WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 288,449: 40,589 82,472 39,306 183,436 129,523 263,330 251,300: 25,119 37,149
Old : 274,495: 40,124 81,415 35,438 175,228 124,527 250,790 241,380: 23,705 33,115
Other: 13,954: 3,891 4,483 441 8,208 4,996 12,540 9,920: 1,414 4,034
: : :
: : Changes in Commitments from: August 23, 2005 :
: -17,495: -3,180 3,256 -8,446 573 -8,522 -11,053 -13,712: -6,442 -3,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 28.6 13.6 63.6 44.9 91.3 87.1: 8.7 12.9
Old : 100.0: 14.6 29.7 12.9 63.8 45.4 91.4 87.9: 8.6 12.1
Other: 100.0: 27.9 32.1 3.2 58.8 35.8 89.9 71.1: 10.1 28.9
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 72 111 71 49 57 163 207:
Old : 264: 73 113 67 47 56 157 206:
Other: 82: 19 22 14 12 35 42 61:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 28.7 47.5 36.1 32.1 22.9 45.4 28.4
Old : 33.7 30.0 49.0 36.9 33.7 25.3 47.6 31.9
Other: 46.2 36.9 67.3 46.8 46.2 36.7 65.3 45.1
WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 305,944: 43,769 79,216 47,752 182,863 138,045 274,383 265,012: 31,561 40,932
Old : 293,038: 43,193 76,910 45,216 174,452 133,597 262,861 255,723: 30,177 37,315
Other: 12,906: 2,826 4,556 286 8,411 4,447 11,522 9,289: 1,384 3,617
: : :
: : Changes in Commitments from: August 16, 2005 :
: 8,700: -2,208 -3,386 4,985 736 6,511 3,513 8,110: 5,187 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 25.9 15.6 59.8 45.1 89.7 86.6: 10.3 13.4
Old : 100.0: 14.7 26.2 15.4 59.5 45.6 89.7 87.3: 10.3 12.7
Other: 100.0: 21.9 35.3 2.2 65.2 34.5 89.3 72.0: 10.7 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 83 102 74 50 56 171 202:
Old : 263: 82 104 72 49 56 168 202:
Other: 74: 16 20 9 11 34 35 55:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.9 43.3 35.8 30.0 22.1 41.4 27.2
Old : 31.3 30.1 44.4 36.7 31.3 24.8 43.2 30.4
Other: 50.5 34.4 69.9 45.2 50.4 34.3 67.7 44.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 885,617: 123,487 127,938 144,123 471,410 401,990 739,021 674,052: 146,596 211,566
Old : 25,175: 10,005 2,456 190 4,166 12,192 14,361 14,838: 10,814 10,337
Other: 860,442: 123,635 135,635 133,781 467,244 389,798 724,660 659,214: 135,782 201,229
: : :
: : Changes in Commitments from: August 23, 2005 :
: -54,346: -954 11,878 -28,842 -11,425 -34,304 -41,221 -51,268: -13,125 -3,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.4 16.3 53.2 45.4 83.4 76.1: 16.6 23.9
Old : 100.0: 39.7 9.8 0.8 16.5 48.4 57.0 58.9: 43.0 41.1
Other: 100.0: 14.4 15.8 15.5 54.3 45.3 84.2 76.6: 15.8 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 158 116 159 216 237 439 462:
Old : 137: 35 18 1 35 58 70 77:
Other: 579: 149 136 149 206 234 422 456:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 16.4 28.9 21.4 19.4 14.1 27.0 18.5
Old : 12.2 23.5 21.2 36.1 9.3 19.2 17.8 31.2
Other: 20.4 16.3 29.7 21.4 20.0 14.3 27.8 18.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 939,963: 124,442 116,060 172,966 482,835 436,294 780,242 725,320: 159,721 214,644
Old : 127,338: 13,754 19,935 31,502 50,739 53,448 95,995 104,884: 31,343 22,454
Other: 812,625: 129,322 114,760 122,829 432,096 382,846 684,248 620,435: 128,378 192,190
: : :
: : Changes in Commitments from: August 16, 2005 :
: 6,568: 792 23,713 -4,285 -3,173 -2,412 -6,666 17,017: 13,234 -10,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.3 18.4 51.4 46.4 83.0 77.2: 17.0 22.8
Old : 100.0: 10.8 15.7 24.7 39.8 42.0 75.4 82.4: 24.6 17.6
Other: 100.0: 15.9 14.1 15.1 53.2 47.1 84.2 76.3: 15.8 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 158 119 156 248 248 466 466:
Old : 364: 65 66 73 172 136 276 237:
Other: 571: 152 118 139 200 241 407 446:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 16.5 27.0 21.4 18.2 13.0 24.8 17.1
Old : 11.5 21.7 18.8 31.6 10.3 19.0 15.4 26.0
Other: 21.7 16.4 30.7 21.8 20.7 14.2 28.6 18.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 7,226: 2,417 497 568 1,914 4,407 4,899 5,472: 2,327 1,754
Old : 7,224: 2,417 497 568 1,913 4,406 4,898 5,471: 2,326 1,753
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: August 23, 2005 :
: -74: -401 221 -57 505 -492 46 -328: -120 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 6.9 7.9 26.5 61.0 67.8 75.7: 32.2 24.3
Old : 100.0: 33.5 6.9 7.9 26.5 61.0 67.8 75.7: 32.2 24.3
Other: 100.0: 0.0 0.0 0.0 50.0 50.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 6 5 12 14 25 23:
Old : 35: 11 6 5 12 14 25 23:
Other: 1: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.3 46.2 53.1 28.1 37.5 44.0 49.9
Old : 28.1 38.3 46.2 53.1 28.1 37.5 44.0 49.9
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 7,300: 2,818 276 625 1,410 4,898 4,853 5,800: 2,447 1,500
Old : 7,298: 2,818 276 625 1,409 4,897 4,852 5,799: 2,446 1,499
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: August 16, 2005 :
: -57: -108 171 15 156 -224 63 -38: -120 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 3.8 8.6 19.3 67.1 66.5 79.5: 33.5 20.5
Old : 100.0: 38.6 3.8 8.6 19.3 67.1 66.5 79.5: 33.5 20.5
Other: 100.0: 0.0 0.0 0.0 50.0 50.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 6 5 12 14 28 22:
Old : 37: 13 6 5 12 14 28 22:
Other: 1: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 42.1 42.2 58.5 25.2 39.5 38.3 51.6
Old : 25.5 42.1 42.2 58.5 25.2 39.5 38.3 51.6
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 322,510: 49,255 28,995 59,228 150,214 149,535 258,697 237,757: 63,813 84,753
Old : 316,550: 49,277 29,487 56,366 148,454 147,637 254,097 233,490: 62,453 83,060
Other: 5,961: 2,809 2,339 31 1,760 1,898 4,600 4,268: 1,361 1,693
: : :
: : Changes in Commitments from: August 23, 2005 :
: -28,856: -3,032 983 -15,844 -5,945 -13,588 -24,821 -28,449: -4,035 -407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 9.0 18.4 46.6 46.4 80.2 73.7: 19.8 26.3
Old : 100.0: 15.6 9.3 17.8 46.9 46.6 80.3 73.8: 19.7 26.2
Other: 100.0: 47.1 39.2 0.5 29.5 31.8 77.2 71.6: 22.8 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 88 102 127 106 128 273 289:
Old : 349: 90 101 124 105 126 270 285:
Other: 92: 7 23 3 11 54 21 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 18.6 29.8 27.2 19.5 12.2 26.5 17.3
Old : 20.5 18.8 30.2 27.6 19.8 12.4 27.0 17.6
Other: 58.6 36.4 69.9 51.2 58.6 36.4 69.9 51.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 351,366: 52,288 28,012 75,071 156,159 163,123 283,518 266,206: 67,848 85,160
Old : 345,603: 52,187 28,161 72,161 154,864 161,682 279,212 262,003: 66,391 83,600
Other: 5,763: 2,980 2,731 31 1,295 1,441 4,306 4,203: 1,457 1,560
: : :
: : Changes in Commitments from: August 16, 2005 :
: -2,696: -6,975 2,847 1,353 2,773 -5,873 -2,849 -1,673: 153 -1,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 8.0 21.4 44.4 46.4 80.7 75.8: 19.3 24.2
Old : 100.0: 15.1 8.1 20.9 44.8 46.8 80.8 75.8: 19.2 24.2
Other: 100.0: 51.7 47.4 0.5 22.5 25.0 74.7 72.9: 25.3 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 112 106 149 110 126 304 312:
Old : 377: 112 108 148 110 125 303 311:
Other: 92: 9 25 3 7 52 19 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 20.7 30.0 29.1 18.2 12.1 25.0 16.7
Old : 21.2 20.9 30.2 29.4 18.5 12.3 25.4 17.0
Other: 57.1 38.0 70.3 51.7 57.1 38.0 70.2 51.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 147,330: 19,283 21,997 24,554 85,746 86,631 129,583 133,181: 17,747 14,149
Old : 6,849: 2,903 431 100 2,673 5,391 5,676 5,922: 1,173 927
Other: 140,481: 18,974 24,160 21,860 83,073 81,240 123,907 127,259: 16,574 13,222
: : :
: : Changes in Commitments from: August 23, 2005 :
: -2,012: 1,544 -126 -4,333 4,828 4,660 2,039 200: -4,051 -2,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 14.9 16.7 58.2 58.8 88.0 90.4: 12.0 9.6
Old : 100.0: 42.4 6.3 1.5 39.0 78.7 82.9 86.5: 17.1 13.5
Other: 100.0: 13.5 17.2 15.6 59.1 57.8 88.2 90.6: 11.8 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 28 46 39 48 42 107 107:
Old : 41: 14 3 1 9 15 24 18:
Other: 142: 29 51 34 48 42 102 107:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 31.2 35.9 40.9 22.6 24.4 33.9 33.0
Old : 32.7 43.1 52.0 67.6 32.7 43.1 52.0 67.6
Other: 24.4 32.3 37.3 42.4 23.3 25.5 35.2 34.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 149,342: 17,739 22,123 28,887 80,917 81,971 127,544 132,981: 21,798 16,361
Old : 21,767: 5,651 3,821 5,405 8,375 11,153 19,431 20,379: 2,336 1,388
Other: 127,575: 15,647 21,861 19,923 72,543 70,818 108,113 112,602: 19,462 14,973
: : :
: : Changes in Commitments from: August 16, 2005 :
: -1,900: -2,267 190 -788 -1,319 -3,492 -4,374 -4,090: 2,474 2,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 14.8 19.3 54.2 54.9 85.4 89.0: 14.6 11.0
Old : 100.0: 26.0 17.6 24.8 38.5 51.2 89.3 93.6: 10.7 6.4
Other: 100.0: 12.3 17.1 15.6 56.9 55.5 84.7 88.3: 15.3 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 30 42 35 51 44 104 105:
Old : 75: 16 18 10 27 28 49 50:
Other: 137: 34 40 32 49 42 99 102:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 29.3 32.7 39.9 21.6 22.5 30.2 31.1
Old : 34.0 35.7 50.8 52.4 28.8 31.7 38.5 41.8
Other: 25.4 30.1 35.9 40.3 24.4 23.6 32.8 33.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 778,212: 87,841 54,639 113,259 455,390 461,799 656,490 629,698: 121,722 148,514
Old : 778,212: 87,841 54,639 113,259 455,390 461,799 656,490 629,698: 121,722 148,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -40,803: -15,384 -4,095 -15,108 24,607 25,438 -5,885 6,235: -34,918 -47,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 7.0 14.6 58.5 59.3 84.4 80.9: 15.6 19.1
Old : 100.0: 11.3 7.0 14.6 58.5 59.3 84.4 80.9: 15.6 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 37 27 45 72 85 128 140:
Old : 167: 37 27 45 72 85 128 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 17.4 32.3 25.9 16.1 11.3 21.5 17.9
Old : 24.8 17.4 32.3 25.9 16.1 11.3 21.5 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 819,015: 103,225 58,734 128,367 430,783 436,361 662,375 623,463: 156,640 195,552
Old : 819,015: 103,225 58,734 128,367 430,783 436,361 662,375 623,463: 156,640 195,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 17,064: 19,718 2,886 -7,225 -5,374 16,035 7,118 11,695: 9,945 5,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 7.2 15.7 52.6 53.3 80.9 76.1: 19.1 23.9
Old : 100.0: 12.6 7.2 15.7 52.6 53.3 80.9 76.1: 19.1 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 41 24 43 71 84 127 136:
Old : 166: 41 24 43 71 84 127 136:
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 : 20.2 13.6 28.2 22.1 17.8 9.5 22.8 15.1
Old : 20.2 13.6 28.2 22.1 17.8 9.5 22.8 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 125,528: 14,425 7,779 20,719 64,024 77,810 99,168 106,308: 26,360 19,220
Old : 8,769: 3,244 68 0 3,087 6,128 6,331 6,196: 2,438 2,573
Other: 116,759: 13,720 10,250 18,180 60,937 71,682 92,837 100,112: 23,922 16,647
: : :
: : Changes in Commitments from: August 23, 2005 :
: 1,599: -528 647 -437 5,113 7 4,148 217: -2,549 1,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 6.2 16.5 51.0 62.0 79.0 84.7: 21.0 15.3
Old : 100.0: 37.0 0.8 0.0 35.2 69.9 72.2 70.7: 27.8 29.3
Other: 100.0: 11.8 8.8 15.6 52.2 61.4 79.5 85.7: 20.5 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 30 28 33 46 43 98 92:
Old : 41: 11 2 0 13 16 24 18:
Other: 122: 28 35 31 45 43 95 92:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.2 29.4 46.4 13.3 28.3 20.7 36.2
Old : 27.6 52.0 46.1 62.8 27.6 52.0 46.1 62.8
Other: 21.0 34.6 31.4 46.2 15.7 30.5 23.8 39.1
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 123,929: 14,953 7,132 21,156 58,911 77,803 95,020 106,091: 28,909 17,838
Old : 18,673: 4,506 1,065 1,737 7,416 12,340 13,659 15,141: 5,015 3,532
Other: 105,255: 13,454 9,074 16,412 51,495 65,463 81,361 90,950: 23,894 14,305
: : :
: : Changes in Commitments from: August 16, 2005 :
: 3,661: -349 1,368 117 3,712 1,903 3,481 3,389: 180 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 5.8 17.1 47.5 62.8 76.7 85.6: 23.3 14.4
Old : 100.0: 24.1 5.7 9.3 39.7 66.1 73.1 81.1: 26.9 18.9
Other: 100.0: 12.8 8.6 15.6 48.9 62.2 77.3 86.4: 22.7 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 38 23 33 52 50 106 96:
Old : 76: 20 10 11 31 28 54 46:
Other: 123: 32 31 31 47 45 99 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 34.0 26.5 46.1 12.0 30.2 18.1 37.9
Old : 18.2 36.9 31.7 54.5 18.2 31.8 29.7 48.5
Other: 20.4 34.7 28.7 46.7 15.3 33.0 22.8 41.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 7,578: 2,827 1,416 1,325 2,082 3,180 6,234 5,921: 1,344 1,657
Old : 7,578: 2,827 1,416 1,325 2,082 3,180 6,234 5,921: 1,344 1,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 118: 72 120 104 104 291 280 515: -162 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 18.7 17.5 27.5 42.0 82.3 78.1: 17.7 21.9
Old : 100.0: 37.3 18.7 17.5 27.5 42.0 82.3 78.1: 17.7 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 : 52: 18 10 11 15 17 38 33:
Old : 52: 18 10 11 15 17 38 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 : 33.2 31.4 48.3 49.4 33.2 30.1 45.1 40.7
Old : 33.2 31.4 48.3 49.4 33.2 30.1 45.1 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 7,460: 2,755 1,296 1,221 1,978 2,890 5,954 5,407: 1,506 2,053
Old : 7,460: 2,755 1,296 1,221 1,978 2,890 5,954 5,407: 1,506 2,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -167: 13 -0 -121 -52 -164 -161 -286: -6 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 17.4 16.4 26.5 38.7 79.8 72.5: 20.2 27.5
Old : 100.0: 36.9 17.4 16.4 26.5 38.7 79.8 72.5: 20.2 27.5
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 : 48: 18 8 10 15 15 36 30:
Old : 48: 18 8 10 15 15 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 30.5 48.3 47.8 32.7 29.4 45.5 39.9
Old : 32.8 30.5 48.3 47.8 32.7 29.4 45.5 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 375,745: 109,030 87,169 10,353 203,806 168,886 323,189 266,408: 52,556 109,337
Old : 375,745: 109,030 87,169 10,353 203,806 168,886 323,189 266,408: 52,556 109,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 1,453: 7,238 28 7,486 -15,969 -3,774 -1,245 3,740: 2,698 -2,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 23.2 2.8 54.2 44.9 86.0 70.9: 14.0 29.1
Old : 100.0: 29.0 23.2 2.8 54.2 44.9 86.0 70.9: 14.0 29.1
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 : 108: 14 28 9 47 48 67 79:
Old : 108: 14 28 9 47 48 67 79:
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 : 26.7 15.1 43.0 23.6 26.7 14.4 42.4 22.7
Old : 26.7 15.1 43.0 23.6 26.7 14.4 42.4 22.7
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 Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 374,293: 101,792 87,141 2,867 219,775 172,660 324,434 262,668: 49,859 111,625
Old : 374,293: 101,792 87,141 2,867 219,775 172,660 324,434 262,668: 49,859 111,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,851: -2,435 -14,522 1,736 4,305 13,229 3,606 443: -1,755 1,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 23.3 0.8 58.7 46.1 86.7 70.2: 13.3 29.8
Old : 100.0: 27.2 23.3 0.8 58.7 46.1 86.7 70.2: 13.3 29.8
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 : 110: 16 22 3 48 49 65 73:
Old : 110: 16 22 3 48 49 65 73:
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 : 27.8 15.6 43.8 24.9 27.8 14.7 43.8 23.6
Old : 27.8 15.6 43.8 24.9 27.8 14.7 43.8 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 2,286,840: 308,869 345,830 365,631 1,356,221 1,197,191 2,030,721 1,908,652: 256,119 378,188
Old : 2,286,840: 308,869 345,830 365,631 1,356,221 1,197,191 2,030,721 1,908,652: 256,119 378,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -345,009: -67,011 -16,909 -94,539 -195,829 -168,100 -357,380 -279,549: 12,371 -65,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 15.1 16.0 59.3 52.4 88.8 83.5: 11.2 16.5
Old : 100.0: 13.5 15.1 16.0 59.3 52.4 88.8 83.5: 11.2 16.5
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 : 264: 50 69 72 100 124 190 229:
Old : 264: 50 69 72 100 124 190 229:
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 : 38.2 18.6 46.1 27.2 35.9 17.7 40.6 23.0
Old : 38.2 18.6 46.1 27.2 35.9 17.7 40.6 23.0
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 Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 2,631,849: 375,880 362,740 460,171 1,552,050 1,365,291 2,388,101 2,188,201: 243,748 443,647
Old : 2,631,849: 375,880 362,740 460,171 1,552,050 1,365,291 2,388,101 2,188,201: 243,748 443,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -129,109: -57,991 -9,346 -4,635 -47,317 -90,036 -109,943 -104,016: -19,166 -25,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 13.8 17.5 59.0 51.9 90.7 83.1: 9.3 16.9
Old : 100.0: 14.3 13.8 17.5 59.0 51.9 90.7 83.1: 9.3 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 : 274: 44 75 76 112 137 201 247:
Old : 274: 44 75 76 112 137 201 247:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 18.6 47.4 28.3 31.1 15.9 37.5 20.0
Old : 33.3 18.6 47.4 28.3 31.1 15.9 37.5 20.0
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 Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 1,553,589: 136,225 357,387 138,155 1,120,560 774,378 1,394,940 1,269,920: 158,649 283,669
Old : 1,553,589: 136,225 357,387 138,155 1,120,560 774,378 1,394,940 1,269,920: 158,649 283,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -158,176: -19,335 -23,984 -57,291 -83,512 -56,095 -160,138 -137,370: 1,963 -20,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 23.0 8.9 72.1 49.8 89.8 81.7: 10.2 18.3
Old : 100.0: 8.8 23.0 8.9 72.1 49.8 89.8 81.7: 10.2 18.3
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 : 177: 35 45 41 70 82 125 149:
Old : 177: 35 45 41 70 82 125 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 21.0 49.1 31.4 31.4 18.4 41.7 26.3
Old : 35.0 21.0 49.1 31.4 31.4 18.4 41.7 26.3
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 Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 1,711,765: 155,560 381,371 195,446 1,204,071 830,473 1,555,078 1,407,291: 156,687 304,474
Old : 1,711,765: 155,560 381,371 195,446 1,204,071 830,473 1,555,078 1,407,291: 156,687 304,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -107,354: -7,343 -18,330 -27,115 -71,987 -38,480 -106,445 -83,925: -908 -23,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 22.3 11.4 70.3 48.5 90.8 82.2: 9.2 17.8
Old : 100.0: 9.1 22.3 11.4 70.3 48.5 90.8 82.2: 9.2 17.8
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 : 185: 34 48 45 75 94 133 163:
Old : 185: 34 48 45 75 94 133 163:
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 18.3 46.4 29.2 29.8 17.7 40.4 25.0
Old : 33.5 18.3 46.4 29.2 29.8 17.7 40.4 25.0
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 Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 693,117: 136,143 44,849 286,547 216,434 330,179 639,124 661,576: 53,993 31,541
Old : 693,117: 136,143 44,849 286,547 216,434 330,179 639,124 661,576: 53,993 31,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 56,226: 16,654 4,502 21,132 17,006 27,352 54,791 52,986: 1,435 3,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 6.5 41.3 31.2 47.6 92.2 95.4: 7.8 4.6
Old : 100.0: 19.6 6.5 41.3 31.2 47.6 92.2 95.4: 7.8 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 : 128: 38 26 45 58 43 118 93:
Old : 128: 38 26 45 58 43 118 93:
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 : 37.3 34.6 49.7 51.9 14.8 21.2 19.6 29.4
Old : 37.3 34.6 49.7 51.9 14.8 21.2 19.6 29.4
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 Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 636,891: 119,489 40,347 265,416 199,428 302,827 584,332 608,590: 52,558 28,301
Old : 636,891: 119,489 40,347 265,416 199,428 302,827 584,332 608,590: 52,558 28,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 30,898: -3,038 145 14,318 22,903 23,540 34,183 38,002: -3,285 -7,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 6.3 41.7 31.3 47.5 91.7 95.6: 8.3 4.4
Old : 100.0: 18.8 6.3 41.7 31.3 47.5 91.7 95.6: 8.3 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 : 119: 32 28 42 52 44 106 92:
Old : 119: 32 28 42 52 44 106 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 : 36.8 34.4 48.6 49.2 16.5 19.6 21.3 26.2
Old : 36.8 34.4 48.6 49.2 16.5 19.6 21.3 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 31,588: 6,849 6,205 428 15,871 18,136 23,148 24,769: 8,440 6,819
Old : 31,588: 6,849 6,205 428 15,871 18,136 23,148 24,769: 8,440 6,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -782: -1,011 183 -29 -609 -869 -1,650 -715: 868 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 19.6 1.4 50.2 57.4 73.3 78.4: 26.7 21.6
Old : 100.0: 21.7 19.6 1.4 50.2 57.4 73.3 78.4: 26.7 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 11 12 7 18 12 33 27:
Old : 51: 11 12 7 18 12 33 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 : 32.2 45.5 46.9 60.8 32.2 44.7 46.9 59.4
Old : 32.2 45.5 46.9 60.8 32.2 44.7 46.9 59.4
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 Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 32,371: 7,860 6,021 458 16,480 19,006 24,798 25,484: 7,573 6,886
Old : 32,371: 7,860 6,021 458 16,480 19,006 24,798 25,484: 7,573 6,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -873: -673 -279 -278 -64 438 -1,016 -119: 142 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 18.6 1.4 50.9 58.7 76.6 78.7: 23.4 21.3
Old : 100.0: 24.3 18.6 1.4 50.9 58.7 76.6 78.7: 23.4 21.3
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 : 59: 14 14 7 20 13 38 30:
Old : 59: 14 14 7 20 13 38 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 : 29.9 44.8 44.4 60.4 29.9 44.0 44.4 59.0
Old : 29.9 44.8 44.4 60.4 29.9 44.0 44.4 59.0
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 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 73,527: 11,964 34,903 3,638 49,587 20,637 65,189 59,178: 8,339 14,349
Old : 73,527: 11,964 34,903 3,638 49,587 20,637 65,189 59,178: 8,339 14,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 4,358: 37 -1,186 582 7,391 3,508 8,011 2,904: -3,653 1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 47.5 4.9 67.4 28.1 88.7 80.5: 11.3 19.5
Old : 100.0: 16.3 47.5 4.9 67.4 28.1 88.7 80.5: 11.3 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 19 33 15 19 16 48 54:
Old : 82: 19 33 15 19 16 48 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 31.5 68.0 42.6 60.9 30.2 67.7 40.2
Old : 60.9 31.5 68.0 42.6 60.9 30.2 67.7 40.2
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 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 69,169: 11,927 36,089 3,056 42,196 17,129 57,178 56,274: 11,991 12,895
Old : 69,169: 11,927 36,089 3,056 42,196 17,129 57,178 56,274: 11,991 12,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -131: 348 -3,022 -207 -1,332 1,744 -1,191 -1,486: 1,061 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 52.2 4.4 61.0 24.8 82.7 81.4: 17.3 18.6
Old : 100.0: 17.2 52.2 4.4 61.0 24.8 82.7 81.4: 17.3 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 23 34 15 19 17 51 57:
Old : 86: 23 34 15 19 17 51 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 32.2 59.5 45.7 52.3 30.9 58.9 43.8
Old : 52.3 32.2 59.5 45.7 52.3 30.9 58.9 43.8
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 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 42,608: 3,126 4,518 1,843 36,260 34,374 41,229 40,735: 1,379 1,873
Old : 42,608: 3,126 4,518 1,843 36,260 34,374 41,229 40,735: 1,379 1,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -451: 877 -271 -430 -984 127 -537 -574: 86 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 10.6 4.3 85.1 80.7 96.8 95.6: 3.2 4.4
Old : 100.0: 7.3 10.6 4.3 85.1 80.7 96.8 95.6: 3.2 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 : 61: 9 16 4 22 21 33 39:
Old : 61: 9 16 4 22 21 33 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 : 50.3 54.6 68.1 75.2 44.2 42.8 57.2 58.6
Old : 50.3 54.6 68.1 75.2 44.2 42.8 57.2 58.6
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 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 43,059: 2,249 4,789 2,273 37,244 34,247 41,766 41,309: 1,293 1,750
Old : 43,059: 2,249 4,789 2,273 37,244 34,247 41,766 41,309: 1,293 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 4,724: -5 77 1,000 2,745 2,671 3,740 3,748: 984 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 11.1 5.3 86.5 79.5 97.0 95.9: 3.0 4.1
Old : 100.0: 5.2 11.1 5.3 86.5 79.5 97.0 95.9: 3.0 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 7 17 5 21 20 31 39:
Old : 59: 7 17 5 21 20 31 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 : 48.6 54.3 68.1 74.1 45.3 42.6 58.3 58.6
Old : 48.6 54.3 68.1 74.1 45.3 42.6 58.3 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 24,041: 1,189 2,435 2,183 15,245 12,344 18,616 16,961: 5,425 7,080
Old : 24,041: 1,189 2,435 2,183 15,245 12,344 18,616 16,961: 5,425 7,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 895: -274 45 49 491 631 266 725: 629 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 10.1 9.1 63.4 51.3 77.4 70.6: 22.6 29.4
Old : 100.0: 4.9 10.1 9.1 63.4 51.3 77.4 70.6: 22.6 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 : 40: 9 6 13 22 17 36 31:
Old : 40: 9 6 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 : 39.4 29.6 56.1 48.4 39.4 27.3 54.1 43.0
Old : 39.4 29.6 56.1 48.4 39.4 27.3 54.1 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 23,146: 1,463 2,390 2,133 14,753 11,713 18,350 16,236: 4,796 6,910
Old : 23,146: 1,463 2,390 2,133 14,753 11,713 18,350 16,236: 4,796 6,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 345: 66 264 -74 214 99 206 289: 140 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 10.3 9.2 63.7 50.6 79.3 70.1: 20.7 29.9
Old : 100.0: 6.3 10.3 9.2 63.7 50.6 79.3 70.1: 20.7 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 : 44: 11 8 15 22 17 39 34:
Old : 44: 11 8 15 22 17 39 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 29.0 56.0 47.7 39.3 26.6 54.0 42.1
Old : 39.3 29.0 56.0 47.7 39.3 26.6 54.0 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 109,296: 18,183 19,711 26,447 49,310 29,930 93,940 76,088: 15,356 33,208
Old : 63,842: 16,278 36,298 2,722 38,991 10,671 57,991 49,691: 5,851 14,151
Other: 45,454: 20,643 2,151 4,986 10,320 19,259 35,949 26,397: 9,505 19,057
: : :
: : Changes in Commitments from: August 23, 2005 :
: 6,720: 2,681 -203 2,933 1,907 1,940 7,521 4,670: -801 2,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 18.0 24.2 45.1 27.4 86.0 69.6: 14.0 30.4
Old : 100.0: 25.5 56.9 4.3 61.1 16.7 90.8 77.8: 9.2 22.2
Other: 100.0: 45.4 4.7 11.0 22.7 42.4 79.1 58.1: 20.9 41.9
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 41 46 54 30 34 115 101:
Old : 143: 39 56 18 22 31 74 92:
Other: 102: 45 13 23 24 27 79 55:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.7 39.4 30.2 27.4 14.2 38.4 22.2
Old : 42.8 29.5 60.5 41.2 42.8 29.5 60.5 41.2
Other: 23.1 20.7 40.1 28.3 21.4 20.0 37.5 27.4
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 102,576: 15,502 19,914 23,514 47,403 27,990 86,419 71,418: 16,157 31,158
Old : 62,648: 13,755 34,376 2,685 39,136 11,087 55,577 48,148: 7,070 14,500
Other: 39,928: 17,807 1,599 4,769 8,266 16,902 30,842 23,270: 9,087 16,659
: : :
: : Changes in Commitments from: August 16, 2005 :
: 7,617: 1,223 -1,574 3,390 -990 2,128 3,622 3,944: 3,995 3,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 19.4 22.9 46.2 27.3 84.2 69.6: 15.8 30.4
Old : 100.0: 22.0 54.9 4.3 62.5 17.7 88.7 76.9: 11.3 23.1
Other: 100.0: 44.6 4.0 11.9 20.7 42.3 77.2 58.3: 22.8 41.7
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 35 45 51 29 32 105 99:
Old : 131: 33 52 18 22 30 66 89:
Other: 91: 37 12 22 19 26 69 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.3 40.3 29.6 27.3 14.7 39.7 23.7
Old : 44.0 27.2 61.9 38.6 44.0 27.2 61.9 38.5
Other: 26.4 21.1 40.9 29.4 24.5 20.5 38.0 27.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 151,990: 35,093 35,154 20,478 76,732 62,380 132,303 118,013: 19,686 33,977
Old : 151,990: 35,093 35,154 20,478 76,732 62,380 132,303 118,013: 19,686 33,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2,855: 896 -2,052 565 3,321 1,073 4,782 -414: -1,927 3,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 23.1 13.5 50.5 41.0 87.0 77.6: 13.0 22.4
Old : 100.0: 23.1 23.1 13.5 50.5 41.0 87.0 77.6: 13.0 22.4
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 : 222: 44 63 52 70 92 144 186:
Old : 222: 44 63 52 70 92 144 186:
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 13.0 39.1 21.4 23.8 10.8 37.7 18.6
Old : 23.8 13.0 39.1 21.4 23.8 10.8 37.7 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 149,135: 34,196 37,206 19,914 73,411 61,307 127,521 118,427: 21,614 30,707
Old : 149,135: 34,196 37,206 19,914 73,411 61,307 127,521 118,427: 21,614 30,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,368: -382 -4,818 1,574 -2,167 3,444 -974 200: 3,342 2,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 24.9 13.4 49.2 41.1 85.5 79.4: 14.5 20.6
Old : 100.0: 22.9 24.9 13.4 49.2 41.1 85.5 79.4: 14.5 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 : 218: 42 66 52 68 90 140 186:
Old : 218: 42 66 52 68 90 140 186:
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 : 22.7 12.9 37.7 21.5 22.7 10.4 36.8 18.6
Old : 22.7 12.9 37.7 21.5 22.7 10.4 36.8 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 4,855: 993 1,904 278 1,215 712 2,487 2,894: 2,368 1,961
Old : 4,855: 993 1,904 278 1,215 712 2,487 2,894: 2,368 1,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 192: 81 73 -25 -35 110 22 158: 170 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 39.2 5.7 25.0 14.7 51.2 59.6: 48.8 40.4
Old : 100.0: 20.5 39.2 5.7 25.0 14.7 51.2 59.6: 48.8 40.4
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 : 50: 14 18 7 15 12 31 35:
Old : 50: 14 18 7 15 12 31 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 : 18.7 25.0 30.0 33.5 17.5 25.0 27.6 33.0
Old : 18.7 25.0 30.0 33.5 17.5 25.0 27.6 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 4,663: 912 1,831 303 1,250 603 2,465 2,736: 2,198 1,927
Old : 4,663: 912 1,831 303 1,250 603 2,465 2,736: 2,198 1,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 58: 14 479 -129 32 -121 -82 229: 140 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 39.3 6.5 26.8 12.9 52.9 58.7: 47.1 41.3
Old : 100.0: 19.6 39.3 6.5 26.8 12.9 52.9 58.7: 47.1 41.3
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 : 47: 12 17 6 16 11 29 33:
Old : 47: 12 17 6 16 11 29 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 : 19.1 24.8 31.2 33.1 17.6 24.8 28.0 32.0
Old : 19.1 24.8 31.2 33.1 17.6 24.8 28.0 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 29,277: 11,968 4,054 5,124 7,259 8,461 24,352 17,639: 4,925 11,638
Old : 29,277: 11,968 4,054 5,124 7,259 8,461 24,352 17,639: 4,925 11,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -4,186: 314 198 -2,005 -1,351 -954 -3,042 -2,762: -1,144 -1,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 13.8 17.5 24.8 28.9 83.2 60.2: 16.8 39.8
Old : 100.0: 40.9 13.8 17.5 24.8 28.9 83.2 60.2: 16.8 39.8
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 : 129: 46 20 34 37 34 105 75:
Old : 129: 46 20 34 37 34 105 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 26.7 27.7 33.3 16.4 25.4 26.4 29.4
Old : 16.6 26.7 27.7 33.3 16.4 25.4 26.4 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 33,463: 11,654 3,856 7,130 8,611 9,415 27,394 20,400: 6,069 13,063
Old : 33,463: 11,654 3,856 7,130 8,611 9,415 27,394 20,400: 6,069 13,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 35: 1,054 -94 320 -1,070 598 304 824: -270 -789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 11.5 21.3 25.7 28.1 81.9 61.0: 18.1 39.0
Old : 100.0: 34.8 11.5 21.3 25.7 28.1 81.9 61.0: 18.1 39.0
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 : 152: 44 29 38 53 52 123 99:
Old : 152: 44 29 38 53 52 123 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 22.8 26.6 30.5 14.9 18.7 23.4 22.4
Old : 16.3 22.8 26.6 30.5 14.9 18.7 23.4 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 119,639: 46,378 16,765 1,313 41,019 83,325 88,710 101,402: 30,929 18,236
Old : 119,639: 46,378 16,765 1,313 41,019 83,325 88,710 101,402: 30,929 18,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 4,020: 3,479 -913 -67 5,966 6,078 9,379 5,098: -5,359 -1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 14.0 1.1 34.3 69.6 74.1 84.8: 25.9 15.2
Old : 100.0: 38.8 14.0 1.1 34.3 69.6 74.1 84.8: 25.9 15.2
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 : 81: 28 12 5 27 26 57 41:
Old : 81: 28 12 5 27 26 57 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 : 21.8 32.0 34.8 52.2 19.3 31.3 30.3 49.3
Old : 21.8 32.0 34.8 52.2 19.3 31.3 30.3 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 115,619: 42,899 17,678 1,379 35,053 77,247 79,331 96,304: 36,288 19,315
Old : 115,619: 42,899 17,678 1,379 35,053 77,247 79,331 96,304: 36,288 19,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -1,419: -2,429 -870 84 2,153 -1,061 -191 -1,847: -1,228 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 15.3 1.2 30.3 66.8 68.6 83.3: 31.4 16.7
Old : 100.0: 37.1 15.3 1.2 30.3 66.8 68.6 83.3: 31.4 16.7
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 : 80: 26 13 4 24 28 52 43:
Old : 80: 26 13 4 24 28 52 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 : 20.5 30.7 33.9 49.1 20.5 30.6 33.7 48.8
Old : 20.5 30.7 33.9 49.1 20.5 30.6 33.7 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 68,264: 4,008 35,884 1 63,581 22,735 67,590 58,620: 674 9,644
Old : 68,264: 4,008 35,884 1 63,581 22,735 67,590 58,620: 674 9,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -252: 843 -4,825 -33 8,143 12,631 8,953 7,773: -9,205 -8,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 52.6 0.0 93.1 33.3 99.0 85.9: 1.0 14.1
Old : 100.0: 5.9 52.6 0.0 93.1 33.3 99.0 85.9: 1.0 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 20 1 10 12 13 33:
Old : 40: 3 20 1 10 12 13 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 : 71.5 36.9 93.3 54.7 69.1 27.9 77.7 43.4
Old : 71.5 36.9 93.3 54.7 69.1 27.9 77.7 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 68,516: 3,165 40,709 34 55,438 10,104 58,637 50,847: 9,879 17,669
Old : 68,516: 3,165 40,709 34 55,438 10,104 58,637 50,847: 9,879 17,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,106: -3,320 6,602 -373 6,610 -5,239 2,917 990: -1,811 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 59.4 0.0 80.9 14.7 85.6 74.2: 14.4 25.8
Old : 100.0: 4.6 59.4 0.0 80.9 14.7 85.6 74.2: 14.4 25.8
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 : 36: 2 19 1 8 10 11 29:
Old : 36: 2 19 1 8 10 11 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 : 73.4 36.9 84.4 49.3 73.4 36.8 82.6 49.2
Old : 73.4 36.9 84.4 49.3 73.4 36.8 82.6 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 70,842: 39,775 4,895 493 27,610 58,411 67,878 63,799: 2,964 7,043
Old : 70,842: 39,775 4,895 493 27,610 58,411 67,878 63,799: 2,964 7,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -10,662: -14,905 -4,370 73 8,073 -6,055 -6,759 -10,352: -3,903 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 6.9 0.7 39.0 82.5 95.8 90.1: 4.2 9.9
Old : 100.0: 56.1 6.9 0.7 39.0 82.5 95.8 90.1: 4.2 9.9
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 : 74: 36 13 3 16 14 53 29:
Old : 74: 36 13 3 16 14 53 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 : 33.9 71.3 54.0 82.1 33.5 70.8 53.2 81.3
Old : 33.9 71.3 54.0 82.1 33.5 70.8 53.2 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 81,504: 54,681 9,265 420 19,537 64,466 74,638 74,151: 6,867 7,353
Old : 81,504: 54,681 9,265 420 19,537 64,466 74,638 74,151: 6,867 7,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -17,591: -20,363 8,407 158 4,510 -27,709 -15,695 -19,144: -1,895 1,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 11.4 0.5 24.0 79.1 91.6 91.0: 8.4 9.0
Old : 100.0: 67.1 11.4 0.5 24.0 79.1 91.6 91.0: 8.4 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 : 81: 43 10 3 17 15 62 26:
Old : 81: 43 10 3 17 15 62 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 : 27.5 67.1 47.4 82.3 27.5 66.7 47.4 82.0
Old : 27.5 67.1 47.4 82.3 27.5 66.7 47.4 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 80,409: 18,368 20,861 684 45,467 47,813 64,520 69,358: 15,890 11,051
Old : 80,409: 18,368 20,861 684 45,467 47,813 64,520 69,358: 15,890 11,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2,581: -3,323 4,377 -150 10,282 5,469 6,809 9,696: -4,228 -7,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 25.9 0.9 56.5 59.5 80.2 86.3: 19.8 13.7
Old : 100.0: 22.8 25.9 0.9 56.5 59.5 80.2 86.3: 19.8 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 : 65: 14 16 3 21 25 36 43:
Old : 65: 14 16 3 21 25 36 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 : 34.9 29.8 51.3 45.0 22.3 24.8 35.2 35.2
Old : 34.9 29.8 51.3 45.0 22.3 24.8 35.2 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 77,829: 21,692 16,484 834 35,185 42,345 57,711 59,662: 20,118 18,167
Old : 77,829: 21,692 16,484 834 35,185 42,345 57,711 59,662: 20,118 18,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,701: 1,224 -1,724 58 647 6,130 1,929 4,464: -228 -2,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 21.2 1.1 45.2 54.4 74.2 76.7: 25.8 23.3
Old : 100.0: 27.9 21.2 1.1 45.2 54.4 74.2 76.7: 25.8 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 : 64: 15 14 4 18 26 35 42:
Old : 64: 15 14 4 18 26 35 42:
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 28.6 45.2 46.1 24.7 28.6 39.0 43.6
Old : 28.8 28.6 45.2 46.1 24.7 28.6 39.0 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 205,503: 5,985 56,282 5,341 178,894 126,666 190,219 188,289: 15,284 17,214
Old : 205,503: 5,985 56,282 5,341 178,894 126,666 190,219 188,289: 15,284 17,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 11,069: -1,272 15,171 -91 27,908 6,488 26,545 21,567: -15,476 -10,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 27.4 2.6 87.1 61.6 92.6 91.6: 7.4 8.4
Old : 100.0: 2.9 27.4 2.6 87.1 61.6 92.6 91.6: 7.4 8.4
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 : 90: 12 37 7 28 33 44 73:
Old : 90: 12 37 7 28 33 44 73:
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 40.5 71.5 54.2 36.5 25.9 50.7 33.8
Old : 47.8 40.5 71.5 54.2 36.5 25.9 50.7 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 194,434: 7,256 41,111 5,432 150,986 120,178 163,674 166,722: 30,760 27,712
Old : 194,434: 7,256 41,111 5,432 150,986 120,178 163,674 166,722: 30,760 27,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -628: -3,214 1,909 310 3,103 -2,008 198 211: -826 -839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 21.1 2.8 77.7 61.8 84.2 85.7: 15.8 14.3
Old : 100.0: 3.7 21.1 2.8 77.7 61.8 84.2 85.7: 15.8 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 12 31 8 28 33 45 67:
Old : 85: 12 31 8 28 33 45 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 : 49.4 42.7 67.0 53.4 36.5 29.3 50.3 37.3
Old : 49.4 42.7 67.0 53.4 36.5 29.3 50.3 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 181,380: 25,467 30,466 14,130 97,713 94,736 137,309 139,331: 44,071 42,049
Old : 181,380: 25,467 30,466 14,130 97,713 94,736 137,309 139,331: 44,071 42,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 9,482: 2,146 73 457 13,490 15,379 16,094 15,910: -6,612 -6,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 16.8 7.8 53.9 52.2 75.7 76.8: 24.3 23.2
Old : 100.0: 14.0 16.8 7.8 53.9 52.2 75.7 76.8: 24.3 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 33 33 27 30 31 74 80:
Old : 106: 33 33 27 30 31 74 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 32.6 41.2 42.6 18.9 18.4 28.9 26.5
Old : 27.0 32.6 41.2 42.6 18.9 18.4 28.9 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 171,898: 23,320 30,392 13,672 84,223 79,356 121,216 123,421: 50,683 48,477
Old : 171,898: 23,320 30,392 13,672 84,223 79,356 121,216 123,421: 50,683 48,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -3,894: -3,015 3,809 -48 3,508 -4,610 445 -849: -4,340 -3,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 17.7 8.0 49.0 46.2 70.5 71.8: 29.5 28.2
Old : 100.0: 13.6 17.7 8.0 49.0 46.2 70.5 71.8: 29.5 28.2
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 : 100: 28 36 26 28 26 69 75:
Old : 100: 28 36 26 28 26 69 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 30.5 39.9 40.3 21.8 19.8 32.0 28.0
Old : 27.6 30.5 39.9 40.3 21.8 19.8 32.0 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 9,410: 4,877 0 0 3,252 8,195 8,129 8,195: 1,281 1,215
Old : 9,410: 4,877 0 0 3,252 8,195 8,129 8,195: 1,281 1,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 406: 296 0 0 127 175 423 175: -17 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 0.0 0.0 34.6 87.1 86.4 87.1: 13.6 12.9
Old : 100.0: 51.8 0.0 0.0 34.6 87.1 86.4 87.1: 13.6 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 0 0 6 10 13 10:
Old : 20: 7 0 0 6 10 13 10:
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 : 65.7 68.2 79.8 83.9 61.4 68.2 75.5 80.5
Old : 65.7 68.2 79.8 83.9 61.4 68.2 75.5 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 :13,929,352: 837,988 1,062,073 4,263,318 7,691,431 6,808,430 12,792,737 12,133,821: 1,136,615 1,795,531
Old :13,929,352: 837,988 1,062,073 4,263,318 7,691,431 6,808,430 12,792,737 12,133,821: 1,136,615 1,795,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 443,751: 32,922 86,694 133,877 161,659 119,166 328,458 339,736: 115,293 104,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.6 30.6 55.2 48.9 91.8 87.1: 8.2 12.9
Old : 100.0: 6.0 7.6 30.6 55.2 48.9 91.8 87.1: 8.2 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 60 64 106 147 150 260 274:
Old : 290: 60 64 106 147 150 260 274:
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 15.1 34.7 24.2 19.0 6.3 25.3 10.3
Old : 20.2 15.1 34.7 24.2 19.0 6.3 25.3 10.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 :13,485,601: 805,066 975,379 4,129,441 7,529,772 6,689,264 12,464,279 11,794,085: 1,021,322 1,691,517
Old :13,485,601: 805,066 975,379 4,129,441 7,529,772 6,689,264 12,464,279 11,794,085: 1,021,322 1,691,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 278,738: 60,166 -33,708 92,298 102,748 232,543 255,212 291,133: 23,526 -12,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.2 30.6 55.8 49.6 92.4 87.5: 7.6 12.5
Old : 100.0: 6.0 7.2 30.6 55.8 49.6 92.4 87.5: 7.6 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 64 68 106 145 151 260 278:
Old : 294: 64 68 106 145 151 260 278:
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 15.7 35.4 24.5 19.0 6.2 24.9 10.1
Old : 20.3 15.7 35.4 24.5 19.0 6.2 24.9 10.1
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 Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 732,324: 51,283 62,680 48,557 481,594 513,763 581,433 625,000: 150,890 107,323
Old : 732,324: 51,283 62,680 48,557 481,594 513,763 581,433 625,000: 150,890 107,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 12,124: -1,193 6,403 7,597 -191 -4,179 6,213 9,821: 5,911 2,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 8.6 6.6 65.8 70.2 79.4 85.3: 20.6 14.7
Old : 100.0: 7.0 8.6 6.6 65.8 70.2 79.4 85.3: 20.6 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 57 39 59 92 66 174 139:
Old : 215: 57 39 59 92 66 174 139:
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 : 18.7 30.6 27.5 43.5 18.6 29.8 27.4 42.5
Old : 18.7 30.6 27.5 43.5 18.6 29.8 27.4 42.5
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 Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 720,199: 52,476 56,277 40,960 481,785 517,942 575,220 615,179: 144,979 105,020
Old : 720,199: 52,476 56,277 40,960 481,785 517,942 575,220 615,179: 144,979 105,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -11,001: -3,386 2,618 -6,094 1,318 -2,991 -8,162 -6,467: -2,839 -4,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 7.8 5.7 66.9 71.9 79.9 85.4: 20.1 14.6
Old : 100.0: 7.3 7.8 5.7 66.9 71.9 79.9 85.4: 20.1 14.6
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 : 207: 50 38 56 93 66 171 132:
Old : 207: 50 38 56 93 66 171 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 31.2 28.2 44.4 19.2 30.4 28.2 43.3
Old : 19.2 31.2 28.2 44.4 19.2 30.4 28.2 43.3
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 Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 1,137,483: 185,121 323,130 41,844 668,126 656,613 895,091 1,021,587: 242,392 115,896
Old : 1,137,483: 185,121 323,130 41,844 668,126 656,613 895,091 1,021,587: 242,392 115,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 20,888: -9,323 -994 6,377 45,743 7,732 42,796 13,115: -21,909 7,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 28.4 3.7 58.7 57.7 78.7 89.8: 21.3 10.2
Old : 100.0: 16.3 28.4 3.7 58.7 57.7 78.7 89.8: 21.3 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 50 59 36 60 69 131 143:
Old : 205: 50 59 36 60 69 131 143:
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 : 21.6 20.9 34.6 32.9 18.1 15.1 27.5 24.2
Old : 21.6 20.9 34.6 32.9 18.1 15.1 27.5 24.2
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 Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 1,116,596: 194,444 324,124 35,467 622,384 648,881 852,295 1,008,473: 264,300 108,123
Old : 1,116,596: 194,444 324,124 35,467 622,384 648,881 852,295 1,008,473: 264,300 108,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 40,091: -5,563 -13,658 7,344 36,880 19,272 38,661 12,957: 1,429 27,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 29.0 3.2 55.7 58.1 76.3 90.3: 23.7 9.7
Old : 100.0: 17.4 29.0 3.2 55.7 58.1 76.3 90.3: 23.7 9.7
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 : 197: 43 58 32 60 66 126 133:
Old : 197: 43 58 32 60 66 126 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 21.1 34.7 33.1 18.5 16.2 27.3 25.8
Old : 22.3 21.1 34.7 33.1 18.5 16.2 27.3 25.8
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 Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 12,834: 1,029 530 0 6,851 10,225 7,880 10,755: 4,954 2,079
Old : 12,834: 1,029 530 0 6,851 10,225 7,880 10,755: 4,954 2,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 503: -230 530 0 423 -330 193 200: 310 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 4.1 0.0 53.4 79.7 61.4 83.8: 38.6 16.2
Old : 100.0: 8.0 4.1 0.0 53.4 79.7 61.4 83.8: 38.6 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 1 0 16 14 18 15:
Old : 28: 2 1 0 16 14 18 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 : 26.9 36.8 42.7 62.5 26.5 36.8 39.8 61.8
Old : 26.9 36.8 42.7 62.5 26.5 36.8 39.8 61.8
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 Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 12,331: 1,259 0 0 6,428 10,555 7,687 10,555: 4,644 1,776
Old : 12,331: 1,259 0 0 6,428 10,555 7,687 10,555: 4,644 1,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 8: 206 0 0 -11 4 195 4: -187 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 0.0 52.1 85.6 62.3 85.6: 37.7 14.4
Old : 100.0: 10.2 0.0 0.0 52.1 85.6 62.3 85.6: 37.7 14.4
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 : 28: 3 0 0 15 15 18 15:
Old : 28: 3 0 0 15 15 18 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 : 28.0 38.3 44.2 65.0 27.3 37.9 41.2 63.9
Old : 28.0 38.3 44.2 65.0 27.3 37.9 41.2 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 34,496: 7,439 2,167 1 19,144 30,093 26,584 32,261: 7,912 2,235
Old : 34,496: 7,439 2,167 1 19,144 30,093 26,584 32,261: 7,912 2,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 1,401: 810 545 1 -479 1,165 332 1,711: 1,069 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 6.3 0.0 55.5 87.2 77.1 93.5: 22.9 6.5
Old : 100.0: 21.6 6.3 0.0 55.5 87.2 77.1 93.5: 22.9 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 : 39: 5 4 1 19 18 24 23:
Old : 39: 5 4 1 19 18 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 57.9 60.8 77.1 44.1 56.6 59.2 72.6
Old : 44.4 57.9 60.8 77.1 44.1 56.6 59.2 72.6
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 Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 33,095: 6,629 1,622 0 19,623 28,928 26,252 30,550: 6,843 2,545
Old : 33,095: 6,629 1,622 0 19,623 28,928 26,252 30,550: 6,843 2,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 698: -637 18 0 952 1,191 315 1,209: 383 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 4.9 0.0 59.3 87.4 79.3 92.3: 20.7 7.7
Old : 100.0: 20.0 4.9 0.0 59.3 87.4 79.3 92.3: 20.7 7.7
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 : 38: 4 4 0 16 20 20 24:
Old : 38: 4 4 0 16 20 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 55.7 65.4 75.6 49.0 55.7 64.8 71.2
Old : 49.3 55.7 65.4 75.6 49.0 55.7 64.8 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 58,564: 6,064 16,057 391 30,787 33,228 37,242 49,676: 21,322 8,888
Old : 58,564: 6,064 16,057 391 30,787 33,228 37,242 49,676: 21,322 8,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 1,113: -176 2,541 -19 -36 -1,458 -231 1,065: 1,343 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 27.4 0.7 52.6 56.7 63.6 84.8: 36.4 15.2
Old : 100.0: 10.4 27.4 0.7 52.6 56.7 63.6 84.8: 36.4 15.2
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 : 79: 10 20 2 32 30 44 50:
Old : 79: 10 20 2 32 30 44 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 : 22.8 30.5 33.3 48.0 21.3 25.9 30.5 41.6
Old : 22.8 30.5 33.3 48.0 21.3 25.9 30.5 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 57,451: 6,240 13,515 410 30,823 34,686 37,472 48,611: 19,979 8,840
Old : 57,451: 6,240 13,515 410 30,823 34,686 37,472 48,611: 19,979 8,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,879: -936 2,732 -10 1,364 40 419 2,762: 2,461 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 23.5 0.7 53.7 60.4 65.2 84.6: 34.8 15.4
Old : 100.0: 10.9 23.5 0.7 53.7 60.4 65.2 84.6: 34.8 15.4
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 : 80: 11 18 2 34 30 47 48:
Old : 80: 11 18 2 34 30 47 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 : 22.1 34.4 32.5 49.2 20.2 29.6 29.5 42.8
Old : 22.1 34.4 32.5 49.2 20.2 29.6 29.5 42.8
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 Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 335,402: 106,365 91,493 1,669 211,357 174,097 319,391 267,259: 16,011 68,142
Old : 335,402: 106,365 91,493 1,669 211,357 174,097 319,391 267,259: 16,011 68,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -2,788: -13,707 17,390 -1,036 15,967 -27,336 1,224 -10,982: -4,012 8,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 27.3 0.5 63.0 51.9 95.2 79.7: 4.8 20.3
Old : 100.0: 31.7 27.3 0.5 63.0 51.9 95.2 79.7: 4.8 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 : 202: 59 74 13 44 38 111 117:
Old : 202: 59 74 13 44 38 111 117:
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 : 42.2 26.3 58.3 35.7 32.1 14.4 45.5 21.5
Old : 42.2 26.3 58.3 35.7 32.1 14.4 45.5 21.5
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 Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 338,190: 120,072 74,103 2,705 195,390 201,433 318,167 278,241: 20,023 59,949
Old : 338,190: 120,072 74,103 2,705 195,390 201,433 318,167 278,241: 20,023 59,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 13,670: 3,344 -1,111 -77 10,407 6,560 13,674 5,372: -5 8,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 21.9 0.8 57.8 59.6 94.1 82.3: 5.9 17.7
Old : 100.0: 35.5 21.9 0.8 57.8 59.6 94.1 82.3: 5.9 17.7
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 : 199: 69 61 15 43 37 120 105:
Old : 199: 69 61 15 43 37 120 105:
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 : 39.6 31.6 55.0 42.8 28.9 18.4 39.8 27.2
Old : 39.6 31.6 55.0 42.8 28.9 18.4 39.8 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 62,581: 14,142 3,277 0 35,329 50,106 49,471 53,383: 13,110 9,198
Old : 62,581: 14,142 3,277 0 35,329 50,106 49,471 53,383: 13,110 9,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 1,076: -519 486 0 8,283 3,721 7,764 4,207: -6,689 -3,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 5.2 0.0 56.5 80.1 79.1 85.3: 20.9 14.7
Old : 100.0: 22.6 5.2 0.0 56.5 80.1 79.1 85.3: 20.9 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 10 4 0 17 16 27 20:
Old : 41: 10 4 0 17 16 27 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 : 39.7 43.9 56.5 68.3 33.5 38.3 47.6 57.3
Old : 39.7 43.9 56.5 68.3 33.5 38.3 47.6 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 61,505: 14,661 2,791 0 27,045 46,385 41,706 49,176: 19,799 12,329
Old : 61,505: 14,661 2,791 0 27,045 46,385 41,706 49,176: 19,799 12,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -13,522: -12,429 2,005 0 3,230 -18,782 -9,199 -16,777: -4,323 3,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 4.5 0.0 44.0 75.4 67.8 80.0: 32.2 20.0
Old : 100.0: 23.8 4.5 0.0 44.0 75.4 67.8 80.0: 32.2 20.0
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 : 42: 11 4 0 15 17 26 21:
Old : 42: 11 4 0 15 17 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 39.0 49.9 60.1 37.3 38.2 49.9 58.8
Old : 37.3 39.0 49.9 60.1 37.3 38.2 49.9 58.8
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 Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 37,224: 780 6,222 0 31,170 24,695 31,950 30,918: 5,274 6,306
Old : 37,224: 780 6,222 0 31,170 24,695 31,950 30,918: 5,274 6,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 1,108: 560 1,059 0 349 -513 909 546: 199 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 16.7 0.0 83.7 66.3 85.8 83.1: 14.2 16.9
Old : 100.0: 2.1 16.7 0.0 83.7 66.3 85.8 83.1: 14.2 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 : 58: 2 15 0 29 25 31 40:
Old : 58: 2 15 0 29 25 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 : 60.1 34.2 67.9 47.5 58.2 33.6 66.0 46.9
Old : 60.1 34.2 67.9 47.5 58.2 33.6 66.0 46.9
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 Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 36,116: 220 5,163 0 30,821 25,208 31,041 30,372: 5,075 5,744
Old : 36,116: 220 5,163 0 30,821 25,208 31,041 30,372: 5,075 5,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 4,102: 0 825 0 3,085 2,995 3,085 3,820: 1,017 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 14.3 0.0 85.3 69.8 85.9 84.1: 14.1 15.9
Old : 100.0: 0.6 14.3 0.0 85.3 69.8 85.9 84.1: 14.1 15.9
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: 1 12 0 30 26 31 38:
Old : 57: 1 12 0 30 26 31 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 : 58.7 35.3 68.3 48.9 56.7 35.3 66.4 48.9
Old : 58.7 35.3 68.3 48.9 56.7 35.3 66.4 48.9
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 Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 251,741: 15,951 53,618 2,519 221,105 183,839 239,575 239,976: 12,167 11,765
Old : 251,741: 15,951 53,618 2,519 221,105 183,839 239,575 239,976: 12,167 11,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 5,205: 3,701 5,795 311 -213 -715 3,799 5,390: 1,406 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 21.3 1.0 87.8 73.0 95.2 95.3: 4.8 4.7
Old : 100.0: 6.3 21.3 1.0 87.8 73.0 95.2 95.3: 4.8 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 : 131: 23 45 18 32 50 64 104:
Old : 131: 23 45 18 32 50 64 104:
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 : 60.0 37.3 70.1 53.7 56.3 32.9 64.3 46.7
Old : 60.0 37.3 70.1 53.7 56.3 32.9 64.3 46.7
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 Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 246,536: 12,250 47,823 2,208 221,317 184,554 235,776 234,585: 10,761 11,951
Old : 246,536: 12,250 47,823 2,208 221,317 184,554 235,776 234,585: 10,761 11,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 16,322: -685 941 -604 19,072 14,757 17,782 15,094: -1,460 1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 19.4 0.9 89.8 74.9 95.6 95.2: 4.4 4.8
Old : 100.0: 5.0 19.4 0.9 89.8 74.9 95.6 95.2: 4.4 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 16 42 10 35 51 57 97:
Old : 124: 16 42 10 35 51 57 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 : 60.9 38.0 71.3 54.5 57.2 33.2 65.4 47.6
Old : 60.9 38.0 71.3 54.5 57.2 33.2 65.4 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 55,032: 19,391 12,930 507 19,059 31,640 38,957 45,077: 16,075 9,955
Old : 55,032: 19,391 12,930 507 19,059 31,640 38,957 45,077: 16,075 9,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -2,611: -807 1,160 -404 -1,091 -527 -2,302 229: -309 -2,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 23.5 0.9 34.6 57.5 70.8 81.9: 29.2 18.1
Old : 100.0: 35.2 23.5 0.9 34.6 57.5 70.8 81.9: 29.2 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 21 20 4 21 24 44 46:
Old : 80: 21 20 4 21 24 44 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 : 18.8 40.7 33.0 52.8 16.1 40.7 29.2 50.9
Old : 18.8 40.7 33.0 52.8 16.1 40.7 29.2 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 57,643: 20,198 11,770 911 20,150 32,167 41,259 44,848: 16,384 12,795
Old : 57,643: 20,198 11,770 911 20,150 32,167 41,259 44,848: 16,384 12,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 6,897: 1,306 1,946 163 3,189 2,781 4,658 4,890: 2,239 2,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 20.4 1.6 35.0 55.8 71.6 77.8: 28.4 22.2
Old : 100.0: 35.0 20.4 1.6 35.0 55.8 71.6 77.8: 28.4 22.2
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 : 85: 26 18 4 22 24 51 44:
Old : 85: 26 18 4 22 24 51 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 : 17.9 36.2 30.4 47.4 15.6 36.2 27.3 45.4
Old : 17.9 36.2 30.4 47.4 15.6 36.2 27.3 45.4
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 Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 31,533: 6,556 1,889 179 19,178 11,367 25,913 13,435: 5,620 18,098
Old : 31,533: 6,556 1,889 179 19,178 11,367 25,913 13,435: 5,620 18,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 849: -732 998 -60 594 389 -198 1,327: 1,047 -478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 6.0 0.6 60.8 36.0 82.2 42.6: 17.8 57.4
Old : 100.0: 20.8 6.0 0.6 60.8 36.0 82.2 42.6: 17.8 57.4
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 : 34: 10 5 3 10 10 20 18:
Old : 34: 10 5 3 10 10 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 25.9 69.5 34.6 55.9 24.9 66.3 32.7
Old : 57.3 25.9 69.5 34.6 55.9 24.9 66.3 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 30,684: 7,288 891 239 18,584 10,978 26,111 12,108: 4,573 18,576
Old : 30,684: 7,288 891 239 18,584 10,978 26,111 12,108: 4,573 18,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,095: 689 623 239 1,107 1,541 2,035 2,403: 60 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 2.9 0.8 60.6 35.8 85.1 39.5: 14.9 60.5
Old : 100.0: 23.8 2.9 0.8 60.6 35.8 85.1 39.5: 14.9 60.5
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 : 31: 11 2 3 10 9 21 14:
Old : 31: 11 2 3 10 9 21 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 : 55.9 26.7 69.4 35.5 55.2 24.9 66.9 32.8
Old : 55.9 26.7 69.4 35.5 55.2 24.9 66.9 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 37,449: 1,710 3,070 45 18,619 25,155 20,374 28,270: 17,075 9,179
Old : 37,449: 1,710 3,070 45 18,619 25,155 20,374 28,270: 17,075 9,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -1,132: 457 568 45 -224 -216 278 397: -1,410 -1,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.2 0.1 49.7 67.2 54.4 75.5: 45.6 24.5
Old : 100.0: 4.6 8.2 0.1 49.7 67.2 54.4 75.5: 45.6 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 11 1 17 22 21 33:
Old : 40: 3 11 1 17 22 21 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 : 26.7 34.9 38.5 56.1 13.4 24.9 19.8 32.9
Old : 26.7 34.9 38.5 56.1 13.4 24.9 19.8 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 38,581: 1,253 2,502 0 18,843 25,371 20,096 27,873: 18,485 10,708
Old : 38,581: 1,253 2,502 0 18,843 25,371 20,096 27,873: 18,485 10,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,967: -965 0 0 2,418 1,131 1,453 1,131: 1,514 1,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 6.5 0.0 48.8 65.8 52.1 72.2: 47.9 27.8
Old : 100.0: 3.2 6.5 0.0 48.8 65.8 52.1 72.2: 47.9 27.8
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 9 0 16 22 19 31:
Old : 38: 3 9 0 16 22 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 : 27.3 35.0 38.7 55.2 15.0 25.6 20.8 33.2
Old : 27.3 35.0 38.7 55.2 15.0 25.6 20.8 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 133,260: 43,183 32,236 16,307 36,504 70,178 95,994 118,721: 37,266 14,539
Old : 133,260: 43,183 32,236 16,307 36,504 70,178 95,994 118,721: 37,266 14,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 1,197: 2,743 16,580 -5,562 5,451 -10,282 2,632 735: -1,436 462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 24.2 12.2 27.4 52.7 72.0 89.1: 28.0 10.9
Old : 100.0: 32.4 24.2 12.2 27.4 52.7 72.0 89.1: 28.0 10.9
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 : 186: 92 54 48 27 29 138 114:
Old : 186: 92 54 48 27 29 138 114:
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 25.9 29.8 41.3 13.4 21.1 18.6 34.3
Old : 20.2 25.9 29.8 41.3 13.4 21.1 18.6 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 132,064: 40,440 15,657 21,870 31,052 80,460 93,362 117,986: 38,702 14,077
Old : 132,064: 40,440 15,657 21,870 31,052 80,460 93,362 117,986: 38,702 14,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -5,236: 143 -262 -1,538 -4,476 -4,610 -5,870 -6,409: 634 1,173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 11.9 16.6 23.5 60.9 70.7 89.3: 29.3 10.7
Old : 100.0: 30.6 11.9 16.6 23.5 60.9 70.7 89.3: 29.3 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 : 182: 97 41 52 27 34 144 109:
Old : 182: 97 41 52 27 34 144 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 29.1 29.9 45.4 13.1 25.2 17.8 38.7
Old : 20.5 29.1 29.9 45.4 13.1 25.2 17.8 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 107,881: 37,076 27,103 14,756 41,038 52,132 92,870 93,990: 15,011 13,891
Old : 107,881: 37,076 27,103 14,756 41,038 52,132 92,870 93,990: 15,011 13,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 242: -1,312 1,268 442 1,577 -338 708 1,373: -466 -1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 25.1 13.7 38.0 48.3 86.1 87.1: 13.9 12.9
Old : 100.0: 34.4 25.1 13.7 38.0 48.3 86.1 87.1: 13.9 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 71 59 48 41 37 142 122:
Old : 187: 71 59 48 41 37 142 122:
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 : 24.0 39.1 34.0 49.0 24.0 34.4 33.6 43.7
Old : 24.0 39.1 34.0 49.0 24.0 34.4 33.6 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 107,639: 38,388 25,834 14,314 39,460 52,469 92,162 92,617: 15,477 15,022
Old : 107,639: 38,388 25,834 14,314 39,460 52,469 92,162 92,617: 15,477 15,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -3,349: -3,382 886 -866 -500 -4,646 -4,748 -4,626: 1,399 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 24.0 13.3 36.7 48.7 85.6 86.0: 14.4 14.0
Old : 100.0: 35.7 24.0 13.3 36.7 48.7 85.6 86.0: 14.4 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 : 192: 72 65 55 40 37 145 130:
Old : 192: 72 65 55 40 37 145 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 36.9 34.7 48.0 23.5 32.1 34.1 42.7
Old : 23.5 36.9 34.7 48.0 23.5 32.1 34.1 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 345,968: 161,487 41,210 53,910 73,833 225,949 289,230 321,068: 56,738 24,900
Old : 345,968: 161,487 41,210 53,910 73,833 225,949 289,230 321,068: 56,738 24,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -51,927: -45,185 -744 -7,479 3,371 -45,886 -49,292 -54,109: -2,635 2,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 11.9 15.6 21.3 65.3 83.6 92.8: 16.4 7.2
Old : 100.0: 46.7 11.9 15.6 21.3 65.3 83.6 92.8: 16.4 7.2
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 : 263: 146 58 63 38 47 212 145:
Old : 263: 146 58 63 38 47 212 145:
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 : 24.6 34.1 33.8 52.7 20.5 32.4 26.3 44.4
Old : 24.6 34.1 33.8 52.7 20.5 32.4 26.3 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 397,895: 206,672 41,954 61,389 70,462 271,834 338,523 375,177: 59,373 22,718
Old : 397,895: 206,672 41,954 61,389 70,462 271,834 338,523 375,177: 59,373 22,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -6,212: -2,562 -4,233 -916 -243 -281 -3,722 -5,431: -2,491 -781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 10.5 15.4 17.7 68.3 85.1 94.3: 14.9 5.7
Old : 100.0: 51.9 10.5 15.4 17.7 68.3 85.1 94.3: 14.9 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 165 58 71 38 53 231 160:
Old : 289: 165 58 71 38 53 231 160:
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 : 26.6 33.9 37.3 51.3 25.4 31.0 30.6 44.3
Old : 26.6 33.9 37.3 51.3 25.4 31.0 30.6 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 9,290: 4,695 2,290 520 2,643 6,024 7,858 8,834: 1,432 456
Old : 9,290: 4,695 2,290 520 2,643 6,024 7,858 8,834: 1,432 456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 838: 1,000 13 -23 33 1,100 1,010 1,090: -172 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 24.7 5.6 28.4 64.8 84.6 95.1: 15.4 4.9
Old : 100.0: 50.5 24.7 5.6 28.4 64.8 84.6 95.1: 15.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 17 3 11 6 6 33 19:
Old : 38: 17 3 11 6 6 33 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 : 53.6 79.7 68.2 89.6 50.5 68.0 59.0 77.6
Old : 53.6 79.7 68.2 89.6 50.5 68.0 59.0 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 8,452: 3,695 2,277 543 2,610 4,924 6,848 7,744: 1,604 708
Old : 8,452: 3,695 2,277 543 2,610 4,924 6,848 7,744: 1,604 708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -5,965: -1,994 39 53 -1,405 -4,232 -3,346 -4,140: -2,619 -1,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 26.9 6.4 30.9 58.3 81.0 91.6: 19.0 8.4
Old : 100.0: 43.7 26.9 6.4 30.9 58.3 81.0 91.6: 19.0 8.4
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 : 37: 16 3 11 6 6 32 19:
Old : 37: 16 3 11 6 6 32 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 : 51.4 75.1 64.5 85.4 48.2 62.4 54.1 72.3
Old : 51.4 75.1 64.5 85.4 48.2 62.4 54.1 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 102,049: 26,146 6,739 7,251 51,860 69,858 85,256 83,848: 16,793 18,201
Old : 95,474: 27,622 6,821 4,194 47,619 68,551 79,436 79,566: 16,038 15,908
Other: 6,575: 1,495 2,890 85 4,241 1,307 5,821 4,282: 755 2,294
: : :
: : Changes in Commitments from: August 23, 2005 :
: -4,739: -358 -165 -2,253 -1,059 -705 -3,669 -3,122: -1,070 -1,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 6.6 7.1 50.8 68.5 83.5 82.2: 16.5 17.8
Old : 100.0: 28.9 7.1 4.4 49.9 71.8 83.2 83.3: 16.8 16.7
Other: 100.0: 22.7 43.9 1.3 64.5 19.9 88.5 65.1: 11.5 34.9
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 49 16 28 47 58 107 94:
Old : 144: 48 17 19 46 58 105 85:
Other: 56: 6 18 8 8 26 20 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 : 28.5 35.3 38.9 46.6 21.2 26.1 29.5 34.4
Old : 27.1 37.5 38.2 49.1 21.3 29.1 30.3 37.6
Other: 66.7 34.4 82.8 50.3 66.6 34.4 82.6 49.9
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 106,788: 26,503 6,903 9,504 52,919 70,563 88,926 86,970: 17,863 19,818
Old : 100,695: 27,175 6,942 7,465 48,993 69,033 83,633 83,440: 17,062 17,254
Other: 6,094: 1,280 1,913 87 3,926 1,530 5,293 3,530: 801 2,564
: : :
: : Changes in Commitments from: August 16, 2005 :
: 5,521: 4,673 -268 1,016 295 6,732 5,984 7,480: -463 -1,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 6.5 8.9 49.6 66.1 83.3 81.4: 16.7 18.6
Old : 100.0: 27.0 6.9 7.4 48.7 68.6 83.1 82.9: 16.9 17.1
Other: 100.0: 21.0 31.4 1.4 64.4 25.1 86.9 57.9: 13.1 42.1
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 46 19 25 56 64 116 96:
Old : 150: 47 19 22 55 63 114 92:
Other: 52: 9 8 8 7 30 19 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 32.9 36.3 44.4 20.1 25.3 27.9 33.0
Old : 24.5 34.6 35.1 46.4 18.8 27.1 27.3 34.9
Other: 73.1 35.0 84.0 47.7 73.1 35.0 83.8 47.0
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 31,869: 1,686 5,218 972 20,122 17,531 22,779 23,722: 9,090 8,148
Old : 31,780: 1,686 5,216 972 20,118 17,518 22,775 23,707: 9,005 8,074
Other: 89: 0 2 0 4 13 4 15: 85 74
: : :
: : Changes in Commitments from: August 23, 2005 :
: -3,234: 353 699 7 -2,806 -3,236 -2,447 -2,530: -787 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 16.4 3.0 63.1 55.0 71.5 74.4: 28.5 25.6
Old : 100.0: 5.3 16.4 3.1 63.3 55.1 71.7 74.6: 28.3 25.4
Other: 100.0: 0.0 2.2 0.0 4.5 14.6 4.5 16.9: 95.5 83.1
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 6 12 5 27 20 36 35:
Old : 50: 6 12 5 26 20 35 35:
Other: 6: 0 1 0 1 4 1 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 49.3 47.5 57.5 29.2 38.6 39.5 45.7
Old : 33.5 49.4 47.6 57.6 29.3 38.7 39.7 45.8
Other: 4.5 15.7 4.5 16.9 4.5 15.7 4.5 16.9
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 35,103: 1,333 4,519 965 22,928 20,768 25,226 26,252: 9,877 8,852
Old : 35,014: 1,327 4,517 965 22,928 20,755 25,220 26,237: 9,794 8,778
Other: 89: 6 2 0 0 13 6 15: 83 74
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,043: -882 705 249 721 701 88 1,656: 955 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 12.9 2.7 65.3 59.2 71.9 74.8: 28.1 25.2
Old : 100.0: 3.8 12.9 2.8 65.5 59.3 72.0 74.9: 28.0 25.1
Other: 100.0: 6.7 2.2 0.0 0.0 14.6 6.7 16.9: 93.3 83.1
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 12 5 25 19 33 33:
Old : 45: 5 12 5 25 19 33 33:
Other: 6: 1 1 0 0 4 1 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 52.2 48.1 59.9 24.1 35.6 33.0 40.4
Old : 35.3 52.3 48.3 60.0 24.2 35.7 33.1 40.5
Other: 6.7 15.7 6.7 16.9 6.7 15.7 6.7 16.9
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 144,715: 18,964 36,421 31,933 77,670 63,418 128,567 131,773: 16,147 12,942
Old : 144,024: 19,059 36,533 31,713 77,164 63,033 127,936 131,279: 16,087 12,745
Other: 691: 124 108 1 506 385 631 494: 60 197
: : :
: : Changes in Commitments from: August 23, 2005 :
: 322: -730 -968 993 606 1,452 869 1,477: -547 -1,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 25.2 22.1 53.7 43.8 88.8 91.1: 11.2 8.9
Old : 100.0: 13.2 25.4 22.0 53.6 43.8 88.8 91.2: 11.2 8.8
Other: 100.0: 17.9 15.6 0.1 73.2 55.7 91.3 71.5: 8.7 28.5
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 85 62 56 68 60 171 163:
Old : 229: 85 63 55 68 60 171 162:
Other: 15: 2 2 1 5 6 7 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 21.9 29.2 30.6 18.2 19.2 26.3 25.4
Old : 18.2 21.9 29.3 30.6 18.2 19.3 26.4 25.5
Other: 78.9 60.2 91.3 71.3 78.9 60.2 91.2 71.3
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 144,393: 19,694 37,389 30,941 77,064 61,965 127,699 130,295: 16,694 14,097
Old : 143,709: 19,876 37,521 30,626 76,558 61,687 127,060 129,834: 16,649 13,874
Other: 684: 132 182 1 506 278 639 461: 45 223
: : :
: : Changes in Commitments from: August 16, 2005 :
: -1,075: -172 3,615 -3,104 -128 -1,444 -3,404 -933: 2,329 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 25.9 21.4 53.4 42.9 88.4 90.2: 11.6 9.8
Old : 100.0: 13.8 26.1 21.3 53.3 42.9 88.4 90.3: 11.6 9.7
Other: 100.0: 19.3 26.6 0.1 74.0 40.6 93.4 67.4: 6.6 32.6
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 86 61 55 69 59 171 162:
Old : 230: 87 61 54 69 59 171 161:
Other: 15: 2 2 1 5 6 7 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 21.8 28.8 30.3 17.5 19.9 26.2 26.1
Old : 17.8 21.8 28.9 30.4 17.5 20.0 26.4 26.2
Other: 79.7 53.1 93.4 67.3 79.7 53.1 93.3 67.3
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 38,081: 7,098 6,007 8,327 17,595 21,121 33,021 35,456: 5,060 2,625
Old : 27,668: 8,026 5,790 3,713 12,522 16,184 24,261 25,687: 3,407 1,981
Other: 10,413: 833 1,979 2,853 5,074 4,937 8,759 9,769: 1,654 644
: : :
: : Changes in Commitments from: August 23, 2005 :
: -354: -709 -258 884 -381 -668 -207 -43: -147 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.8 21.9 46.2 55.5 86.7 93.1: 13.3 6.9
Old : 100.0: 29.0 20.9 13.4 45.3 58.5 87.7 92.8: 12.3 7.2
Other: 100.0: 8.0 19.0 27.4 48.7 47.4 84.1 93.8: 15.9 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 33 38 24 30 24 78 73:
Old : 106: 39 32 19 29 21 75 65:
Other: 51: 11 19 17 17 12 41 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 43.8 40.4 57.3 21.1 35.2 31.0 43.4
Old : 27.6 44.0 41.1 57.0 26.0 37.7 36.4 48.8
Other: 32.9 54.7 52.3 72.2 21.6 33.3 32.6 40.9
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 38,435: 7,807 6,265 7,444 17,977 21,790 33,228 35,498: 5,207 2,937
Old : 30,178: 8,627 5,943 3,648 13,943 18,249 26,217 27,840: 3,960 2,338
Other: 8,257: 642 1,784 2,334 4,034 3,540 7,011 7,658: 1,247 599
: : :
: : Changes in Commitments from: August 16, 2005 :
: -8,309: -1,508 2,211 -4,169 -2,572 -6,671 -8,248 -8,628: -61 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 16.3 19.4 46.8 56.7 86.5 92.4: 13.5 7.6
Old : 100.0: 28.6 19.7 12.1 46.2 60.5 86.9 92.3: 13.1 7.7
Other: 100.0: 7.8 21.6 28.3 48.9 42.9 84.9 92.7: 15.1 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 32 38 22 27 23 76 68:
Old : 102: 41 29 19 25 21 72 63:
Other: 46: 7 21 13 14 9 33 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 42.9 40.5 57.9 22.0 33.9 30.6 42.8
Old : 27.4 46.8 41.4 61.2 25.1 40.0 35.0 51.6
Other: 37.8 48.3 58.1 69.8 23.2 25.1 34.2 33.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 146,450: 23,797 39,359 12,468 99,825 86,333 136,090 138,160: 10,360 8,291
Old : 24: 0 0 0 18 0 18 0: 6 24
Other: 146,426: 23,797 39,359 12,468 99,807 86,333 136,072 138,160: 10,354 8,267
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2,652: 24 184 232 2,957 1,149 3,213 1,565: -561 1,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 26.9 8.5 68.2 59.0 92.9 94.3: 7.1 5.7
Old : 100.0: 0.0 0.0 0.0 75.0 0.0 75.0 0.0: 25.0 100.0
Other: 100.0: 16.3 26.9 8.5 68.2 59.0 92.9 94.4: 7.1 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 52 59 33 53 35 124 112:
Old : 2: 0 0 0 2 0 2 0:
Other: 175: 52 59 33 53 35 124 112:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 28.4 48.3 42.9 20.7 19.8 33.7 29.1
Old : 75.0 0.0 75.0 0.0 75.0 0.0 75.0 0.0
Other: 31.8 28.4 48.3 42.9 20.7 19.8 33.7 29.1
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 143,798: 23,773 39,175 12,236 96,868 85,184 132,877 136,594: 10,921 7,204
Old : 405: 0 0 0 365 369 365 369: 40 36
Other: 143,393: 23,773 39,175 12,236 96,503 84,815 132,512 136,225: 10,881 7,168
: : :
: : Changes in Commitments from: August 16, 2005 :
: -2,017: -935 1,258 384 -1,283 -2,582 -1,833 -940: -184 -1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 27.2 8.5 67.4 59.2 92.4 95.0: 7.6 5.0
Old : 100.0: 0.0 0.0 0.0 90.1 91.1 90.1 91.1: 9.9 8.9
Other: 100.0: 16.6 27.3 8.5 67.3 59.1 92.4 95.0: 7.6 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 60 57 32 52 34 127 111:
Old : 3: 0 0 0 2 1 2 1:
Other: 179: 60 57 32 52 34 127 111:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 27.9 48.8 42.4 21.7 20.6 35.5 30.0
Old : 90.1 91.1 90.1 91.1 90.1 91.1 90.1 91.1
Other: 31.7 28.0 48.7 42.5 21.5 20.7 35.4 30.1
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 617,028: 184,270 19,294 110,605 224,413 428,581 519,288 558,480: 97,741 58,548
Old : 617,028: 184,270 19,294 110,605 224,413 428,581 519,288 558,480: 97,741 58,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 29,001: 13,880 638 15,044 -8,838 7,149 20,086 22,831: 8,915 6,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 3.1 17.9 36.4 69.5 84.2 90.5: 15.8 9.5
Old : 100.0: 29.9 3.1 17.9 36.4 69.5 84.2 90.5: 15.8 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 : 188: 88 25 56 63 56 172 121:
Old : 188: 88 25 56 63 56 172 121:
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 : 11.6 24.9 20.6 41.4 11.2 20.3 18.7 32.0
Old : 11.6 24.9 20.6 41.4 11.2 20.3 18.7 32.0
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 Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 588,028: 170,390 18,657 95,561 233,251 421,431 499,202 535,649: 88,825 52,379
Old : 588,028: 170,390 18,657 95,561 233,251 421,431 499,202 535,649: 88,825 52,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -10,269: -9,282 -1,025 -3,693 -961 -6,613 -13,936 -11,331: 3,667 1,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 3.2 16.3 39.7 71.7 84.9 91.1: 15.1 8.9
Old : 100.0: 29.0 3.2 16.3 39.7 71.7 84.9 91.1: 15.1 8.9
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 : 178: 79 23 50 63 56 163 114:
Old : 178: 79 23 50 63 56 163 114:
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 : 12.7 26.8 22.2 44.8 11.6 21.9 18.5 33.7
Old : 12.7 26.8 22.2 44.8 11.6 21.9 18.5 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 113,167: 18,957 18,571 30,449 53,831 55,926 103,237 104,945: 9,930 8,221
Old : 377: 266 70 0 89 144 355 214: 22 163
Other: 112,790: 18,989 18,799 30,151 53,742 55,782 102,882 104,731: 9,908 8,058
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2,306: -2,173 858 3,043 1,418 -2,606 2,288 1,295: 18 1,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 16.4 26.9 47.6 49.4 91.2 92.7: 8.8 7.3
Old : 100.0: 70.6 18.6 0.0 23.6 38.2 94.2 56.8: 5.8 43.2
Other: 100.0: 16.8 16.7 26.7 47.6 49.5 91.2 92.9: 8.8 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 107 81 99 95 89 243 233:
Old : 20: 1 3 0 5 11 6 14:
Other: 308: 107 81 99 94 88 242 232:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 18.8 28.1 29.6 15.5 13.4 24.3 20.1
Old : 93.6 36.6 94.2 49.9 93.6 36.6 94.2 49.9
Other: 16.7 18.9 28.2 29.7 15.6 13.5 24.4 20.4
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 110,861: 21,131 17,713 27,406 52,413 58,532 100,949 103,651: 9,912 7,210
Old : 1,967: 1,353 255 0 432 1,128 1,785 1,383: 182 584
Other: 108,894: 21,236 18,916 25,948 51,981 57,404 99,164 102,268: 9,730 6,626
: : :
: : Changes in Commitments from: August 16, 2005 :
: -5,061: -427 1,165 1,456 -6,293 -7,591 -5,264 -4,969: 203 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 16.0 24.7 47.3 52.8 91.1 93.5: 8.9 6.5
Old : 100.0: 68.8 13.0 0.0 22.0 57.3 90.7 70.3: 9.3 29.7
Other: 100.0: 19.5 17.4 23.8 47.7 52.7 91.1 93.9: 8.9 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 109 74 97 88 87 234 227:
Old : 35: 2 7 0 5 22 7 29:
Other: 299: 110 74 96 88 86 234 225:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 19.7 27.6 30.6 15.7 14.4 24.4 21.3
Old : 89.5 47.1 90.7 57.8 88.3 47.1 89.5 57.8
Other: 16.9 19.5 28.1 30.6 16.0 14.1 24.8 21.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 18,629: 6,287 2,328 3,264 6,806 10,420 16,357 16,011: 2,273 2,618
Old : 18,629: 6,287 2,328 3,264 6,806 10,420 16,357 16,011: 2,273 2,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -2,569: 577 -928 332 -3,161 -1,351 -2,252 -1,947: -317 -622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 12.5 17.5 36.5 55.9 87.8 85.9: 12.2 14.1
Old : 100.0: 33.7 12.5 17.5 36.5 55.9 87.8 85.9: 12.2 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 14 13 11 10 5 30 25:
Old : 40: 14 13 11 10 5 30 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 : 55.1 65.5 73.0 74.8 50.0 55.7 61.4 62.8
Old : 55.1 65.5 73.0 74.8 50.0 55.7 61.4 62.8
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 Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 21,198: 5,710 3,256 2,932 9,967 11,770 18,608 17,958: 2,590 3,240
Old : 21,198: 5,710 3,256 2,932 9,967 11,770 18,608 17,958: 2,590 3,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 898: 632 300 -276 140 655 497 679: 402 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 15.4 13.8 47.0 55.5 87.8 84.7: 12.2 15.3
Old : 100.0: 26.9 15.4 13.8 47.0 55.5 87.8 84.7: 12.2 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 : 39: 19 10 11 7 4 31 22:
Old : 39: 19 10 11 7 4 31 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 : 54.2 66.1 74.8 77.2 52.3 58.4 64.5 66.7
Old : 54.2 66.1 74.8 77.2 52.3 58.4 64.5 66.7
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 Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 239,263: 30,971 20,092 57,820 100,861 126,246 189,651 204,157: 49,612 35,106
Old : 239,263: 30,971 20,092 57,820 100,861 126,246 189,651 204,157: 49,612 35,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -6,281: -3,869 -701 682 -7,474 -10,549 -10,661 -10,568: 4,379 4,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 8.4 24.2 42.2 52.8 79.3 85.3: 20.7 14.7
Old : 100.0: 12.9 8.4 24.2 42.2 52.8 79.3 85.3: 20.7 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 40 27 41 61 61 124 109:
Old : 134: 40 27 41 61 61 124 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 21.0 26.2 29.8 10.1 11.3 14.5 16.7
Old : 16.0 21.0 26.2 29.8 10.1 11.3 14.5 16.7
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 Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 245,545: 34,840 20,793 57,138 108,334 136,795 200,312 214,725: 45,233 30,819
Old : 245,545: 34,840 20,793 57,138 108,334 136,795 200,312 214,725: 45,233 30,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 64: -5,648 -2,392 2,965 3,763 1,012 1,080 1,586: -1,016 -1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 8.5 23.3 44.1 55.7 81.6 87.4: 18.4 12.6
Old : 100.0: 14.2 8.5 23.3 44.1 55.7 81.6 87.4: 18.4 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 36 26 37 64 60 121 104:
Old : 131: 36 26 37 64 60 121 104:
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 : 16.1 23.0 26.2 33.0 10.2 12.3 15.7 17.7
Old : 16.1 23.0 26.2 33.0 10.2 12.3 15.7 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 914,241: 56,712 83,568 394,149 385,933 399,376 836,794 877,094: 77,447 37,147
Old : 914,241: 56,712 83,568 394,149 385,933 399,376 836,794 877,094: 77,447 37,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -29,040: -4,752 195 -24,403 -937 -7,812 -30,093 -32,020: 1,053 2,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 9.1 43.1 42.2 43.7 91.5 95.9: 8.5 4.1
Old : 100.0: 6.2 9.1 43.1 42.2 43.7 91.5 95.9: 8.5 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 70 46 81 95 88 205 177:
Old : 216: 70 46 81 95 88 205 177:
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 21.7 33.0 37.7 4.2 7.9 6.8 11.1
Old : 19.6 21.7 33.0 37.7 4.2 7.9 6.8 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 943,280: 61,464 83,373 418,552 386,871 407,188 866,887 909,113: 76,394 34,167
Old : 943,280: 61,464 83,373 418,552 386,871 407,188 866,887 909,113: 76,394 34,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 389: -3,059 855 2,325 4,563 5,131 3,829 8,310: -3,440 -7,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 8.8 44.4 41.0 43.2 91.9 96.4: 8.1 3.6
Old : 100.0: 6.5 8.8 44.4 41.0 43.2 91.9 96.4: 8.1 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 : 226: 69 50 89 100 93 215 190:
Old : 226: 69 50 89 100 93 215 190:
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 21.9 31.7 36.9 4.1 8.3 6.4 11.5
Old : 18.9 21.9 31.7 36.9 4.1 8.3 6.4 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 41,736: 2,688 3,799 2,549 33,052 28,747 38,289 35,095: 3,447 6,641
Old : 41,736: 2,688 3,799 2,549 33,052 28,747 38,289 35,095: 3,447 6,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 1,658: 612 120 430 890 1,634 1,932 2,184: -274 -526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 9.1 6.1 79.2 68.9 91.7 84.1: 8.3 15.9
Old : 100.0: 6.4 9.1 6.1 79.2 68.9 91.7 84.1: 8.3 15.9
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 : 26: 1 3 2 20 18 22 22:
Old : 26: 1 3 2 20 18 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 : 43.9 37.3 66.2 59.3 36.3 32.0 55.9 51.0
Old : 43.9 37.3 66.2 59.3 36.3 32.0 55.9 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 40,078: 2,076 3,679 2,119 32,162 27,113 36,357 32,911: 3,721 7,167
Old : 40,078: 2,076 3,679 2,119 32,162 27,113 36,357 32,911: 3,721 7,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,139: -1,360 -1,158 355 3,504 3,610 2,499 2,807: -360 -668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 9.2 5.3 80.2 67.7 90.7 82.1: 9.3 17.9
Old : 100.0: 5.2 9.2 5.3 80.2 67.7 90.7 82.1: 9.3 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 : 26: 2 3 2 18 14 21 18:
Old : 26: 2 3 2 18 14 21 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 : 41.7 40.4 65.1 62.2 38.1 34.8 57.0 54.7
Old : 41.7 40.4 65.1 62.2 38.1 34.8 57.0 54.7
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 Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 112,424: 10,131 5,360 5,312 84,845 96,734 100,288 107,406: 12,136 5,018
Old : 112,424: 10,131 5,360 5,312 84,845 96,734 100,288 107,406: 12,136 5,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2,336: 3,338 -372 -442 -866 2,510 2,030 1,696: 306 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 4.8 4.7 75.5 86.0 89.2 95.5: 10.8 4.5
Old : 100.0: 9.0 4.8 4.7 75.5 86.0 89.2 95.5: 10.8 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 : 37: 4 2 4 25 27 30 32:
Old : 37: 4 2 4 25 27 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 : 55.5 36.4 67.7 57.3 50.4 32.8 57.9 52.5
Old : 55.5 36.4 67.7 57.3 50.4 32.8 57.9 52.5
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 Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 110,088: 6,793 5,732 5,754 85,711 94,224 98,258 105,710: 11,830 4,378
Old : 110,088: 6,793 5,732 5,754 85,711 94,224 98,258 105,710: 11,830 4,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -17,167: -5,658 -10,272 -7,022 -4,907 407 -17,587 -16,887: 420 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.2 5.2 77.9 85.6 89.3 96.0: 10.7 4.0
Old : 100.0: 6.2 5.2 5.2 77.9 85.6 89.3 96.0: 10.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 2 4 25 27 29 32:
Old : 36: 3 2 4 25 27 29 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 : 57.9 34.4 70.1 55.6 53.1 31.1 59.5 50.9
Old : 57.9 34.4 70.1 55.6 53.1 31.1 59.5 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 76,049: 17,492 14,567 2,684 51,618 51,516 71,794 68,767: 4,255 7,282
Old : 76,049: 17,492 14,567 2,684 51,618 51,516 71,794 68,767: 4,255 7,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 4,882: 2,282 1,624 0 2,660 3,754 4,942 5,378: -60 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 19.2 3.5 67.9 67.7 94.4 90.4: 5.6 9.6
Old : 100.0: 23.0 19.2 3.5 67.9 67.7 94.4 90.4: 5.6 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 : 29: 2 3 1 20 16 22 20:
Old : 29: 2 3 1 20 16 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 : 63.4 36.8 81.4 65.8 51.8 35.2 66.1 59.8
Old : 63.4 36.8 81.4 65.8 51.8 35.2 66.1 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 71,167: 15,210 12,943 2,684 48,958 47,762 66,852 63,389: 4,315 7,778
Old : 71,167: 15,210 12,943 2,684 48,958 47,762 66,852 63,389: 4,315 7,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -4,593: -8,907 -214 0 3,774 -3,825 -5,133 -4,039: 540 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 18.2 3.8 68.8 67.1 93.9 89.1: 6.1 10.9
Old : 100.0: 21.4 18.2 3.8 68.8 67.1 93.9 89.1: 6.1 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 1 19 15 21 19:
Old : 28: 2 3 1 19 15 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 38.8 80.2 67.8 56.9 35.9 68.3 60.5
Old : 66.2 38.8 80.2 67.8 56.9 35.9 68.3 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 68,776: 0 20,142 3,440 61,899 42,860 65,339 66,442: 3,437 2,334
Old : 68,776: 0 20,142 3,440 61,899 42,860 65,339 66,442: 3,437 2,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 5,318: 0 -4,103 -242 6,137 9,998 5,895 5,653: -577 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 29.3 5.0 90.0 62.3 95.0 96.6: 5.0 3.4
Old : 100.0: 0.0 29.3 5.0 90.0 62.3 95.0 96.6: 5.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 4 4 22 22 26 26:
Old : 29: 0 4 4 22 22 26 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 : 41.2 45.7 62.0 65.6 26.8 36.9 42.1 49.0
Old : 41.2 45.7 62.0 65.6 26.8 36.9 42.1 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,458: 0 24,245 3,682 55,762 32,862 59,444 60,789: 4,014 2,669
Old : 63,458: 0 24,245 3,682 55,762 32,862 59,444 60,789: 4,014 2,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 3,449: 0 5,239 542 4,702 -4,341 5,244 1,440: -1,795 2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 38.2 5.8 87.9 51.8 93.7 95.8: 6.3 4.2
Old : 100.0: 0.0 38.2 5.8 87.9 51.8 93.7 95.8: 6.3 4.2
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 : 27: 0 4 4 21 19 25 23:
Old : 27: 0 4 4 21 19 25 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 : 39.6 53.6 59.0 71.9 29.9 43.7 41.4 51.5
Old : 39.6 53.6 59.0 71.9 29.9 43.7 41.4 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 64,144: 14,123 14,241 2,762 41,106 41,031 57,991 58,034: 6,153 6,110
Old : 64,144: 14,123 14,241 2,762 41,106 41,031 57,991 58,034: 6,153 6,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 1,565: 720 324 -201 -659 618 -140 741: 1,705 824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 22.2 4.3 64.1 64.0 90.4 90.5: 9.6 9.5
Old : 100.0: 22.0 22.2 4.3 64.1 64.0 90.4 90.5: 9.6 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 : 31: 3 4 5 20 19 25 26:
Old : 31: 3 4 5 20 19 25 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 : 46.5 37.2 65.4 56.8 40.5 35.0 52.8 52.3
Old : 46.5 37.2 65.4 56.8 40.5 35.0 52.8 52.3
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 Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 62,579: 13,403 13,917 2,963 41,765 40,413 58,131 57,293: 4,448 5,286
Old : 62,579: 13,403 13,917 2,963 41,765 40,413 58,131 57,293: 4,448 5,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 569: 1,413 1,842 -692 200 79 921 1,229: -352 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 22.2 4.7 66.7 64.6 92.9 91.6: 7.1 8.4
Old : 100.0: 21.4 22.2 4.7 66.7 64.6 92.9 91.6: 7.1 8.4
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 : 31: 3 4 6 20 21 26 28:
Old : 31: 3 4 6 20 21 26 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 : 49.0 32.5 68.4 53.2 41.8 29.8 54.6 46.4
Old : 49.0 32.5 68.4 53.2 41.8 29.8 54.6 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,043: 0 2,219 1,946 60,351 53,566 62,297 57,731: 746 5,312
Old : 63,043: 0 2,219 1,946 60,351 53,566 62,297 57,731: 746 5,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 3,872: 0 182 1,092 3,148 2,474 4,240 3,748: -368 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 3.1 95.7 85.0 98.8 91.6: 1.2 8.4
Old : 100.0: 0.0 3.5 3.1 95.7 85.0 98.8 91.6: 1.2 8.4
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: 0 1 1 22 21 23 22:
Old : 25: 0 1 1 22 21 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 39.7 80.6 65.6 58.1 33.8 63.4 48.4
Old : 65.1 39.7 80.6 65.6 58.1 33.8 63.4 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 59,171: 0 2,037 854 57,203 51,092 58,057 53,983: 1,114 5,188
Old : 59,171: 0 2,037 854 57,203 51,092 58,057 53,983: 1,114 5,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,638: -397 2,037 -947 3,494 1,248 2,150 2,338: 488 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 1.4 96.7 86.3 98.1 91.2: 1.9 8.8
Old : 100.0: 0.0 3.4 1.4 96.7 86.3 98.1 91.2: 1.9 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 : 25: 0 1 1 22 22 23 23:
Old : 25: 0 1 1 22 22 23 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 : 63.7 41.1 80.5 66.7 55.9 36.8 67.0 54.0
Old : 63.7 41.1 80.5 66.7 55.9 36.8 67.0 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 68,662: 0 15,457 522 60,634 47,620 61,156 63,599: 7,506 5,063
Old : 68,662: 0 15,457 522 60,634 47,620 61,156 63,599: 7,506 5,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2,950: 0 -494 212 2,765 2,619 2,977 2,337: -27 613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.5 0.8 88.3 69.4 89.1 92.6: 10.9 7.4
Old : 100.0: 0.0 22.5 0.8 88.3 69.4 89.1 92.6: 10.9 7.4
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: 0 2 2 24 22 26 24:
Old : 30: 0 2 2 24 22 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 46.6 54.3 76.1 24.9 43.8 38.9 55.2
Old : 31.9 46.6 54.3 76.1 24.9 43.8 38.9 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 65,712: 0 15,951 310 57,869 45,001 58,179 61,262: 7,533 4,450
Old : 65,712: 0 15,951 310 57,869 45,001 58,179 61,262: 7,533 4,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 896: 0 -44 70 1,804 1,285 1,874 1,311: -978 -415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.3 0.5 88.1 68.5 88.5 93.2: 11.5 6.8
Old : 100.0: 0.0 24.3 0.5 88.1 68.5 88.5 93.2: 11.5 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 1 24 22 25 24:
Old : 30: 0 2 1 24 22 25 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 : 33.4 52.7 55.0 77.8 27.1 47.4 44.9 66.7
Old : 33.4 52.7 55.0 77.8 27.1 47.4 44.9 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 75,824: 25,531 835 4,133 42,378 65,350 72,042 70,318: 3,782 5,506
Old : 75,824: 25,531 835 4,133 42,378 65,350 72,042 70,318: 3,782 5,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2,520: 740 -1,506 -368 2,762 4,458 3,134 2,584: -614 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 1.1 5.5 55.9 86.2 95.0 92.7: 5.0 7.3
Old : 100.0: 33.7 1.1 5.5 55.9 86.2 95.0 92.7: 5.0 7.3
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 : 29: 3 1 3 21 22 24 26:
Old : 29: 3 1 3 21 22 24 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 : 58.5 48.9 75.0 68.0 49.5 31.9 55.8 44.9
Old : 58.5 48.9 75.0 68.0 49.5 31.9 55.8 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 73,304: 24,791 2,341 4,501 39,616 60,892 68,908 67,734: 4,396 5,570
Old : 73,304: 24,791 2,341 4,501 39,616 60,892 68,908 67,734: 4,396 5,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -9,234: 1,046 -8,460 -962 -10,178 -532 -10,094 -9,954: 860 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 3.2 6.1 54.0 83.1 94.0 92.4: 6.0 7.6
Old : 100.0: 33.8 3.2 6.1 54.0 83.1 94.0 92.4: 6.0 7.6
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 : 27: 3 1 4 20 21 24 25:
Old : 27: 3 1 4 20 21 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 51.1 76.5 67.2 51.4 36.9 58.3 48.1
Old : 56.9 51.1 76.5 67.2 51.4 36.9 58.3 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 42,353: 1,067 3,583 2,780 36,357 25,897 40,204 32,260: 2,149 10,093
Old : 42,353: 1,067 3,583 2,780 36,357 25,897 40,204 32,260: 2,149 10,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 3,573: -1,034 1,088 52 4,421 1,477 3,439 2,617: 134 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 8.5 6.6 85.8 61.1 94.9 76.2: 5.1 23.8
Old : 100.0: 2.5 8.5 6.6 85.8 61.1 94.9 76.2: 5.1 23.8
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 : 27: 3 1 2 20 18 24 20:
Old : 27: 3 1 2 20 18 24 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 : 48.9 36.6 69.8 56.2 36.8 27.6 55.6 39.4
Old : 48.9 36.6 69.8 56.2 36.8 27.6 55.6 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,780: 2,101 2,495 2,728 31,936 24,420 36,765 29,643: 2,015 9,137
Old : 38,780: 2,101 2,495 2,728 31,936 24,420 36,765 29,643: 2,015 9,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 773: -912 1,472 667 1,876 -1,366 1,631 773: -858 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 6.4 7.0 82.4 63.0 94.8 76.4: 5.2 23.6
Old : 100.0: 5.4 6.4 7.0 82.4 63.0 94.8 76.4: 5.2 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 : 24: 3 1 2 17 17 21 19:
Old : 24: 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 : 47.1 36.1 71.8 57.1 37.1 26.6 56.7 37.2
Old : 47.1 36.1 71.8 57.1 37.1 26.6 56.7 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 53,930: 1,712 8,112 1,379 36,779 36,761 39,870 46,252: 14,060 7,678
Old : 53,930: 1,712 8,112 1,379 36,779 36,761 39,870 46,252: 14,060 7,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 3,577: 0 3,538 260 1,886 64 2,146 3,862: 1,431 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 15.0 2.6 68.2 68.2 73.9 85.8: 26.1 14.2
Old : 100.0: 3.2 15.0 2.6 68.2 68.2 73.9 85.8: 26.1 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 2 11 12 14 15:
Old : 21: 1 3 2 11 12 14 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 : 54.6 46.6 67.8 72.7 53.4 41.6 59.7 61.4
Old : 54.6 46.6 67.8 72.7 53.4 41.6 59.7 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 50,353: 1,712 4,574 1,119 34,893 36,697 37,724 42,390: 12,629 7,963
Old : 50,353: 1,712 4,574 1,119 34,893 36,697 37,724 42,390: 12,629 7,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 9.1 2.2 69.3 72.9 74.9 84.2: 25.1 15.8
Old : 100.0: 3.4 9.1 2.2 69.3 72.9 74.9 84.2: 25.1 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 : 21: 1 2 1 12 13 14 15:
Old : 21: 1 2 1 12 13 14 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 : 57.7 45.5 68.5 72.8 55.7 41.7 60.2 61.1
Old : 57.7 45.5 68.5 72.8 55.7 41.7 60.2 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 46,806: 3,274 0 0 43,132 46,332 46,406 46,332: 400 474
Old : 46,806: 3,274 0 0 43,132 46,332 46,406 46,332: 400 474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.0 92.2 99.0 99.1 99.0: 0.9 1.0
Old : 100.0: 7.0 0.0 0.0 92.2 99.0 99.1 99.0: 0.9 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 : 26: 3 0 0 14 16 17 16:
Old : 26: 3 0 0 14 16 17 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 : 84.7 83.8 94.3 92.9 71.1 69.3 76.1 75.1
Old : 84.7 83.8 94.3 92.9 71.1 69.3 76.1 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 33,588: 4,684 0 0 27,702 32,518 32,386 32,518: 1,202 1,070
Old : 33,588: 4,684 0 0 27,702 32,518 32,386 32,518: 1,202 1,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 0.0 0.0 82.5 96.8 96.4 96.8: 3.6 3.2
Old : 100.0: 13.9 0.0 0.0 82.5 96.8 96.4 96.8: 3.6 3.2
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 : 26: 3 0 0 14 19 17 19:
Old : 26: 3 0 0 14 19 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 63.9 85.5 79.7 47.0 48.9 59.2 61.9
Old : 59.7 63.9 85.5 79.7 47.0 48.9 59.2 61.9
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 Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 1,210,931: 317,274 53,903 233,048 639,527 911,431 1,189,849 1,198,382: 21,082 12,549
Old : 1,210,931: 317,274 53,903 233,048 639,527 911,431 1,189,849 1,198,382: 21,082 12,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -36,558: -9,685 -18,943 -2,332 -25,774 -15,280 -37,791 -36,555: 1,233 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 4.5 19.2 52.8 75.3 98.3 99.0: 1.7 1.0
Old : 100.0: 26.2 4.5 19.2 52.8 75.3 98.3 99.0: 1.7 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 : 125: 25 10 34 82 79 116 115:
Old : 125: 25 10 34 82 79 116 115:
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 : 27.3 25.6 42.9 40.8 20.4 16.4 30.2 28.5
Old : 27.3 25.6 42.9 40.8 20.4 16.4 30.2 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 1,247,489: 326,959 72,846 235,380 665,301 926,711 1,227,640 1,234,937: 19,849 12,552
Old : 1,247,489: 326,959 72,846 235,380 665,301 926,711 1,227,640 1,234,937: 19,849 12,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 34,712: 859 4,578 4,386 31,312 26,727 36,557 35,691: -1,845 -979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 5.8 18.9 53.3 74.3 98.4 99.0: 1.6 1.0
Old : 100.0: 26.2 5.8 18.9 53.3 74.3 98.4 99.0: 1.6 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 : 136: 22 16 36 91 83 127 122:
Old : 136: 22 16 36 91 83 127 122:
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 : 27.7 24.9 42.9 40.4 21.5 16.1 30.9 28.5
Old : 27.7 24.9 42.9 40.4 21.5 16.1 30.9 28.5
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 Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 191,661: 41,771 39,205 52,561 94,939 96,346 189,271 188,112: 2,390 3,549
Old : 191,661: 41,771 39,205 52,561 94,939 96,346 189,271 188,112: 2,390 3,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -10,743: 10,034 1,085 -11,982 -9,858 -1,233 -11,806 -12,130: 1,063 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 20.5 27.4 49.5 50.3 98.8 98.1: 1.2 1.9
Old : 100.0: 21.8 20.5 27.4 49.5 50.3 98.8 98.1: 1.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 11 9 17 29 30 47 49:
Old : 51: 11 9 17 29 30 47 49:
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 : 37.4 44.7 57.2 63.7 26.1 24.4 35.3 35.7
Old : 37.4 44.7 57.2 63.7 26.1 24.4 35.3 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 202,404: 31,737 38,120 64,543 104,797 97,579 201,077 200,242: 1,327 2,162
Old : 202,404: 31,737 38,120 64,543 104,797 97,579 201,077 200,242: 1,327 2,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 11,905: 6,318 -487 1,104 4,672 11,519 12,094 12,136: -189 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 18.8 31.9 51.8 48.2 99.3 98.9: 0.7 1.1
Old : 100.0: 15.7 18.8 31.9 51.8 48.2 99.3 98.9: 0.7 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 : 57: 11 12 19 32 33 53 54:
Old : 57: 11 12 19 32 33 53 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 38.0 54.1 61.0 22.5 18.9 30.0 28.9
Old : 37.9 38.0 54.1 61.0 22.5 18.9 30.0 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 93,277: 24,985 5,707 22,735 45,252 64,418 92,972 92,860: 305 417
Old : 93,277: 24,985 5,707 22,735 45,252 64,418 92,972 92,860: 305 417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 3,120: 1,351 2,182 -1,413 3,065 2,374 3,003 3,143: 117 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 6.1 24.4 48.5 69.1 99.7 99.6: 0.3 0.4
Old : 100.0: 26.8 6.1 24.4 48.5 69.1 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 5 7 10 38 36 48 48:
Old : 53: 5 7 10 38 36 48 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 : 55.0 40.5 69.6 62.5 36.4 35.3 41.1 43.1
Old : 55.0 40.5 69.6 62.5 36.4 35.3 41.1 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 90,157: 23,634 3,525 24,148 42,187 62,044 89,969 89,717: 188 440
Old : 90,157: 23,634 3,525 24,148 42,187 62,044 89,969 89,717: 188 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 2,680: 1,847 658 1,663 -670 219 2,840 2,540: -160 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 3.9 26.8 46.8 68.8 99.8 99.5: 0.2 0.5
Old : 100.0: 26.2 3.9 26.8 46.8 68.8 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 5 6 13 38 38 51 51:
Old : 54: 5 6 13 38 38 51 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 43.4 67.1 66.0 33.2 36.2 39.4 42.3
Old : 53.7 43.4 67.1 66.0 33.2 36.2 39.4 42.3
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 Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 27,053: 2,158 4,746 3,218 19,278 17,932 24,654 25,896: 2,399 1,157
Old : 27,053: 2,158 4,746 3,218 19,278 17,932 24,654 25,896: 2,399 1,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 2: -508 -88 -42 -218 -180 -768 -310: 770 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 17.5 11.9 71.3 66.3 91.1 95.7: 8.9 4.3
Old : 100.0: 8.0 17.5 11.9 71.3 66.3 91.1 95.7: 8.9 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 : 33: 1 5 4 20 24 25 29:
Old : 33: 1 5 4 20 24 25 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 : 52.3 48.0 70.7 65.9 48.0 37.8 56.8 49.0
Old : 52.3 48.0 70.7 65.9 48.0 37.8 56.8 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 27,051: 2,666 4,834 3,260 19,496 18,112 25,422 26,206: 1,629 845
Old : 27,051: 2,666 4,834 3,260 19,496 18,112 25,422 26,206: 1,629 845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 1,469: 0 1,770 -876 758 491 -118 1,385: 1,587 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 17.9 12.1 72.1 67.0 94.0 96.9: 6.0 3.1
Old : 100.0: 9.9 17.9 12.1 72.1 67.0 94.0 96.9: 6.0 3.1
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 : 33: 1 5 4 19 25 24 30:
Old : 33: 1 5 4 19 25 24 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 : 56.7 49.3 75.4 67.2 52.4 39.6 61.2 51.5
Old : 56.7 49.3 75.4 67.2 52.4 39.6 61.2 51.5
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 Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 12,194: 582 4,236 2,128 8,212 4,814 10,922 11,178: 1,272 1,016
Old : 12,194: 582 4,236 2,128 8,212 4,814 10,922 11,178: 1,272 1,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 628: 42 882 -714 1,306 0 634 168: -6 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 34.7 17.5 67.3 39.5 89.6 91.7: 10.4 8.3
Old : 100.0: 4.8 34.7 17.5 67.3 39.5 89.6 91.7: 10.4 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 : 30: 3 3 3 20 13 25 17:
Old : 30: 3 3 3 20 13 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 61.8 64.4 82.2 35.2 50.5 52.1 66.3
Old : 43.7 61.8 64.4 82.2 35.2 50.5 52.1 66.3
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 Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 11,566: 540 3,354 2,842 6,906 4,814 10,288 11,010: 1,278 556
Old : 11,566: 540 3,354 2,842 6,906 4,814 10,288 11,010: 1,278 556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -691: 0 0 0 -699 -189 -699 -189: 8 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 29.0 24.6 59.7 41.6 89.0 95.2: 11.0 4.8
Old : 100.0: 4.7 29.0 24.6 59.7 41.6 89.0 95.2: 11.0 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 2 3 18 14 23 17:
Old : 28: 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 : 47.0 62.6 66.7 83.4 30.3 44.5 47.1 60.5
Old : 47.0 62.6 66.7 83.4 30.3 44.5 47.1 60.5
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 Code-06465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 11,957: 2,403 3,039 399 9,132 8,385 11,934 11,823: 23 134
Old : 11,957: 2,403 3,039 399 9,132 8,385 11,934 11,823: 23 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -42: 84 0 -84 -42 42 -42 -42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 25.4 3.3 76.4 70.1 99.8 98.9: 0.2 1.1
Old : 100.0: 20.1 25.4 3.3 76.4 70.1 99.8 98.9: 0.2 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 : 21: 2 3 3 12 9 15 14:
Old : 21: 2 3 3 12 9 15 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 : 81.5 83.8 96.4 96.2 73.1 75.4 77.8 78.1
Old : 81.5 83.8 96.4 96.2 73.1 75.4 77.8 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 11,999: 2,319 3,039 483 9,174 8,343 11,976 11,865: 23 134
Old : 11,999: 2,319 3,039 483 9,174 8,343 11,976 11,865: 23 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 133: 168 126 -84 557 599 641 641: -508 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 25.3 4.0 76.5 69.5 99.8 98.9: 0.2 1.1
Old : 100.0: 19.3 25.3 4.0 76.5 69.5 99.8 98.9: 0.2 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 : 21: 2 3 3 12 8 15 13:
Old : 21: 2 3 3 12 8 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.5 83.5 96.5 95.9 72.1 75.1 77.2 77.8
Old : 81.5 83.5 96.5 95.9 72.1 75.1 77.2 77.8
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 Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 16,862: 3,360 3,074 3,000 10,342 10,558 16,702 16,632: 160 230
Old : 16,862: 3,360 3,074 3,000 10,342 10,558 16,702 16,632: 160 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 580: -100 0 60 500 500 460 560: 120 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 18.2 17.8 61.3 62.6 99.1 98.6: 0.9 1.4
Old : 100.0: 19.9 18.2 17.8 61.3 62.6 99.1 98.6: 0.9 1.4
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 : 27: 4 2 6 20 17 26 23:
Old : 27: 4 2 6 20 17 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 57.8 73.9 77.1 40.9 43.5 54.1 55.8
Old : 45.7 57.8 73.9 77.1 40.9 43.5 54.1 55.8
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 Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 16,282: 3,460 3,074 2,940 9,842 10,058 16,242 16,072: 40 210
Old : 16,282: 3,460 3,074 2,940 9,842 10,058 16,242 16,072: 40 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 980: 360 -340 -180 920 1,550 1,100 1,030: -120 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 18.9 18.1 60.4 61.8 99.8 98.7: 0.2 1.3
Old : 100.0: 21.3 18.9 18.1 60.4 61.8 99.8 98.7: 0.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 2 6 19 19 25 25:
Old : 27: 4 2 6 19 19 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 : 47.4 55.7 74.4 74.8 40.4 40.9 52.0 52.0
Old : 47.4 55.7 74.4 74.8 40.4 40.9 52.0 52.0
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 Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 25,076: 11,380 280 1,950 10,960 22,214 24,290 24,444: 786 632
Old : 25,076: 11,380 280 1,950 10,960 22,214 24,290 24,444: 786 632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 430: -110 0 30 90 -80 10 -50: 420 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 1.1 7.8 43.7 88.6 96.9 97.5: 3.1 2.5
Old : 100.0: 45.4 1.1 7.8 43.7 88.6 96.9 97.5: 3.1 2.5
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 : 32: 5 1 4 23 23 28 28:
Old : 32: 5 1 4 23 23 28 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 : 65.0 54.1 80.3 77.5 55.9 50.2 69.3 70.1
Old : 65.0 54.1 80.3 77.5 55.9 50.2 69.3 70.1
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 Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 24,646: 11,490 280 1,920 10,870 22,294 24,280 24,494: 366 152
Old : 24,646: 11,490 280 1,920 10,870 22,294 24,280 24,494: 366 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -430: -900 0 -90 670 -140 -320 -230: -110 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 1.1 7.8 44.1 90.5 98.5 99.4: 1.5 0.6
Old : 100.0: 46.6 1.1 7.8 44.1 90.5 98.5 99.4: 1.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 1 4 22 23 27 28:
Old : 32: 5 1 4 22 23 27 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 : 66.7 53.7 82.2 77.6 57.7 49.0 70.7 69.7
Old : 66.7 53.7 82.2 77.6 57.7 49.0 70.7 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 1,522,594: 151,327 86,749 461,711 826,431 875,753 1,439,469 1,424,214: 83,124 98,380
Old : 1,522,594: 151,327 86,749 461,711 826,431 875,753 1,439,469 1,424,214: 83,124 98,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: 75,943: -2,055 -1,906 37,831 31,394 24,981 67,171 60,905: 8,773 15,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.7 30.3 54.3 57.5 94.5 93.5: 5.5 6.5
Old : 100.0: 9.9 5.7 30.3 54.3 57.5 94.5 93.5: 5.5 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 : 303: 88 113 128 81 94 243 266:
Old : 303: 88 113 128 81 94 243 266:
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 18.5 29.9 28.7 9.3 6.9 13.5 10.6
Old : 20.6 18.5 29.9 28.7 9.3 6.9 13.5 10.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 1,446,651: 153,382 88,655 423,880 795,037 850,773 1,372,299 1,363,308: 74,352 83,342
Old : 1,446,651: 153,382 88,655 423,880 795,037 850,773 1,372,299 1,363,308: 74,352 83,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -113,809: -14,481 1,736 -42,319 -52,440 -57,894 -109,240 -98,477: -4,569 -15,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 6.1 29.3 55.0 58.8 94.9 94.2: 5.1 5.8
Old : 100.0: 10.6 6.1 29.3 55.0 58.8 94.9 94.2: 5.1 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 : 294: 84 104 114 80 94 233 252:
Old : 294: 84 104 114 80 94 233 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 19.0 29.7 29.3 9.4 7.7 13.9 11.5
Old : 20.5 19.0 29.7 29.3 9.4 7.7 13.9 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 14,799: 8,360 5,881 656 3,220 7,315 12,236 13,852: 2,563 947
Old : 14,799: 8,360 5,881 656 3,220 7,315 12,236 13,852: 2,563 947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -107: -118 458 -282 432 -363 32 -187: -139 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 39.7 4.4 21.8 49.4 82.7 93.6: 17.3 6.4
Old : 100.0: 56.5 39.7 4.4 21.8 49.4 82.7 93.6: 17.3 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 : 106: 53 16 4 16 25 73 42:
Old : 106: 53 16 4 16 25 73 42:
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 : 24.2 46.7 38.7 62.3 24.2 45.4 38.0 59.4
Old : 24.2 46.7 38.7 62.3 24.2 45.4 38.0 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 14,906: 8,478 5,423 938 2,788 7,678 12,204 14,039: 2,702 867
Old : 14,906: 8,478 5,423 938 2,788 7,678 12,204 14,039: 2,702 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: 462: -120 360 366 220 -511 466 215: -4 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 36.4 6.3 18.7 51.5 81.9 94.2: 18.1 5.8
Old : 100.0: 56.9 36.4 6.3 18.7 51.5 81.9 94.2: 18.1 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 : 112: 53 17 8 13 26 74 48:
Old : 112: 53 17 8 13 26 74 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 42.2 38.3 58.3 24.2 42.2 37.6 57.6
Old : 24.2 42.2 38.3 58.3 24.2 42.2 37.6 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 10,843: 7,435 706 67 1,105 9,185 8,607 9,958: 2,236 885
Old : 10,843: 7,435 706 67 1,105 9,185 8,607 9,958: 2,236 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -458: -209 5 59 85 -406 -65 -342: -393 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 6.5 0.6 10.2 84.7 79.4 91.8: 20.6 8.2
Old : 100.0: 68.6 6.5 0.6 10.2 84.7 79.4 91.8: 20.6 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 : 55: 24 6 2 8 21 33 29:
Old : 55: 24 6 2 8 21 33 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 : 32.5 49.2 48.5 68.9 32.5 48.8 48.1 68.5
Old : 32.5 49.2 48.5 68.9 32.5 48.8 48.1 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 11,301: 7,644 701 8 1,020 9,591 8,672 10,300: 2,629 1,001
Old : 11,301: 7,644 701 8 1,020 9,591 8,672 10,300: 2,629 1,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -366: -473 60 0 0 -414 -473 -354: 107 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 6.2 0.1 9.0 84.9 76.7 91.1: 23.3 8.9
Old : 100.0: 67.6 6.2 0.1 9.0 84.9 76.7 91.1: 23.3 8.9
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 : 55: 27 6 1 7 20 34 27:
Old : 55: 27 6 1 7 20 34 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 : 31.3 51.6 45.9 71.3 31.3 51.2 45.4 70.9
Old : 31.3 51.6 45.9 71.3 31.3 51.2 45.4 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 184,319: 39,440 7,770 27,286 97,212 134,253 163,938 169,308: 20,381 15,011
Old : 184,319: 39,440 7,770 27,286 97,212 134,253 163,938 169,308: 20,381 15,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2005 :
: -12,343: -6,589 2,367 -8,831 2,510 -8,264 -12,910 -14,728: 567 2,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 4.2 14.8 52.7 72.8 88.9 91.9: 11.1 8.1
Old : 100.0: 21.4 4.2 14.8 52.7 72.8 88.9 91.9: 11.1 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 : 153: 48 26 33 65 68 132 109:
Old : 153: 48 26 33 65 68 132 109:
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 : 21.8 23.9 34.8 37.6 13.7 16.6 22.2 24.7
Old : 21.8 23.9 34.8 37.6 13.7 16.6 22.2 24.7
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 Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 196,662: 46,029 5,402 36,117 94,702 142,517 176,848 184,035: 19,814 12,627
Old : 196,662: 46,029 5,402 36,117 94,702 142,517 176,848 184,035: 19,814 12,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2005 :
: -4,781: -4,621 -1,966 1,152 -352 -3,093 -3,821 -3,907: -960 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 2.7 18.4 48.2 72.5 89.9 93.6: 10.1 6.4
Old : 100.0: 23.4 2.7 18.4 48.2 72.5 89.9 93.6: 10.1 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 : 159: 62 15 36 65 69 138 110:
Old : 159: 62 15 36 65 69 138 110:
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 23.2 32.5 36.0 12.0 14.2 19.7 22.3
Old : 19.7 23.2 32.5 36.0 12.0 14.2 19.7 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2005