WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 293,865: 43,129 88,326 40,620 184,535 129,620 268,284 258,565: 25,581 35,299
Old : 278,240: 42,194 86,034 36,549 175,397 124,722 254,140 247,305: 24,100 30,935
Other: 15,624: 4,567 5,924 438 9,138 4,897 14,143 11,260: 1,481 4,365
: : :
: : Changes in Commitments from: August 30, 2005 :
: 5,415: 2,540 5,854 1,314 1,099 97 4,953 7,265: 462 -1,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 30.1 13.8 62.8 44.1 91.3 88.0: 8.7 12.0
Old : 100.0: 15.2 30.9 13.1 63.0 44.8 91.3 88.9: 8.7 11.1
Other: 100.0: 29.2 37.9 2.8 58.5 31.3 90.5 72.1: 9.5 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 71 120 75 50 57 169 213:
Old : 270: 72 124 71 47 56 162 211:
Other: 87: 25 22 12 13 35 44 63:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.7 47.1 37.2 31.8 23.4 44.5 28.6
Old : 33.5 30.2 48.3 38.0 33.5 25.9 46.9 32.3
Other: 46.5 37.9 65.5 46.4 45.7 37.8 63.5 45.2
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
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 881,842: 133,788 132,601 140,689 462,398 399,324 736,875 672,614: 144,968 209,228
Old : 838,590: 117,491 133,904 129,305 455,478 377,771 702,274 640,980: 136,316 197,610
Other: 43,252: 20,930 3,330 6,750 6,920 21,553 34,600 31,633: 8,652 11,619
: : :
: : Changes in Commitments from: August 30, 2005 :
: -3,775: 10,301 4,663 -3,435 -9,013 -2,666 -2,147 -1,438: -1,629 -2,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.0 16.0 52.4 45.3 83.6 76.3: 16.4 23.7
Old : 100.0: 14.0 16.0 15.4 54.3 45.0 83.7 76.4: 16.3 23.6
Other: 100.0: 48.4 7.7 15.6 16.0 49.8 80.0 73.1: 20.0 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 578: 151 131 156 212 234 442 454:
Old : 575: 144 139 149 210 234 435 450:
Other: 235: 47 35 20 39 125 97 170:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.6 29.1 21.8 19.6 15.2 27.4 19.5
Old : 20.8 16.3 30.5 21.5 20.5 14.7 28.8 19.1
Other: 19.5 31.4 32.3 39.1 15.7 28.1 26.9 33.3
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
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 6,980: 2,309 525 577 1,889 4,040 4,776 5,143: 2,204 1,838
Old : 6,978: 2,309 525 576 1,888 4,039 4,774 5,141: 2,204 1,838
Other: 2: 0 0 1 1 1 2 2: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -246: -107 28 9 -25 -366 -123 -329: -123 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 7.5 8.3 27.1 57.9 68.4 73.7: 31.6 26.3
Old : 100.0: 33.1 7.5 8.3 27.1 57.9 68.4 73.7: 31.6 26.3
Other: 100.0: 0.0 0.0 50.0 50.0 50.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 12 7 6 10 15 25 25:
Old : 38: 12 7 6 10 15 25 25:
Other: 2: 0 0 1 1 1 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 33.2 46.9 47.8 29.7 31.1 42.8 44.3
Old : 29.9 33.2 46.9 47.8 29.7 31.1 42.8 44.3
Other: 100.0 100.0 100.0 100.0 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 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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 330,423: 52,364 33,427 63,414 148,374 146,571 264,152 243,411: 66,271 87,011
Old : 324,090: 52,043 33,550 60,858 146,347 144,671 259,247 239,079: 64,843 85,011
Other: 6,332: 2,862 2,417 15 2,027 1,900 4,904 4,332: 1,428 2,000
: : :
: : Changes in Commitments from: August 30, 2005 :
: 7,912: 3,109 4,432 4,186 -1,840 -2,964 5,455 5,654: 2,458 2,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 10.1 19.2 44.9 44.4 79.9 73.7: 20.1 26.3
Old : 100.0: 16.1 10.4 18.8 45.2 44.6 80.0 73.8: 20.0 26.2
Other: 100.0: 45.2 38.2 0.2 32.0 30.0 77.4 68.4: 22.6 31.6
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 97 108 130 105 126 279 297:
Old : 358: 95 109 127 104 125 277 292:
Other: 93: 9 26 2 12 50 23 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 19.4 29.3 27.0 18.3 12.4 25.4 17.5
Old : 19.9 19.7 29.7 27.3 18.7 12.6 25.9 17.8
Other: 59.3 33.1 70.0 47.3 59.3 33.1 70.0 47.3
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 151,253: 20,155 24,319 23,348 85,733 85,069 129,236 132,737: 22,017 18,516
Old : 148,121: 20,977 24,292 21,787 84,342 84,224 127,106 130,304: 21,015 17,817
Other: 3,132: 696 1,545 43 1,391 845 2,130 2,433: 1,002 699
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,923: 872 2,323 -1,205 -13 -1,562 -346 -444: 4,269 4,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 16.1 15.4 56.7 56.2 85.4 87.8: 14.6 12.2
Old : 100.0: 14.2 16.4 14.7 56.9 56.9 85.8 88.0: 14.2 12.0
Other: 100.0: 22.2 49.3 1.4 44.4 27.0 68.0 77.7: 32.0 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 25 45 35 49 44 102 106:
Old : 141: 33 44 34 49 44 102 105:
Other: 22: 3 9 3 9 3 14 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 27.1 33.8 38.0 21.8 19.7 31.1 28.0
Old : 22.5 27.6 34.5 38.8 22.3 20.5 31.8 28.9
Other: 59.9 55.5 65.3 73.3 41.5 42.8 46.9 55.5
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 828,336: 95,587 60,552 114,519 473,787 463,784 683,893 638,855: 144,443 189,481
Old : 828,336: 95,587 60,552 114,519 473,787 463,784 683,893 638,855: 144,443 189,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 50,124: 7,746 5,913 1,260 18,397 1,985 27,403 9,157: 22,721 40,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 7.3 13.8 57.2 56.0 82.6 77.1: 17.4 22.9
Old : 100.0: 11.5 7.3 13.8 57.2 56.0 82.6 77.1: 17.4 22.9
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 : 169: 30 34 48 78 85 137 140:
Old : 169: 30 34 48 78 85 137 140:
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 : 20.4 15.6 28.3 24.1 16.3 11.5 22.1 18.8
Old : 20.4 15.6 28.3 24.1 16.3 11.5 22.1 18.8
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 127,808: 16,560 9,136 21,897 63,237 76,800 101,694 107,833: 26,114 19,975
Old : 125,985: 16,822 9,132 21,401 61,954 75,814 100,177 106,347: 25,808 19,638
Other: 1,823: 55 321 179 1,283 986 1,517 1,486: 306 337
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,280: 2,135 1,356 1,178 -787 -1,009 2,526 1,525: -246 755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 7.1 17.1 49.5 60.1 79.6 84.4: 20.4 15.6
Old : 100.0: 13.4 7.2 17.0 49.2 60.2 79.5 84.4: 20.5 15.6
Other: 100.0: 3.0 17.6 9.8 70.4 54.1 83.2 81.5: 16.8 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 33 32 39 49 48 106 104:
Old : 131: 36 32 39 49 48 106 104:
Other: 19: 1 5 3 11 3 14 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 32.6 28.4 43.2 13.9 27.1 21.4 34.3
Old : 18.5 33.1 28.1 43.7 13.9 27.6 21.2 34.9
Other: 56.0 60.1 75.0 77.0 56.0 56.3 69.0 67.9
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 7,107: 2,787 1,333 1,115 1,982 3,015 5,884 5,464: 1,223 1,643
Old : 7,107: 2,787 1,333 1,115 1,982 3,015 5,884 5,464: 1,223 1,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -472: -40 -83 -210 -101 -165 -350 -458: -121 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 18.8 15.7 27.9 42.4 82.8 76.9: 17.2 23.1
Old : 100.0: 39.2 18.8 15.7 27.9 42.4 82.8 76.9: 17.2 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 16 10 11 14 17 36 32:
Old : 50: 16 10 11 14 17 36 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 : 32.9 30.3 47.9 49.2 32.9 26.5 45.9 38.3
Old : 32.9 30.3 47.9 49.2 32.9 26.5 45.9 38.3
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 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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 388,109: 111,010 82,029 6,931 211,423 190,998 329,364 279,958: 58,745 108,151
Old : 388,109: 111,010 82,029 6,931 211,423 190,998 329,364 279,958: 58,745 108,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 12,364: 1,980 -5,140 -3,422 7,617 22,112 6,175 13,550: 6,189 -1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 21.1 1.8 54.5 49.2 84.9 72.1: 15.1 27.9
Old : 100.0: 28.6 21.1 1.8 54.5 49.2 84.9 72.1: 15.1 27.9
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 : 105: 13 25 6 44 47 61 75:
Old : 105: 13 25 6 44 47 61 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 : 29.5 17.8 46.0 26.2 27.9 16.6 43.1 25.0
Old : 29.5 17.8 46.0 26.2 27.9 16.6 43.1 25.0
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 2,351,871: 345,553 380,526 342,247 1,391,181 1,175,813 2,078,980 1,898,585: 272,891 453,286
Old : 2,351,871: 345,553 380,526 342,247 1,391,181 1,175,813 2,078,980 1,898,585: 272,891 453,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 65,031: 36,683 34,695 -23,385 34,960 -21,378 48,259 -10,068: 16,772 75,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 16.2 14.6 59.2 50.0 88.4 80.7: 11.6 19.3
Old : 100.0: 14.7 16.2 14.6 59.2 50.0 88.4 80.7: 11.6 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 54 70 71 103 121 195 226:
Old : 264: 54 70 71 103 121 195 226:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.4 47.5 26.8 35.6 17.6 43.1 23.7
Old : 37.9 18.4 47.5 26.8 35.6 17.6 43.1 23.7
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 1,520,448: 148,243 330,548 144,377 1,026,646 778,794 1,319,266 1,253,719: 201,182 266,729
Old : 1,520,448: 148,243 330,548 144,377 1,026,646 778,794 1,319,266 1,253,719: 201,182 266,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -33,141: 12,018 -26,839 6,221 -93,914 4,416 -75,674 -16,201: 42,533 -16,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 21.7 9.5 67.5 51.2 86.8 82.5: 13.2 17.5
Old : 100.0: 9.7 21.7 9.5 67.5 51.2 86.8 82.5: 13.2 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 36 47 40 74 82 128 151:
Old : 184: 36 47 40 74 82 128 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 19.9 44.6 30.4 28.8 17.7 36.6 26.1
Old : 33.1 19.9 44.6 30.4 28.8 17.7 36.6 26.1
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 736,574: 159,183 46,379 322,351 202,654 321,781 684,188 690,511: 52,386 46,064
Old : 736,574: 159,183 46,379 322,351 202,654 321,781 684,188 690,511: 52,386 46,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 43,457: 23,040 1,530 35,804 -13,780 -8,399 45,064 28,935: -1,607 14,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 6.3 43.8 27.5 43.7 92.9 93.7: 7.1 6.3
Old : 100.0: 21.6 6.3 43.8 27.5 43.7 92.9 93.7: 7.1 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 22 32 40 50 49 100 94:
Old : 117: 22 32 40 50 49 100 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 42.4 57.6 54.2 17.2 15.5 21.2 20.6
Old : 47.1 42.4 57.6 54.2 17.2 15.5 21.2 20.6
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 35,233: 7,601 5,213 533 18,861 21,746 26,995 27,493: 8,238 7,740
Old : 35,233: 7,601 5,213 533 18,861 21,746 26,995 27,493: 8,238 7,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,645: 752 -991 105 2,991 3,610 3,847 2,724: -203 921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 14.8 1.5 53.5 61.7 76.6 78.0: 23.4 22.0
Old : 100.0: 21.6 14.8 1.5 53.5 61.7 76.6 78.0: 23.4 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 12 10 7 22 15 37 29:
Old : 53: 12 10 7 22 15 37 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 : 29.4 47.7 46.3 61.1 28.9 41.4 42.1 54.8
Old : 29.4 47.7 46.3 61.1 28.9 41.4 42.1 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE 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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 77,319: 14,635 34,823 4,452 46,710 19,934 65,797 59,209: 11,522 18,111
Old : 77,319: 14,635 34,823 4,452 46,710 19,934 65,797 59,209: 11,522 18,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,792: 2,671 -80 814 -2,877 -704 608 30: 3,184 3,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 45.0 5.8 60.4 25.8 85.1 76.6: 14.9 23.4
Old : 100.0: 18.9 45.0 5.8 60.4 25.8 85.1 76.6: 14.9 23.4
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 : 82: 20 33 15 19 16 50 53:
Old : 82: 20 33 15 19 16 50 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 26.6 61.9 39.1 53.3 24.7 61.6 36.3
Old : 53.3 26.6 61.9 39.1 53.3 24.7 61.6 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 40,441: 2,430 4,434 4,443 32,260 29,663 39,133 38,540: 1,308 1,901
Old : 40,441: 2,430 4,434 4,443 32,260 29,663 39,133 38,540: 1,308 1,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,167: -696 -84 2,600 -4,000 -4,711 -2,096 -2,195: -71 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 11.0 11.0 79.8 73.3 96.8 95.3: 3.2 4.7
Old : 100.0: 6.0 11.0 11.0 79.8 73.3 96.8 95.3: 3.2 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 : 56: 8 16 4 19 20 29 38:
Old : 56: 8 16 4 19 20 29 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 : 53.3 49.8 72.7 74.8 45.8 38.7 59.1 54.9
Old : 53.3 49.8 72.7 74.8 45.8 38.7 59.1 54.9
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 20,965: 893 2,239 1,796 13,168 10,593 15,857 14,628: 5,108 6,337
Old : 20,965: 893 2,239 1,796 13,168 10,593 15,857 14,628: 5,108 6,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -3,076: -296 -196 -387 -2,076 -1,751 -2,759 -2,333: -317 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 10.7 8.6 62.8 50.5 75.6 69.8: 24.4 30.2
Old : 100.0: 4.3 10.7 8.6 62.8 50.5 75.6 69.8: 24.4 30.2
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 : 37: 9 4 11 21 18 33 30:
Old : 37: 9 4 11 21 18 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 30.7 56.2 49.0 38.8 28.4 54.5 43.2
Old : 38.8 30.7 56.2 49.0 38.8 28.4 54.5 43.2
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 112,600: 20,557 18,294 27,456 48,431 32,025 96,444 77,775: 16,156 34,826
Old : 60,663: 17,583 33,850 2,732 34,267 10,195 54,583 46,777: 6,080 13,886
Other: 51,937: 22,059 3,530 5,639 14,164 21,829 41,861 30,998: 10,076 20,939
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,304: 2,374 -1,417 1,009 -879 2,095 2,504 1,686: 800 1,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 16.2 24.4 43.0 28.4 85.7 69.1: 14.3 30.9
Old : 100.0: 29.0 55.8 4.5 56.5 16.8 90.0 77.1: 10.0 22.9
Other: 100.0: 42.5 6.8 10.9 27.3 42.0 80.6 59.7: 19.4 40.3
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 46 43 58 27 34 119 101:
Old : 141: 45 51 16 20 30 76 86:
Other: 113: 52 17 29 22 30 84 67:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 18.0 38.2 30.0 26.5 14.7 37.0 22.2
Old : 39.0 30.8 57.1 43.9 39.0 30.8 56.8 43.9
Other: 21.3 19.7 37.7 26.9 20.9 19.1 35.9 26.0
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 153,261: 37,098 33,509 21,038 74,551 62,507 132,686 117,054: 20,574 36,207
Old : 153,261: 37,098 33,509 21,038 74,551 62,507 132,686 117,054: 20,574 36,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,271: 2,005 -1,645 559 -2,181 126 383 -959: 888 2,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 21.9 13.7 48.6 40.8 86.6 76.4: 13.4 23.6
Old : 100.0: 24.2 21.9 13.7 48.6 40.8 86.6 76.4: 13.4 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 : 223: 44 66 54 70 93 149 185:
Old : 223: 44 66 54 70 93 149 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 13.1 38.7 21.1 23.3 10.8 37.1 18.6
Old : 23.3 13.1 38.7 21.1 23.3 10.8 37.1 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 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 4,477: 971 1,598 374 863 632 2,208 2,604: 2,269 1,873
Old : 4,477: 971 1,598 374 863 632 2,208 2,604: 2,269 1,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -378: -22 -305 96 -352 -80 -278 -290: -99 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 35.7 8.3 19.3 14.1 49.3 58.2: 50.7 41.8
Old : 100.0: 21.7 35.7 8.3 19.3 14.1 49.3 58.2: 50.7 41.8
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 : 45: 16 12 8 13 12 30 31:
Old : 45: 16 12 8 13 12 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 26.5 32.9 36.8 19.9 26.5 28.7 35.8
Old : 21.7 26.5 32.9 36.8 19.9 26.5 28.7 35.8
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 29,377: 12,443 3,440 4,912 7,052 8,945 24,407 17,297: 4,970 12,080
Old : 29,377: 12,443 3,440 4,912 7,052 8,945 24,407 17,297: 4,970 12,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 100: 475 -614 -212 -208 485 55 -342: 44 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 11.7 16.7 24.0 30.5 83.1 58.9: 16.9 41.1
Old : 100.0: 42.4 11.7 16.7 24.0 30.5 83.1 58.9: 16.9 41.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 46 20 31 37 35 105 70:
Old : 128: 46 20 31 37 35 105 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 26.1 28.0 32.7 16.3 23.9 26.2 28.5
Old : 17.4 26.1 28.0 32.7 16.3 23.9 26.2 28.5
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 126,451: 47,550 16,892 2,802 44,619 89,886 94,971 109,580: 31,480 16,871
Old : 126,451: 47,550 16,892 2,802 44,619 89,886 94,971 109,580: 31,480 16,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 6,812: 1,172 127 1,489 3,600 6,561 6,261 8,177: 551 -1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 13.4 2.2 35.3 71.1 75.1 86.7: 24.9 13.3
Old : 100.0: 37.6 13.4 2.2 35.3 71.1 75.1 86.7: 24.9 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 28 15 10 26 26 61 44:
Old : 83: 28 15 10 26 26 61 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 : 23.3 28.8 37.2 51.2 22.3 28.6 32.0 49.3
Old : 23.3 28.8 37.2 51.2 22.3 28.6 32.0 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 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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 62,100: 14,944 15,729 522 36,899 37,451 52,365 53,702: 9,735 8,398
Old : 62,100: 14,944 15,729 522 36,899 37,451 52,365 53,702: 9,735 8,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -6,165: 10,936 -20,155 521 -26,682 14,716 -15,225 -4,918: 9,060 -1,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 25.3 0.8 59.4 60.3 84.3 86.5: 15.7 13.5
Old : 100.0: 24.1 25.3 0.8 59.4 60.3 84.3 86.5: 15.7 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 9 12 2 7 16 17 29:
Old : 39: 9 12 2 7 16 17 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 : 56.3 41.8 73.5 56.5 43.3 27.6 56.4 39.6
Old : 56.3 41.8 73.5 56.5 43.3 27.6 56.4 39.6
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 75,882: 45,022 1,944 687 26,283 66,784 71,993 69,415: 3,890 6,467
Old : 75,882: 45,022 1,944 687 26,283 66,784 71,993 69,415: 3,890 6,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 5,040: 5,247 -2,951 194 -1,327 8,373 4,114 5,616: 926 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 2.6 0.9 34.6 88.0 94.9 91.5: 5.1 8.5
Old : 100.0: 59.3 2.6 0.9 34.6 88.0 94.9 91.5: 5.1 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 43 9 5 19 16 64 28:
Old : 81: 43 9 5 19 16 64 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 : 30.0 68.2 47.8 81.4 30.0 65.4 47.2 78.0
Old : 30.0 68.2 47.8 81.4 30.0 65.4 47.2 78.0
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 84,622: 25,861 14,842 1,564 38,817 62,622 66,242 79,028: 18,380 5,594
Old : 84,622: 25,861 14,842 1,564 38,817 62,622 66,242 79,028: 18,380 5,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 4,213: 7,492 -6,019 880 -6,650 14,809 1,722 9,670: 2,490 -5,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 17.5 1.8 45.9 74.0 78.3 93.4: 21.7 6.6
Old : 100.0: 30.6 17.5 1.8 45.9 74.0 78.3 93.4: 21.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 16 18 6 20 24 41 43:
Old : 65: 16 18 6 20 24 41 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 : 35.5 37.8 51.1 56.5 21.1 27.6 34.3 42.1
Old : 35.5 37.8 51.1 56.5 21.1 27.6 34.3 42.1
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 204,091: 6,334 42,715 5,718 174,048 141,357 186,100 189,789: 17,991 14,301
Old : 204,091: 6,334 42,715 5,718 174,048 141,357 186,100 189,789: 17,991 14,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,413: 350 -13,567 377 -4,846 14,691 -4,120 1,500: 2,707 -2,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 20.9 2.8 85.3 69.3 91.2 93.0: 8.8 7.0
Old : 100.0: 3.1 20.9 2.8 85.3 69.3 91.2 93.0: 8.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 12 30 9 28 35 46 68:
Old : 85: 12 30 9 28 35 46 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 44.6 68.7 59.6 35.6 28.9 49.0 36.5
Old : 46.9 44.6 68.7 59.6 35.6 28.9 49.0 36.5
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 193,835: 38,968 15,060 16,820 87,970 116,549 143,758 148,430: 50,077 45,405
Old : 193,835: 38,968 15,060 16,820 87,970 116,549 143,758 148,430: 50,077 45,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 12,455: 13,501 -15,405 2,691 -9,743 21,814 6,449 9,099: 6,006 3,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 7.8 8.7 45.4 60.1 74.2 76.6: 25.8 23.4
Old : 100.0: 20.1 7.8 8.7 45.4 60.1 74.2 76.6: 25.8 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 43 25 32 32 31 89 74:
Old : 107: 43 25 32 32 31 89 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 30.4 33.1 43.4 18.2 26.8 27.0 36.4
Old : 22.3 30.4 33.1 43.4 18.2 26.8 27.0 36.4
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
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 9,596: 5,251 0 0 3,051 8,610 8,302 8,610: 1,294 986
Old : 9,596: 5,251 0 0 3,051 8,610 8,302 8,610: 1,294 986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 186: 374 0 0 -201 415 173 415: 13 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 0.0 0.0 31.8 89.7 86.5 89.7: 13.5 10.3
Old : 100.0: 54.7 0.0 0.0 31.8 89.7 86.5 89.7: 13.5 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 0 0 5 10 12 10:
Old : 20: 7 0 0 5 10 12 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 : 68.0 71.1 81.0 87.0 63.5 71.1 76.5 83.2
Old : 68.0 71.1 81.0 87.0 63.5 71.1 76.5 83.2
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, September 6, 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 :14,067,830: 980,159 734,213 4,705,793 7,158,314 6,810,125 12,844,266 12,250,131: 1,223,564 1,817,699
Old :14,067,830: 980,159 734,213 4,705,793 7,158,314 6,810,125 12,844,266 12,250,131: 1,223,564 1,817,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 138,477: 142,171 -327,860 442,474 -533,117 1,696 51,529 116,310: 86,948 22,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 5.2 33.5 50.9 48.4 91.3 87.1: 8.7 12.9
Old : 100.0: 7.0 5.2 33.5 50.9 48.4 91.3 87.1: 8.7 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 : 295: 61 67 107 154 154 271 275:
Old : 295: 61 67 107 154 154 271 275:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 14.0 33.1 24.0 18.0 6.7 23.7 11.0
Old : 19.7 14.0 33.1 24.0 18.0 6.7 23.7 11.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE 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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 754,759: 46,392 58,867 49,959 499,849 527,987 596,201 636,813: 158,559 117,946
Old : 754,759: 46,392 58,867 49,959 499,849 527,987 596,201 636,813: 158,559 117,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 22,436: -4,891 -3,813 1,402 18,256 14,224 14,767 11,813: 7,669 10,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.8 6.6 66.2 70.0 79.0 84.4: 21.0 15.6
Old : 100.0: 6.1 7.8 6.6 66.2 70.0 79.0 84.4: 21.0 15.6
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: 45 46 63 91 70 174 142:
Old : 207: 45 46 63 91 70 174 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 30.0 26.7 42.6 18.0 28.0 26.3 40.4
Old : 18.1 30.0 26.7 42.6 18.0 28.0 26.3 40.4
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 1,237,813: 208,712 359,203 69,030 690,012 699,708 967,753 1,127,940: 270,061 109,873
Old : 1,237,813: 208,712 359,203 69,030 690,012 699,708 967,753 1,127,940: 270,061 109,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 100,330: 23,591 36,073 27,185 21,885 43,094 72,661 106,353: 27,669 -6,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 29.0 5.6 55.7 56.5 78.2 91.1: 21.8 8.9
Old : 100.0: 16.9 29.0 5.6 55.7 56.5 78.2 91.1: 21.8 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 : 217: 45 70 38 66 72 141 150:
Old : 217: 45 70 38 66 72 141 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 18.9 35.3 31.8 17.6 14.5 27.0 23.0
Old : 22.0 18.9 35.3 31.8 17.6 14.5 27.0 23.0
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 13,498: 1,439 530 0 7,579 10,344 9,018 10,874: 4,480 2,624
Old : 13,498: 1,439 530 0 7,579 10,344 9,018 10,874: 4,480 2,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 664: 410 0 0 728 119 1,138 119: -474 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.9 0.0 56.1 76.6 66.8 80.6: 33.2 19.4
Old : 100.0: 10.7 3.9 0.0 56.1 76.6 66.8 80.6: 33.2 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 0 18 14 22 15:
Old : 32: 4 1 0 18 14 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 35.0 41.1 60.1 25.4 34.2 38.0 57.9
Old : 25.8 35.0 41.1 60.1 25.4 34.2 38.0 57.9
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 35,682: 7,610 1,751 116 18,016 31,618 25,742 33,485: 9,940 2,197
Old : 35,682: 7,610 1,751 116 18,016 31,618 25,742 33,485: 9,940 2,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,186: 171 -416 115 -1,128 1,525 -842 1,224: 2,028 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 4.9 0.3 50.5 88.6 72.1 93.8: 27.9 6.2
Old : 100.0: 21.3 4.9 0.3 50.5 88.6 72.1 93.8: 27.9 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 4 2 20 17 26 22:
Old : 39: 5 4 2 20 17 26 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 : 40.8 59.6 55.7 80.4 40.6 58.4 53.0 75.0
Old : 40.8 59.6 55.7 80.4 40.6 58.4 53.0 75.0
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 58,947: 6,429 16,164 433 34,433 33,722 41,295 50,318: 17,652 8,629
Old : 58,947: 6,429 16,164 433 34,433 33,722 41,295 50,318: 17,652 8,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 384: 365 107 42 3,646 494 4,053 643: -3,670 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 27.4 0.7 58.4 57.2 70.1 85.4: 29.9 14.6
Old : 100.0: 10.9 27.4 0.7 58.4 57.2 70.1 85.4: 29.9 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 : 83: 12 21 2 35 31 48 53:
Old : 83: 12 21 2 35 31 48 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 30.1 37.1 48.1 23.9 24.4 32.9 40.5
Old : 26.8 30.1 37.1 48.1 23.9 24.4 32.9 40.5
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 335,346: 114,184 79,329 3,399 197,324 196,425 314,907 279,152: 20,440 56,194
Old : 335,346: 114,184 79,329 3,399 197,324 196,425 314,907 279,152: 20,440 56,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -55: 7,819 -12,164 1,729 -14,032 22,328 -4,484 11,893: 4,429 -11,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 23.7 1.0 58.8 58.6 93.9 83.2: 6.1 16.8
Old : 100.0: 34.0 23.7 1.0 58.8 58.6 93.9 83.2: 6.1 16.8
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 : 199: 70 57 15 44 41 123 105:
Old : 199: 70 57 15 44 41 123 105:
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 : 39.9 29.0 55.2 40.2 29.9 17.7 40.7 25.9
Old : 39.9 29.0 55.2 40.2 29.9 17.7 40.7 25.9
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 66,254: 20,798 1,465 0 31,270 56,690 52,068 58,155: 14,186 8,099
Old : 66,254: 20,798 1,465 0 31,270 56,690 52,068 58,155: 14,186 8,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,673: 6,656 -1,812 0 -4,059 6,584 2,597 4,772: 1,076 -1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 2.2 0.0 47.2 85.6 78.6 87.8: 21.4 12.2
Old : 100.0: 31.4 2.2 0.0 47.2 85.6 78.6 87.8: 21.4 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 14 2 0 15 19 29 21:
Old : 42: 14 2 0 15 19 29 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 : 39.0 42.5 55.0 69.9 31.9 37.1 45.0 60.4
Old : 39.0 42.5 55.0 69.9 31.9 37.1 45.0 60.4
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 38,156: 221 6,145 55 32,158 25,855 32,434 32,055: 5,722 6,100
Old : 38,156: 221 6,145 55 32,158 25,855 32,434 32,055: 5,722 6,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 932: -559 -77 55 988 1,160 484 1,138: 448 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 16.1 0.1 84.3 67.8 85.0 84.0: 15.0 16.0
Old : 100.0: 0.6 16.1 0.1 84.3 67.8 85.0 84.0: 15.0 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 1 15 1 29 28 31 43:
Old : 58: 1 15 1 29 28 31 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 : 62.5 33.4 69.9 46.8 59.3 32.8 66.7 46.0
Old : 62.5 33.4 69.9 46.8 59.3 32.8 66.7 46.0
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 243,437: 19,952 49,184 3,705 205,963 179,112 229,620 232,002: 13,817 11,435
Old : 243,437: 19,952 49,184 3,705 205,963 179,112 229,620 232,002: 13,817 11,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -8,304: 4,001 -4,433 1,186 -15,142 -4,727 -9,954 -7,974: 1,650 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 20.2 1.5 84.6 73.6 94.3 95.3: 5.7 4.7
Old : 100.0: 8.2 20.2 1.5 84.6 73.6 94.3 95.3: 5.7 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 : 134: 24 45 21 37 50 75 103:
Old : 134: 24 45 21 37 50 75 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 36.8 68.8 53.8 54.6 33.8 62.1 47.2
Old : 58.7 36.8 68.8 53.8 54.6 33.8 62.1 47.2
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 67,196: 19,760 13,132 6,800 22,698 34,741 49,258 54,673: 17,938 12,523
Old : 67,196: 19,760 13,132 6,800 22,698 34,741 49,258 54,673: 17,938 12,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 12,164: 369 202 6,293 3,639 3,101 10,301 9,596: 1,863 2,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 19.5 10.1 33.8 51.7 73.3 81.4: 26.7 18.6
Old : 100.0: 29.4 19.5 10.1 33.8 51.7 73.3 81.4: 26.7 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: 24 20 16 23 28 58 55:
Old : 86: 24 20 16 23 28 58 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.7 29.7 48.4 14.7 35.7 25.6 44.0
Old : 17.7 35.7 29.7 48.4 14.7 35.7 25.6 44.0
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 39,046: 6,944 2,485 3,489 20,827 10,982 31,260 16,956: 7,786 22,090
Old : 39,046: 6,944 2,485 3,489 20,827 10,982 31,260 16,956: 7,786 22,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 7,513: 388 596 3,310 1,649 -385 5,347 3,521: 2,166 3,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 6.4 8.9 53.3 28.1 80.1 43.4: 19.9 56.6
Old : 100.0: 17.8 6.4 8.9 53.3 28.1 80.1 43.4: 19.9 56.6
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 : 39: 13 5 9 13 10 28 23:
Old : 39: 13 5 9 13 10 28 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 : 46.6 22.3 57.6 30.7 45.9 21.0 55.2 27.1
Old : 46.6 22.3 57.6 30.7 45.9 21.0 55.2 27.1
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 39,488: 1,498 2,906 0 19,548 28,546 21,046 31,452: 18,442 8,036
Old : 39,488: 1,498 2,906 0 19,548 28,546 21,046 31,452: 18,442 8,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,039: -212 -164 -45 929 3,391 672 3,182: 1,367 -1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 7.4 0.0 49.5 72.3 53.3 79.6: 46.7 20.4
Old : 100.0: 3.8 7.4 0.0 49.5 72.3 53.3 79.6: 46.7 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 10 0 16 24 20 34:
Old : 42: 4 10 0 16 24 20 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 : 29.4 41.8 40.6 61.3 14.2 31.2 19.6 38.0
Old : 29.4 41.8 40.6 61.3 14.2 31.2 19.6 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE 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
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 127,103: 38,772 24,582 17,158 35,078 72,290 91,008 114,030: 36,096 13,073
Old : 127,103: 38,772 24,582 17,158 35,078 72,290 91,008 114,030: 36,096 13,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -6,157: -4,411 -7,654 851 -1,426 2,112 -4,987 -4,691: -1,170 -1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 19.3 13.5 27.6 56.9 71.6 89.7: 28.4 10.3
Old : 100.0: 30.5 19.3 13.5 27.6 56.9 71.6 89.7: 28.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 89 46 47 28 31 136 106:
Old : 177: 89 46 47 28 31 136 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 27.9 31.0 43.5 13.8 23.0 19.1 36.3
Old : 20.9 27.9 31.0 43.5 13.8 23.0 19.1 36.3
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 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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 108,914: 38,717 28,410 14,184 40,756 52,612 93,657 95,206: 15,257 13,708
Old : 108,914: 38,717 28,410 14,184 40,756 52,612 93,657 95,206: 15,257 13,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,033: 1,640 1,307 -572 -282 480 787 1,216: 246 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 26.1 13.0 37.4 48.3 86.0 87.4: 14.0 12.6
Old : 100.0: 35.5 26.1 13.0 37.4 48.3 86.0 87.4: 14.0 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 72 61 47 42 37 147 120:
Old : 190: 72 61 47 42 37 147 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 39.6 33.8 49.5 23.9 35.4 33.3 44.8
Old : 23.9 39.6 33.8 49.5 23.9 35.4 33.3 44.8
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 360,310: 162,177 39,363 60,377 73,990 233,537 296,545 333,276: 63,765 27,034
Old : 360,310: 162,177 39,363 60,377 73,990 233,537 296,545 333,276: 63,765 27,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 14,342: 690 -1,847 6,467 157 7,588 7,314 12,208: 7,028 2,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 10.9 16.8 20.5 64.8 82.3 92.5: 17.7 7.5
Old : 100.0: 45.0 10.9 16.8 20.5 64.8 82.3 92.5: 17.7 7.5
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 : 262: 144 58 62 39 48 215 140:
Old : 262: 144 58 62 39 48 215 140:
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 : 24.2 33.3 33.7 51.2 20.0 31.4 25.6 43.5
Old : 24.2 33.3 33.7 51.2 20.0 31.4 25.6 43.5
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 9,316: 4,698 2,261 541 2,607 6,059 7,846 8,861: 1,470 455
Old : 9,316: 4,698 2,261 541 2,607 6,059 7,846 8,861: 1,470 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 26: 3 -29 21 -36 35 -12 27: 38 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 24.3 5.8 28.0 65.0 84.2 95.1: 15.8 4.9
Old : 100.0: 50.4 24.3 5.8 28.0 65.0 84.2 95.1: 15.8 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 : 39: 18 3 11 6 6 34 19:
Old : 39: 18 3 11 6 6 34 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 : 53.9 79.8 67.6 89.5 50.4 68.6 58.9 77.9
Old : 53.9 79.8 67.6 89.5 50.4 68.6 58.9 77.9
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 100,711: 22,281 9,330 7,512 52,450 64,331 82,244 81,174: 18,467 19,538
Old : 93,194: 22,857 9,337 4,345 49,184 62,821 76,386 76,502: 16,808 16,692
Other: 7,517: 2,509 3,078 83 3,266 1,510 5,858 4,672: 1,659 2,846
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,338: -3,865 2,592 261 591 -5,528 -3,013 -2,674: 1,674 1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 9.3 7.5 52.1 63.9 81.7 80.6: 18.3 19.4
Old : 100.0: 24.5 10.0 4.7 52.8 67.4 82.0 82.1: 18.0 17.9
Other: 100.0: 33.4 41.0 1.1 43.4 20.1 77.9 62.1: 22.1 37.9
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 41 18 25 47 54 95 91:
Old : 134: 42 18 17 47 53 95 82:
Other: 55: 7 16 9 11 24 24 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 : 30.4 33.2 41.2 43.8 21.5 23.7 29.2 31.1
Old : 30.6 35.6 42.2 46.5 24.4 26.4 32.8 34.9
Other: 59.1 32.2 70.1 48.6 59.1 32.2 69.9 48.0
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 29,133: 1,830 5,646 1,159 17,000 14,459 19,990 21,265: 9,143 7,868
Old : 29,014: 1,830 5,644 1,159 16,969 14,431 19,959 21,235: 9,055 7,779
Other: 119: 0 2 0 31 28 31 30: 88 89
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,736: 145 428 188 -3,121 -3,072 -2,789 -2,457: 53 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 19.4 4.0 58.4 49.6 68.6 73.0: 31.4 27.0
Old : 100.0: 6.3 19.5 4.0 58.5 49.7 68.8 73.2: 31.2 26.8
Other: 100.0: 0.0 1.7 0.0 26.1 23.5 26.1 25.2: 73.9 74.8
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 6 11 6 26 18 35 33:
Old : 47: 6 11 6 25 18 34 33:
Other: 8: 0 1 0 2 5 2 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 46.4 43.6 55.1 31.3 44.6 40.9 51.2
Old : 31.4 46.6 43.7 55.3 31.3 44.7 40.9 51.4
Other: 26.1 23.5 26.1 25.2 26.1 23.5 26.1 25.2
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 152,143: 19,534 34,795 35,610 79,716 68,213 134,860 138,618: 17,283 13,525
Old : 151,409: 19,614 34,944 35,369 79,202 67,777 134,185 138,090: 17,224 13,319
Other: 734: 160 91 1 514 436 675 528: 59 206
: : :
: : Changes in Commitments from: August 30, 2005 :
: 7,428: 571 -1,626 3,677 2,045 4,795 6,293 6,845: 1,135 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 22.9 23.4 52.4 44.8 88.6 91.1: 11.4 8.9
Old : 100.0: 13.0 23.1 23.4 52.3 44.8 88.6 91.2: 11.4 8.8
Other: 100.0: 21.8 12.4 0.1 70.0 59.4 92.0 71.9: 8.0 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 83 65 59 71 62 176 166:
Old : 233: 82 66 58 71 62 176 165:
Other: 15: 2 1 1 6 6 8 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 22.6 28.2 30.7 17.3 18.4 25.2 24.0
Old : 17.6 22.6 28.3 30.6 17.4 18.4 25.3 24.1
Other: 74.3 63.6 92.0 71.9 74.3 63.6 91.8 71.8
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 36,931: 7,037 6,427 8,327 16,438 19,314 31,802 34,067: 5,129 2,864
Old : 26,110: 8,005 6,137 3,613 11,225 14,276 22,844 24,027: 3,266 2,083
Other: 10,822: 816 2,073 2,929 5,213 5,038 8,958 10,040: 1,863 782
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,150: -61 420 -1 -1,157 -1,807 -1,219 -1,388: 69 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 17.4 22.5 44.5 52.3 86.1 92.2: 13.9 7.8
Old : 100.0: 30.7 23.5 13.8 43.0 54.7 87.5 92.0: 12.5 8.0
Other: 100.0: 7.5 19.2 27.1 48.2 46.6 82.8 92.8: 17.2 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 32 37 22 30 21 77 67:
Old : 104: 39 31 16 29 18 74 59:
Other: 49: 12 16 17 17 12 40 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 40.6 40.6 54.8 21.5 33.4 31.7 44.5
Old : 28.2 40.0 41.8 55.9 27.8 35.5 38.0 50.9
Other: 31.6 54.0 51.1 71.0 20.9 33.4 31.8 41.5
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 130,164: 18,634 20,349 10,995 91,054 92,054 120,683 123,398: 9,481 6,766
Old : 116,737: 18,784 20,521 10,610 78,075 78,989 107,469 110,120: 9,268 6,617
Other: 13,427: 182 160 53 12,979 13,065 13,214 13,278: 213 149
: : :
: : Changes in Commitments from: August 30, 2005 :
: -16,286: -5,163 -19,009 -1,473 -8,771 5,721 -15,407 -14,762: -879 -1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.6 8.4 70.0 70.7 92.7 94.8: 7.3 5.2
Old : 100.0: 16.1 17.6 9.1 66.9 67.7 92.1 94.3: 7.9 5.7
Other: 100.0: 1.4 1.2 0.4 96.7 97.3 98.4 98.9: 1.6 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 44 45 29 52 37 115 94:
Old : 150: 45 45 28 51 37 114 93:
Other: 23: 2 1 2 15 10 17 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 33.2 51.5 49.2 21.2 23.3 32.3 31.5
Old : 34.0 30.5 52.0 46.7 26.8 24.4 39.2 34.3
Other: 64.9 88.5 89.1 98.4 48.9 65.7 64.7 69.9
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 629,627: 192,492 16,518 115,222 220,213 430,120 527,927 561,859: 101,700 67,767
Old : 629,627: 192,492 16,518 115,222 220,213 430,120 527,927 561,859: 101,700 67,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 12,598: 8,222 -2,777 4,617 -4,200 1,539 8,639 3,379: 3,959 9,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 2.6 18.3 35.0 68.3 83.8 89.2: 16.2 10.8
Old : 100.0: 30.6 2.6 18.3 35.0 68.3 83.8 89.2: 16.2 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 83 31 57 63 55 173 120:
Old : 188: 83 31 57 63 55 173 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 24.7 19.9 40.1 11.1 20.0 18.3 31.7
Old : 11.3 24.7 19.9 40.1 11.1 20.0 18.3 31.7
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 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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 116,611: 20,189 18,315 32,406 53,260 58,111 105,855 108,831: 10,756 7,780
Old : 115,754: 20,130 18,779 31,935 53,015 57,430 105,080 108,144: 10,675 7,611
Other: 857: 524 1 6 245 681 775 688: 82 169
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,445: 1,232 -256 1,957 -571 2,185 2,618 3,886: 827 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 15.7 27.8 45.7 49.8 90.8 93.3: 9.2 6.7
Old : 100.0: 17.4 16.2 27.6 45.8 49.6 90.8 93.4: 9.2 6.6
Other: 100.0: 61.2 0.1 0.7 28.6 79.5 90.5 80.3: 9.5 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 117 83 101 98 94 257 241:
Old : 324: 115 85 101 97 94 255 241:
Other: 31: 4 2 1 10 17 14 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.7 27.9 30.8 15.0 13.5 23.1 19.9
Old : 16.4 19.8 28.1 30.9 15.2 13.5 23.3 20.0
Other: 66.1 45.5 83.7 70.6 65.4 45.5 83.0 70.4
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 22,046: 5,814 11,201 3,427 11,489 4,255 20,730 18,883: 1,316 3,163
Old : 22,046: 5,814 11,201 3,427 11,489 4,255 20,730 18,883: 1,316 3,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,417: -473 8,873 163 4,683 -6,164 4,374 2,872: -956 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 50.8 15.5 52.1 19.3 94.0 85.7: 6.0 14.3
Old : 100.0: 26.4 50.8 15.5 52.1 19.3 94.0 85.7: 6.0 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 : 46: 14 18 13 9 8 27 36:
Old : 46: 14 18 13 9 8 27 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 44.5 83.9 63.9 61.9 40.9 72.4 55.2
Old : 65.0 44.5 83.9 63.9 61.9 40.9 72.4 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 237,394: 29,560 16,569 60,805 100,336 128,464 190,701 205,838: 46,693 31,557
Old : 237,394: 29,560 16,569 60,805 100,336 128,464 190,701 205,838: 46,693 31,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,869: -1,410 -3,524 2,986 -525 2,218 1,050 1,680: -2,919 -3,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 7.0 25.6 42.3 54.1 80.3 86.7: 19.7 13.3
Old : 100.0: 12.5 7.0 25.6 42.3 54.1 80.3 86.7: 19.7 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 43 20 41 58 59 120 103:
Old : 129: 43 20 41 58 59 120 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 21.3 25.5 30.5 10.2 12.6 14.6 17.8
Old : 15.3 21.3 25.5 30.5 10.2 12.6 14.6 17.8
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 939,828: 56,539 81,237 410,016 394,170 409,201 860,725 900,454: 79,104 39,375
Old : 939,828: 56,539 81,237 410,016 394,170 409,201 860,725 900,454: 79,104 39,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 25,588: -173 -2,331 15,866 8,237 9,825 23,931 23,360: 1,657 2,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 8.6 43.6 41.9 43.5 91.6 95.8: 8.4 4.2
Old : 100.0: 6.0 8.6 43.6 41.9 43.5 91.6 95.8: 8.4 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 : 215: 61 52 86 96 89 204 183:
Old : 215: 61 52 86 96 89 204 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 22.1 33.6 37.9 4.0 7.6 6.7 10.8
Old : 20.4 22.1 33.6 37.9 4.0 7.6 6.7 10.8
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 40,921: 0 3,594 4,929 31,036 25,729 35,965 34,252: 4,956 6,669
Old : 40,921: 0 3,594 4,929 31,036 25,729 35,965 34,252: 4,956 6,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -815: -2,688 -205 2,380 -2,016 -3,018 -2,324 -843: 1,509 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.8 12.0 75.8 62.9 87.9 83.7: 12.1 16.3
Old : 100.0: 0.0 8.8 12.0 75.8 62.9 87.9 83.7: 12.1 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 2 16 14 18 17:
Old : 23: 0 3 2 16 14 18 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 : 45.5 43.1 70.6 66.0 39.4 33.2 59.4 53.0
Old : 45.5 43.1 70.6 66.0 39.4 33.2 59.4 53.0
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 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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 105,994: 9,475 5,300 4,396 82,763 91,704 96,634 101,400: 9,360 4,594
Old : 105,994: 9,475 5,300 4,396 82,763 91,704 96,634 101,400: 9,360 4,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -6,430: -656 -60 -916 -2,082 -5,030 -3,654 -6,006: -2,776 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.0 4.1 78.1 86.5 91.2 95.7: 8.8 4.3
Old : 100.0: 8.9 5.0 4.1 78.1 86.5 91.2 95.7: 8.8 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 : 38: 4 2 4 25 29 30 34:
Old : 38: 4 2 4 25 29 30 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 : 54.2 36.6 67.6 58.4 50.3 33.0 59.2 53.4
Old : 54.2 36.6 67.6 58.4 50.3 33.0 59.2 53.4
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 59,338: 4,920 10,821 1,515 48,826 39,892 55,261 52,228: 4,077 7,110
Old : 59,338: 4,920 10,821 1,515 48,826 39,892 55,261 52,228: 4,077 7,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -16,711: -12,572 -3,746 -1,169 -2,792 -11,624 -16,533 -16,539: -178 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 18.2 2.6 82.3 67.2 93.1 88.0: 6.9 12.0
Old : 100.0: 8.3 18.2 2.6 82.3 67.2 93.1 88.0: 6.9 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 2 20 17 23 21:
Old : 29: 2 3 2 20 17 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 39.8 80.5 63.5 50.9 34.8 66.8 53.9
Old : 57.0 39.8 80.5 63.5 50.9 34.8 66.8 53.9
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 65,008: 188 25,135 1,424 58,643 35,958 60,255 62,517: 4,753 2,491
Old : 65,008: 188 25,135 1,424 58,643 35,958 60,255 62,517: 4,753 2,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -3,768: 188 4,993 -2,016 -3,256 -6,902 -5,084 -3,925: 1,316 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 38.7 2.2 90.2 55.3 92.7 96.2: 7.3 3.8
Old : 100.0: 0.3 38.7 2.2 90.2 55.3 92.7 96.2: 7.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 4 21 20 25 24:
Old : 27: 1 3 4 21 20 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 : 43.1 53.1 64.7 72.4 32.3 45.6 46.9 58.9
Old : 43.1 53.1 64.7 72.4 32.3 45.6 46.9 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,110: 14,095 13,022 1,116 35,367 36,947 50,578 51,085: 5,532 5,025
Old : 56,110: 14,095 13,022 1,116 35,367 36,947 50,578 51,085: 5,532 5,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -8,034: -28 -1,219 -1,646 -5,739 -4,084 -7,413 -6,949: -621 -1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 23.2 2.0 63.0 65.8 90.1 91.0: 9.9 9.0
Old : 100.0: 25.1 23.2 2.0 63.0 65.8 90.1 91.0: 9.9 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 : 30: 2 4 3 20 21 23 27:
Old : 30: 2 4 3 20 21 23 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 : 48.5 39.5 69.4 58.5 43.5 37.8 56.3 55.2
Old : 48.5 39.5 69.4 58.5 43.5 37.8 56.3 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 60,600: 403 0 1,989 57,673 52,199 60,065 54,188: 535 6,412
Old : 60,600: 403 0 1,989 57,673 52,199 60,065 54,188: 535 6,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,443: 403 -2,219 43 -2,678 -1,367 -2,232 -3,543: -211 1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 3.3 95.2 86.1 99.1 89.4: 0.9 10.6
Old : 100.0: 0.7 0.0 3.3 95.2 86.1 99.1 89.4: 0.9 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 19 20 20 21:
Old : 24: 1 0 1 19 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 39.7 82.5 66.8 57.8 37.3 65.4 52.8
Old : 65.7 39.7 82.5 66.8 57.8 37.3 65.4 52.8
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 65,500: 0 16,623 62 57,978 43,802 58,040 60,487: 7,460 5,013
Old : 65,500: 0 16,623 62 57,978 43,802 58,040 60,487: 7,460 5,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -3,162: 0 1,166 -460 -2,656 -3,818 -3,116 -3,112: -46 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.4 0.1 88.5 66.9 88.6 92.3: 11.4 7.7
Old : 100.0: 0.0 25.4 0.1 88.5 66.9 88.6 92.3: 11.4 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 : 28: 0 2 1 22 20 23 22:
Old : 28: 0 2 1 22 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 49.5 57.1 78.8 25.1 47.7 40.1 57.9
Old : 34.9 49.5 57.1 78.8 25.1 47.7 40.1 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,380: 22,264 565 2,920 37,970 57,789 63,154 61,274: 4,226 6,106
Old : 67,380: 22,264 565 2,920 37,970 57,789 63,154 61,274: 4,226 6,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -8,444: -3,267 -270 -1,213 -4,408 -7,561 -8,888 -9,044: 444 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 0.8 4.3 56.4 85.8 93.7 90.9: 6.3 9.1
Old : 100.0: 33.0 0.8 4.3 56.4 85.8 93.7 90.9: 6.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 3 18 21 21 25:
Old : 27: 3 1 3 18 21 21 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 : 58.6 49.9 76.2 67.9 42.2 31.0 50.7 42.1
Old : 58.6 49.9 76.2 67.9 42.2 31.0 50.7 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE 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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 37,927: 1,392 648 3,162 29,470 24,070 34,024 27,880: 3,903 10,047
Old : 37,927: 1,392 648 3,162 29,470 24,070 34,024 27,880: 3,903 10,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -4,426: 325 -2,935 382 -6,887 -1,827 -6,180 -4,380: 1,754 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.7 8.3 77.7 63.5 89.7 73.5: 10.3 26.5
Old : 100.0: 3.7 1.7 8.3 77.7 63.5 89.7 73.5: 10.3 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 2 17 15 21 17:
Old : 24: 3 1 2 17 15 21 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 : 47.6 31.3 70.0 56.8 37.3 26.5 51.9 37.7
Old : 47.6 31.3 70.0 56.8 37.3 26.5 51.9 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE 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
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
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, September 6, 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 : 1,230,454: 322,403 55,507 238,579 650,696 926,652 1,211,678 1,220,738: 18,776 9,716
Old : 1,230,454: 322,403 55,507 238,579 650,696 926,652 1,211,678 1,220,738: 18,776 9,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 19,523: 5,129 1,604 5,531 11,169 15,221 21,829 22,356: -2,306 -2,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 4.5 19.4 52.9 75.3 98.5 99.2: 1.5 0.8
Old : 100.0: 26.2 4.5 19.4 52.9 75.3 98.5 99.2: 1.5 0.8
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 : 127: 28 10 35 81 79 117 116:
Old : 127: 28 10 35 81 79 117 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 26.0 42.3 40.7 19.7 16.7 29.3 28.4
Old : 26.9 26.0 42.3 40.7 19.7 16.7 29.3 28.4
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 204,832: 50,227 41,613 51,928 100,304 107,272 202,459 200,813: 2,373 4,019
Old : 204,832: 50,227 41,613 51,928 100,304 107,272 202,459 200,813: 2,373 4,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 13,171: 8,456 2,408 -633 5,365 10,926 13,188 12,701: -17 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 20.3 25.4 49.0 52.4 98.8 98.0: 1.2 2.0
Old : 100.0: 24.5 20.3 25.4 49.0 52.4 98.8 98.0: 1.2 2.0
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 : 50: 12 7 17 29 30 47 48:
Old : 50: 12 7 17 29 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 : 34.6 43.5 58.0 62.8 25.6 24.8 35.4 36.8
Old : 34.6 43.5 58.0 62.8 25.6 24.8 35.4 36.8
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 87,681: 21,888 6,123 21,198 44,077 59,840 87,163 87,161: 518 520
Old : 87,681: 21,888 6,123 21,198 44,077 59,840 87,163 87,161: 518 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -5,596: -3,098 416 -1,537 -1,175 -4,578 -5,809 -5,699: 213 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 7.0 24.2 50.3 68.2 99.4 99.4: 0.6 0.6
Old : 100.0: 25.0 7.0 24.2 50.3 68.2 99.4 99.4: 0.6 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 : 51: 3 7 9 37 37 46 48:
Old : 51: 3 7 9 37 37 46 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 : 55.4 42.4 70.7 63.4 36.1 36.6 43.2 45.0
Old : 55.4 42.4 70.7 63.4 36.1 36.6 43.2 45.0
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 25,065: 2,114 5,068 2,647 18,369 16,449 23,130 24,164: 1,935 901
Old : 25,065: 2,114 5,068 2,647 18,369 16,449 23,130 24,164: 1,935 901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,988: -44 322 -571 -909 -1,483 -1,524 -1,732: -464 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 20.2 10.6 73.3 65.6 92.3 96.4: 7.7 3.6
Old : 100.0: 8.4 20.2 10.6 73.3 65.6 92.3 96.4: 7.7 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 : 32: 2 4 4 19 23 24 28:
Old : 32: 2 4 4 19 23 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 50.4 73.6 68.6 51.0 40.9 60.3 53.0
Old : 55.8 50.4 73.6 68.6 51.0 40.9 60.3 53.0
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 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 10,259: 260 3,979 1,833 6,768 3,897 8,861 9,709: 1,398 550
Old : 10,259: 260 3,979 1,833 6,768 3,897 8,861 9,709: 1,398 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,935: -322 -257 -295 -1,444 -917 -2,061 -1,469: 126 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 38.8 17.9 66.0 38.0 86.4 94.6: 13.6 5.4
Old : 100.0: 2.5 38.8 17.9 66.0 38.0 86.4 94.6: 13.6 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 3 18 11 22 15:
Old : 28: 2 3 3 18 11 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 67.6 61.3 88.9 31.3 56.9 50.6 70.4
Old : 38.4 67.6 61.3 88.9 31.3 56.9 50.6 70.4
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 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 16,100: 3,200 3,220 2,400 10,168 10,252 15,768 15,872: 332 228
Old : 16,100: 3,200 3,220 2,400 10,168 10,252 15,768 15,872: 332 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -762: -160 146 -600 -174 -306 -934 -760: 172 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 20.0 14.9 63.2 63.7 97.9 98.6: 2.1 1.4
Old : 100.0: 19.9 20.0 14.9 63.2 63.7 97.9 98.6: 2.1 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 : 26: 3 3 6 16 16 22 22:
Old : 26: 3 3 6 16 16 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 : 48.0 57.6 76.7 77.4 42.5 45.5 58.7 59.1
Old : 48.0 57.6 76.7 77.4 42.5 45.5 58.7 59.1
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 24,086: 11,850 240 1,480 9,890 21,854 23,220 23,574: 866 512
Old : 24,086: 11,850 240 1,480 9,890 21,854 23,220 23,574: 866 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -990: 470 -40 -470 -1,070 -360 -1,070 -870: 80 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 1.0 6.1 41.1 90.7 96.4 97.9: 3.6 2.1
Old : 100.0: 49.2 1.0 6.1 41.1 90.7 96.4 97.9: 3.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 5 19 20 25 25:
Old : 30: 5 1 5 19 20 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 : 68.6 56.3 82.4 79.2 60.7 53.6 73.1 74.5
Old : 68.6 56.3 82.4 79.2 60.7 53.6 73.1 74.5
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 1,525,560: 144,978 78,048 466,947 828,851 886,083 1,440,776 1,431,078: 84,785 94,482
Old : 1,525,560: 144,978 78,048 466,947 828,851 886,083 1,440,776 1,431,078: 84,785 94,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,967: -6,349 -8,701 5,236 2,420 10,330 1,306 6,865: 1,660 -3,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 5.1 30.6 54.3 58.1 94.4 93.8: 5.6 6.2
Old : 100.0: 9.5 5.1 30.6 54.3 58.1 94.4 93.8: 5.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 92 110 126 81 91 246 260:
Old : 302: 92 110 126 81 91 246 260:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.1 30.0 29.2 8.8 7.0 12.9 10.9
Old : 20.5 19.1 30.0 29.2 8.8 7.0 12.9 10.9
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,315: 8,392 6,698 236 2,291 5,615 10,919 12,549: 2,396 766
Old : 13,315: 8,392 6,698 236 2,291 5,615 10,919 12,549: 2,396 766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,484: 32 817 -420 -929 -1,700 -1,317 -1,303: -167 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 50.3 1.8 17.2 42.2 82.0 94.2: 18.0 5.8
Old : 100.0: 63.0 50.3 1.8 17.2 42.2 82.0 94.2: 18.0 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 : 104: 53 16 2 15 24 70 40:
Old : 104: 53 16 2 15 24 70 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 : 26.3 46.4 39.9 61.7 26.3 45.3 39.9 59.7
Old : 26.3 46.4 39.9 61.7 26.3 45.3 39.9 59.7
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 11,329: 7,782 812 253 1,005 9,246 9,040 10,310: 2,289 1,018
Old : 11,329: 7,782 812 253 1,005 9,246 9,040 10,310: 2,289 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 486: 347 106 186 -100 61 433 352: 53 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 7.2 2.2 8.9 81.6 79.8 91.0: 20.2 9.0
Old : 100.0: 68.7 7.2 2.2 8.9 81.6 79.8 91.0: 20.2 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 24 9 3 8 23 35 32:
Old : 58: 24 9 3 8 23 35 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 : 31.9 47.2 47.7 67.3 31.9 46.8 47.7 66.9
Old : 31.9 47.2 47.7 67.3 31.9 46.8 47.7 66.9
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 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 : 171,942: 34,801 6,080 27,809 89,212 124,873 151,822 158,762: 20,119 13,180
Old : 171,942: 34,801 6,080 27,809 89,212 124,873 151,822 158,762: 20,119 13,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -12,377: -4,639 -1,690 524 -8,000 -9,380 -12,115 -10,546: -262 -1,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 3.5 16.2 51.9 72.6 88.3 92.3: 11.7 7.7
Old : 100.0: 20.2 3.5 16.2 51.9 72.6 88.3 92.3: 11.7 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 : 151: 52 20 38 57 75 126 116:
Old : 151: 52 20 38 57 75 126 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 21.7 34.5 36.1 13.7 16.5 22.1 25.6
Old : 21.0 21.7 34.5 36.1 13.7 16.5 22.1 25.6
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
Updated September 16, 2005