WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 287,980
COMMITMENTS
43,786 49,498 53,005 160,211 143,439 257,002 245,942 30,978 42,038
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 18,901)
6,038 -3,118 819 4,717 13,235 11,573 10,935 7,328 7,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 17.2 18.4 55.6 49.8 89.2 85.4 10.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
78 97 78 47 55 177 184
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 269,079
COMMITMENTS
37,749 52,616 52,186 155,494 130,205 245,429 235,007 23,651 34,073
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 8,276)
90 3,813 5,220 4,065 3,487 9,375 12,520 -1,099 -4,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 19.6 19.4 57.8 48.4 91.2 87.3 8.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
74 100 73 48 63 167 199
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 956,269
COMMITMENTS
119,220 73,795 215,122 458,911 438,348 793,253 727,265 163,017 229,004
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 67,676)
21,595 -16,719 22,878 3,261 50,391 47,735 56,550 19,941 11,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 7.7 22.5 48.0 45.8 83.0 76.1 17.0 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
166 115 182 221 235 483 460
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 888,593
COMMITMENTS
97,625 90,515 192,243 455,650 387,957 745,518 670,715 143,076 217,878
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 16,856)
3,150 5,608 25,216 -1,144 -5,936 27,222 24,888 -10,366 -8,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 10.2 21.6 51.3 43.7 83.9 75.5 16.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
149 118 178 205 212 454 438
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,093
COMMITMENTS
2,272 475 1,018 2,393 5,783 5,682 7,276 3,411 1,818
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -427)
-166 -424 99 -93 452 -161 127 -267 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 5.2 11.2 26.3 63.6 62.5 80.0 37.5 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 7 5 13 15 25 25
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,521
COMMITMENTS
2,438 899 919 2,486 5,331 5,843 7,149 3,678 2,372
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -145)
459 -303 1 203 197 663 -106 -808 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 9.4 9.7 26.1 56.0 61.4 75.1 38.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 11 5 11 14 26 28
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 483,497
COMMITMENTS
95,877 25,412 116,129 170,104 232,740 382,110 374,280 101,387 109,217
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 52,118)
4,357 6,258 18,589 16,610 26,752 39,556 51,598 12,562 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 5.3 24.0 35.2 48.1 79.0 77.4 21.0 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
156 88 157 118 141 358 323
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 431,379
COMMITMENTS
91,520 19,154 97,540 153,494 205,988 342,555 322,682 88,825 108,697
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,200)
6,270 -659 -4,025 -678 8,964 1,568 4,280 4,633 1,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 4.4 22.6 35.6 47.8 79.4 74.8 20.6 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
157 74 141 103 128 327 289
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,765
COMMITMENTS
14,769 1,141 588 0 902 15,357 2,631 4,408 17,134
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,876)
3,022 -597 -661 0 80 2,361 -1,178 515 4,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.7 5.8 3.0 0.0 4.6 77.7 13.3 22.3 86.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 6 8 0 3 16 14
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 16,889
COMMITMENTS
11,747 1,738 1,249 0 822 12,996 3,809 3,893 13,080
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 719)
-257 -51 428 0 45 171 422 548 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.6 10.3 7.4 0.0 4.9 76.9 22.6 23.1 77.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 8 8 0 3 14 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 194,870
COMMITMENTS
41,517 10,792 33,641 86,684 135,424 161,843 179,858 33,028 15,013
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 28,942)
13,874 -249 4,413 5,127 23,947 23,414 28,111 5,527 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 5.5 17.3 44.5 69.5 83.1 92.3 16.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
66 20 41 48 49 134 102
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 165,929
COMMITMENTS
27,643 11,041 29,228 81,557 111,477 138,428 151,746 27,501 14,182
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 10,091)
3,058 131 2,881 2,247 6,338 8,186 9,350 1,905 741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 6.7 17.6 49.2 67.2 83.4 91.5 16.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
58 21 38 47 47 123 98
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 892,344
COMMITMENTS
136,660 91,103 154,172 448,518 444,796 739,351 690,070 152,993 202,274
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -10,050)
6,502 -730 -3,494 -13,752 -7,115 -10,743 -11,339 693 1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 10.2 17.3 50.3 49.8 82.9 77.3 17.1 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
37 40 45 71 84 135 142
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 902,394
COMMITMENTS
130,158 91,833 157,666 462,270 451,911 750,094 701,410 152,300 200,984
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -19,836)
-18,053 -9,572 3,684 -3,332 -12,820 -17,701 -18,708 -2,135 -1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 10.2 17.5 51.2 50.1 83.1 77.7 16.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
32 44 44 71 85 131 145
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 183,287
COMMITMENTS
52,422 6,973 29,296 61,014 125,539 142,733 161,807 40,554 21,479
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 14,391)
3,892 696 5,930 5,124 10,384 14,947 17,010 -556 -2,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 3.8 16.0 33.3 68.5 77.9 88.3 22.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
54 27 42 55 61 138 114
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 168,896
COMMITMENTS
48,530 6,277 23,366 55,890 115,155 127,786 144,797 41,110 24,098
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 5,137)
3,815 -2,303 -208 -2,239 6,423 1,369 3,913 3,768 1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 3.7 13.8 33.1 68.2 75.7 85.7 24.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
48 25 35 51 61 124 108
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,606
COMMITMENTS
3,882 1,193 1,451 2,022 3,974 7,355 6,618 1,250 1,987
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -71)
-16 213 -246 305 -232 44 -265 -115 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 13.9 16.9 23.5 46.2 85.5 76.9 14.5 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 12 10 13 14 35 31
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,677
COMMITMENTS
3,898 979 1,698 1,716 4,206 7,312 6,883 1,365 1,794
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 143)
257 44 -105 80 -164 232 -225 -89 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 11.3 19.6 19.8 48.5 84.3 79.3 15.7 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 9 11 12 15 33 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 364,338
COMMITMENTS
92,885 82,179 242 220,383 171,010 313,510 253,431 50,828 110,907
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -13,988)
-1,459 1,615 -1,745 -5,986 -13,158 -9,190 -13,288 -4,798 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 22.6 0.1 60.5 46.9 86.0 69.6 14.0 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
15 17 2 45 38 62 55
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 378,326
COMMITMENTS
94,344 80,564 1,987 226,369 184,168 322,700 266,719 55,626 111,607
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -21,590)
-6,683 4,663 -450 -8,498 -35,847 -15,631 -31,634 -5,959 10,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 21.3 0.5 59.8 48.7 85.3 70.5 14.7 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
15 17 4 45 42 62 61
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,635,900
COMMITMENTS
399,562 394,765 476,310 1522460 1343529 2398332 2214604 237,568 421,296
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -83,339)
-73,581 -40,592 -7,687 42,875 17,506 -38,392 -30,773 -44,947 -52,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 15.0 18.1 57.8 51.0 91.0 84.0 9.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
50 92 82 116 143 217 266
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,719,239
COMMITMENTS
473,143 435,356 483,997 1479584 1326023 2436724 2245377 282,515 473,862
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -29,861)
2,017 62,503 -6,439 -30,431 -94,204 -34,852 -38,140 4,991 8,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 16.0 17.8 54.4 48.8 89.6 82.6 10.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
59 84 83 114 134 215 259
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,404,118
COMMITMENTS
199,611 207,338 180,212 850,681 749,120 1230503 1136670 173,615 267,449
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -28,945)
-12,811 -2,339 -10,365 18,017 13,070 -5,159 367 -23,786 -29,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 14.8 12.8 60.6 53.4 87.6 81.0 12.4 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
37 46 47 78 88 139 157
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,433,063
COMMITMENTS
212,422 209,676 190,577 832,664 736,050 1235662 1136303 197,401 296,760
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 47,684)
46,513 -2,588 14,409 -7,581 -5,035 53,341 6,787 -5,657 40,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 14.6 13.3 58.1 51.4 86.2 79.3 13.8 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
28 56 46 71 85 132 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 604,499
COMMITMENTS
101,227 61,727 197,299 249,576 310,976 548,102 570,002 56,397 34,497
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 27,413)
14,811 605 7,713 -3,103 17,465 19,422 25,783 7,991 1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 10.2 32.6 41.3 51.4 90.7 94.3 9.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
35 22 42 51 50 105 95
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 577,087
COMMITMENTS
86,416 61,122 189,586 252,678 293,511 528,680 544,219 48,406 32,867
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 20,425)
7,778 2,020 -6,640 15,572 23,493 16,710 18,873 3,714 1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 10.6 32.9 43.8 50.9 91.6 94.3 8.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
31 22 40 51 52 101 95
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,211
COMMITMENTS
6,417 2,956 486 15,147 17,502 22,050 20,944 7,161 8,268
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -24,204)
-6,488 -1,174 -1,599 -5,551 -18,319 -13,638 -21,092 -10,566 -3,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 10.1 1.7 51.9 59.9 75.5 71.7 24.5 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 11 6 16 13 30 26
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,415
COMMITMENTS
12,905 4,130 2,085 20,698 35,821 35,688 42,036 17,727 11,379
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 9,109)
236 -831 710 3,754 5,589 4,700 5,468 4,408 3,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 7.7 3.9 38.7 67.1 66.8 78.7 33.2 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 12 13 22 22 48 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 40,235
COMMITMENTS
13,350 19,726 1,701 12,019 6,632 27,070 28,060 13,165 12,175
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -58,263)
185 -16,617 -9,354 -47,242 -14,442 -56,412 -40,413 -1,852 -17,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 49.0 4.2 29.9 16.5 67.3 69.7 32.7 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
19 24 14 13 9 41 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,498
COMMITMENTS
13,165 36,343 11,055 59,261 21,074 83,481 68,472 15,017 30,026
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 17,250)
953 2,308 5,416 8,500 4,964 14,869 12,688 2,381 4,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 36.9 11.2 60.2 21.4 84.8 69.5 15.2 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
24 32 30 24 20 64 66
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,211
COMMITMENTS
3,068 6,007 1,027 31,439 28,021 35,534 35,055 677 1,156
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -425)
-176 371 -2 -268 -763 -446 -394 21 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 16.6 2.8 86.8 77.4 98.1 96.8 1.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 18 4 19 21 29 40
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,636
COMMITMENTS
3,244 5,636 1,029 31,707 28,784 35,980 35,449 656 1,187
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -4,318)
-2,924 -726 0 -1,204 -3,668 -4,128 -4,394 -190 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 15.4 2.8 86.5 78.6 98.2 96.8 1.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 18 4 19 20 29 39
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,991
COMMITMENTS
1,675 1,767 3,369 16,116 12,926 21,161 18,062 4,831 7,929
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 863)
5 -6 243 632 333 880 570 -17 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 6.8 13.0 62.0 49.7 81.4 69.5 18.6 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 4 13 26 18 41 32
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,128
COMMITMENTS
1,670 1,773 3,126 15,484 12,593 20,280 17,492 4,848 7,636
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 401)
250 -63 -10 207 297 447 224 -47 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 7.1 12.4 61.6 50.1 80.7 69.6 19.3 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 5 11 25 18 39 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 93,147
COMMITMENTS
10,493 25,372 17,964 49,569 21,361 78,026 64,698 15,120 28,449
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -6,160)
-294 1,467 -1,082 -1,927 -5,730 -3,304 -5,346 -2,856 -814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 27.2 19.3 53.2 22.9 83.8 69.5 16.2 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
28 59 45 27 27 89 108
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 99,307
COMMITMENTS
10,787 23,906 19,047 51,496 27,091 81,330 70,044 17,977 29,263
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,438)
383 2,959 -4,147 2,001 -878 -1,763 -2,067 325 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 24.1 19.2 51.9 27.3 81.9 70.5 18.1 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
30 61 45 35 34 95 113
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,850
COMMITMENTS
541 1,349 460 1,134 759 2,135 2,568 1,715 1,283
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -329)
-101 -253 -161 -93 15 -356 -399 27 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 35.0 11.9 29.5 19.7 55.4 66.7 44.6 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 19 13 5 5 24 28
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 4,180
COMMITMENTS
643 1,602 621 1,227 744 2,491 2,967 1,689 1,212
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 121)
117 -102 -4 -87 28 26 -78 94 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 38.3 14.9 29.4 17.8 59.6 71.0 40.4 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 18 15 6 5 27 30
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,285
COMMITMENTS
30,725 26,826 19,323 75,390 63,835 125,438 109,984 16,847 32,301
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -1,883)
5 8,074 -3,214 1,940 -4,268 -1,270 592 -613 -2,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 18.9 13.6 53.0 44.9 88.2 77.3 11.8 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
48 58 48 65 86 138 177
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 144,168
COMMITMENTS
30,720 18,752 22,537 73,450 68,102 126,708 109,392 17,460 34,776
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -7,584)
-4,542 5,727 -1,368 932 -7,690 -4,978 -3,331 -2,606 -4,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 13.0 15.6 50.9 47.2 87.9 75.9 12.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
49 54 51 71 93 149 178
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,910
COMMITMENTS
1,068 617 304 1,075 1,605 2,447 2,526 1,463 1,384
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -43)
-122 -38 44 -162 -181 -239 -174 196 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 15.8 7.8 27.5 41.0 62.6 64.6 37.4 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 8 10 17 15 31 32
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,953
COMMITMENTS
1,189 655 260 1,237 1,785 2,686 2,700 1,267 1,253
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 228)
-46 193 -11 125 -132 67 49 161 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 16.6 6.6 31.3 45.2 68.0 68.3 32.0 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 13 8 18 19 34 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,186
COMMITMENTS
6,973 3,014 3,986 8,706 4,433 19,665 11,433 5,521 13,752
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -242)
-1,383 693 413 730 -242 -240 864 -2 -1,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 12.0 15.8 34.6 17.6 78.1 45.4 21.9 54.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
36 25 28 45 41 101 77
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,428
COMMITMENTS
8,357 2,321 3,573 7,976 4,676 19,905 10,569 5,522 14,859
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -1,100)
-1,578 -552 -109 596 452 -1,091 -209 -9 -892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 9.1 14.1 31.4 18.4 78.3 41.6 21.7 58.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
38 23 23 40 43 95 75
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 73,338
COMMITMENTS
17,781 16,984 1,237 21,994 36,558 41,012 54,779 32,325 18,559
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 4,955)
6,265 -11,524 -414 -5,515 19,325 337 7,387 4,619 -2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 23.2 1.7 30.0 49.8 55.9 74.7 44.1 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 15 5 23 26 43 43
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 68,382
COMMITMENTS
11,516 28,509 1,651 27,509 17,233 40,676 47,392 27,707 20,990
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -30,357)
1,256 -7,810 184 -29,722 -20,207 -28,282 -27,833 -2,075 -2,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 41.7 2.4 40.2 25.2 59.5 69.3 40.5 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
13 21 7 25 23 43 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 72,042
COMMITMENTS
1,579 43,966 0 61,527 4,662 63,106 48,628 8,936 23,414
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -2,042)
-1,326 -2,520 0 -2,477 300 -3,803 -2,220 1,761 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 61.0 0.0 85.4 6.5 87.6 67.5 12.4 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 26 0 13 4 14 30
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 74,084
COMMITMENTS
2,905 46,486 0 64,004 4,362 66,909 50,848 7,175 23,236
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -16,281)
962 -769 -1 -14,427 -14,653 -13,466 -15,423 -2,815 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 62.7 0.0 86.4 5.9 90.3 68.6 9.7 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 26 0 12 3 14 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 104,562
COMMITMENTS
84,146 4,965 8 11,902 93,386 96,056 98,359 8,506 6,203
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,938)
1,750 601 -116 1,345 1,346 2,979 1,831 -1,042 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.5 4.7 0.0 11.4 89.3 91.9 94.1 8.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
66 6 2 13 16 80 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 102,624
COMMITMENTS
82,396 4,364 124 10,557 92,040 93,077 96,528 9,548 6,096
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -18,452)
1,809 1,127 -2,788 -16,831 -17,515 -17,810 -19,176 -642 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.3 4.3 0.1 10.3 89.7 90.7 94.1 9.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
63 6 2 11 18 75 25
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 67,753
COMMITMENTS
13,891 26,948 1,145 34,097 21,188 49,133 49,281 18,620 18,472
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -3,639)
-259 -4,320 -306 -2,612 2,092 -3,176 -2,534 -463 -1,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 39.8 1.7 50.3 31.3 72.5 72.7 27.5 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 19 4 16 17 30 39
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 71,392
COMMITMENTS
14,149 31,268 1,451 36,709 19,096 52,309 51,815 19,083 19,577
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -32,140)
-526 8,199 63 -25,523 -38,394 -25,986 -30,133 -6,154 -2,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 43.8 2.0 51.4 26.7 73.3 72.6 26.7 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 22 5 18 15 33 40
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 164,409
COMMITMENTS
8,603 49,126 5,382 124,834 80,162 138,820 134,671 25,589 29,738
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -4,358)
2,317 -11,916 -2 -8,138 8,973 -5,823 -2,944 1,465 -1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 29.9 3.3 75.9 48.8 84.4 81.9 15.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 30 9 28 22 48 56
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 168,766
COMMITMENTS
6,287 61,042 5,384 132,973 71,189 144,643 137,615 24,124 31,151
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -22,389)
1,410 18,920 2,406 -20,404 -47,377 -16,588 -26,051 -5,802 3,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 36.2 3.2 78.8 42.2 85.7 81.5 14.3 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
11 33 9 34 22 50 59
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 176,090
COMMITMENTS
26,175 44,015 18,437 77,585 55,847 122,197 118,298 53,892 57,791
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,585)
-448 -217 416 4,810 2,593 4,778 2,792 -2,193 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 25.0 10.5 44.1 31.7 69.4 67.2 30.6 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
35 39 30 27 30 77 84
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 173,504
COMMITMENTS
26,623 44,232 18,021 72,776 53,254 117,419 115,507 56,085 57,998
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -46,951)
3,581 5,815 3,664 -59,138 -61,311 -51,893 -51,832 4,942 4,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 25.5 10.4 41.9 30.7 67.7 66.6 32.3 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
35 41 27 28 30 79 82
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,227,238
COMMITMENTS
619,246 610,625 3090699 6514175 5888063 10224121 9589388 1003117 1637850
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 90,393)
16,273 -3,853 77,292 30,358 -8,929 123,922 64,510 -33,530 25,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.4 27.5 58.0 52.4 91.1 85.4 8.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
55 64 105 131 133 247 247
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,136,845
COMMITMENTS
602,973 614,478 3013407 6483818 5896992 10100198 9524878 1036647 1611967
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -2,927,316)
-200,914 80,928 -1179416 -1402555 -1746105 -2782885 -2844594 -144,431 -82,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.5 27.1 58.2 53.0 90.7 85.5 9.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
62 55 99 131 135 242 244
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 705,627
COMMITMENTS
54,508 44,788 31,736 480,675 516,813 566,919 593,337 138,708 112,290
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -136,513)
-3,107 -23,231 -19,504 -88,798 -65,442 -111,410 -108,177 -25,104 -28,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 6.3 4.5 68.1 73.2 80.3 84.1 19.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
39 35 48 90 62 158 116
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 842,141
COMMITMENTS
57,615 68,019 51,240 569,473 582,255 678,329 701,514 163,812 140,626
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 55,739)
-3,196 3,244 -2,333 57,606 53,636 52,076 54,547 3,663 1,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 8.1 6.1 67.6 69.1 80.5 83.3 19.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
41 44 57 105 73 183 137
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 823,479
COMMITMENTS
90,696 187,275 17,804 452,461 510,197 560,961 715,277 262,518 108,202
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -421,612)
-112,054 -25,497 -47,552 -158,169 -330,194 -317,776 -403,244 -103,836 -18,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 22.7 2.2 54.9 62.0 68.1 86.9 31.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
36 51 27 61 57 114 118
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,245,090
COMMITMENTS
202,750 212,772 65,357 610,630 840,391 878,737 1118520 366,354 126,570
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 122,483)
3,505 -2,756 26,942 69,595 76,139 100,042 100,325 22,441 22,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 17.1 5.2 49.0 67.5 70.6 89.8 29.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
52 51 47 73 63 148 138
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,771
COMMITMENTS
725 205 0 6,327 10,544 7,052 10,749 4,719 1,022
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -5,209)
-286 -3,554 -113 -3,002 -809 -3,401 -4,476 -1,808 -733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 1.7 0.0 53.8 89.6 59.9 91.3 40.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 14 15 15 16
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 16,980
COMMITMENTS
1,011 3,759 113 9,329 11,353 10,453 15,225 6,527 1,755
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,329)
0 52 82 478 655 560 789 769 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 22.1 0.7 54.9 66.9 61.6 89.7 38.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 2 15 15 18 19
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 24,589
COMMITMENTS
6,063 2,305 228 14,193 19,026 20,484 21,559 4,105 3,030
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -18,524)
-4,649 -3,341 -863 -11,564 -13,072 -17,076 -17,276 -1,448 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 9.4 0.9 57.7 77.4 83.3 87.7 16.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 1 13 18 16 23
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 43,113
COMMITMENTS
10,712 5,646 1,091 25,757 32,098 37,560 38,835 5,553 4,278
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 10,125)
416 2,153 749 7,382 8,541 8,547 11,443 1,578 -1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 13.1 2.5 59.7 74.5 87.1 90.1 12.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
6 7 6 18 21 27 32
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,900
COMMITMENTS
8,356 7,414 80 21,757 29,275 30,193 36,769 14,707 8,132
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -30,906)
-613 -4,259 -1,753 -22,104 -7,339 -24,470 -13,351 -6,437 -17,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 16.5 0.2 48.5 65.2 67.2 81.9 32.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 16 1 31 25 45 42
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,807
COMMITMENTS
8,969 11,673 1,833 43,860 36,614 54,662 50,120 21,144 25,687
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 18,919)
-288 132 1,773 7,508 10,106 8,993 12,011 9,926 6,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 15.4 2.4 57.9 48.3 72.1 66.1 27.9 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
16 20 6 44 39 63 64
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 186,729
COMMITMENTS
63,311 78,813 1,223 99,808 65,112 164,342 145,148 22,388 41,581
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -218,924)
-22,950 -31,367 -14,810 -99,360 -155,740 -137,120 -201,916 -81,805 -17,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 42.2 0.7 53.5 34.9 88.0 77.7 12.0 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
54 53 8 40 32 98 89
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 405,654
COMMITMENTS
86,261 110,180 16,032 199,169 220,852 301,462 347,064 104,192 58,589
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 86,251)
6,214 -1,185 8,588 37,417 41,735 52,219 49,139 34,032 37,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 27.2 4.0 49.1 54.4 74.3 85.6 25.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
57 54 24 52 42 119 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 86,103
COMMITMENTS
36,605 2,955 224 23,891 74,613 60,720 77,792 25,383 8,311
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 24,449)
16,759 -1,528 -614 1,979 28,729 18,124 26,587 6,325 -2,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 3.4 0.3 27.7 86.7 70.5 90.3 29.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 3 1 13 22 31 26
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,654
COMMITMENTS
19,846 4,483 838 21,913 45,885 42,596 51,205 19,058 10,449
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -28,215)
4,280 1,892 -354 -31,081 -25,805 -27,155 -24,267 -1,060 -3,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 7.3 1.4 35.5 74.4 69.1 83.1 30.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 7 3 14 19 25 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,844
COMMITMENTS
488 3,298 0 23,179 18,752 23,667 22,050 5,176 6,793
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -16,683)
-67 -11,140 -886 -12,275 -6,779 -13,228 -18,805 -3,455 2,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 11.4 0.0 80.4 65.0 82.1 76.4 17.9 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 8 0 29 23 31 31
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 45,526
COMMITMENTS
555 14,438 886 35,454 25,531 36,895 40,855 8,631 4,671
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,557)
-494 558 441 5,290 5,988 5,237 6,987 1,320 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 31.7 1.9 77.9 56.1 81.0 89.7 19.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 14 4 31 29 37 44
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 217,430
COMMITMENTS
17,014 52,430 948 185,182 153,033 203,145 206,411 14,285 11,020
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -90,006)
-31,254 15,429 -21,607 -23,530 -58,288 -76,391 -64,466 -13,615 -25,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 24.1 0.4 85.2 70.4 93.4 94.9 6.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
20 39 9 32 42 56 86
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 307,436
COMMITMENTS
48,268 37,001 22,555 208,713 211,321 279,536 270,877 27,900 36,560
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 57,056)
-748 3,777 18,342 21,806 18,887 39,399 41,006 17,657 16,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 12.0 7.3 67.9 68.7 90.9 88.1 9.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
20 39 22 43 50 77 98
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,541
COMMITMENTS
10,451 5,820 442 9,802 16,869 20,695 23,131 10,846 8,410
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 80)
750 -1,395 104 -43 2,132 811 841 -731 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 18.5 1.4 31.1 53.5 65.6 73.3 34.4 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
21 11 4 13 17 37 30
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,461
COMMITMENTS
9,701 7,215 338 9,845 14,737 19,884 22,290 11,577 9,171
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -21,574)
-4,326 593 -2,446 -7,459 -11,326 -14,231 -13,179 -7,343 -8,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 22.9 1.1 31.3 46.8 63.2 70.8 36.8 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
21 12 2 13 16 35 30
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 30,013
COMMITMENTS
1,265 2,942 793 12,885 22,692 14,943 26,427 15,070 3,586
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 146)
-567 -902 100 825 356 358 -446 -212 592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 9.8 2.6 42.9 75.6 49.8 88.1 50.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 12 3 14 20 19 34
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,867
COMMITMENTS
1,832 3,844 693 12,060 22,336 14,585 26,873 15,282 2,994
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -46,271)
-2,820 -1,884 -76 -40,774 -7,132 -43,670 -9,092 -2,601 -37,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 12.9 2.3 40.4 74.8 48.8 90.0 51.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 12 3 15 21 20 36
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 153,691
COMMITMENTS
57,587 5,673 28,558 29,693 104,956 115,838 139,187 37,853 14,504
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,788)
-2,231 43 1,392 515 -475 -325 959 2,112 828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 3.7 18.6 19.3 68.3 75.4 90.6 24.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
101 34 58 25 42 145 116
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 151,903
COMMITMENTS
59,817 5,630 27,167 29,178 105,430 116,163 138,227 35,740 13,675
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 5,783)
-5,182 -1,716 5,372 5,964 3,414 6,154 7,070 -371 -1,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 3.7 17.9 19.2 69.4 76.5 91.0 23.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
106 32 54 26 41 149 113
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 119,046
COMMITMENTS
43,296 18,761 20,857 38,082 64,807 102,235 104,425 16,811 14,621
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 8,435)
5,987 3,719 3,857 -3,363 1,033 6,482 8,610 1,953 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 15.8 17.5 32.0 54.4 85.9 87.7 14.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
76 51 52 41 43 143 128
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 110,612
COMMITMENTS
37,309 15,042 17,000 41,445 63,774 95,753 95,815 14,858 14,796
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 5,317)
5,217 2,493 -1,085 884 3,856 5,017 5,265 300 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 13.6 15.4 37.5 57.7 86.6 86.6 13.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
67 51 42 42 44 134 118
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 365,726
COMMITMENTS
169,197 54,084 60,063 73,890 227,295 303,149 341,441 62,576 24,285
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 55,028)
45,482 -10,743 11,408 -8,544 52,221 48,347 52,886 6,681 2,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 14.8 16.4 20.2 62.1 82.9 93.4 17.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
152 67 73 42 51 228 161
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 310,698
COMMITMENTS
123,715 64,827 48,654 82,434 175,074 254,803 288,555 55,895 22,143
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 12,916)
9,645 -8,655 3,812 -4,162 17,891 9,295 13,048 3,621 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 20.9 15.7 26.5 56.3 82.0 92.9 18.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
131 63 63 41 43 198 148
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,509
COMMITMENTS
6,257 1,744 786 1,840 8,530 8,883 11,060 2,626 449
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -1,643)
-273 166 212 -563 -1,620 -624 -1,242 -1,019 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 15.2 6.8 16.0 74.1 77.2 96.1 22.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
22 2 10 5 6 36 17
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 13,152
COMMITMENTS
6,530 1,578 574 2,403 10,150 9,507 12,302 3,645 850
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 834)
-458 -153 235 276 474 53 556 781 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 12.0 4.4 18.3 77.2 72.3 93.5 27.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
22 2 10 8 6 39 16
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 88,110
COMMITMENTS
18,233 8,844 7,907 43,231 48,377 69,371 65,128 18,739 22,982
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -4,100)
3,436 -1,777 -793 -2,674 253 -31 -2,317 -4,069 -1,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 10.0 9.0 49.1 54.9 78.7 73.9 21.3 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
38 16 21 56 53 100 86
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 92,210
COMMITMENTS
14,798 10,621 8,700 45,904 48,125 69,402 67,446 22,808 24,764
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,163)
-1,853 1,899 1,374 3,653 -273 3,175 3,001 2,988 3,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 11.5 9.4 49.8 52.2 75.3 73.1 24.7 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
29 25 19 62 51 100 87
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 32,655
COMMITMENTS
1,565 1,967 778 20,285 18,161 22,628 20,906 10,027 11,750
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,723)
-547 -1,244 -22 955 3,011 386 1,745 1,337 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.0 2.4 62.1 55.6 69.3 64.0 30.7 36.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 8 3 18 18 24 26
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 30,932
COMMITMENTS
2,112 3,211 800 19,330 15,150 22,242 19,161 8,690 11,772
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -211)
-284 181 -453 -639 -1,104 -1,376 -1,377 1,165 1,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 10.4 2.6 62.5 49.0 71.9 61.9 28.1 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 8 3 20 15 27 25
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 128,699
COMMITMENTS
17,666 27,528 23,189 70,756 65,806 111,611 116,524 17,088 12,175
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,847)
-565 3,186 -41 1,682 -91 1,076 3,054 771 -1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 21.4 18.0 55.0 51.1 86.7 90.5 13.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
63 61 46 72 58 158 144
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 126,852
COMMITMENTS
18,231 24,343 23,230 69,074 65,897 110,535 113,469 16,317 13,382
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -21,439)
-437 7,805 -14,627 -7,855 -15,730 -22,919 -22,552 1,480 1,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 19.2 18.3 54.5 51.9 87.1 89.5 12.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
67 60 48 69 57 158 146
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,444
COMMITMENTS
12,716 3,766 8,082 12,321 25,244 33,119 37,093 6,325 2,351
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -2,417)
1,863 89 -1,987 -2,941 -502 -3,065 -2,401 649 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 9.5 20.5 31.2 64.0 84.0 94.0 16.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
51 24 20 19 19 84 49
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 41,860
COMMITMENTS
10,852 3,678 10,070 15,262 25,747 36,185 39,494 5,676 2,366
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 2,589)
508 595 1,561 607 1,076 2,676 3,232 -88 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 8.8 24.1 36.5 61.5 86.4 94.3 13.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
53 23 25 20 18 87 54
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 136,129
COMMITMENTS
21,160 17,795 13,780 91,103 99,500 126,044 131,075 10,084 5,054
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -14,020)
-3,064 -5,358 -1,112 -7,178 -6,346 -11,354 -12,815 -2,667 -1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 13.1 10.1 66.9 73.1 92.6 96.3 7.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
55 42 37 49 38 124 103
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 150,149
COMMITMENTS
24,225 23,152 14,892 98,281 105,846 137,398 143,890 12,751 6,259
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,023)
1,302 -2,523 2,116 -6,079 -211 -2,661 -618 3,684 1,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 15.4 9.9 65.5 70.5 91.5 95.8 8.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
59 49 41 50 40 132 114
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 465,530
COMMITMENTS
85,848 43,375 62,015 245,133 317,195 392,997 422,586 72,533 42,945
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 25,700)
7,448 -6,935 230 17,302 33,284 24,980 26,578 720 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 9.3 13.3 52.7 68.1 84.4 90.8 15.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
50 33 38 59 52 128 104
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 439,830
COMMITMENTS
78,401 50,310 61,786 227,831 283,911 368,017 396,007 71,813 43,823
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -31,861)
1,246 -7,964 -14,292 -19,712 -8,830 -32,758 -31,087 897 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 11.4 14.0 51.8 64.6 83.7 90.0 16.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
45 35 35 55 49 118 102
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 115,177
COMMITMENTS
23,578 12,774 25,323 55,812 68,601 104,713 106,698 10,464 8,479
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -3,807)
-622 2,503 387 -5,281 -9,364 -5,515 -6,474 1,708 2,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 11.1 22.0 48.5 59.6 90.9 92.6 9.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
114 72 101 96 92 263 221
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 118,984
COMMITMENTS
24,200 10,272 24,936 61,093 77,965 110,229 113,173 8,756 5,812
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -15,234)
-10,401 991 -11,462 8,974 -4,148 -12,889 -14,619 -2,346 -616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 8.6 21.0 51.3 65.5 92.6 95.1 7.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
126 62 100 86 90 258 213
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,858
COMMITMENTS
18,926 1,870 2,793 4,132 23,009 25,851 27,672 4,007 2,186
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 525)
-543 -766 307 752 804 517 345 9 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.4 6.3 9.4 13.8 77.1 86.6 92.7 13.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
32 4 7 9 6 43 16
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,333
COMMITMENTS
19,469 2,636 2,486 3,380 22,205 25,334 27,327 3,999 2,006
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -6,878)
1,490 614 -512 -7,545 -6,482 -6,567 -6,380 -311 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.4 9.0 8.5 11.5 75.7 86.4 93.2 13.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
35 8 10 9 7 48 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 224,022
COMMITMENTS
31,076 25,355 49,647 100,121 114,900 180,844 189,901 43,178 34,121
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 3,122)
-1,661 -751 2,185 2,894 3,062 3,418 4,496 -297 -1,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 11.3 22.2 44.7 51.3 80.7 84.8 19.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
32 28 31 58 63 109 105
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 220,901
COMMITMENTS
32,737 26,106 47,461 97,227 111,837 177,425 185,405 43,475 35,496
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 11,959)
2,098 2,534 7,758 -4,379 -2,285 5,477 8,007 6,482 3,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 11.8 21.5 44.0 50.6 80.3 83.9 19.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
36 24 33 60 64 115 107
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 812,523
COMMITMENTS
37,165 73,147 331,894 361,128 372,300 730,187 777,342 82,336 35,182
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 40,284)
10,131 10,738 17,543 16,873 17,456 44,547 45,738 -4,263 -5,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 9.0 40.8 44.4 45.8 89.9 95.7 10.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
57 55 78 92 87 194 177
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 772,239
COMMITMENTS
27,034 62,409 314,351 344,255 354,844 685,640 731,604 86,600 40,635
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 24,190)
-1,991 -1,048 15,798 5,487 8,502 19,293 23,252 4,896 937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 8.1 40.7 44.6 46.0 88.8 94.7 11.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
53 56 78 89 83 186 175
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,940
COMMITMENTS
11,740 1,545 1,058 23,281 25,518 36,079 28,121 2,861 10,819
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 4,884)
-327 -248 546 5,701 3,118 5,920 3,416 -1,036 1,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 4.0 2.7 59.8 65.5 92.7 72.2 7.3 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 1 15 15 19 17
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,056
COMMITMENTS
12,067 1,793 512 17,580 22,400 30,159 24,705 3,897 9,351
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -576)
350 -924 16 -1,504 494 -1,138 -414 562 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 5.3 1.5 51.6 65.8 88.6 72.5 11.4 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 2 14 14 17 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 129,479
COMMITMENTS
948 17,321 24,437 92,293 81,070 117,678 122,828 11,801 6,651
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 5,483)
-3,622 1,297 5,445 2,128 -328 3,951 6,414 1,532 -931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 13.4 18.9 71.3 62.6 90.9 94.9 9.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 4 23 24 27 28
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,996
COMMITMENTS
4,570 16,024 18,992 90,165 81,398 113,727 116,414 10,269 7,582
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -385)
-1,270 332 526 910 -2,750 166 -1,892 -551 1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 12.9 15.3 72.7 65.6 91.7 93.9 8.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 3 22 23 25 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,406
COMMITMENTS
12,491 7,442 604 37,791 36,662 50,886 44,708 3,520 9,698
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,644)
1,460 604 -244 674 1,460 1,890 1,820 -246 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 13.7 1.1 69.5 67.4 93.5 82.2 6.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 1 15 14 17 18
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,762
COMMITMENTS
11,031 6,838 848 37,117 35,202 48,996 42,888 3,766 9,874
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 2,339)
1,565 0 0 838 1,972 2,403 1,972 -64 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 13.0 1.6 70.3 66.7 92.9 81.3 7.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 2 14 13 17 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,671
COMMITMENTS
0 9,221 5,877 50,414 41,797 56,291 56,895 4,380 3,776
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -1,156)
0 224 0 -420 -462 -420 -238 -736 -918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.2 9.7 83.1 68.9 92.8 93.8 7.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 18 15 21 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,827
COMMITMENTS
0 8,997 5,877 50,834 42,259 56,711 57,133 5,116 4,694
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 7,134)
-2,132 2,412 2,426 6,471 -520 6,765 4,318 369 2,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.6 9.5 82.2 68.4 91.7 92.4 8.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 3 16 13 19 16
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,522
COMMITMENTS
2,074 14,835 7,259 45,574 31,094 54,907 53,188 4,615 6,334
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -881)
-2,220 1,226 1,075 1,424 -3,608 279 -1,307 -1,160 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 24.9 12.2 76.6 52.2 92.2 89.4 7.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 5 22 18 27 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,403
COMMITMENTS
4,294 13,609 6,184 44,150 34,702 54,628 54,495 5,775 5,908
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 2,423)
-6,136 323 3,418 3,276 -1,262 558 2,479 1,865 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 22.5 10.2 73.1 57.5 90.4 90.2 9.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 5 19 16 24 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,367
COMMITMENTS
4,793 0 433 36,205 40,044 41,431 40,477 936 1,890
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,337)
3,476 0 -434 -1,581 2,073 1,461 1,639 -124 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 1.0 85.5 94.5 97.8 95.5 2.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 18 19 19 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,030
COMMITMENTS
1,317 0 867 37,786 37,971 39,970 38,838 1,060 2,192
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 813)
1,293 0 -621 141 1,500 813 879 0 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 2.1 92.1 92.5 97.4 94.7 2.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 18 19 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,685
COMMITMENTS
0 4,902 4,146 53,560 49,230 57,706 58,278 6,979 6,407
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -663)
0 -2,313 588 -1,605 1,277 -1,017 -448 354 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 6.4 82.8 76.1 89.2 90.1 10.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 24 20 26 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,348
COMMITMENTS
0 7,215 3,558 55,165 47,953 58,723 58,726 6,625 6,622
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,810)
0 1,108 118 3,329 -280 3,447 946 -1,637 864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.0 5.4 84.4 73.4 89.9 89.9 10.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 24 20 26 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,052
COMMITMENTS
39,322 32,316 2,104 37,480 45,743 78,906 80,163 6,146 4,889
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 8,226)
4,506 6,042 0 5,118 2,922 9,624 8,964 -1,398 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 38.0 2.5 44.1 53.8 92.8 94.3 7.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 18 19 21 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,826
COMMITMENTS
34,816 26,274 2,104 32,362 42,821 69,282 71,199 7,544 5,627
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 6,030)
1,108 3,062 744 3,816 1,090 5,668 4,896 362 1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 34.2 2.7 42.1 55.7 90.2 92.7 9.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 15 17 18 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,973
COMMITMENTS
2,405 2,818 2,830 24,237 20,960 29,472 26,608 5,501 8,365
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 8.1 8.1 69.3 59.9 84.3 76.1 15.7 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 3 14 15 17 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,068,839
COMMITMENTS
268,352 43,308 194,088 586,568 821,637 1049008 1059033 19,831 9,806
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 28,253)
16,251 3,235 -1,167 9,605 28,941 24,689 31,009 3,564 -2,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 4.1 18.2 54.9 76.9 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
28 12 32 86 82 126 117
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,040,586
COMMITMENTS
252,101 40,073 195,255 576,963 792,696 1024319 1028024 16,267 12,562
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 28,632)
15,666 -13,952 15,027 -649 26,742 30,044 27,817 -1,412 815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 3.9 18.8 55.4 76.2 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
25 12 32 84 79 121 113
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 182,389
COMMITMENTS
35,722 54,510 46,814 99,259 79,284 181,795 180,608 594 1,781
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 21,941)
-2,764 971 12,330 13,138 9,191 22,704 22,492 -763 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 29.9 25.7 54.4 43.5 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 6 17 29 28 48 46
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,448
COMMITMENTS
38,486 53,539 34,484 86,121 70,093 159,091 158,116 1,357 2,332
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 17,273)
9,336 2,741 2,958 4,676 11,040 16,970 16,739 303 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 33.4 21.5 53.7 43.7 99.2 98.5 0.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 7 17 28 27 47 45
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,524
COMMITMENTS
17,437 7,249 16,494 38,241 48,517 72,172 72,260 352 264
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 6,970)
2,232 1,188 2,648 2,162 3,116 7,042 6,952 -72 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 10.0 22.7 52.7 66.9 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 5 6 38 36 47 43
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 65,554
COMMITMENTS
15,204 6,061 13,847 36,079 45,401 65,130 65,308 424 246
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 3,110)
609 945 786 1,600 1,438 2,994 3,168 116 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 9.2 21.1 55.0 69.3 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 5 7 38 36 46 43
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 1,840
COMMITMENTS
480 740 140 1,120 860 1,740 1,740 100 100
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: -570)
-580 -700 140 -210 -10 -650 -570 80 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 40.2 7.6 60.9 46.7 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 2 10 11 15 15
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,358
COMMITMENTS
3,439 327 4,374 16,545 19,148 24,358 23,849 0 509
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 697)
-550 126 978 409 -365 837 739 -140 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 1.3 18.0 67.9 78.6 100.0 97.9 0.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 4 19 22 24 26
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,661
COMMITMENTS
3,989 201 3,396 16,136 19,513 23,521 23,110 140 551
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 1,558)
-272 -646 1,910 -220 428 1,418 1,692 140 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 0.8 14.4 68.2 82.5 99.4 97.7 0.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 4 19 18 23 22
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,378
COMMITMENTS
174 3,782 1,159 7,881 4,273 9,214 9,214 164 164
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 378)
-86 -344 344 168 340 426 340 -48 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 40.3 12.4 84.0 45.6 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 3 14 13 18 16
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,000
COMMITMENTS
260 4,126 815 7,713 3,933 8,788 8,874 212 126
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 217)
86 -674 43 -80 722 49 91 168 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 45.8 9.1 85.7 43.7 97.6 98.6 2.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 3 13 12 18 15
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,186
COMMITMENTS
714 1,191 804 7,517 6,933 9,035 8,928 151 258
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 172)
-344 -86 258 258 0 172 172 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 13.0 8.8 81.8 75.5 98.4 97.2 1.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 13 9 16 13
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,014
COMMITMENTS
1,058 1,277 546 7,259 6,933 8,863 8,756 151 258
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 14.2 6.1 80.5 76.9 98.3 97.1 1.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 3 11 9 14 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 11,990
COMMITMENTS
2,860 1,860 2,980 5,930 6,530 11,770 11,370 220 620
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,150)
-300 -340 560 1,070 880 1,330 1,100 -180 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 15.5 24.9 49.5 54.5 98.2 94.8 1.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 5 16 17 22 22
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,840
COMMITMENTS
3,160 2,200 2,420 4,860 5,650 10,440 10,270 400 570
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 800)
-80 -60 420 530 740 870 1,100 -70 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 20.3 22.3 44.8 52.1 96.3 94.7 3.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 5 16 18 21 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,230
COMMITMENTS
4,710 360 1,570 7,570 11,640 13,850 13,570 380 660
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 1,500)
1,620 80 360 -400 720 1,580 1,160 -80 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 2.5 11.0 53.2 81.8 97.3 95.4 2.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 18 18 21 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,730
COMMITMENTS
3,090 280 1,210 7,970 10,920 12,270 12,410 460 320
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 120)
-60 -320 80 0 660 20 420 100 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 2.2 9.5 62.6 85.8 96.4 97.5 3.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 19 16 22 20
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,233,084
COMMITMENTS
119,813 65,518 302,556 746,143 782,757 1168512 1150832 64,572 82,252
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: -49,806)
12,415 7,352 -22,623 -36,871 -30,859 -47,080 -46,130 -2,726 -3,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 5.3 24.5 60.5 63.5 94.8 93.3 5.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
73 94 104 84 96 220 241
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,282,889
COMMITMENTS
107,398 58,166 325,180 783,014 813,616 1215592 1196962 67,298 85,927
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 35,333)
5,474 -5,982 -3,342 35,446 43,104 37,578 33,780 -2,245 1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 4.5 25.3 61.0 63.4 94.8 93.3 5.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
74 98 120 84 95 233 252
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,773
COMMITMENTS
8,100 5,112 412 2,543 7,672 11,055 13,196 2,718 577
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 504)
99 -84 48 502 786 649 750 -145 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 37.1 3.0 18.5 55.7 80.3 95.8 19.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
58 20 5 14 24 76 48
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,269
COMMITMENTS
8,001 5,196 364 2,041 6,886 10,406 12,446 2,863 823
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 206)
-77 533 -1 135 -261 57 271 149 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.3 39.2 2.7 15.4 51.9 78.4 93.8 21.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
60 22 4 15 23 77 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,684
COMMITMENTS
7,796 800 15 722 8,552 8,533 9,367 3,151 2,317
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 2,290)
1,326 5 -84 -227 1,168 1,015 1,089 1,275 1,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.7 6.8 0.1 6.2 73.2 73.0 80.2 27.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
28 6 2 5 18 33 26
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,394
COMMITMENTS
6,470 795 99 949 7,384 7,518 8,278 1,876 1,116
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 553)
557 -8 -34 -97 675 426 633 127 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.9 8.5 1.1 10.1 78.6 80.0 88.1 20.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
26 7 2 7 18 33 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 185,840
COMMITMENTS
37,200 7,284 28,053 99,887 135,042 165,141 170,379 20,699 15,462
CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST: 6,137)
7,980 -29 1,209 -536 6,521 8,652 7,701 -2,515 -1,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 3.9 15.1 53.7 72.7 88.9 91.7 11.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
53 23 34 75 77 144 119
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 179,703
COMMITMENTS
29,221 7,313 26,845 100,423 128,521 156,489 162,678 23,214 17,025
CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST: 13,351)
1,065 -1,308 474 5,468 11,655 7,007 10,822 6,344 2,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 4.1 14.9 55.9 71.5 87.1 90.5 12.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
46 23 36 69 80 131 125
Updated July 1, 2005