627: 78,033 83,119
Old : 364,611: 70,562 19,928 69,335 147,430 193,333 287,328 282,596: 77,283 82,015
Other: 4,135: 3,056 1,834 0 329 1,197 3,385 3,031: 750 1,104
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,758: 2,419 -2,091 3,851 -3,804 2,519 2,466 4,279: 291 -1,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 5.3 19.4 40.1 52.8 78.8 77.5: 21.2 22.5
Old : 100.0: 19.4 5.5 19.0 40.4 53.0 78.8 77.5: 21.2 22.5
Other: 100.0: 73.9 44.4 0.0 8.0 28.9 81.9 73.3: 18.1 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 134 78 138 107 133 312 292:
Old : 375: 133 82 137 107 133 311 292:
Other: 94: 11 20 0 8 56 19 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 : 19.6 22.8 28.9 32.0 17.6 17.4 25.2 23.1
Old : 19.8 22.9 29.2 32.2 17.8 17.5 25.5 23.2
Other: 58.1 46.8 70.4 57.6 58.1 46.8 70.4 57.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 142,985: 25,184 16,953 24,086 71,587 86,199 120,856 127,238: 22,129 15,747
Old : 29,748: 9,004 4,980 5,660 10,886 16,261 25,550 26,901: 4,198 2,847
Other: 113,237: 21,801 17,594 12,805 60,701 69,939 95,307 100,337: 17,931 12,900
: : :
: : Changes in Commitments from: August 2, 2005 :
: -11,459: -8,129 4,742 -3,560 4,950 -15,416 -6,740 -14,234: -4,720 2,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 11.9 16.8 50.1 60.3 84.5 89.0: 15.5 11.0
Old : 100.0: 30.3 16.7 19.0 36.6 54.7 85.9 90.4: 14.1 9.6
Other: 100.0: 19.3 15.5 11.3 53.6 61.8 84.2 88.6: 15.8 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 37 31 28 43 41 99 88:
Old : 79: 15 23 13 26 32 52 57:
Other: 121: 43 27 24 38 35 89 79:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 29.7 34.2 44.6 22.5 23.8 31.7 35.6
Old : 26.7 33.7 41.0 50.4 24.2 33.2 35.8 43.9
Other: 28.9 34.7 39.5 48.0 27.1 29.7 35.6 38.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 154,444: 33,313 12,211 27,646 66,637 101,615 127,596 141,472: 26,848 12,972
Old : 32,154: 12,831 3,509 5,079 9,229 19,994 27,139 28,582: 5,016 3,572
Other: 122,290: 28,681 16,900 14,369 57,408 81,621 100,457 112,890: 21,833 9,400
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,302: -828 1,922 2,723 418 -1,974 2,313 2,670: -1,011 -1,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 7.9 17.9 43.1 65.8 82.6 91.6: 17.4 8.4
Old : 100.0: 39.9 10.9 15.8 28.7 62.2 84.4 88.9: 15.6 11.1
Other: 100.0: 23.5 13.8 11.7 46.9 66.7 82.1 92.3: 17.9 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 53 25 39 41 39 119 91:
Old : 89: 34 16 18 25 29 64 58:
Other: 136: 50 36 28 36 34 104 81:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 37.1 30.5 50.0 20.5 30.3 29.1 42.2
Old : 20.8 33.8 34.2 46.6 18.5 32.8 29.5 43.4
Other: 26.0 42.0 36.1 54.1 25.3 36.2 34.2 46.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 792,060: 67,873 68,745 140,144 458,023 398,692 666,040 607,581: 126,021 184,479
Old : 792,060: 67,873 68,745 140,144 458,023 398,692 666,040 607,581: 126,021 184,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 36,100: 137 -6,506 16,310 17,198 24,438 33,646 34,242: 2,454 1,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 8.7 17.7 57.8 50.3 84.1 76.7: 15.9 23.3
Old : 100.0: 8.6 8.7 17.7 57.8 50.3 84.1 76.7: 15.9 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 : 168: 35 29 45 74 86 126 143:
Old : 168: 35 29 45 74 86 126 143:
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 : 24.3 11.9 32.5 20.2 21.0 9.7 25.6 14.5
Old : 24.3 11.9 32.5 20.2 21.0 9.7 25.6 14.5
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, August 2, 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 : 755,961: 67,736 75,251 123,834 440,824 374,254 632,394 573,339: 123,567 182,622
Old : 755,961: 67,736 75,251 123,834 440,824 374,254 632,394 573,339: 123,567 182,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 18,300: -8,506 9,608 8,790 20,610 -4,764 20,894 13,634: -2,595 4,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 10.0 16.4 58.3 49.5 83.7 75.8: 16.3 24.2
Old : 100.0: 9.0 10.0 16.4 58.3 49.5 83.7 75.8: 16.3 24.2
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 : 165: 30 34 37 73 84 122 136:
Old : 165: 30 34 37 73 84 122 136:
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 : 24.3 12.4 32.1 19.9 21.3 9.9 25.7 14.3
Old : 24.3 12.4 32.1 19.9 21.3 9.9 25.7 14.3
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, August 9, 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 : 122,347: 20,714 4,138 20,767 48,003 78,203 89,485 103,109: 32,863 19,239
Old : 27,869: 8,123 765 2,979 9,088 18,221 20,189 21,965: 7,680 5,905
Other: 94,478: 16,575 7,357 13,805 38,915 59,982 69,295 81,144: 25,183 13,334
: : :
: : Changes in Commitments from: August 2, 2005 :
: -5,430: -2,864 2,115 -3,505 1,698 -7,331 -4,671 -8,721: -759 3,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 3.4 17.0 39.2 63.9 73.1 84.3: 26.9 15.7
Old : 100.0: 29.1 2.7 10.7 32.6 65.4 72.4 78.8: 27.6 21.2
Other: 100.0: 17.5 7.8 14.6 41.2 63.5 73.3 85.9: 26.7 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 43 14 32 52 47 113 82:
Old : 85: 27 6 14 35 31 67 48:
Other: 113: 37 21 28 46 38 101 70:
:----------------------------------------------------------------------------------------------------
: 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 36.2 23.6 48.2 12.6 31.3 18.2 42.2
Old : 15.8 38.7 27.1 51.4 15.8 38.7 26.2 48.6
Other: 18.0 38.3 26.6 49.8 15.0 33.3 21.3 44.3
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 127,777: 23,578 2,023 24,272 46,305 85,534 94,155 111,830: 33,622 15,948
Old : 35,156: 11,297 988 4,087 11,500 23,280 26,884 28,356: 8,272 6,801
Other: 92,621: 19,375 8,129 13,091 34,805 62,255 67,272 83,474: 25,350 9,147
: : :
: : Changes in Commitments from: July 26, 2005 :
: -3,405: -1,768 771 2,999 -3,634 -6,806 -2,404 -3,036: -1,001 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 1.6 19.0 36.2 66.9 73.7 87.5: 26.3 12.5
Old : 100.0: 32.1 2.8 11.6 32.7 66.2 76.5 80.7: 23.5 19.3
Other: 100.0: 20.9 8.8 14.1 37.6 67.2 72.6 90.1: 27.4 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 50 13 36 56 54 123 95:
Old : 93: 24 9 19 40 39 73 62:
Other: 126: 46 20 30 47 43 109 79:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 33.8 21.9 47.5 8.5 29.5 14.1 39.2
Old : 17.4 33.0 28.6 45.1 15.6 27.7 25.6 37.2
Other: 16.8 37.2 24.9 50.8 12.0 33.0 18.8 44.3
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 7,782: 2,806 1,200 1,384 2,043 3,274 6,233 5,859: 1,549 1,923
Old : 7,782: 2,806 1,200 1,384 2,043 3,274 6,233 5,859: 1,549 1,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -381: -145 -77 -249 -97 -56 -491 -381: 110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 15.4 17.8 26.2 42.1 80.1 75.3: 19.9 24.7
Old : 100.0: 36.1 15.4 17.8 26.2 42.1 80.1 75.3: 19.9 24.7
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 : 47: 19 6 11 12 16 33 31:
Old : 47: 19 6 11 12 16 33 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 : 34.3 33.1 48.7 49.7 32.6 30.5 44.0 41.5
Old : 34.3 33.1 48.7 49.7 32.6 30.5 44.0 41.5
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, August 2, 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 : 8,163: 2,952 1,277 1,633 2,140 3,330 6,724 6,240: 1,439 1,923
Old : 8,163: 2,952 1,277 1,633 2,140 3,330 6,724 6,240: 1,439 1,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 98: -240 25 258 141 -61 158 222: -60 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 15.6 20.0 26.2 40.8 82.4 76.4: 17.6 23.6
Old : 100.0: 36.2 15.6 20.0 26.2 40.8 82.4 76.4: 17.6 23.6
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 : 48: 17 10 11 13 14 35 30:
Old : 48: 17 10 11 13 14 35 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 : 34.4 32.1 49.7 50.7 31.6 29.6 42.6 39.7
Old : 34.4 32.1 49.7 50.7 31.6 29.6 42.6 39.7
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, August 9, 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 : 368,746: 102,950 113,337 1,435 208,801 145,091 313,186 259,863: 55,560 108,883
Old : 368,746: 102,950 113,337 1,435 208,801 145,091 313,186 259,863: 55,560 108,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 7,875: -2,945 624 -704 9,609 6,283 5,960 6,203: 1,915 1,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 30.7 0.4 56.6 39.3 84.9 70.5: 15.1 29.5
Old : 100.0: 27.9 30.7 0.4 56.6 39.3 84.9 70.5: 15.1 29.5
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 : 105: 17 26 4 44 40 62 69:
Old : 105: 17 26 4 44 40 62 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 : 28.0 16.2 44.0 24.9 28.0 15.3 44.0 23.8
Old : 28.0 16.2 44.0 24.9 28.0 15.3 44.0 23.8
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, August 2, 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 : 360,871: 105,895 112,713 2,139 199,192 138,808 307,226 253,660: 53,645 107,211
Old : 360,871: 105,895 112,713 2,139 199,192 138,808 307,226 253,660: 53,645 107,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 619: 2,545 7,307 222 -1,325 -6,047 1,442 1,482: -823 -863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 31.2 0.6 55.2 38.5 85.1 70.3: 14.9 29.7
Old : 100.0: 29.3 31.2 0.6 55.2 38.5 85.1 70.3: 14.9 29.7
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 : 106: 15 29 4 44 41 61 72:
Old : 106: 15 29 4 44 41 61 72:
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 17.5 45.7 26.4 28.9 16.8 45.7 25.2
Old : 28.9 17.5 45.7 26.4 28.9 16.8 45.7 25.2
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, August 9, 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 : 2,786,273: 477,261 412,681 470,487 1,574,694 1,416,344 2,522,442 2,299,512: 263,831 486,761
Old : 2,786,273: 477,261 412,681 470,487 1,574,694 1,416,344 2,522,442 2,299,512: 263,831 486,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 47,176: 25,638 44,363 3,890 5,899 20,232 35,428 68,485: 11,748 -21,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.8 16.9 56.5 50.8 90.5 82.5: 9.5 17.5
Old : 100.0: 17.1 14.8 16.9 56.5 50.8 90.5 82.5: 9.5 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 : 263: 53 63 70 104 137 188 239:
Old : 263: 53 63 70 104 137 188 239:
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 : 27.3 18.2 44.2 27.4 23.0 14.6 33.4 19.9
Old : 27.3 18.2 44.2 27.4 23.0 14.6 33.4 19.9
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, August 2, 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 : 2,739,097: 451,623 368,318 466,597 1,568,795 1,396,112 2,487,014 2,231,028: 252,083 508,070
Old : 2,739,097: 451,623 368,318 466,597 1,568,795 1,396,112 2,487,014 2,231,028: 252,083 508,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 156,724: 75,226 -12,803 10,263 55,987 94,887 141,476 92,347: 15,248 64,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 13.4 17.0 57.3 51.0 90.8 81.5: 9.2 18.5
Old : 100.0: 16.5 13.4 17.0 57.3 51.0 90.8 81.5: 9.2 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 : 270: 52 65 72 109 142 195 245:
Old : 270: 52 65 72 109 142 195 245:
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 : 27.3 17.6 43.1 26.8 23.1 13.9 33.1 19.8
Old : 27.3 17.6 43.1 26.8 23.1 13.9 33.1 19.8
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, August 9, 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 : 1,931,785: 152,113 436,926 242,743 1,375,005 915,272 1,769,860 1,594,940: 161,925 336,845
Old : 1,931,785: 152,113 436,926 242,743 1,375,005 915,272 1,769,860 1,594,940: 161,925 336,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 96,986: -27,313 31,015 18,285 97,331 39,799 88,303 89,098: 8,683 7,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 22.6 12.6 71.2 47.4 91.6 82.6: 8.4 17.4
Old : 100.0: 7.9 22.6 12.6 71.2 47.4 91.6 82.6: 8.4 17.4
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 : 194: 28 56 46 82 97 141 168:
Old : 194: 28 56 46 82 97 141 168:
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 : 29.3 18.8 42.5 30.5 24.6 18.1 34.9 25.8
Old : 29.3 18.8 42.5 30.5 24.6 18.1 34.9 25.8
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, August 2, 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 : 1,834,799: 179,426 405,911 224,459 1,277,673 875,473 1,681,557 1,505,842: 153,242 328,957
Old : 1,834,799: 179,426 405,911 224,459 1,277,673 875,473 1,681,557 1,505,842: 153,242 328,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 190,837: 17,464 58,562 28,697 139,867 80,112 186,028 167,371: 4,809 23,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 22.1 12.2 69.6 47.7 91.6 82.1: 8.4 17.9
Old : 100.0: 9.8 22.1 12.2 69.6 47.7 91.6 82.1: 8.4 17.9
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 : 189: 29 55 47 76 97 135 169:
Old : 189: 29 55 47 76 97 135 169:
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 : 27.4 19.4 41.1 30.0 24.4 18.2 34.1 26.7
Old : 27.4 19.4 41.1 30.0 24.4 18.2 34.1 26.7
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, August 9, 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 : 596,129: 113,830 47,187 226,328 199,127 288,717 539,285 562,232: 56,845 33,897
Old : 596,129: 113,830 47,187 226,328 199,127 288,717 539,285 562,232: 56,845 33,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 13,993: 3,405 -4,744 21,125 -11,777 1,052 12,753 17,433: 1,241 -3,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 7.9 38.0 33.4 48.4 90.5 94.3: 9.5 5.7
Old : 100.0: 19.1 7.9 38.0 33.4 48.4 90.5 94.3: 9.5 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 : 115: 36 23 40 46 45 98 92:
Old : 115: 36 23 40 46 45 98 92:
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 : 37.8 34.2 49.0 51.7 17.0 21.9 22.0 28.3
Old : 37.8 34.2 49.0 51.7 17.0 21.9 22.0 28.3
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, August 2, 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 : 582,136: 110,425 51,931 205,203 210,904 287,665 526,532 544,799: 55,604 37,337
Old : 582,136: 110,425 51,931 205,203 210,904 287,665 526,532 544,799: 55,604 37,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -94,305: -16,186 -17,524 -19,934 -50,819 -54,333 -86,940 -91,791: -7,365 -2,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 8.9 35.2 36.2 49.4 90.4 93.6: 9.6 6.4
Old : 100.0: 19.0 8.9 35.2 36.2 49.4 90.4 93.6: 9.6 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 : 107: 33 21 39 44 40 93 84:
Old : 107: 33 21 39 44 40 93 84:
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 : 36.1 34.7 48.7 54.2 17.5 24.1 23.7 31.5
Old : 36.1 34.7 48.7 54.2 17.5 24.1 23.7 31.5
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, August 9, 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 : 32,836: 8,784 5,738 754 16,203 18,322 25,741 24,814: 7,095 8,022
Old : 32,836: 8,784 5,738 754 16,203 18,322 25,741 24,814: 7,095 8,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 95: 511 -27 39 -5 -37 544 -25: -449 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 17.5 2.3 49.3 55.8 78.4 75.6: 21.6 24.4
Old : 100.0: 26.8 17.5 2.3 49.3 55.8 78.4 75.6: 21.6 24.4
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 : 54: 14 11 8 19 12 38 26:
Old : 54: 14 11 8 19 12 38 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 : 30.1 42.7 44.8 58.0 30.1 41.6 44.8 56.8
Old : 30.1 42.7 44.8 58.0 30.1 41.6 44.8 56.8
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, August 2, 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 : 32,740: 8,273 5,765 715 16,208 18,359 25,197 24,839: 7,543 7,901
Old : 32,740: 8,273 5,765 715 16,208 18,359 25,197 24,839: 7,543 7,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,209: 379 583 125 612 646 1,116 1,355: 93 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 17.6 2.2 49.5 56.1 77.0 75.9: 23.0 24.1
Old : 100.0: 25.3 17.6 2.2 49.5 56.1 77.0 75.9: 23.0 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 : 54: 15 9 5 19 13 35 26:
Old : 54: 15 9 5 19 13 35 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 : 30.0 42.9 44.8 58.2 30.0 42.0 44.8 57.3
Old : 30.0 42.9 44.8 58.2 30.0 42.0 44.8 57.3
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, August 9, 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 : 64,241: 10,805 36,712 3,010 39,150 11,543 52,965 51,265: 11,276 12,976
Old : 64,241: 10,805 36,712 3,010 39,150 11,543 52,965 51,265: 11,276 12,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,752: -1,701 6,201 74 7,736 -2,441 6,109 3,834: -1,356 919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 57.1 4.7 60.9 18.0 82.4 79.8: 17.6 20.2
Old : 100.0: 16.8 57.1 4.7 60.9 18.0 82.4 79.8: 17.6 20.2
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 : 77: 20 30 16 18 15 47 52:
Old : 77: 20 30 16 18 15 47 52:
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 : 48.5 30.8 57.2 42.3 47.2 29.8 55.5 40.8
Old : 48.5 30.8 57.2 42.3 47.2 29.8 55.5 40.8
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, August 2, 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 : 59,489: 12,506 30,511 2,936 31,414 13,984 46,856 47,431: 12,632 12,057
Old : 59,489: 12,506 30,511 2,936 31,414 13,984 46,856 47,431: 12,632 12,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,194: 2,013 2,945 47 157 -974 2,217 2,018: -23 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 51.3 4.9 52.8 23.5 78.8 79.7: 21.2 20.3
Old : 100.0: 21.0 51.3 4.9 52.8 23.5 78.8 79.7: 21.2 20.3
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 : 78: 21 30 14 18 16 49 50:
Old : 78: 21 30 14 18 16 49 50:
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 : 43.1 35.2 52.0 46.5 41.3 34.8 50.1 45.2
Old : 43.1 35.2 52.0 46.5 41.3 34.8 50.1 45.2
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, August 9, 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 : 36,504: 1,963 5,611 1,004 33,039 28,808 36,006 35,423: 498 1,081
Old : 36,504: 1,963 5,611 1,004 33,039 28,808 36,006 35,423: 498 1,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 245: -90 565 0 172 -518 82 47: 163 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 15.4 2.8 90.5 78.9 98.6 97.0: 1.4 3.0
Old : 100.0: 5.4 15.4 2.8 90.5 78.9 98.6 97.0: 1.4 3.0
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 : 58: 6 18 4 21 19 30 38:
Old : 58: 6 18 4 21 19 30 38:
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 : 54.2 51.5 72.8 73.9 53.5 48.2 68.6 66.1
Old : 54.2 51.5 72.8 73.9 53.5 48.2 68.6 66.1
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, August 2, 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 : 36,259: 2,053 5,046 1,004 32,867 29,326 35,924 35,376: 335 883
Old : 36,259: 2,053 5,046 1,004 32,867 29,326 35,924 35,376: 335 883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,065: -1,717 -378 -15 630 -642 -1,102 -1,035: 37 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 13.9 2.8 90.6 80.9 99.1 97.6: 0.9 2.4
Old : 100.0: 5.7 13.9 2.8 90.6 80.9 99.1 97.6: 0.9 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 : 59: 6 18 4 21 20 30 39:
Old : 59: 6 18 4 21 20 30 39:
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 : 54.6 51.1 73.2 75.1 53.8 48.9 68.9 67.3
Old : 54.6 51.1 73.2 75.1 53.8 48.9 68.9 67.3
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, August 9, 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 : 22,513: 1,084 1,758 2,401 14,264 11,489 17,749 15,649: 4,763 6,863
Old : 22,513: 1,084 1,758 2,401 14,264 11,489 17,749 15,649: 4,763 6,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -3,694: -550 -160 -331 -2,418 -2,585 -3,298 -3,076: -396 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 7.8 10.7 63.4 51.0 78.8 69.5: 21.2 30.5
Old : 100.0: 4.8 7.8 10.7 63.4 51.0 78.8 69.5: 21.2 30.5
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: 6 9 13 22 17 36 31:
Old : 40: 6 9 13 22 17 36 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 : 40.1 27.8 56.1 47.2 40.1 25.3 53.3 40.8
Old : 40.1 27.8 56.1 47.2 40.1 25.3 53.3 40.8
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, August 2, 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 : 26,206: 1,634 1,918 2,732 16,682 14,075 21,047 18,725: 5,159 7,481
Old : 26,206: 1,634 1,918 2,732 16,682 14,075 21,047 18,725: 5,159 7,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 711: 82 306 262 261 7 605 575: 105 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.3 10.4 63.7 53.7 80.3 71.5: 19.7 28.5
Old : 100.0: 6.2 7.3 10.4 63.7 53.7 80.3 71.5: 19.7 28.5
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 : 42: 10 5 12 23 18 37 31:
Old : 42: 10 5 12 23 18 37 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 : 41.1 27.1 56.9 46.1 41.1 24.6 53.2 40.2
Old : 41.1 27.1 56.9 46.1 41.1 24.6 53.2 40.2
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, August 9, 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 : 101,282: 15,707 20,740 22,522 48,901 27,214 87,130 70,476: 14,152 30,806
Old : 71,688: 14,619 32,872 6,084 42,252 13,927 62,955 52,883: 8,733 18,805
Other: 29,595: 14,524 1,304 3,003 6,649 13,286 24,176 17,593: 5,419 12,001
: : :
: : Changes in Commitments from: August 2, 2005 :
: -159: 1,641 -182 -2,432 -686 1,103 -1,478 -1,512: 1,320 1,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 20.5 22.2 48.3 26.9 86.0 69.6: 14.0 30.4
Old : 100.0: 20.4 45.9 8.5 58.9 19.4 87.8 73.8: 12.2 26.2
Other: 100.0: 49.1 4.4 10.1 22.5 44.9 81.7 59.4: 18.3 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 33 57 47 29 34 101 104:
Old : 141: 31 63 31 23 33 79 103:
Other: 75: 33 11 17 16 24 55 46:
:----------------------------------------------------------------------------------------------------
: 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 17.5 42.9 27.6 29.1 15.1 42.6 21.8
Old : 40.9 20.3 57.5 30.9 40.9 18.8 57.5 29.2
Other: 32.9 23.3 49.5 34.4 30.9 22.5 47.4 31.2
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 101,441: 14,067 20,923 24,955 49,587 26,111 88,609 71,988: 12,832 29,453
Old : 76,316: 13,011 29,394 12,539 42,902 15,278 68,452 57,210: 7,864 19,105
Other: 25,125: 10,878 1,351 2,593 6,686 10,833 20,157 14,778: 4,968 10,347
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,240: 284 -3,581 1,518 -94 2,478 1,707 414: 533 1,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 20.6 24.6 48.9 25.7 87.3 71.0: 12.7 29.0
Old : 100.0: 17.0 38.5 16.4 56.2 20.0 89.7 75.0: 10.3 25.0
Other: 100.0: 43.3 5.4 10.3 26.6 43.1 80.2 58.8: 19.8 41.2
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 39 50 46 31 31 100 104:
Old : 139: 33 60 32 25 31 80 103:
Other: 71: 32 9 11 16 22 52 38:
:----------------------------------------------------------------------------------------------------
: 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 17.1 43.6 28.8 29.2 14.6 42.7 21.0
Old : 38.7 21.5 54.4 32.4 38.7 17.5 54.2 25.0
Other: 36.1 22.4 51.0 33.6 34.3 22.0 48.7 30.5
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 1,843: 1,040 692 7 341 405 1,388 1,104: 455 738
Old : 1,843: 1,040 692 7 341 405 1,388 1,104: 455 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -485: 239 -77 -222 -141 -57 -124 -356: -360 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 37.6 0.4 18.5 22.0 75.3 59.9: 24.7 40.1
Old : 100.0: 56.4 37.6 0.4 18.5 22.0 75.3 59.9: 24.7 40.1
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 : 21: 6 8 2 4 3 11 12:
Old : 21: 6 8 2 4 3 11 12:
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 : 60.5 41.7 72.5 54.1 60.5 41.7 72.5 54.0
Old : 60.5 41.7 72.5 54.1 60.5 41.7 72.5 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 2,327: 801 769 229 482 462 1,512 1,461: 815 867
Old : 2,327: 801 769 229 482 462 1,512 1,461: 815 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -163: 293 -101 -25 -158 81 110 -45: -273 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 33.1 9.8 20.7 19.9 65.0 62.8: 35.0 37.2
Old : 100.0: 34.4 33.1 9.8 20.7 19.9 65.0 62.8: 35.0 37.2
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 : 30: 9 11 7 6 4 19 18:
Old : 30: 9 11 7 6 4 19 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 : 38.5 35.2 52.3 49.2 38.5 34.0 50.7 46.1
Old : 38.5 35.2 52.3 49.2 38.5 34.0 50.7 46.1
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, August 9, 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 : 143,514: 33,294 36,840 19,197 74,534 58,621 127,025 114,657: 16,489 28,857
Old : 143,514: 33,294 36,840 19,197 74,534 58,621 127,025 114,657: 16,489 28,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -12,145: 1,410 3,651 -7,771 -4,078 -7,355 -10,439 -11,475: -1,707 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 25.7 13.4 51.9 40.8 88.5 79.9: 11.5 20.1
Old : 100.0: 23.2 25.7 13.4 51.9 40.8 88.5 79.9: 11.5 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 : 219: 45 72 54 57 80 137 181:
Old : 219: 45 72 54 57 80 137 181:
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 : 24.7 12.8 40.4 21.3 24.7 10.2 39.9 18.1
Old : 24.7 12.8 40.4 21.3 24.7 10.2 39.9 18.1
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, August 2, 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 : 155,659: 31,884 33,189 26,968 78,612 65,976 137,464 126,132: 18,195 29,527
Old : 155,659: 31,884 33,189 26,968 78,612 65,976 137,464 126,132: 18,195 29,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,167: 878 -3,157 6,669 -1,019 3,730 6,528 7,242: -2,361 -3,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 21.3 17.3 50.5 42.4 88.3 81.0: 11.7 19.0
Old : 100.0: 20.5 21.3 17.3 50.5 42.4 88.3 81.0: 11.7 19.0
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 : 246: 56 68 68 69 102 160 213:
Old : 246: 56 68 68 69 102 160 213:
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 : 23.7 12.6 38.6 20.4 23.2 10.3 37.2 17.6
Old : 23.7 12.6 38.6 20.4 23.2 10.3 37.2 17.6
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, August 9, 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 : 4,584: 1,020 1,125 458 1,134 1,041 2,612 2,624: 1,972 1,961
Old : 4,584: 1,020 1,125 458 1,134 1,041 2,612 2,624: 1,972 1,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 138: -45 -131 59 4 -24 18 -96: 120 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 24.5 10.0 24.7 22.7 57.0 57.2: 43.0 42.8
Old : 100.0: 22.2 24.5 10.0 24.7 22.7 57.0 57.2: 43.0 42.8
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: 11 19 6 15 14 30 35:
Old : 49: 11 19 6 15 14 30 35:
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 : 19.6 21.2 32.5 31.2 19.0 19.2 28.2 25.8
Old : 19.6 21.2 32.5 31.2 19.0 19.2 28.2 25.8
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, August 2, 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 : 4,447: 1,065 1,255 399 1,130 1,066 2,594 2,720: 1,852 1,727
Old : 4,447: 1,065 1,255 399 1,130 1,066 2,594 2,720: 1,852 1,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 638: 160 222 197 65 28 422 447: 216 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 28.2 9.0 25.4 24.0 58.3 61.2: 41.7 38.8
Old : 100.0: 24.0 28.2 9.0 25.4 24.0 58.3 61.2: 41.7 38.8
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 : 47: 10 18 7 16 11 30 32:
Old : 47: 10 18 7 16 11 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 : 21.0 30.7 33.9 40.9 20.8 26.6 30.4 35.1
Old : 21.0 30.7 33.9 40.9 20.8 26.6 30.4 35.1
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, August 9, 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 : 31,711: 9,117 2,768 6,705 9,919 8,239 25,741 17,713: 5,970 13,998
Old : 31,711: 9,117 2,768 6,705 9,919 8,239 25,741 17,713: 5,970 13,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,661: 1,698 -164 206 359 1,476 2,262 1,517: 398 1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 8.7 21.1 31.3 26.0 81.2 55.9: 18.8 44.1
Old : 100.0: 28.7 8.7 21.1 31.3 26.0 81.2 55.9: 18.8 44.1
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 : 154: 41 25 29 60 55 121 97:
Old : 154: 41 25 29 60 55 121 97:
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 : 15.0 16.5 24.8 23.8 12.2 11.0 20.8 15.2
Old : 15.0 16.5 24.8 23.8 12.2 11.0 20.8 15.2
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, August 2, 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 : 29,050: 7,419 2,933 6,500 9,560 6,763 23,479 16,195: 5,572 12,855
Old : 29,050: 7,419 2,933 6,500 9,560 6,763 23,479 16,195: 5,572 12,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 991: 361 -371 560 165 1,186 1,087 1,376: -96 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 10.1 22.4 32.9 23.3 80.8 55.7: 19.2 44.3
Old : 100.0: 25.5 10.1 22.4 32.9 23.3 80.8 55.7: 19.2 44.3
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 : 146: 34 29 23 60 52 112 90:
Old : 146: 34 29 23 60 52 112 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 : 19.6 18.8 29.6 26.4 13.3 11.2 21.5 15.0
Old : 19.6 18.8 29.6 26.4 13.3 11.2 21.5 15.0
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, August 9, 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 : 99,232: 34,534 19,761 1,350 29,318 60,382 65,203 81,493: 34,029 17,739
Old : 99,232: 34,534 19,761 1,350 29,318 60,382 65,203 81,493: 34,029 17,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,206: 4,646 2,812 -341 -1,974 4,854 2,331 7,325: 1,875 -3,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 19.9 1.4 29.5 60.8 65.7 82.1: 34.3 17.9
Old : 100.0: 34.8 19.9 1.4 29.5 60.8 65.7 82.1: 34.3 17.9
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 : 75: 24 15 3 23 24 48 41:
Old : 75: 24 15 3 23 24 48 41:
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 : 18.0 28.5 32.7 46.4 17.8 28.4 31.6 46.2
Old : 18.0 28.5 32.7 46.4 17.8 28.4 31.6 46.2
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, August 2, 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 : 95,026: 29,889 16,949 1,691 31,292 55,528 62,872 74,168: 32,154 20,858
Old : 95,026: 29,889 16,949 1,691 31,292 55,528 62,872 74,168: 32,154 20,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,965: -2,785 2,624 87 2,792 -8,814 94 -6,103: -2,059 4,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 17.8 1.8 32.9 58.4 66.2 78.1: 33.8 21.9
Old : 100.0: 31.5 17.8 1.8 32.9 58.4 66.2 78.1: 33.8 21.9
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 : 77: 24 14 5 25 26 50 44:
Old : 77: 24 14 5 25 26 50 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 : 17.8 28.2 32.6 46.0 17.1 28.2 30.6 45.6
Old : 17.8 28.2 32.6 46.0 17.1 28.2 30.6 45.6
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, August 9, 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 : 71,821: 6,045 38,256 34 56,219 12,407 62,298 50,697: 9,523 21,124
Old : 71,821: 6,045 38,256 34 56,219 12,407 62,298 50,697: 9,523 21,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -336: 1,412 2,443 -269 -2,660 -678 -1,517 1,496: 1,181 -1,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 53.3 0.0 78.3 17.3 86.7 70.6: 13.3 29.4
Old : 100.0: 8.4 53.3 0.0 78.3 17.3 86.7 70.6: 13.3 29.4
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: 3 19 1 9 11 13 30:
Old : 39: 3 19 1 9 11 13 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 : 69.2 33.5 84.6 46.2 69.2 33.5 81.6 45.6
Old : 69.2 33.5 84.6 46.2 69.2 33.5 81.6 45.6
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, August 2, 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 : 72,157: 4,633 35,813 303 58,879 13,085 63,815 49,201: 8,342 22,956
Old : 72,157: 4,633 35,813 303 58,879 13,085 63,815 49,201: 8,342 22,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,424: 29 -5,220 302 -3,660 4,286 -3,329 -632: 905 -1,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 49.6 0.4 81.6 18.1 88.4 68.2: 11.6 31.8
Old : 100.0: 6.4 49.6 0.4 81.6 18.1 88.4 68.2: 11.6 31.8
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 : 38: 3 18 1 8 12 12 30:
Old : 38: 3 18 1 8 12 12 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 : 70.3 33.6 86.3 44.0 70.3 33.6 84.2 44.0
Old : 70.3 33.6 86.3 44.0 70.3 33.6 84.2 44.0
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, August 9, 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 : 97,459: 75,737 1,400 428 13,432 90,258 89,597 92,086: 7,862 5,373
Old : 97,459: 75,737 1,400 428 13,432 90,258 89,597 92,086: 7,862 5,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,414: 887 -157 217 1,358 2,779 2,462 2,839: -1,048 -1,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 1.4 0.4 13.8 92.6 91.9 94.5: 8.1 5.5
Old : 100.0: 77.7 1.4 0.4 13.8 92.6 91.9 94.5: 8.1 5.5
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 : 96: 64 6 3 17 13 81 22:
Old : 96: 64 6 3 17 13 81 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 : 29.6 69.3 44.9 88.1 29.6 68.9 44.9 87.6
Old : 29.6 69.3 44.9 88.1 29.6 68.9 44.9 87.6
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, August 2, 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 : 96,045: 74,850 1,557 211 12,074 87,479 87,135 89,247: 8,909 6,798
Old : 96,045: 74,850 1,557 211 12,074 87,479 87,135 89,247: 8,909 6,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,284: -723 -291 27 -1,081 -2,053 -1,777 -2,317: 493 1,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 1.6 0.2 12.6 91.1 90.7 92.9: 9.3 7.1
Old : 100.0: 77.9 1.6 0.2 12.6 91.1 90.7 92.9: 9.3 7.1
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 : 92: 58 7 2 17 14 75 23:
Old : 92: 58 7 2 17 14 75 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 : 31.4 66.7 47.3 85.8 31.4 66.3 47.3 85.3
Old : 31.4 66.7 47.3 85.8 31.4 66.3 47.3 85.3
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, August 9, 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 : 75,199: 11,094 26,594 761 44,781 24,551 56,635 51,906: 18,564 23,293
Old : 75,199: 11,094 26,594 761 44,781 24,551 56,635 51,906: 18,564 23,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,653: -1,287 -2,811 -272 702 1,121 -856 -1,962: -797 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 35.4 1.0 59.6 32.6 75.3 69.0: 24.7 31.0
Old : 100.0: 14.8 35.4 1.0 59.6 32.6 75.3 69.0: 24.7 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 : 58: 11 19 4 17 20 31 40:
Old : 58: 11 19 4 17 20 31 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 : 39.8 31.6 56.6 44.4 37.5 31.6 50.8 41.8
Old : 39.8 31.6 56.6 44.4 37.5 31.6 50.8 41.8
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, August 2, 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 : 76,852: 12,380 29,406 1,032 44,079 23,430 57,491 53,868: 19,361 22,985
Old : 76,852: 12,380 29,406 1,032 44,079 23,430 57,491 53,868: 19,361 22,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,051: 44 -3,078 133 -2,683 -726 -2,506 -3,671: 455 1,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 38.3 1.3 57.4 30.5 74.8 70.1: 25.2 29.9
Old : 100.0: 16.1 38.3 1.3 57.4 30.5 74.8 70.1: 25.2 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 : 57: 12 18 4 18 19 33 38:
Old : 57: 12 18 4 18 19 33 38:
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 : 40.2 31.3 56.0 44.2 37.3 31.2 50.6 42.3
Old : 40.2 31.3 56.0 44.2 37.3 31.2 50.6 42.3
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, August 9, 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 : 205,288: 10,706 61,913 5,010 161,372 102,452 177,087 169,375: 28,201 35,913
Old : 205,288: 10,706 61,913 5,010 161,372 102,452 177,087 169,375: 28,201 35,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 11,937: 3,753 9,055 -674 8,886 -899 11,966 7,483: -29 4,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 30.2 2.4 78.6 49.9 86.3 82.5: 13.7 17.5
Old : 100.0: 5.2 30.2 2.4 78.6 49.9 86.3 82.5: 13.7 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 : 89: 12 36 6 28 29 44 67:
Old : 89: 12 36 6 28 29 44 67:
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 : 48.5 36.3 68.5 47.4 37.1 24.0 49.5 33.0
Old : 48.5 36.3 68.5 47.4 37.1 24.0 49.5 33.0
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, August 2, 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 : 193,351: 6,952 52,858 5,683 152,485 103,351 165,121 161,892: 28,230 31,459
Old : 193,351: 6,952 52,858 5,683 152,485 103,351 165,121 161,892: 28,230 31,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,070: 1,265 -3,507 -170 1,926 9,455 3,022 5,778: 1,048 -1,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 27.3 2.9 78.9 53.5 85.4 83.7: 14.6 16.3
Old : 100.0: 3.6 27.3 2.9 78.9 53.5 85.4 83.7: 14.6 16.3
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 : 86: 13 35 8 27 28 45 66:
Old : 86: 13 35 8 27 28 45 66:
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 : 49.0 38.7 67.7 50.6 36.4 26.2 48.2 35.2
Old : 49.0 38.7 67.7 50.6 36.4 26.2 48.2 35.2
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, August 9, 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 : 171,601: 28,114 24,204 12,911 77,110 80,454 118,136 117,569: 53,465 54,032
Old : 171,601: 28,114 24,204 12,911 77,110 80,454 118,136 117,569: 53,465 54,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,433: 3,982 -737 -1,950 -2,923 -1,442 -892 -4,130: -541 2,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 14.1 7.5 44.9 46.9 68.8 68.5: 31.2 31.5
Old : 100.0: 16.4 14.1 7.5 44.9 46.9 68.8 68.5: 31.2 31.5
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 : 98: 31 31 23 27 27 70 69:
Old : 98: 31 31 23 27 27 70 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 : 25.5 28.1 37.4 39.1 20.8 19.1 30.6 28.0
Old : 25.5 28.1 37.4 39.1 20.8 19.1 30.6 28.0
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, August 2, 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 : 173,034: 24,133 24,941 14,861 80,034 81,896 119,027 121,698: 54,006 51,335
Old : 173,034: 24,133 24,941 14,861 80,034 81,896 119,027 121,698: 54,006 51,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -632: -353 -8,733 908 699 9,719 1,253 1,893: -1,885 -2,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.4 8.6 46.3 47.3 68.8 70.3: 31.2 29.7
Old : 100.0: 13.9 14.4 8.6 46.3 47.3 68.8 70.3: 31.2 29.7
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 : 106: 29 38 31 30 29 79 78:
Old : 106: 29 38 31 30 29 79 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 : 24.1 26.0 36.2 38.1 19.4 22.9 30.6 32.2
Old : 24.1 26.0 36.2 38.1 19.4 22.9 30.6 32.2
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, August 9, 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 : 74,357: 5,110 1,000 770 63,212 66,389 69,092 68,159: 5,265 6,198
Old : 74,357: 5,110 1,000 770 63,212 66,389 69,092 68,159: 5,265 6,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,921: 226 0 -25 1,722 1,569 1,923 1,544: -2 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.3 1.0 85.0 89.3 92.9 91.7: 7.1 8.3
Old : 100.0: 6.9 1.3 1.0 85.0 89.3 92.9 91.7: 7.1 8.3
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: 2 1 1 12 16 14 18:
Old : 24: 2 1 1 12 16 14 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 : 62.2 60.4 83.5 81.7 53.8 53.1 71.6 70.4
Old : 62.2 60.4 83.5 81.7 53.8 53.1 71.6 70.4
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, August 2, 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 : 72,436: 4,884 1,000 795 61,490 64,820 67,169 66,615: 5,267 5,821
Old : 72,436: 4,884 1,000 795 61,490 64,820 67,169 66,615: 5,267 5,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,827: -1,113 0 380 4,559 3,279 3,826 3,659: 1,001 1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.4 1.1 84.9 89.5 92.7 92.0: 7.3 8.0
Old : 100.0: 6.7 1.4 1.1 84.9 89.5 92.7 92.0: 7.3 8.0
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 : 24: 2 1 1 11 16 13 18:
Old : 24: 2 1 1 11 16 13 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 : 65.5 64.9 84.8 83.0 63.2 62.0 82.5 79.8
Old : 65.5 64.9 84.8 83.0 63.2 62.0 82.5 79.8
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, August 9, 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 :13,436,127: 668,058 964,491 4,328,543 7,394,695 6,418,396 12,391,296 11,711,430: 1,044,831 1,724,697
Old :13,436,127: 668,058 964,491 4,328,543 7,394,695 6,418,396 12,391,296 11,711,430: 1,044,831 1,724,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 513,965: -6,953 6,646 246,384 255,708 180,816 495,138 433,846: 18,827 80,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.2 32.2 55.0 47.8 92.2 87.2: 7.8 12.8
Old : 100.0: 5.0 7.2 32.2 55.0 47.8 92.2 87.2: 7.8 12.8
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 : 288: 60 70 103 142 148 252 273:
Old : 288: 60 70 103 142 148 252 273:
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 14.6 35.3 23.3 18.1 6.0 23.7 10.0
Old : 20.0 14.6 35.3 23.3 18.1 6.0 23.7 10.0
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, August 2, 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 :12,922,161: 675,011 957,845 4,082,159 7,138,987 6,237,580 11,896,157 11,277,584: 1,026,004 1,644,577
Old :12,922,161: 675,011 957,845 4,082,159 7,138,987 6,237,580 11,896,157 11,277,584: 1,026,004 1,644,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 616,956: -407 -16,611 250,165 321,431 339,614 571,189 573,168: 45,767 43,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 7.4 31.6 55.2 48.3 92.1 87.3: 7.9 12.7
Old : 100.0: 5.2 7.4 31.6 55.2 48.3 92.1 87.3: 7.9 12.7
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 : 287: 57 71 103 140 144 249 270:
Old : 287: 57 71 103 140 144 249 270:
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 : 20.3 14.2 35.3 23.0 18.8 6.3 24.7 10.9
Old : 20.3 14.2 35.3 23.0 18.8 6.3 24.7 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, August 9, 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 : 722,531: 53,089 47,466 44,793 481,315 519,540 579,197 611,800: 143,334 110,731
Old : 722,531: 53,089 47,466 44,793 481,315 519,540 579,197 611,800: 143,334 110,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,042: 474 1,662 1,082 -2,161 1,725 -604 4,470: 1,647 -3,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.6 6.2 66.6 71.9 80.2 84.7: 19.8 15.3
Old : 100.0: 7.3 6.6 6.2 66.6 71.9 80.2 84.7: 19.8 15.3
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 : 209: 49 41 58 94 70 175 137:
Old : 209: 49 41 58 94 70 175 137:
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 : 18.9 31.8 27.8 44.8 18.8 31.0 27.7 43.9
Old : 18.9 31.8 27.8 44.8 18.8 31.0 27.7 43.9
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, August 2, 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 : 721,489: 52,614 45,804 43,711 483,475 517,815 579,801 607,330: 141,688 114,159
Old : 721,489: 52,614 45,804 43,711 483,475 517,815 579,801 607,330: 141,688 114,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 5,554: -1,811 1,195 7,610 -2,222 1,638 3,577 10,444: 1,977 -4,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.3 6.1 67.0 71.8 80.4 84.2: 19.6 15.8
Old : 100.0: 7.3 6.3 6.1 67.0 71.8 80.4 84.2: 19.6 15.8
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 : 204: 45 41 56 92 69 169 134:
Old : 204: 45 41 56 92 69 169 134:
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 : 18.9 31.8 27.9 45.2 18.8 31.1 27.8 44.4
Old : 18.9 31.8 27.9 45.2 18.8 31.1 27.8 44.4
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, August 9, 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 : 1,055,383: 193,364 285,987 26,046 537,032 620,445 756,442 932,478: 298,941 122,905
Old : 1,055,383: 193,364 285,987 26,046 537,032 620,445 756,442 932,478: 298,941 122,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 12,523: 5,508 -10,286 -125 15,457 10,222 20,839 -190: -8,316 12,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 27.1 2.5 50.9 58.8 71.7 88.4: 28.3 11.6
Old : 100.0: 18.3 27.1 2.5 50.9 58.8 71.7 88.4: 28.3 11.6
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 : 188: 40 54 32 57 66 119 130:
Old : 188: 40 54 32 57 66 119 130:
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 : 23.5 23.4 34.1 34.6 19.9 18.9 29.0 29.5
Old : 23.5 23.4 34.1 34.6 19.9 18.9 29.0 29.5
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, August 2, 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 : 1,042,860: 187,856 296,273 26,171 521,575 610,223 735,603 932,668: 307,257 110,192
Old : 1,042,860: 187,856 296,273 26,171 521,575 610,223 735,603 932,668: 307,257 110,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 63,143: 32,941 45,233 8,894 51,390 -6,655 93,226 47,473: -30,082 15,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 28.4 2.5 50.0 58.5 70.5 89.4: 29.5 10.6
Old : 100.0: 18.0 28.4 2.5 50.0 58.5 70.5 89.4: 29.5 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 : 202: 47 64 33 59 62 131 134:
Old : 202: 47 64 33 59 62 131 134:
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 : 23.7 24.2 33.4 35.8 19.4 20.3 28.8 31.1
Old : 23.7 24.2 33.4 35.8 19.4 20.3 28.8 31.1
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, August 9, 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 : 12,198: 1,053 0 0 6,930 10,552 7,983 10,552: 4,215 1,646
Old : 12,198: 1,053 0 0 6,930 10,552 7,983 10,552: 4,215 1,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -143: -226 -452 0 -97 -375 -323 -827: 180 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.0 0.0 56.8 86.5 65.4 86.5: 34.6 13.5
Old : 100.0: 8.6 0.0 0.0 56.8 86.5 65.4 86.5: 34.6 13.5
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: 2 0 0 17 15 19 15:
Old : 29: 2 0 0 17 15 19 15:
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 : 28.4 38.8 44.1 65.7 27.1 38.3 41.1 64.6
Old : 28.4 38.8 44.1 65.7 27.1 38.3 41.1 64.6
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, August 2, 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 : 12,341: 1,279 452 0 7,027 10,927 8,306 11,379: 4,035 962
Old : 12,341: 1,279 452 0 7,027 10,927 8,306 11,379: 4,035 962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -84: -187 -42 0 224 -160 37 -202: -121 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 3.7 0.0 56.9 88.5 67.3 92.2: 32.7 7.8
Old : 100.0: 10.4 3.7 0.0 56.9 88.5 67.3 92.2: 32.7 7.8
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: 3 1 0 17 16 20 17:
Old : 32: 3 1 0 17 16 20 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 : 28.2 37.9 43.7 65.6 27.0 36.8 40.7 64.1
Old : 28.2 37.9 43.7 65.6 27.0 36.8 40.7 64.1
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, August 9, 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 : 33,037: 7,324 1,859 5 19,675 28,171 27,004 30,035: 6,033 3,002
Old : 33,037: 7,324 1,859 5 19,675 28,171 27,004 30,035: 6,033 3,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -406: -1,754 441 5 -596 -1,906 -2,345 -1,460: 1,939 1,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 5.6 0.0 59.6 85.3 81.7 90.9: 18.3 9.1
Old : 100.0: 22.2 5.6 0.0 59.6 85.3 81.7 90.9: 18.3 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 : 37: 5 5 1 16 18 21 24:
Old : 37: 5 5 1 16 18 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 : 54.2 56.4 67.9 72.9 54.2 55.1 67.3 68.7
Old : 54.2 56.4 67.9 72.9 54.2 55.1 67.3 68.7
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, August 2, 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 : 33,443: 9,078 1,418 0 20,271 30,077 29,349 31,495: 4,094 1,948
Old : 33,443: 9,078 1,418 0 20,271 30,077 29,349 31,495: 4,094 1,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,427: 94 -210 0 2,213 3,322 2,307 3,112: 1,120 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 4.2 0.0 60.6 89.9 87.8 94.2: 12.2 5.8
Old : 100.0: 27.1 4.2 0.0 60.6 89.9 87.8 94.2: 12.2 5.8
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 : 38: 5 3 0 17 19 22 22:
Old : 38: 5 3 0 17 19 22 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 : 51.6 59.5 69.1 75.0 51.6 58.1 68.5 70.6
Old : 51.6 59.5 69.1 75.0 51.6 58.1 68.5 70.6
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, August 9, 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 : 48,904: 7,177 8,506 426 27,222 31,982 34,825 40,913: 14,079 7,991
Old : 48,904: 7,177 8,506 426 27,222 31,982 34,825 40,913: 14,079 7,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -918: 447 1,046 -418 -370 -1,046 -341 -418: -576 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 17.4 0.9 55.7 65.4 71.2 83.7: 28.8 16.3
Old : 100.0: 14.7 17.4 0.9 55.7 65.4 71.2 83.7: 28.8 16.3
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 : 75: 14 14 2 32 25 47 40:
Old : 75: 14 14 2 32 25 47 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 : 24.0 39.1 36.0 55.0 22.0 33.6 32.8 47.8
Old : 24.0 39.1 36.0 55.0 22.0 33.6 32.8 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, August 2, 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 : 49,822: 6,730 7,459 844 27,592 33,028 35,166 41,331: 14,656 8,491
Old : 49,822: 6,730 7,459 844 27,592 33,028 35,166 41,331: 14,656 8,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -100: -124 -1,047 424 501 198 801 -426: -901 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 15.0 1.7 55.4 66.3 70.6 83.0: 29.4 17.0
Old : 100.0: 13.5 15.0 1.7 55.4 66.3 70.6 83.0: 29.4 17.0
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 : 75: 13 14 3 32 24 46 40:
Old : 75: 13 14 3 32 24 46 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 : 22.5 39.8 33.9 54.8 20.0 34.3 30.5 48.2
Old : 22.5 39.8 33.9 54.8 20.0 34.3 30.5 48.2
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, August 9, 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 : 319,224: 133,283 64,283 2,162 160,101 219,313 295,546 285,758: 23,678 33,466
Old : 319,224: 133,283 64,283 2,162 160,101 219,313 295,546 285,758: 23,678 33,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 10,384: -11,531 482 23 19,926 9,329 8,418 9,834: 1,966 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 20.1 0.7 50.2 68.7 92.6 89.5: 7.4 10.5
Old : 100.0: 41.8 20.1 0.7 50.2 68.7 92.6 89.5: 7.4 10.5
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 : 191: 69 54 12 37 41 116 97:
Old : 191: 69 54 12 37 41 116 97:
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 : 37.8 36.5 50.5 49.6 30.3 25.9 39.6 35.3
Old : 37.8 36.5 50.5 49.6 30.3 25.9 39.6 35.3
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, August 2, 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 : 308,840: 144,814 63,801 2,139 140,175 209,984 287,128 275,924: 21,712 32,916
Old : 308,840: 144,814 63,801 2,139 140,175 209,984 287,128 275,924: 21,712 32,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 19,430: 20,940 2,751 -421 -810 20,646 19,709 22,976: -279 -3,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 20.7 0.7 45.4 68.0 93.0 89.3: 7.0 10.7
Old : 100.0: 46.9 20.7 0.7 45.4 68.0 93.0 89.3: 7.0 10.7
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 : 200: 79 49 9 38 45 123 98:
Old : 200: 79 49 9 38 45 123 98:
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 : 36.4 36.0 49.4 47.4 30.9 27.2 40.1 36.6
Old : 36.4 36.0 49.4 47.4 30.9 27.2 40.1 36.6
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, August 9, 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 : 73,671: 30,047 2,029 0 23,144 61,320 53,191 63,349: 20,480 10,322
Old : 73,671: 30,047 2,029 0 23,144 61,320 53,191 63,349: 20,480 10,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 11,645: 9,498 -1,203 0 1,645 13,011 11,143 11,808: 501 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 2.8 0.0 31.4 83.2 72.2 86.0: 27.8 14.0
Old : 100.0: 40.8 2.8 0.0 31.4 83.2 72.2 86.0: 27.8 14.0
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 : 43: 15 2 0 13 19 28 21:
Old : 43: 15 2 0 13 19 28 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 : 41.8 37.1 54.5 62.0 41.8 36.8 54.5 61.4
Old : 41.8 37.1 54.5 62.0 41.8 36.8 54.5 61.4
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, August 2, 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 : 62,026: 20,549 3,232 0 21,499 48,309 42,048 51,541: 19,979 10,485
Old : 62,026: 20,549 3,232 0 21,499 48,309 42,048 51,541: 19,979 10,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 66: -94 -68 0 -1,397 1,752 -1,491 1,684: 1,557 -1,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 5.2 0.0 34.7 77.9 67.8 83.1: 32.2 16.9
Old : 100.0: 33.1 5.2 0.0 34.7 77.9 67.8 83.1: 32.2 16.9
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 : 39: 11 3 0 12 18 23 21:
Old : 39: 11 3 0 12 18 23 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 : 43.3 37.8 54.5 60.1 43.3 36.9 54.5 58.9
Old : 43.3 37.8 54.5 60.1 43.3 36.9 54.5 58.9
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, August 9, 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 : 30,825: 452 4,129 0 25,387 20,584 25,839 24,713: 4,986 6,111
Old : 30,825: 452 4,129 0 25,387 20,584 25,839 24,713: 4,986 6,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 52: -6 57 0 340 228 334 285: -282 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 13.4 0.0 82.4 66.8 83.8 80.2: 16.2 19.8
Old : 100.0: 1.5 13.4 0.0 82.4 66.8 83.8 80.2: 16.2 19.8
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 : 53: 2 9 0 28 24 30 33:
Old : 53: 2 9 0 28 24 30 33:
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 : 53.4 34.9 63.3 49.1 52.9 34.9 62.9 49.1
Old : 53.4 34.9 63.3 49.1 52.9 34.9 62.9 49.1
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, August 2, 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 : 30,773: 458 4,072 0 25,046 20,356 25,504 24,429: 5,268 6,344
Old : 30,773: 458 4,072 0 25,046 20,356 25,504 24,429: 5,268 6,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,659: -10 -62 0 1,699 1,222 1,689 1,160: -31 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 13.2 0.0 81.4 66.2 82.9 79.4: 17.1 20.6
Old : 100.0: 1.5 13.2 0.0 81.4 66.2 82.9 79.4: 17.1 20.6
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 : 52: 2 9 0 28 23 30 32:
Old : 52: 2 9 0 28 23 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 : 53.5 35.0 62.9 49.2 53.0 35.0 62.4 49.0
Old : 53.5 35.0 62.9 49.2 53.0 35.0 62.4 49.0
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, August 9, 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 : 222,881: 14,918 44,311 1,517 191,677 166,934 208,112 212,762: 14,768 10,119
Old : 222,881: 14,918 44,311 1,517 191,677 166,934 208,112 212,762: 14,768 10,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -5,283: -10,357 113 225 6,557 -4,568 -3,575 -4,230: -1,708 -1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 19.9 0.7 86.0 74.9 93.4 95.5: 6.6 4.5
Old : 100.0: 6.7 19.9 0.7 86.0 74.9 93.4 95.5: 6.6 4.5
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 : 120: 20 38 11 30 50 55 94:
Old : 120: 20 38 11 30 50 55 94:
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 : 61.6 36.2 70.9 52.4 56.8 33.9 64.3 47.8
Old : 61.6 36.2 70.9 52.4 56.8 33.9 64.3 47.8
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, August 2, 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 : 228,164: 25,276 44,197 1,292 185,120 171,502 211,688 216,992: 16,476 11,172
Old : 228,164: 25,276 44,197 1,292 185,120 171,502 211,688 216,992: 16,476 11,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,893: 1,289 1,571 32 -168 1,751 1,153 3,354: 3,740 1,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 19.4 0.6 81.1 75.2 92.8 95.1: 7.2 4.9
Old : 100.0: 11.1 19.4 0.6 81.1 75.2 92.8 95.1: 7.2 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 : 126: 25 38 9 32 50 62 92:
Old : 126: 25 38 9 32 50 62 92:
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 : 56.0 36.0 66.4 52.5 52.1 33.6 60.5 48.2
Old : 56.0 36.0 66.4 52.5 52.1 33.6 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, August 9, 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 : 45,403: 15,028 7,013 821 15,622 26,045 31,471 33,879: 13,932 11,524
Old : 45,403: 15,028 7,013 821 15,622 26,045 31,471 33,879: 13,932 11,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4: -832 286 153 68 -711 -611 -272: 615 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 15.4 1.8 34.4 57.4 69.3 74.6: 30.7 25.4
Old : 100.0: 33.1 15.4 1.8 34.4 57.4 69.3 74.6: 30.7 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 : 75: 28 12 3 19 21 48 36:
Old : 75: 28 12 3 19 21 48 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 : 19.2 38.7 30.0 48.4 19.2 38.7 29.9 47.3
Old : 19.2 38.7 30.0 48.4 19.2 38.7 29.9 47.3
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, August 2, 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 : 45,399: 15,860 6,727 668 15,554 26,756 32,082 34,151: 13,317 11,248
Old : 45,399: 15,860 6,727 668 15,554 26,756 32,082 34,151: 13,317 11,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,977: 2,299 125 3 1,061 2,736 3,363 2,864: 614 1,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 14.8 1.5 34.3 58.9 70.7 75.2: 29.3 24.8
Old : 100.0: 34.9 14.8 1.5 34.3 58.9 70.7 75.2: 29.3 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 : 80: 28 12 4 19 25 49 40:
Old : 80: 28 12 4 19 25 49 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 : 19.2 38.5 31.4 48.4 19.2 38.1 31.2 48.0
Old : 19.2 38.5 31.4 48.4 19.2 38.1 31.2 48.0
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, August 9, 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 : 26,508: 6,323 285 0 15,529 8,715 21,852 9,000: 4,656 17,508
Old : 26,508: 6,323 285 0 15,529 8,715 21,852 9,000: 4,656 17,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,157: -182 285 0 1,030 674 848 959: 309 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 1.1 0.0 58.6 32.9 82.4 34.0: 17.6 66.0
Old : 100.0: 23.9 1.1 0.0 58.6 32.9 82.4 34.0: 17.6 66.0
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 : 25: 10 1 0 8 7 18 8:
Old : 25: 10 1 0 8 7 18 8:
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 : 59.7 29.5 70.1 34.0 56.2 26.5 65.8 29.6
Old : 59.7 29.5 70.1 34.0 56.2 26.5 65.8 29.6
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, August 2, 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 : 25,351: 6,505 0 0 14,499 8,041 21,004 8,041: 4,347 17,310
Old : 25,351: 6,505 0 0 14,499 8,041 21,004 8,041: 4,347 17,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 3,062: 913 0 -70 2,370 2,347 3,213 2,277: -151 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 0.0 0.0 57.2 31.7 82.9 31.7: 17.1 68.3
Old : 100.0: 25.7 0.0 0.0 57.2 31.7 82.9 31.7: 17.1 68.3
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: 10 0 0 9 5 19 5:
Old : 23: 10 0 0 9 5 19 5:
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 : 55.9 30.7 67.6 31.7 54.5 27.3 64.7 27.3
Old : 55.9 30.7 67.6 31.7 54.5 27.3 64.7 27.3
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, August 9, 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 : 33,483: 1,503 2,996 29 15,963 24,596 17,495 27,621: 15,988 5,862
Old : 33,483: 1,503 2,996 29 15,963 24,596 17,495 27,621: 15,988 5,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,672: -112 -555 0 700 2,425 588 1,870: 2,084 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 8.9 0.1 47.7 73.5 52.3 82.5: 47.7 17.5
Old : 100.0: 4.5 8.9 0.1 47.7 73.5 52.3 82.5: 47.7 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 : 39: 3 12 2 15 20 20 32:
Old : 39: 3 12 2 15 20 20 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 : 25.3 38.8 38.4 62.1 15.7 33.9 22.5 44.0
Old : 25.3 38.8 38.4 62.1 15.7 33.9 22.5 44.0
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, August 2, 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 : 30,811: 1,615 3,551 29 15,263 22,171 16,907 25,751: 13,904 5,060
Old : 30,811: 1,615 3,551 29 15,263 22,171 16,907 25,751: 13,904 5,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,785: 104 1,209 -4 476 -203 576 1,002: 1,209 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.5 0.1 49.5 72.0 54.9 83.6: 45.1 16.4
Old : 100.0: 5.2 11.5 0.1 49.5 72.0 54.9 83.6: 45.1 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 : 38: 3 12 1 15 19 19 31:
Old : 38: 3 12 1 15 19 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 : 25.9 43.1 39.8 62.0 17.0 34.6 24.5 43.8
Old : 25.9 43.1 39.8 62.0 17.0 34.6 24.5 43.8
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, August 9, 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 : 139,307: 42,475 12,851 24,037 36,366 89,573 102,878 126,461: 36,429 12,846
Old : 139,307: 42,475 12,851 24,037 36,366 89,573 102,878 126,461: 36,429 12,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,269: -1,041 3,263 1,373 1,556 -2,360 1,888 2,276: -618 -1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 9.2 17.3 26.1 64.3 73.9 90.8: 26.1 9.2
Old : 100.0: 30.5 9.2 17.3 26.1 64.3 73.9 90.8: 26.1 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 : 180: 99 39 52 25 34 143 107:
Old : 180: 99 39 52 25 34 143 107:
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 30.1 33.6 48.6 14.0 26.5 19.3 39.8
Old : 23.8 30.1 33.6 48.6 14.0 26.5 19.3 39.8
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, August 2, 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 : 138,037: 43,516 9,588 22,663 34,811 91,933 100,990 124,185: 37,047 13,853
Old : 138,037: 43,516 9,588 22,663 34,811 91,933 100,990 124,185: 37,047 13,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 440: 2,416 -9,740 989 -3,170 10,229 235 1,478: 205 -1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 6.9 16.4 25.2 66.6 73.2 90.0: 26.8 10.0
Old : 100.0: 31.5 6.9 16.4 25.2 66.6 73.2 90.0: 26.8 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 : 170: 94 32 46 24 38 135 100:
Old : 170: 94 32 46 24 38 135 100:
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 29.8 32.5 48.8 13.7 25.9 19.5 39.6
Old : 22.4 29.8 32.5 48.8 13.7 25.9 19.5 39.6
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, August 9, 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 : 118,156: 44,931 26,941 18,325 39,448 56,350 102,704 101,616: 15,452 16,540
Old : 118,156: 44,931 26,941 18,325 39,448 56,350 102,704 101,616: 15,452 16,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -5,062: -2,017 265 -3,324 651 -2,328 -4,691 -5,388: -371 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 22.8 15.5 33.4 47.7 86.9 86.0: 13.1 14.0
Old : 100.0: 38.0 22.8 15.5 33.4 47.7 86.9 86.0: 13.1 14.0
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 : 208: 69 75 64 44 43 161 146:
Old : 208: 69 75 64 44 43 161 146:
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 34.7 34.3 45.8 22.3 31.4 33.5 42.1
Old : 22.4 34.7 34.3 45.8 22.3 31.4 33.5 42.1
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, August 2, 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 : 123,218: 46,948 26,676 21,650 38,797 58,678 107,395 107,004: 15,823 16,214
Old : 123,218: 46,948 26,676 21,650 38,797 58,678 107,395 107,004: 15,823 16,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,587: 4,183 2,257 1,264 -311 468 5,136 3,989: -549 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 21.6 17.6 31.5 47.6 87.2 86.8: 12.8 13.2
Old : 100.0: 38.1 21.6 17.6 31.5 47.6 87.2 86.8: 12.8 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 : 213: 76 71 64 43 41 164 145:
Old : 213: 76 71 64 43 41 164 145:
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 : 21.5 36.1 33.2 46.8 21.4 32.5 32.1 42.8
Old : 21.5 36.1 33.2 46.8 21.4 32.5 32.1 42.8
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, August 9, 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 : 341,392: 168,050 45,787 50,550 66,051 223,909 284,651 320,246: 56,741 21,146
Old : 341,392: 168,050 45,787 50,550 66,051 223,909 284,651 320,246: 56,741 21,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 46,140: 48,821 -4,094 4,287 -5,908 45,387 47,200 45,580: -1,060 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 13.4 14.8 19.3 65.6 83.4 93.8: 16.6 6.2
Old : 100.0: 49.2 13.4 14.8 19.3 65.6 83.4 93.8: 16.6 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 : 267: 151 57 60 41 47 213 147:
Old : 267: 151 57 60 41 47 213 147:
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 32.8 39.2 50.8 26.4 31.6 32.4 43.4
Old : 28.8 32.8 39.2 50.8 26.4 31.6 32.4 43.4
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, August 2, 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 : 295,252: 119,229 49,881 46,263 71,960 178,522 237,451 274,666: 57,801 20,586
Old : 295,252: 119,229 49,881 46,263 71,960 178,522 237,451 274,666: 57,801 20,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -3,378: 6,406 -7,457 3,171 -8,248 6,337 1,329 2,050: -4,706 -5,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 16.9 15.7 24.4 60.5 80.4 93.0: 19.6 7.0
Old : 100.0: 40.4 16.9 15.7 24.4 60.5 80.4 93.0: 19.6 7.0
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 : 238: 132 56 56 34 42 187 135:
Old : 238: 132 56 56 34 42 187 135:
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 : 26.9 34.9 34.7 51.2 21.3 32.3 26.1 43.8
Old : 26.9 34.9 34.7 51.2 21.3 32.3 26.1 43.8
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, August 9, 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 : 12,224: 5,496 2,284 564 3,285 8,780 9,345 11,628: 2,879 596
Old : 12,224: 5,496 2,284 564 3,285 8,780 9,345 11,628: 2,879 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 46: 163 -240 -25 182 694 320 429: -274 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 18.7 4.6 26.9 71.8 76.4 95.1: 23.6 4.9
Old : 100.0: 45.0 18.7 4.6 26.9 71.8 76.4 95.1: 23.6 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 : 43: 24 3 9 6 6 38 17:
Old : 43: 24 3 9 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 : 48.7 82.2 59.5 91.1 44.8 70.6 51.4 78.6
Old : 48.7 82.2 59.5 91.1 44.8 70.6 51.4 78.6
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, August 2, 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 : 12,178: 5,333 2,524 589 3,103 8,086 9,025 11,199: 3,153 979
Old : 12,178: 5,333 2,524 589 3,103 8,086 9,025 11,199: 3,153 979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,001: 239 92 -35 336 394 540 451: 461 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 20.7 4.8 25.5 66.4 74.1 92.0: 25.9 8.0
Old : 100.0: 43.8 20.7 4.8 25.5 66.4 74.1 92.0: 25.9 8.0
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 : 43: 23 3 10 6 6 38 18:
Old : 43: 23 3 10 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 : 48.0 78.4 56.8 87.9 44.1 68.4 50.2 76.8
Old : 48.0 78.4 56.8 87.9 44.1 68.4 50.2 76.8
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, August 9, 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 : 100,495: 20,117 8,060 9,331 51,923 60,691 81,371 78,081: 19,124 22,414
Old : 96,250: 20,470 8,078 8,085 48,976 59,619 77,531 75,782: 18,719 20,468
Other: 4,245: 833 1,167 61 2,947 1,072 3,840 2,299: 405 1,946
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,337: -1,028 1,393 893 -372 -3,482 -507 -1,196: 1,844 2,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 8.0 9.3 51.7 60.4 81.0 77.7: 19.0 22.3
Old : 100.0: 21.3 8.4 8.4 50.9 61.9 80.6 78.7: 19.4 21.3
Other: 100.0: 19.6 27.5 1.4 69.4 25.2 90.5 54.2: 9.5 45.8
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 37 20 22 54 51 106 82:
Old : 135: 38 20 21 54 51 106 81:
Other: 38: 4 9 7 4 22 13 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 : 27.4 32.4 35.1 43.0 20.6 26.3 27.5 32.9
Old : 25.9 33.3 34.0 44.2 19.3 27.4 26.5 34.2
Other: 83.5 38.4 89.8 45.8 83.5 38.4 88.0 45.1
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 99,158: 21,145 6,667 8,438 52,295 64,173 81,878 79,277: 17,280 19,880
Old : 96,799: 21,191 6,749 7,746 50,846 63,460 79,783 77,955: 17,017 18,844
Other: 2,359: 595 559 51 1,449 713 2,095 1,323: 263 1,036
: : :
: : Changes in Commitments from: July 26, 2005 :
: 5,327: 2,680 -500 1,619 166 2,423 4,465 3,542: 862 1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 6.7 8.5 52.7 64.7 82.6 80.0: 17.4 20.0
Old : 100.0: 21.9 7.0 8.0 52.5 65.6 82.4 80.5: 17.6 19.5
Other: 100.0: 25.2 23.7 2.2 61.4 30.2 88.8 56.1: 11.2 43.9
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 43 11 21 55 56 107 84:
Old : 135: 43 12 20 55 56 107 83:
Other: 37: 5 6 7 5 22 13 32:
:----------------------------------------------------------------------------------------------------
: 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 33.0 36.9 43.9 20.9 27.9 27.9 34.3
Old : 28.2 33.7 36.5 44.7 20.2 28.5 27.4 34.9
Other: 75.8 37.4 87.5 46.1 75.0 35.6 84.8 44.3
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 31,181: 3,101 2,629 578 19,650 18,323 23,329 21,530: 7,852 9,651
Old : 31,088: 3,101 2,629 578 19,650 18,310 23,329 21,517: 7,759 9,571
Other: 93: 0 0 0 0 13 0 13: 93 80
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,870: 639 558 -89 1,410 1,578 1,960 2,047: 910 823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.4 1.9 63.0 58.8 74.8 69.0: 25.2 31.0
Old : 100.0: 10.0 8.5 1.9 63.2 58.9 75.0 69.2: 25.0 30.8
Other: 100.0: 0.0 0.0 0.0 0.0 14.0 0.0 14.0: 100.0 86.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 8 2 24 16 35 24:
Old : 44: 9 8 2 24 16 35 24:
Other: 4: 0 0 0 0 4 0 4:
:----------------------------------------------------------------------------------------------------
: 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 : 34.1 53.5 47.2 59.3 26.2 39.8 35.2 43.9
Old : 34.2 53.6 47.4 59.5 26.3 39.9 35.3 44.0
Other: 0.0 14.0 0.0 14.0 0.0 14.0 0.0 14.0
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 28,311: 2,462 2,070 668 18,240 16,745 21,369 19,483: 6,942 8,828
Old : 28,220: 2,454 2,070 668 18,238 16,732 21,359 19,470: 6,861 8,750
Other: 91: 8 0 0 2 13 10 13: 81 78
: : :
: : Changes in Commitments from: July 26, 2005 :
: 852: 330 -355 5 -314 576 21 226: 832 626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 7.3 2.4 64.4 59.1 75.5 68.8: 24.5 31.2
Old : 100.0: 8.7 7.3 2.4 64.6 59.3 75.7 69.0: 24.3 31.0
Other: 100.0: 8.8 0.0 0.0 2.2 14.3 11.0 14.3: 89.0 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 7 7 3 22 17 31 25:
Old : 41: 7 7 3 22 17 31 25:
Other: 6: 1 0 0 1 4 2 4:
:----------------------------------------------------------------------------------------------------
: 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 : 35.8 51.1 50.0 57.5 29.1 39.1 39.1 44.2
Old : 35.9 51.2 50.2 57.6 29.2 39.2 39.3 44.3
Other: 11.0 14.3 11.0 14.3 11.0 14.3 11.0 14.3
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 138,408: 19,599 23,569 32,314 73,119 70,281 125,032 126,165: 13,376 12,244
Old : 137,942: 19,687 23,699 32,096 72,816 70,033 124,599 125,829: 13,343 12,114
Other: 466: 130 88 0 303 248 433 336: 33 130
: : :
: : Changes in Commitments from: August 2, 2005 :
: 596: 288 1,662 1,397 975 -1,791 2,660 1,268: -2,064 -672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 17.0 23.3 52.8 50.8 90.3 91.2: 9.7 8.8
Old : 100.0: 14.3 17.2 23.3 52.8 50.8 90.3 91.2: 9.7 8.8
Other: 100.0: 27.9 18.9 0.0 65.0 53.2 92.9 72.1: 7.1 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 66 61 57 73 64 166 158:
Old : 212: 66 61 56 73 64 166 157:
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 : 18.8 25.8 29.5 34.8 18.5 21.4 27.1 28.3
Old : 18.8 25.9 29.6 34.8 18.5 21.5 27.2 28.4
Other: 85.8 62.0 92.9 72.1 85.8 62.0 92.9 72.1
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 137,813: 19,311 21,907 30,917 72,144 72,072 122,372 124,897: 15,440 12,916
Old : 137,347: 19,399 22,037 30,699 71,841 71,824 121,939 124,561: 15,407 12,786
Other: 466: 130 88 0 303 248 433 336: 33 130
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,158: -878 -1,576 1,138 592 949 852 511: 306 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 15.9 22.4 52.3 52.3 88.8 90.6: 11.2 9.4
Old : 100.0: 14.1 16.0 22.4 52.3 52.3 88.8 90.7: 11.2 9.3
Other: 100.0: 27.9 18.9 0.0 65.0 53.2 92.9 72.1: 7.1 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 64 54 53 73 63 159 152:
Old : 204: 64 54 52 73 63 159 151:
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 : 18.7 27.5 28.3 36.6 18.7 22.3 27.4 28.7
Old : 18.8 27.5 28.4 36.6 18.8 22.4 27.5 28.8
Other: 85.8 62.0 92.9 72.1 85.8 62.0 92.9 72.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 45,874: 12,320 3,117 9,373 18,579 30,410 40,272 42,901: 5,602 2,973
Old : 40,208: 12,292 3,332 6,643 16,150 27,596 35,084 37,570: 5,124 2,638
Other: 5,666: 418 176 2,340 2,429 2,815 5,187 5,331: 478 335
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,065: -99 623 310 950 -310 1,161 623: -96 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 6.8 20.4 40.5 66.3 87.8 93.5: 12.2 6.5
Old : 100.0: 30.6 8.3 16.5 40.2 68.6 87.3 93.4: 12.7 6.6
Other: 100.0: 7.4 3.1 41.3 42.9 49.7 91.6 94.1: 8.4 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 42 30 24 26 25 86 63:
Old : 105: 46 28 24 25 23 85 61:
Other: 39: 11 12 14 12 9 31 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 : 28.3 49.4 38.9 64.3 16.6 36.0 24.8 44.5
Old : 27.5 52.7 37.7 66.3 18.1 40.5 27.2 49.1
Other: 46.4 57.2 64.5 74.3 15.8 21.7 20.2 24.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 44,809: 12,419 2,494 9,063 17,629 30,720 39,111 42,277: 5,698 2,532
Old : 39,437: 12,351 2,832 6,438 15,346 27,809 34,136 37,079: 5,301 2,358
Other: 5,372: 549 143 2,144 2,282 2,911 4,975 5,198: 397 174
: : :
: : Changes in Commitments from: July 26, 2005 :
: -548: -347 470 150 -124 -1,394 -321 -775: -227 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 5.6 20.2 39.3 68.6 87.3 94.4: 12.7 5.6
Old : 100.0: 31.3 7.2 16.3 38.9 70.5 86.6 94.0: 13.4 6.0
Other: 100.0: 10.2 2.7 39.9 42.5 54.2 92.6 96.8: 7.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 46 26 22 25 24 87 56:
Old : 103: 47 25 22 24 22 86 54:
Other: 36: 12 9 14 11 9 29 26:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 50.4 39.0 65.8 18.0 38.3 26.2 47.1
Old : 26.4 53.4 38.3 67.6 19.6 42.8 28.5 51.7
Other: 47.8 59.3 66.8 77.1 15.0 24.6 20.1 27.2
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 136,071: 19,924 21,525 10,548 95,341 97,628 125,814 129,701: 10,257 6,370
Old : 28,057: 5,342 13,698 179 18,163 11,232 23,684 25,109: 4,373 2,948
Other: 108,014: 15,575 8,820 9,376 77,178 86,396 102,130 104,592: 5,884 3,422
: : :
: : Changes in Commitments from: August 2, 2005 :
: -7,246: 1,050 -1,740 -3,399 -4,139 -2,779 -6,488 -7,918: -758 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 15.8 7.8 70.1 71.7 92.5 95.3: 7.5 4.7
Old : 100.0: 19.0 48.8 0.6 64.7 40.0 84.4 89.5: 15.6 10.5
Other: 100.0: 14.4 8.2 8.7 71.5 80.0 94.6 96.8: 5.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 48 50 31 52 40 120 105:
Old : 111: 32 26 2 40 19 73 47:
Other: 129: 35 36 26 47 39 99 85:
:----------------------------------------------------------------------------------------------------
: 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 : 32.7 31.2 48.7 46.2 21.4 21.0 32.4 29.2
Old : 31.9 35.7 42.2 51.0 27.4 35.6 37.7 48.9
Other: 38.2 36.2 53.7 51.8 25.5 24.0 34.6 33.6
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 143,317: 18,873 23,264 13,947 99,481 100,407 132,302 137,619: 11,015 5,698
Old : 45,147: 9,066 21,310 4,644 24,455 15,410 38,164 41,364: 6,982 3,783
Other: 98,170: 11,910 4,057 7,201 75,026 84,997 94,137 96,255: 4,033 1,915
: : :
: : Changes in Commitments from: July 26, 2005 :
: -3,090: -2,409 -2,888 -300 -691 503 -3,400 -2,685: 311 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 16.2 9.7 69.4 70.1 92.3 96.0: 7.7 4.0
Old : 100.0: 20.1 47.2 10.3 54.2 34.1 84.5 91.6: 15.5 8.4
Other: 100.0: 12.1 4.1 7.3 76.4 86.6 95.9 98.0: 4.1 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 55 52 36 55 40 129 111:
Old : 150: 52 40 26 47 29 107 87:
Other: 112: 29 28 26 46 36 91 75:
:----------------------------------------------------------------------------------------------------
: 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 : 32.6 30.3 48.1 45.7 19.8 19.8 30.1 27.9
Old : 26.0 28.6 34.0 43.4 21.8 27.4 29.7 39.8
Other: 41.5 40.7 58.3 56.9 27.2 27.3 36.8 37.7
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 625,548: 190,501 18,237 104,781 237,196 445,779 532,478 568,796: 93,070 56,752
Old : 625,548: 190,501 18,237 104,781 237,196 445,779 532,478 568,796: 93,070 56,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 36,716: 16,352 1,707 12,186 11,089 18,092 39,627 31,986: -2,911 4,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 2.9 16.8 37.9 71.3 85.1 90.9: 14.9 9.1
Old : 100.0: 30.5 2.9 16.8 37.9 71.3 85.1 90.9: 14.9 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 : 190: 84 29 58 64 58 175 123:
Old : 190: 84 29 58 64 58 175 123:
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 : 12.0 27.8 21.7 44.4 11.0 21.2 18.6 33.5
Old : 12.0 27.8 21.7 44.4 11.0 21.2 18.6 33.5
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, August 2, 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 : 588,832: 174,149 16,530 92,594 226,107 427,686 492,850 536,811: 95,981 52,021
Old : 588,832: 174,149 16,530 92,594 226,107 427,686 492,850 536,811: 95,981 52,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 35,474: 18,800 -860 9,052 -2,702 20,722 25,150 28,914: 10,324 6,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 2.8 15.7 38.4 72.6 83.7 91.2: 16.3 8.8
Old : 100.0: 29.6 2.8 15.7 38.4 72.6 83.7 91.2: 16.3 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 : 179: 81 26 48 62 59 164 113:
Old : 179: 81 26 48 62 59 164 113:
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 29.3 23.2 45.4 11.0 21.6 17.9 34.2
Old : 14.1 29.3 23.2 45.4 11.0 21.6 17.9 34.2
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, August 9, 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 : 124,443: 24,563 15,521 31,689 58,540 70,122 114,793 117,332: 9,650 7,111
Old : 53,012: 17,253 14,829 9,309 20,456 24,626 47,018 48,764: 5,995 4,248
Other: 71,430: 12,218 5,599 17,473 38,085 45,496 67,775 68,568: 3,655 2,863
: : :
: : Changes in Commitments from: August 2, 2005 :
: -312: -487 146 1,070 1,387 -154 1,970 1,062: -2,283 -1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 12.5 25.5 47.0 56.3 92.2 94.3: 7.8 5.7
Old : 100.0: 32.5 28.0 17.6 38.6 46.5 88.7 92.0: 11.3 8.0
Other: 100.0: 17.1 7.8 24.5 53.3 63.7 94.9 96.0: 5.1 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 124 96 119 104 99 285 263:
Old : 310: 113 86 91 86 75 234 217:
Other: 266: 82 67 82 85 92 213 196:
:----------------------------------------------------------------------------------------------------
: 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 19.3 26.8 29.4 14.0 12.8 23.2 20.5
Old : 16.4 25.3 26.7 35.6 15.6 22.6 25.0 32.3
Other: 21.0 23.9 35.0 36.1 19.0 15.5 29.1 22.9
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 124,755: 25,051 15,375 30,619 57,153 70,277 112,822 116,270: 11,933 8,485
Old : 68,406: 21,678 16,755 10,292 29,215 36,394 61,184 63,441: 7,222 4,966
Other: 56,349: 7,446 2,693 16,254 27,938 33,882 51,638 52,829: 4,711 3,519
: : :
: : Changes in Commitments from: July 26, 2005 :
: 1,201: 1,954 -100 596 -1,271 1,162 1,278 1,657: -77 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 12.3 24.5 45.8 56.3 90.4 93.2: 9.6 6.8
Old : 100.0: 31.7 24.5 15.0 42.7 53.2 89.4 92.7: 10.6 7.3
Other: 100.0: 13.2 4.8 28.8 49.6 60.1 91.6 93.8: 8.4 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 132 86 118 104 97 287 257:
Old : 318: 115 92 92 87 73 242 217:
Other: 250: 77 59 85 82 90 200 195:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 19.8 27.1 29.5 14.1 13.2 23.3 21.2
Old : 19.3 23.6 31.8 34.6 19.3 23.0 31.4 32.9
Other: 22.6 22.8 34.0 34.9 16.7 17.6 25.6 24.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 27,537: 13,142 2,668 3,283 8,566 19,338 24,991 25,289: 2,546 2,249
Old : 27,537: 13,142 2,668 3,283 8,566 19,338 24,991 25,289: 2,546 2,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 660: 1,359 232 517 -486 249 1,390 998: -730 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 9.7 11.9 31.1 70.2 90.8 91.8: 9.2 8.2
Old : 100.0: 47.7 9.7 11.9 31.1 70.2 90.8 91.8: 9.2 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 : 46: 19 13 11 9 7 36 25:
Old : 46: 19 13 11 9 7 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 : 37.7 75.2 63.1 83.0 37.7 64.5 59.1 71.2
Old : 37.7 75.2 63.1 83.0 37.7 64.5 59.1 71.2
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, August 2, 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 : 26,877: 11,783 2,436 2,766 9,052 19,089 23,602 24,291: 3,276 2,586
Old : 26,877: 11,783 2,436 2,766 9,052 19,089 23,602 24,291: 3,276 2,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -2,712: -4,799 644 -21 2,674 -3,226 -2,146 -2,602: -566 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 9.1 10.3 33.7 71.0 87.8 90.4: 12.2 9.6
Old : 100.0: 43.8 9.1 10.3 33.7 71.0 87.8 90.4: 12.2 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 : 45: 24 7 8 10 5 39 17:
Old : 45: 24 7 8 10 5 39 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 : 42.0 76.6 63.0 84.8 41.1 65.7 56.6 73.6
Old : 42.0 76.6 63.0 84.8 41.1 65.7 56.6 73.6
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, August 9, 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 : 227,079: 35,327 21,406 48,088 99,692 126,131 183,107 195,625: 43,972 31,454
Old : 227,079: 35,327 21,406 48,088 99,692 126,131 183,107 195,625: 43,972 31,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 9,817: 4,052 1,339 2,207 1,635 4,444 7,894 7,990: 1,924 1,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.4 21.2 43.9 55.5 80.6 86.1: 19.4 13.9
Old : 100.0: 15.6 9.4 21.2 43.9 55.5 80.6 86.1: 19.4 13.9
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 : 131: 36 30 36 60 57 117 104:
Old : 131: 36 30 36 60 57 117 104:
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 : 15.5 20.1 25.3 30.9 11.1 11.5 17.3 17.0
Old : 15.5 20.1 25.3 30.9 11.1 11.5 17.3 17.0
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, August 2, 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 : 217,262: 31,275 20,068 45,881 98,057 121,687 175,213 187,635: 42,048 29,627
Old : 217,262: 31,275 20,068 45,881 98,057 121,687 175,213 187,635: 42,048 29,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 4,985: 4,559 3,086 3,017 -2,292 1,014 5,285 7,118: -300 -2,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 9.2 21.1 45.1 56.0 80.6 86.4: 19.4 13.6
Old : 100.0: 14.4 9.2 21.1 45.1 56.0 80.6 86.4: 19.4 13.6
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 : 130: 36 27 38 58 59 115 106:
Old : 130: 36 27 38 58 59 115 106:
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 : 15.7 19.3 26.3 30.5 11.6 11.6 17.4 17.4
Old : 15.7 19.3 26.3 30.5 11.6 11.6 17.4 17.4
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, August 9, 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 : 885,209: 60,264 81,272 389,308 357,489 381,329 807,061 851,908: 78,148 33,300
Old : 885,209: 60,264 81,272 389,308 357,489 381,329 807,061 851,908: 78,148 33,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 50,280: 11,123 6,275 27,581 11,308 14,347 50,013 48,203: 267 2,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 9.2 44.0 40.4 43.1 91.2 96.2: 8.8 3.8
Old : 100.0: 6.8 9.2 44.0 40.4 43.1 91.2 96.2: 8.8 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 : 223: 62 52 79 103 93 213 179:
Old : 223: 62 52 79 103 93 213 179:
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 23.8 33.3 37.8 4.6 7.5 7.0 11.2
Old : 20.4 23.8 33.3 37.8 4.6 7.5 7.0 11.2
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, August 2, 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 : 834,929: 49,140 74,997 361,727 346,181 366,982 757,048 803,705: 77,880 31,224
Old : 834,929: 49,140 74,997 361,727 346,181 366,982 757,048 803,705: 77,880 31,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 32,028: 11,988 3,560 18,983 1,912 10,603 32,883 33,147: -855 -1,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 9.0 43.3 41.5 44.0 90.7 96.3: 9.3 3.7
Old : 100.0: 5.9 9.0 43.3 41.5 44.0 90.7 96.3: 9.3 3.7
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 : 217: 55 58 85 99 89 208 181:
Old : 217: 55 58 85 99 89 208 181:
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 : 19.7 22.8 32.5 36.9 4.6 7.3 7.0 11.1
Old : 19.7 22.8 32.5 36.9 4.6 7.3 7.0 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, August 9, 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 : 35,375: 5,250 4,471 740 25,664 23,463 31,654 28,674: 3,721 6,701
Old : 35,375: 5,250 4,471 740 25,664 23,463 31,654 28,674: 3,721 6,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,049: 1,300 578 -599 -1,444 -684 -743 -705: -306 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 12.6 2.1 72.5 66.3 89.5 81.1: 10.5 18.9
Old : 100.0: 14.8 12.6 2.1 72.5 66.3 89.5 81.1: 10.5 18.9
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 : 24: 2 3 1 16 12 18 16:
Old : 24: 2 3 1 16 12 18 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 : 47.8 41.7 70.7 65.3 42.0 38.5 64.1 61.7
Old : 47.8 41.7 70.7 65.3 42.0 38.5 64.1 61.7
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, August 2, 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 : 36,424: 3,950 3,893 1,339 27,108 24,147 32,397 29,379: 4,027 7,045
Old : 36,424: 3,950 3,893 1,339 27,108 24,147 32,397 29,379: 4,027 7,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,900: -2,900 2,031 -313 959 -871 -2,254 847: 354 -2,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 10.7 3.7 74.4 66.3 88.9 80.7: 11.1 19.3
Old : 100.0: 10.8 10.7 3.7 74.4 66.3 88.9 80.7: 11.1 19.3
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: 2 3 1 14 10 16 14:
Old : 23: 2 3 1 14 10 16 14:
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 : 43.4 44.5 70.3 66.5 39.5 43.6 63.0 65.0
Old : 43.4 44.5 70.3 66.5 39.5 43.6 63.0 65.0
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, August 9, 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 : 126,411: 6,353 19,204 14,604 93,012 88,013 113,969 121,821: 12,442 4,590
Old : 126,411: 6,353 19,204 14,604 93,012 88,013 113,969 121,821: 12,442 4,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 3,498: 3,442 -6,244 -1,904 -687 9,608 851 1,460: 2,647 2,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 15.2 11.6 73.6 69.6 90.2 96.4: 9.8 3.6
Old : 100.0: 5.0 15.2 11.6 73.6 69.6 90.2 96.4: 9.8 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 : 36: 2 3 4 24 28 28 33:
Old : 36: 2 3 4 24 28 28 33:
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 : 62.0 38.2 73.4 60.3 52.1 31.1 58.3 49.7
Old : 62.0 38.2 73.4 60.3 52.1 31.1 58.3 49.7
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, August 2, 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 : 122,913: 2,911 25,448 16,508 93,699 78,405 113,118 120,361: 9,795 2,552
Old : 122,913: 2,911 25,448 16,508 93,699 78,405 113,118 120,361: 9,795 2,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -6,084: -127 -4,425 2,073 -7,542 -1,167 -5,596 -3,519: -488 -2,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 20.7 13.4 76.2 63.8 92.0 97.9: 8.0 2.1
Old : 100.0: 2.4 20.7 13.4 76.2 63.8 92.0 97.9: 8.0 2.1
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: 2 3 4 24 27 28 32:
Old : 35: 2 3 4 24 27 28 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 : 63.8 42.9 76.5 61.6 52.0 30.3 58.3 48.1
Old : 63.8 42.9 76.5 61.6 52.0 30.3 58.3 48.1
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, August 9, 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 : 73,912: 36,820 10,137 2,684 30,729 50,993 70,233 63,814: 3,679 10,098
Old : 73,912: 36,820 10,137 2,684 30,729 50,993 70,233 63,814: 3,679 10,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 706: 2,568 1,208 0 -2,196 -743 372 465: 334 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 13.7 3.6 41.6 69.0 95.0 86.3: 5.0 13.7
Old : 100.0: 49.8 13.7 3.6 41.6 69.0 95.0 86.3: 5.0 13.7
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 : 23: 2 3 1 14 13 16 17:
Old : 23: 2 3 1 14 13 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 : 71.8 41.1 87.8 65.7 65.5 33.6 75.9 56.8
Old : 71.8 41.1 87.8 65.7 65.5 33.6 75.9 56.8
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, August 2, 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 : 73,206: 34,252 8,929 2,684 32,925 51,736 69,861 63,349: 3,345 9,857
Old : 73,206: 34,252 8,929 2,684 32,925 51,736 69,861 63,349: 3,345 9,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -6,223: 1,301 -2,418 0 -6,625 -5,595 -5,324 -8,013: -899 1,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 12.2 3.7 45.0 70.7 95.4 86.5: 4.6 13.5
Old : 100.0: 46.8 12.2 3.7 45.0 70.7 95.4 86.5: 4.6 13.5
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 : 70.8 40.2 87.4 64.9 62.7 32.4 73.1 53.7
Old : 70.8 40.2 87.4 64.9 62.7 32.4 73.1 53.7
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, August 9, 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 : 55,037: 550 13,770 4,571 44,530 34,300 49,651 52,641: 5,386 2,396
Old : 55,037: 550 13,770 4,571 44,530 34,300 49,651 52,641: 5,386 2,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 5,303: 550 920 1,890 1,707 3,339 4,147 6,149: 1,156 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 25.0 8.3 80.9 62.3 90.2 95.6: 9.8 4.4
Old : 100.0: 1.0 25.0 8.3 80.9 62.3 90.2 95.6: 9.8 4.4
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 : 25: 1 3 3 18 17 21 21:
Old : 25: 1 3 3 18 17 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 : 35.7 49.3 59.1 71.8 28.1 37.8 40.6 50.5
Old : 35.7 49.3 59.1 71.8 28.1 37.8 40.6 50.5
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, August 2, 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 : 49,734: 0 12,850 2,681 42,823 30,961 45,504 46,492: 4,230 3,242
Old : 49,734: 0 12,850 2,681 42,823 30,961 45,504 46,492: 4,230 3,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -4,869: 0 3,718 -2,286 -2,482 -6,423 -4,768 -4,991: -101 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.8 5.4 86.1 62.3 91.5 93.5: 8.5 6.5
Old : 100.0: 0.0 25.8 5.4 86.1 62.3 91.5 93.5: 8.5 6.5
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: 0 4 3 18 16 21 20:
Old : 24: 0 4 3 18 16 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 : 40.7 50.1 64.4 71.3 26.7 38.8 43.3 51.2
Old : 40.7 50.1 64.4 71.3 26.7 38.8 43.3 51.2
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, August 9, 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 : 57,997: 10,432 9,751 2,654 38,765 40,353 51,851 52,758: 6,146 5,239
Old : 57,997: 10,432 9,751 2,654 38,765 40,353 51,851 52,758: 6,146 5,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,837: 2,729 293 -697 -1,394 1,662 638 1,258: 2,199 1,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 16.8 4.6 66.8 69.6 89.4 91.0: 10.6 9.0
Old : 100.0: 18.0 16.8 4.6 66.8 69.6 89.4 91.0: 10.6 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 : 29: 1 3 4 21 21 25 25:
Old : 29: 1 3 4 21 21 25 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 : 46.4 34.1 68.1 54.5 39.6 31.7 50.5 45.1
Old : 46.4 34.1 68.1 54.5 39.6 31.7 50.5 45.1
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, August 2, 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 : 55,160: 7,703 9,458 3,351 40,159 38,691 51,213 51,500: 3,947 3,660
Old : 55,160: 7,703 9,458 3,351 40,159 38,691 51,213 51,500: 3,947 3,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -6,523: 242 -2,596 -454 -6,357 -3,474 -6,569 -6,524: 46 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 17.1 6.1 72.8 70.1 92.8 93.4: 7.2 6.6
Old : 100.0: 14.0 17.1 6.1 72.8 70.1 92.8 93.4: 7.2 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 : 33: 2 3 4 24 21 28 26:
Old : 33: 2 3 4 24 21 28 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 : 42.1 31.7 66.4 53.5 32.3 28.0 44.4 46.7
Old : 42.1 31.7 66.4 53.5 32.3 28.0 44.4 46.7
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, August 9, 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 : 55,074: 1,063 0 1,191 52,132 48,873 54,386 50,064: 688 5,010
Old : 55,074: 1,063 0 1,191 52,132 48,873 54,386 50,064: 688 5,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -182: -6 0 -2 -296 62 -304 60: 122 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 2.2 94.7 88.7 98.8 90.9: 1.2 9.1
Old : 100.0: 1.9 0.0 2.2 94.7 88.7 98.8 90.9: 1.2 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 : 25: 1 0 1 20 21 21 22:
Old : 25: 1 0 1 20 21 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 : 61.9 42.5 81.1 66.1 57.6 38.9 68.8 57.3
Old : 61.9 42.5 81.1 66.1 57.6 38.9 68.8 57.3
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, August 2, 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 : 55,256: 1,069 0 1,193 52,428 48,811 54,690 50,004: 566 5,252
Old : 55,256: 1,069 0 1,193 52,428 48,811 54,690 50,004: 566 5,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 6,673: 1,069 -1,121 296 5,740 8,726 7,105 7,901: -432 -1,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 2.2 94.9 88.3 99.0 90.5: 1.0 9.5
Old : 100.0: 1.9 0.0 2.2 94.9 88.3 99.0 90.5: 1.0 9.5
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 : 25: 1 0 1 20 21 21 22:
Old : 25: 1 0 1 20 21 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 : 61.7 41.2 80.2 65.3 59.9 37.8 67.0 54.2
Old : 61.7 41.2 80.2 65.3 59.9 37.8 67.0 54.2
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, August 9, 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 : 62,160: 0 13,321 453 54,236 43,343 54,689 57,117: 7,471 5,043
Old : 62,160: 0 13,321 453 54,236 43,343 54,689 57,117: 7,471 5,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -219: 0 -1,091 123 -404 844 -281 -124: 62 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.4 0.7 87.3 69.7 88.0 91.9: 12.0 8.1
Old : 100.0: 0.0 21.4 0.7 87.3 69.7 88.0 91.9: 12.0 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 : 29: 0 2 1 24 20 25 22:
Old : 29: 0 2 1 24 20 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 : 38.0 54.6 58.6 76.3 32.5 51.6 49.1 68.2
Old : 38.0 54.6 58.6 76.3 32.5 51.6 49.1 68.2
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, August 2, 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 : 62,379: 0 14,412 330 54,640 42,499 54,970 57,241: 7,409 5,138
Old : 62,379: 0 14,412 330 54,640 42,499 54,970 57,241: 7,409 5,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -4,707: 0 -847 -120 -3,686 -3,190 -3,806 -4,157: -901 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.1 0.5 87.6 68.1 88.1 91.8: 11.9 8.2
Old : 100.0: 0.0 23.1 0.5 87.6 68.1 88.1 91.8: 11.9 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 : 29: 0 2 1 24 20 25 22:
Old : 29: 0 2 1 24 20 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 : 38.9 56.5 60.1 78.2 33.4 54.7 51.5 71.1
Old : 38.9 56.5 60.1 78.2 33.4 54.7 51.5 71.1
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, August 9, 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 : 91,270: 26,811 41,677 5,463 55,186 39,959 87,460 87,099: 3,810 4,171
Old : 91,270: 26,811 41,677 5,463 55,186 39,959 87,460 87,099: 3,810 4,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -2,445: -9,362 -5,444 1,272 6,433 1,609 -1,657 -2,563: -788 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 45.7 6.0 60.5 43.8 95.8 95.4: 4.2 4.6
Old : 100.0: 29.4 45.7 6.0 60.5 43.8 95.8 95.4: 4.2 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 3 19 20 22 24:
Old : 26: 3 1 3 19 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 : 63.2 66.1 82.1 78.8 57.2 60.6 71.4 67.4
Old : 63.2 66.1 82.1 78.8 57.2 60.6 71.4 67.4
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, August 2, 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 : 93,715: 36,173 47,121 4,191 48,753 38,350 89,117 89,662: 4,598 4,053
Old : 93,715: 36,173 47,121 4,191 48,753 38,350 89,117 89,662: 4,598 4,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -8,648: -3,980 -2,605 -1,068 -3,491 -4,660 -8,539 -8,333: -109 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 50.3 4.5 52.0 40.9 95.1 95.7: 4.9 4.3
Old : 100.0: 38.6 50.3 4.5 52.0 40.9 95.1 95.7: 4.9 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 : 26: 3 1 2 18 20 21 23:
Old : 26: 3 1 2 18 20 21 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 : 66.6 69.3 82.6 81.9 62.2 64.9 75.0 72.6
Old : 66.6 69.3 82.6 81.9 62.2 64.9 75.0 72.6
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, August 9, 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 : 34,212: 3,651 1,065 945 26,573 24,316 31,169 26,326: 3,043 7,886
Old : 34,212: 3,651 1,065 945 26,573 24,316 31,169 26,326: 3,043 7,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,393: 236 865 -351 904 396 789 910: 604 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.1 2.8 77.7 71.1 91.1 76.9: 8.9 23.1
Old : 100.0: 10.7 3.1 2.8 77.7 71.1 91.1 76.9: 8.9 23.1
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 : 24: 3 1 1 16 18 20 19:
Old : 24: 3 1 1 16 18 20 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 : 42.2 41.9 69.6 61.3 39.0 29.6 62.5 44.7
Old : 42.2 41.9 69.6 61.3 39.0 29.6 62.5 44.7
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, August 2, 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 : 32,819: 3,415 200 1,296 25,669 23,920 30,380 25,416: 2,439 7,403
Old : 32,819: 3,415 200 1,296 25,669 23,920 30,380 25,416: 2,439 7,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -3,948: 2,635 -4,255 37 -2,707 1,401 -35 -2,817: -3,913 -1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.6 3.9 78.2 72.9 92.6 77.4: 7.4 22.6
Old : 100.0: 10.4 0.6 3.9 78.2 72.9 92.6 77.4: 7.4 22.6
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 : 23: 3 1 2 17 17 21 19:
Old : 23: 3 1 2 17 17 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 : 42.1 44.0 70.1 62.2 38.0 31.4 62.2 47.1
Old : 42.1 44.0 70.1 62.2 38.0 31.4 62.2 47.1
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, August 9, 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 : 1,178,264: 313,590 66,992 220,724 625,374 880,103 1,159,688 1,167,819: 18,576 10,445
Old : 1,178,264: 313,590 66,992 220,724 625,374 880,103 1,159,688 1,167,819: 18,576 10,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 58,760: 7,442 5,899 24,287 27,789 30,158 59,518 60,344: -758 -1,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.7 18.7 53.1 74.7 98.4 99.1: 1.6 0.9
Old : 100.0: 26.6 5.7 18.7 53.1 74.7 98.4 99.1: 1.6 0.9
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 : 130: 22 18 35 85 82 121 121:
Old : 130: 22 18 35 85 82 121 121:
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 : 28.4 24.8 43.6 40.4 23.1 16.9 32.8 28.9
Old : 28.4 24.8 43.6 40.4 23.1 16.9 32.8 28.9
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, August 2, 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 : 1,119,504: 306,148 61,093 196,437 597,585 849,945 1,100,170 1,107,475: 19,334 12,029
Old : 1,119,504: 306,148 61,093 196,437 597,585 849,945 1,100,170 1,107,475: 19,334 12,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -56,146: 18,295 4,661 -29,563 -47,980 -31,973 -59,248 -56,875: 3,102 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 5.5 17.5 53.4 75.9 98.3 98.9: 1.7 1.1
Old : 100.0: 27.3 5.5 17.5 53.4 75.9 98.3 98.9: 1.7 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 : 125: 20 16 33 84 80 118 115:
Old : 125: 20 16 33 84 80 118 115:
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 : 28.1 23.0 43.5 39.1 23.6 17.8 33.6 29.2
Old : 28.1 23.0 43.5 39.1 23.6 17.8 33.6 29.2
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, August 9, 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 : 183,652: 23,188 45,555 58,180 99,528 77,974 180,896 181,709: 2,756 1,943
Old : 183,652: 23,188 45,555 58,180 99,528 77,974 180,896 181,709: 2,756 1,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,674: -4,160 2,461 2,000 7,254 451 5,094 4,912: -420 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 24.8 31.7 54.2 42.5 98.5 98.9: 1.5 1.1
Old : 100.0: 12.6 24.8 31.7 54.2 42.5 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 : 50: 9 12 17 28 28 47 47:
Old : 50: 9 12 17 28 28 47 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 : 41.1 42.9 57.6 63.3 24.3 25.3 32.2 34.1
Old : 41.1 42.9 57.6 63.3 24.3 25.3 32.2 34.1
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, August 2, 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 : 178,978: 27,348 43,094 56,180 92,274 77,523 175,802 176,797: 3,176 2,181
Old : 178,978: 27,348 43,094 56,180 92,274 77,523 175,802 176,797: 3,176 2,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -25,054: -10,842 6,901 -16,343 2,038 -9,058 -25,147 -18,500: 93 -6,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 24.1 31.4 51.6 43.3 98.2 98.8: 1.8 1.2
Old : 100.0: 15.3 24.1 31.4 51.6 43.3 98.2 98.8: 1.8 1.2
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 : 48: 11 9 17 27 27 45 46:
Old : 48: 11 9 17 27 27 45 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 : 41.1 46.3 59.2 65.9 22.9 27.4 30.3 35.1
Old : 41.1 46.3 59.2 65.9 22.9 27.4 30.3 35.1
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, August 9, 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 : 85,259: 21,833 4,243 22,564 40,614 58,352 85,011 85,159: 248 100
Old : 85,259: 21,833 4,243 22,564 40,614 58,352 85,011 85,159: 248 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 6,397: 2,362 -199 2,354 1,788 4,923 6,503 7,077: -106 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 5.0 26.5 47.6 68.4 99.7 99.9: 0.3 0.1
Old : 100.0: 25.6 5.0 26.5 47.6 68.4 99.7 99.9: 0.3 0.1
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 : 53: 7 4 10 38 38 49 48:
Old : 53: 7 4 10 38 38 49 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 : 51.5 45.5 66.3 65.9 33.8 37.6 39.9 44.6
Old : 51.5 45.5 66.3 65.9 33.8 37.6 39.9 44.6
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, August 2, 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 : 78,862: 19,471 4,443 20,210 38,827 53,429 78,508 78,082: 354 780
Old : 78,862: 19,471 4,443 20,210 38,827 53,429 78,508 78,082: 354 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -533: -1,870 -585 -113 1,665 -337 -318 -1,034: -215 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 5.6 25.6 49.2 67.7 99.6 99.0: 0.4 1.0
Old : 100.0: 24.7 5.6 25.6 49.2 67.7 99.6 99.0: 0.4 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 : 52: 6 5 10 38 35 49 45:
Old : 52: 6 5 10 38 35 49 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 : 49.7 46.1 64.7 66.4 33.3 36.6 40.2 44.3
Old : 49.7 46.1 64.7 66.4 33.3 36.6 40.2 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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 : 780: 280 140 20 360 520 660 680: 120 100
Old : 780: 280 140 20 360 520 660 680: 120 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 17.9 2.6 46.2 66.7 84.6 87.2: 15.4 12.8
Old : 100.0: 35.9 17.9 2.6 46.2 66.7 84.6 87.2: 15.4 12.8
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 1 7 9 10 12:
Old : 20: 2 3 1 7 9 10 12:
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 : 56.4 38.5 76.9 69.2 56.4 38.5 76.9 66.7
Old : 56.4 38.5 76.9 69.2 56.4 38.5 76.9 66.7
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, August 9, 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 : 24,051: 2,601 2,073 4,012 17,396 17,415 24,009 23,500: 42 551
Old : 24,051: 2,601 2,073 4,012 17,396 17,415 24,009 23,500: 42 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -741: 0 210 -36 -623 -325 -659 -151: -82 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.6 16.7 72.3 72.4 99.8 97.7: 0.2 2.3
Old : 100.0: 10.8 8.6 16.7 72.3 72.4 99.8 97.7: 0.2 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 : 33: 2 4 4 19 24 24 29:
Old : 33: 2 4 4 19 24 24 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 : 63.3 46.8 81.2 64.5 55.3 35.4 60.0 47.8
Old : 63.3 46.8 81.2 64.5 55.3 35.4 60.0 47.8
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, August 2, 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 : 24,792: 2,601 1,863 4,048 18,019 17,740 24,668 23,651: 124 1,141
Old : 24,792: 2,601 1,863 4,048 18,019 17,740 24,668 23,651: 124 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,592: -426 438 -34 -1,132 -1,996 -1,592 -1,592: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 7.5 16.3 72.7 71.6 99.5 95.4: 0.5 4.6
Old : 100.0: 10.5 7.5 16.3 72.7 71.6 99.5 95.4: 0.5 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 : 34: 2 4 4 19 23 24 28:
Old : 34: 2 4 4 19 23 24 28:
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 : 61.1 44.7 81.4 65.5 57.1 37.5 61.3 50.0
Old : 61.1 44.7 81.4 65.5 57.1 37.5 61.3 50.0
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, August 9, 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 : 10,630: 540 3,478 2,590 6,906 3,970 10,036 10,038: 594 592
Old : 10,630: 540 3,478 2,590 6,906 3,970 10,036 10,038: 594 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 426: -42 -84 63 363 405 384 384: 42 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 32.7 24.4 65.0 37.3 94.4 94.4: 5.6 5.6
Old : 100.0: 5.1 32.7 24.4 65.0 37.3 94.4 94.4: 5.6 5.6
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 : 28: 3 2 3 17 12 22 15:
Old : 28: 3 2 3 17 12 22 15:
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 : 46.6 67.5 68.9 84.8 31.2 49.5 49.7 59.8
Old : 46.6 67.5 68.9 84.8 31.2 49.5 49.7 59.8
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, August 2, 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 : 10,204: 582 3,562 2,527 6,543 3,565 9,652 9,654: 552 550
Old : 10,204: 582 3,562 2,527 6,543 3,565 9,652 9,654: 552 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -1,074: -198 -352 -210 -666 -512 -1,074 -1,074: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 34.9 24.8 64.1 34.9 94.6 94.6: 5.4 5.4
Old : 100.0: 5.7 34.9 24.8 64.1 34.9 94.6 94.6: 5.4 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 : 30: 3 2 3 18 14 23 17:
Old : 30: 3 2 3 18 14 23 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 : 49.2 70.5 70.2 85.8 31.9 50.0 49.6 58.5
Old : 49.2 70.5 70.2 85.8 31.9 50.0 49.6 58.5
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, August 9, 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 : 10,848: 2,149 2,913 567 8,109 7,234 10,825 10,714: 23 134
Old : 10,848: 2,149 2,913 567 8,109 7,234 10,825 10,714: 23 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,091: 261 -58 21 -843 -972 -561 -1,009: -530 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 26.9 5.2 74.8 66.7 99.8 98.8: 0.2 1.2
Old : 100.0: 19.8 26.9 5.2 74.8 66.7 99.8 98.8: 0.2 1.2
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 : 20: 2 3 3 11 6 14 11:
Old : 20: 2 3 3 11 6 14 11:
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 : 75.3 87.8 96.5 97.5 72.8 81.5 83.8 84.4
Old : 75.3 87.8 96.5 97.5 72.8 81.5 83.8 84.4
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, August 9, 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 : 13,354: 3,280 2,414 2,860 7,034 7,620 13,174 12,894: 180 460
Old : 13,354: 3,280 2,414 2,860 7,034 7,620 13,174 12,894: 180 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 428: -240 720 -80 768 -232 448 408: -20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 18.1 21.4 52.7 57.1 98.7 96.6: 1.3 3.4
Old : 100.0: 24.6 18.1 21.4 52.7 57.1 98.7 96.6: 1.3 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 : 23: 4 2 5 16 16 22 21:
Old : 23: 4 2 5 16 16 22 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 : 44.6 60.6 72.5 77.6 34.3 42.0 47.9 49.8
Old : 44.6 60.6 72.5 77.6 34.3 42.0 47.9 49.8
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, August 2, 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 : 12,926: 3,520 1,694 2,940 6,266 7,852 12,726 12,486: 200 440
Old : 12,926: 3,520 1,694 2,940 6,266 7,852 12,726 12,486: 200 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: -670: -180 50 -280 -150 -390 -610 -620: -60 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 13.1 22.7 48.5 60.7 98.5 96.6: 1.5 3.4
Old : 100.0: 27.2 13.1 22.7 48.5 60.7 98.5 96.6: 1.5 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 : 23: 4 2 5 16 15 22 20:
Old : 23: 4 2 5 16 15 22 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 : 47.0 57.4 71.6 75.5 33.6 37.6 46.4 46.0
Old : 47.0 57.4 71.6 75.5 33.6 37.6 46.4 46.0
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, August 9, 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 : 22,306: 11,120 280 1,200 9,650 20,454 21,970 21,934: 336 372
Old : 22,306: 11,120 280 1,200 9,650 20,454 21,970 21,934: 336 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,794: 1,320 0 -40 550 1,834 1,830 1,794: -36 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 1.3 5.4 43.3 91.7 98.5 98.3: 1.5 1.7
Old : 100.0: 49.9 1.3 5.4 43.3 91.7 98.5 98.3: 1.5 1.7
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 : 30: 4 1 4 21 22 25 27:
Old : 30: 4 1 4 21 22 25 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 : 69.5 59.8 82.1 82.9 62.3 55.7 73.1 73.6
Old : 69.5 59.8 82.1 82.9 62.3 55.7 73.1 73.6
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, August 2, 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 : 20,512: 9,800 280 1,240 9,100 18,620 20,140 20,140: 372 372
Old : 20,512: 9,800 280 1,240 9,100 18,620 20,140 20,140: 372 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 142: 370 0 10 -140 140 240 150: -98 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 1.4 6.0 44.4 90.8 98.2 98.2: 1.8 1.8
Old : 100.0: 47.8 1.4 6.0 44.4 90.8 98.2 98.2: 1.8 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 : 28: 4 1 4 18 20 22 25:
Old : 28: 4 1 4 18 20 22 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 : 67.5 58.8 81.1 82.9 59.6 54.4 70.7 72.8
Old : 67.5 58.8 81.1 82.9 59.6 54.4 70.7 72.8
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, August 9, 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 : 1,452,515: 154,921 87,259 415,351 796,636 853,820 1,366,908 1,356,430: 85,607 96,085
Old : 1,452,515: 154,921 87,259 415,351 796,636 853,820 1,366,908 1,356,430: 85,607 96,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 75,127: 18,337 9,999 20,930 28,155 35,582 67,421 66,510: 7,706 8,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 6.0 28.6 54.8 58.8 94.1 93.4: 5.9 6.6
Old : 100.0: 10.7 6.0 28.6 54.8 58.8 94.1 93.4: 5.9 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 : 316: 86 120 131 83 95 254 272:
Old : 316: 86 120 131 83 95 254 272:
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 17.2 28.5 27.7 9.5 7.3 14.1 11.3
Old : 19.3 17.2 28.5 27.7 9.5 7.3 14.1 11.3
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, August 2, 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 : 1,377,388: 136,584 77,260 394,421 768,481 818,238 1,299,487 1,289,920: 77,901 87,468
Old : 1,377,388: 136,584 77,260 394,421 768,481 818,238 1,299,487 1,289,920: 77,901 87,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 75,434: 17,420 4,405 38,944 5,287 18,582 61,652 61,931: 13,783 13,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.6 28.6 55.8 59.4 94.3 93.6: 5.7 6.4
Old : 100.0: 9.9 5.6 28.6 55.8 59.4 94.3 93.6: 5.7 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 : 296: 88 100 121 86 95 243 255:
Old : 296: 88 100 121 86 95 243 255:
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 : 20.2 17.0 30.3 27.9 10.1 7.2 15.0 11.2
Old : 20.2 17.0 30.3 27.9 10.1 7.2 15.0 11.2
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, August 9, 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 : 14,310: 8,790 4,346 277 2,468 9,020 11,535 13,643: 2,775 667
Old : 14,310: 8,790 4,346 277 2,468 9,020 11,535 13,643: 2,775 667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 11: -57 106 -8 67 -204 2 -106: 9 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 30.4 1.9 17.2 63.0 80.6 95.3: 19.4 4.7
Old : 100.0: 61.4 30.4 1.9 17.2 63.0 80.6 95.3: 19.4 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 : 111: 57 16 2 12 26 71 43:
Old : 111: 57 16 2 12 26 71 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 : 24.1 37.7 37.9 55.3 24.1 37.7 37.9 55.3
Old : 24.1 37.7 37.9 55.3 24.1 37.7 37.9 55.3
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, August 2, 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 : 14,299: 8,847 4,240 285 2,401 9,224 11,533 13,749: 2,766 550
Old : 14,299: 8,847 4,240 285 2,401 9,224 11,533 13,749: 2,766 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 439: 193 -132 89 73 527 355 484: 84 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 29.7 2.0 16.8 64.5 80.7 96.2: 19.3 3.8
Old : 100.0: 61.9 29.7 2.0 16.8 64.5 80.7 96.2: 19.3 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 : 113: 58 17 3 11 27 72 45:
Old : 113: 58 17 3 11 27 72 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 : 24.1 37.0 38.0 55.1 24.1 37.0 38.0 55.1
Old : 24.1 37.0 38.0 55.1 24.1 37.0 38.0 55.1
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, August 9, 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 : 12,343: 8,655 725 8 1,170 10,373 9,833 11,106: 2,510 1,238
Old : 12,343: 8,655 725 8 1,170 10,373 9,833 11,106: 2,510 1,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,402: 1,077 -102 0 212 1,280 1,289 1,178: 113 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 5.9 0.1 9.5 84.0 79.7 90.0: 20.3 10.0
Old : 100.0: 70.1 5.9 0.1 9.5 84.0 79.7 90.0: 20.3 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 : 57: 27 7 1 7 20 34 28:
Old : 57: 27 7 1 7 20 34 28:
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 : 33.4 48.0 46.9 68.8 33.4 47.6 46.5 68.5
Old : 33.4 48.0 46.9 68.8 33.4 47.6 46.5 68.5
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, August 2, 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 : 10,941: 7,578 827 8 958 9,093 8,544 9,928: 2,397 1,014
Old : 10,941: 7,578 827 8 958 9,093 8,544 9,928: 2,397 1,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,125: 2,002 65 -1 -93 1,933 1,908 1,997: 217 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 7.6 0.1 8.8 83.1 78.1 90.7: 21.9 9.3
Old : 100.0: 69.3 7.6 0.1 8.8 83.1 78.1 90.7: 21.9 9.3
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 : 57: 26 8 1 5 21 31 30:
Old : 57: 26 8 1 5 21 31 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 : 33.6 47.1 48.3 66.4 33.6 46.7 47.5 66.0
Old : 33.6 47.1 48.3 66.4 33.6 46.7 47.5 66.0
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, August 9, 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 : 189,985: 48,983 9,485 27,478 94,357 140,751 170,818 177,714: 19,168 12,272
Old : 189,985: 48,983 9,485 27,478 94,357 140,751 170,818 177,714: 19,168 12,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 8,738: 4,320 -2,194 3,137 1,139 5,610 8,596 6,553: 142 2,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 5.0 14.5 49.7 74.1 89.9 93.5: 10.1 6.5
Old : 100.0: 25.8 5.0 14.5 49.7 74.1 89.9 93.5: 10.1 6.5
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 : 175: 61 22 41 75 77 157 122:
Old : 175: 61 22 41 75 77 157 122:
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 : 20.6 20.7 33.4 34.6 13.3 13.6 21.7 23.1
Old : 20.6 20.7 33.4 34.6 13.3 13.6 21.7 23.1
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, August 2, 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 : 181,247: 44,663 11,679 24,341 93,217 135,141 162,222 171,161: 19,026 10,086
Old : 181,247: 44,663 11,679 24,341 93,217 135,141 162,222 171,161: 19,026 10,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2005 :
: 2,622: 5,716 545 1,782 -4,955 1,588 2,543 3,916: 79 -1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 6.4 13.4 51.4 74.6 89.5 94.4: 10.5 5.6
Old : 100.0: 24.6 6.4 13.4 51.4 74.6 89.5 94.4: 10.5 5.6
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 : 161: 57 19 38 67 74 141 117:
Old : 161: 57 19 38 67 74 141 117:
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 19.8 34.3 32.9 13.8 13.0 23.4 22.9
Old : 21.4 19.8 34.3 32.9 13.8 13.0 23.4 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2005