WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,848
COMMITMENTS
45,886 60,880 50,329 168,688 139,617 264,902 250,826 32,946 47,022
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 6,848)
-1,009 415 928 -667 -1,520 -747 -178 7,596 7,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 20.4 16.9 56.6 46.9 88.9 84.2 11.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
75 97 76 48 57 170 191
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 291,000
COMMITMENTS
46,895 60,466 49,401 169,354 141,138 265,649 251,004 25,351 39,996
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -301)
-4,081 6,051 -734 4,770 -6,612 -46 -1,295 -255 995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 20.8 17.0 58.2 48.5 91.3 86.3 8.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
79 92 75 44 54 164 189
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 933,811
COMMITMENTS
150,808 52,103 183,240 441,026 484,085 775,073 719,428 158,738 214,383
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 673)
2,071 4,003 420 -5,584 -4,521 -3,093 -98 3,765 770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 5.6 19.6 47.2 51.8 83.0 77.0 17.0 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
175 84 169 233 266 482 465
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 933,138
COMMITMENTS
148,737 48,100 182,820 446,610 488,606 778,166 719,526 154,972 213,612
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -19,268)
-8,362 -6,251 -7,633 1,439 5,167 -14,556 -8,717 -4,711 -10,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.2 19.6 47.9 52.4 83.4 77.1 16.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586)
174 85 180 230 265 485 473
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,031
COMMITMENTS
3,217 76 872 2,116 6,389 6,206 7,338 2,825 1,694
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -236)
-451 61 132 -134 -381 -454 -188 218 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 0.8 9.7 23.4 70.7 68.7 81.2 31.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 5 6 11 15 27 23
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,267
COMMITMENTS
3,669 15 741 2,251 6,770 6,660 7,526 2,607 1,741
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -125)
175 -49 -24 -109 -97 42 -170 -167 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 0.2 8.0 24.3 73.1 71.9 81.2 28.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
15 2 5 10 15 26 21
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 368,746
COMMITMENTS
71,344 19,488 71,609 147,759 194,530 290,713 285,627 78,033 83,119
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,758)
2,419 -2,091 3,851 -3,804 2,519 2,466 4,279 291 -1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 5.3 19.4 40.1 52.8 78.8 77.5 21.2 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
134 78 138 107 133 312 292
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 365,988
COMMITMENTS
68,925 21,579 67,758 151,563 192,011 288,246 281,348 77,742 84,640
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -31,144)
3,958 2,185 -19,217 -8,061 -10,409 -23,319 -27,442 -7,824 -3,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 5.9 18.5 41.4 52.5 78.8 76.9 21.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
121 79 127 121 136 312 284
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 154,444
COMMITMENTS
33,313 12,211 27,646 66,637 101,615 127,596 141,472 26,848 12,972
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,302)
-828 1,922 2,723 418 -1,974 2,313 2,670 -1,011 -1,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 7.9 17.9 43.1 65.8 82.6 91.6 17.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
53 25 39 41 39 119 91
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 153,142
COMMITMENTS
34,141 10,289 24,923 66,218 103,589 125,282 138,802 27,859 14,340
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -12,414)
-2,739 -304 -3,060 -4,460 -8,673 -10,258 -12,037 -2,156 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 6.7 16.3 43.2 67.6 81.8 90.6 18.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
51 21 29 43 41 111 83
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,961
COMMITMENTS
67,736 75,251 123,834 440,824 374,254 632,394 573,339 123,567 182,622
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 18,300)
-8,506 9,608 8,790 20,610 -4,764 20,894 13,634 -2,595 4,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 10.0 16.4 58.3 49.5 83.7 75.8 16.3 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
30 34 37 73 84 122 136
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 737,661
COMMITMENTS
76,242 65,643 115,043 420,215 379,019 611,500 559,705 126,162 177,956
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -37,716)
-8,072 -2,619 -16,023 -12,383 -7,290 -36,479 -25,932 -1,237 -11,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 8.9 15.6 57.0 51.4 82.9 75.9 17.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
28 34 39 68 81 117 133
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 127,777
COMMITMENTS
23,578 2,023 24,272 46,305 85,534 94,155 111,830 33,622 15,948
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -3,405)
-1,768 771 2,999 -3,634 -6,806 -2,404 -3,036 -1,001 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 1.6 19.0 36.2 66.9 73.7 87.5 26.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
50 13 36 56 54 123 95
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 131,182
COMMITMENTS
25,346 1,252 21,273 49,940 92,340 96,559 114,866 34,623 16,317
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -8,340)
-174 -245 -1,687 -4,526 -4,184 -6,387 -6,116 -1,953 -2,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 1.0 16.2 38.1 70.4 73.6 87.6 26.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
46 12 32 55 55 118 90
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,163
COMMITMENTS
2,952 1,277 1,633 2,140 3,330 6,724 6,240 1,439 1,923
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 98)
-240 25 258 141 -61 158 222 -60 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 15.6 20.0 26.2 40.8 82.4 76.4 17.6 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 10 11 13 14 35 30
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,065
COMMITMENTS
3,192 1,252 1,375 1,999 3,391 6,566 6,018 1,499 2,047
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 464)
176 -144 108 180 376 464 339 -0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 15.5 17.1 24.8 42.0 81.4 74.6 18.6 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 8 12 12 13 36 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 360,871
COMMITMENTS
105,895 112,713 2,139 199,192 138,808 307,226 253,660 53,645 107,211
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 619)
2,545 7,307 222 -1,325 -6,047 1,442 1,482 -823 -863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 31.2 0.6 55.2 38.5 85.1 70.3 14.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
15 29 4 44 41 61 72
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 360,252
COMMITMENTS
103,350 105,406 1,917 200,517 144,855 305,784 252,178 54,468 108,074
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -7,428)
1,163 -3,049 1,795 -9,866 -5,474 -6,908 -6,728 -520 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 29.3 0.5 55.7 40.2 84.9 70.0 15.1 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 29 3 44 41 59 71
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,739,097
COMMITMENTS
451,623 368,318 466,597 1568795 1396112 2487014 2231028 252,083 508,070
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 156,724)
75,226 -12,803 10,263 55,987 94,887 141,476 92,347 15,248 64,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 13.4 17.0 57.3 51.0 90.8 81.5 9.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
52 65 72 109 142 195 245
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,582,373
COMMITMENTS
376,397 381,122 456,334 1512808 1301225 2345538 2138681 236,835 443,692
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -593)
-11,544 4,437 -13,991 24,640 -15,712 -895 -25,267 302 24,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 14.8 17.7 58.6 50.4 90.8 82.8 9.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
48 67 72 98 132 182 235
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,834,799
COMMITMENTS
179,426 405,911 224,459 1277673 875,473 1681557 1505842 153,242 328,957
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 190,837)
17,464 58,562 28,697 139,867 80,112 186,028 167,371 4,809 23,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 22.1 12.2 69.6 47.7 91.6 82.1 8.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
29 55 47 76 97 135 169
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,643,963
COMMITMENTS
161,962 347,349 195,761 1137806 795,361 1495529 1338471 148,433 305,491
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 60,758)
-3,558 58,986 3,217 81,062 715 80,721 62,918 -19,963 -2,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 21.1 11.9 69.2 48.4 91.0 81.4 9.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
30 48 43 73 89 128 155
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 582,136
COMMITMENTS
110,425 51,931 205,203 210,904 287,665 526,532 544,799 55,604 37,337
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -94,305)
-16,186 -17,524 -19,934 -50,819 -54,333 -86,940 -91,791 -7,365 -2,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 8.9 35.2 36.2 49.4 90.4 93.6 9.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
33 21 39 44 40 93 84
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 676,441
COMMITMENTS
126,611 69,455 225,137 261,723 341,998 613,472 636,590 62,969 39,850
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 49,350)
20,998 -2,925 24,698 12,434 30,815 58,130 52,587 -8,781 -3,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 10.3 33.3 38.7 50.6 90.7 94.1 9.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
35 28 44 58 52 115 102
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,740
COMMITMENTS
8,273 5,765 715 16,208 18,359 25,197 24,839 7,543 7,901
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,209)
379 583 125 612 646 1,116 1,355 93 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 17.6 2.2 49.5 56.1 77.0 75.9 23.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 9 5 19 13 35 26
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,532
COMMITMENTS
7,895 5,182 590 15,597 17,712 24,081 23,484 7,451 8,047
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,862)
1,045 420 45 -99 694 990 1,159 871 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 16.4 1.9 49.5 56.2 76.4 74.5 23.6 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
16 9 6 18 12 36 25
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 59,489
COMMITMENTS
12,506 30,511 2,936 31,414 13,984 46,856 47,431 12,632 12,057
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,194)
2,013 2,945 47 157 -974 2,217 2,018 -23 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 51.3 4.9 52.8 23.5 78.8 79.7 21.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 30 14 18 16 49 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 57,295
COMMITMENTS
10,494 27,566 2,889 31,257 14,958 44,639 45,413 12,655 11,881
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,433)
1,918 2,549 454 -285 -46 2,086 2,957 1,347 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 48.1 5.0 54.6 26.1 77.9 79.3 22.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
17 30 15 16 19 43 54
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,259
COMMITMENTS
2,053 5,046 1,004 32,867 29,326 35,924 35,376 335 883
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,065)
-1,717 -378 -15 630 -642 -1,102 -1,035 37 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 13.9 2.8 90.6 80.9 99.1 97.6 0.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 18 4 21 20 30 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,324
COMMITMENTS
3,770 5,424 1,019 32,237 29,968 37,026 36,411 298 913
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 214)
16 76 -4 206 129 218 201 -4 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 14.5 2.7 86.4 80.3 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 17 4 20 18 30 36
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,206
COMMITMENTS
1,634 1,918 2,732 16,682 14,075 21,047 18,725 5,159 7,481
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 711)
82 306 262 261 7 605 575 105 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.3 10.4 63.7 53.7 80.3 71.5 19.7 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 5 12 23 18 37 31
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,496
COMMITMENTS
1,551 1,612 2,470 16,420 14,068 20,442 18,150 5,054 7,346
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 878)
427 54 96 272 749 795 899 83 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 6.3 9.7 64.4 55.2 80.2 71.2 19.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 2 11 26 20 38 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 101,441
COMMITMENTS
14,067 20,923 24,955 49,587 26,111 88,609 71,988 12,832 29,453
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,240)
284 -3,581 1,518 -94 2,478 1,707 414 533 1,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 20.6 24.6 48.9 25.7 87.3 71.0 12.7 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
39 50 46 31 31 100 104
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 99,201
COMMITMENTS
13,783 24,504 23,437 49,682 23,633 86,902 71,574 12,299 27,627
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -4,552)
910 -315 -6,355 1,249 1,323 -4,195 -5,347 -357 794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 24.7 23.6 50.1 23.8 87.6 72.2 12.4 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
34 53 44 28 29 93 105
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,327
COMMITMENTS
801 769 229 482 462 1,512 1,461 815 867
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -163)
293 -101 -25 -158 81 110 -45 -273 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 33.1 9.8 20.7 19.9 65.0 62.8 35.0 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 11 7 6 4 19 18
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,490
COMMITMENTS
508 870 254 640 381 1,402 1,505 1,088 985
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -169)
51 -104 9 -72 -63 -12 -158 -157 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 34.9 10.2 25.7 15.3 56.3 60.4 43.7 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 15 9 8 5 22 23
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 155,659
COMMITMENTS
31,884 33,189 26,968 78,612 65,976 137,464 126,132 18,195 29,527
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,167)
878 -3,157 6,669 -1,019 3,730 6,528 7,242 -2,361 -3,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 21.3 17.3 50.5 42.4 88.3 81.0 11.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
56 68 68 69 102 160 213
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,492
COMMITMENTS
31,006 36,346 20,299 79,631 62,245 130,936 118,890 20,556 32,602
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -5,175)
69 -139 -3,221 -584 -1,256 -3,736 -4,616 -1,440 -559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 24.0 13.4 52.6 41.1 86.4 78.5 13.6 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
50 71 62 73 98 155 209
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,447
COMMITMENTS
1,065 1,255 399 1,130 1,066 2,594 2,720 1,852 1,727
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 638)
160 222 197 65 28 422 447 216 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 28.2 9.0 25.4 24.0 58.3 61.2 41.7 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 18 7 16 11 30 32
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,809
COMMITMENTS
905 1,034 202 1,065 1,037 2,172 2,273 1,636 1,536
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 358)
-40 231 80 203 -93 243 218 115 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 27.1 5.3 28.0 27.2 57.0 59.7 43.0 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 16 7 15 11 27 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,050
COMMITMENTS
7,419 2,933 6,500 9,560 6,763 23,479 16,195 5,572 12,855
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 991)
361 -371 560 165 1,186 1,087 1,376 -96 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 10.1 22.4 32.9 23.3 80.8 55.7 19.2 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
34 29 23 60 52 112 90
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,059
COMMITMENTS
7,058 3,303 5,939 9,395 5,577 22,392 14,819 5,668 13,240
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -156)
-415 368 80 236 -574 -99 -126 -56 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 11.8 21.2 33.5 19.9 79.8 52.8 20.2 47.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
35 32 25 53 46 105 88
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 95,026
COMMITMENTS
29,889 16,949 1,691 31,292 55,528 62,872 74,168 32,154 20,858
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,965)
-2,785 2,624 87 2,792 -8,814 94 -6,103 -2,059 4,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 17.8 1.8 32.9 58.4 66.2 78.1 33.8 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
24 14 5 25 26 50 44
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 96,991
COMMITMENTS
32,674 14,325 1,604 28,500 64,342 62,778 80,271 34,213 16,720
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -888)
-4,054 4,444 71 3,160 -3,408 -823 1,107 -65 -1,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 14.8 1.7 29.4 66.3 64.7 82.8 35.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
25 10 5 26 26 52 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 72,157
COMMITMENTS
4,633 35,813 303 58,879 13,085 63,815 49,201 8,342 22,956
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,424)
29 -5,220 302 -3,660 4,286 -3,329 -632 905 -1,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 49.6 0.4 81.6 18.1 88.4 68.2 11.6 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 18 1 8 12 12 30
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 74,581
COMMITMENTS
4,604 41,033 1 62,539 8,799 67,144 49,833 7,437 24,748
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,417)
-1,415 -1,478 0 3,472 1,115 2,057 -363 -640 1,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 55.0 0.0 83.9 11.8 90.0 66.8 10.0 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 22 1 9 8 13 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 96,045
COMMITMENTS
74,850 1,557 211 12,074 87,479 87,135 89,247 8,909 6,798
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,284)
-723 -291 27 -1,081 -2,053 -1,777 -2,317 493 1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.9 1.6 0.2 12.6 91.1 90.7 92.9 9.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
58 7 2 17 14 75 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 97,329
COMMITMENTS
75,573 1,848 184 13,155 89,532 88,912 91,564 8,417 5,765
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,443)
856 -2,529 -121 1,957 5,267 2,692 2,617 -249 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.6 1.9 0.2 13.5 92.0 91.4 94.1 8.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
61 7 2 17 14 79 22
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 76,852
COMMITMENTS
12,380 29,406 1,032 44,079 23,430 57,491 53,868 19,361 22,985
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,051)
44 -3,078 133 -2,683 -726 -2,506 -3,671 455 1,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 38.3 1.3 57.4 30.5 74.8 70.1 25.2 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
12 18 4 18 19 33 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 78,903
COMMITMENTS
12,336 32,484 899 46,762 24,156 59,997 57,539 18,906 21,364
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,874)
976 -4,736 4 -2,399 1,946 -1,419 -2,787 -455 913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 41.2 1.1 59.3 30.6 76.0 72.9 24.0 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
13 22 3 19 20 34 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 193,351
COMMITMENTS
6,952 52,858 5,683 152,485 103,351 165,121 161,892 28,230 31,459
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,070)
1,265 -3,507 -170 1,926 9,455 3,022 5,778 1,048 -1,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 27.3 2.9 78.9 53.5 85.4 83.7 14.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 35 8 27 28 45 66
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 189,281
COMMITMENTS
5,687 56,365 5,853 150,559 93,896 162,100 156,114 27,182 33,167
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -6,964)
-1,437 -12,470 380 -4,354 8,432 -5,410 -3,657 -1,554 -3,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 29.8 3.1 79.5 49.6 85.6 82.5 14.4 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
12 33 7 26 27 42 63
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 173,034
COMMITMENTS
24,133 24,941 14,861 80,034 81,896 119,027 121,698 54,006 51,335
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -632)
-353 -8,733 908 699 9,719 1,253 1,893 -1,885 -2,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 14.4 8.6 46.3 47.3 68.8 70.3 31.2 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
29 38 31 30 29 79 78
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 173,666
COMMITMENTS
24,486 33,674 13,953 79,335 72,178 117,774 119,805 55,892 53,861
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,910)
1,370 -1,607 1,259 -2,998 4,497 -369 4,149 3,279 -1,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 19.4 8.0 45.7 41.6 67.8 69.0 32.2 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
31 36 25 28 30 72 78
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 72,436
COMMITMENTS
4,884 1,000 795 61,490 64,820 67,169 66,615 5,267 5,821
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,827)
-1,113 0 380 4,559 3,279 3,826 3,659 1,001 1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.4 1.1 84.9 89.5 92.7 92.0 7.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 11 16 13 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,609
COMMITMENTS
5,997 1,000 415 56,931 61,541 63,343 62,956 4,266 4,653
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 6,696)
-3,375 0 55 9,895 7,318 6,575 7,373 121 -677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.5 0.6 84.2 91.0 93.7 93.1 6.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 9 16 11 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,922,161
COMMITMENTS
675,011 957,845 4082159 7138987 6237580 11896157 11277584 1026004 1644577
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 616,956)
-407 -16,611 250,165 321,431 339,614 571,189 573,168 45,767 43,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.4 31.6 55.2 48.3 92.1 87.3 7.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
57 71 103 140 144 249 270
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,305,205
COMMITMENTS
675,418 974,456 3831994 6817556 5897966 11324968 10704416 980,237 1600789
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 487,729)
5,005 105,110 252,211 197,393 72,481 454,610 429,803 33,119 57,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 7.9 31.1 55.4 47.9 92.0 87.0 8.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
64 66 102 139 142 247 268
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 721,489
COMMITMENTS
52,614 45,804 43,711 483,475 517,815 579,801 607,330 141,688 114,159
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 5,554)
-1,811 1,195 7,610 -2,222 1,638 3,577 10,444 1,977 -4,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.3 6.1 67.0 71.8 80.4 84.2 19.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
45 41 56 92 69 169 134
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 715,934
COMMITMENTS
54,426 44,609 36,101 485,697 516,177 576,224 596,886 139,711 119,048
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,129)
-2,712 3,531 1,869 2,181 -934 1,338 4,467 -210 -3,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 6.2 5.0 67.8 72.1 80.5 83.4 19.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
43 38 50 93 66 166 124
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,042,860
COMMITMENTS
187,856 296,273 26,171 521,575 610,223 735,603 932,668 307,257 110,192
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 63,143)
32,941 45,233 8,894 51,390 -6,655 93,226 47,473 -30,082 15,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 28.4 2.5 50.0 58.5 70.5 89.4 29.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
47 64 33 59 62 131 134
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 979,716
COMMITMENTS
154,915 251,040 17,277 470,186 616,878 642,377 885,195 337,339 94,521
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 6,173)
17,355 11,480 1,038 -14,683 -1,010 3,711 11,508 2,462 -5,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 25.6 1.8 48.0 63.0 65.6 90.4 34.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
43 58 31 56 64 121 131
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,341
COMMITMENTS
1,279 452 0 7,027 10,927 8,306 11,379 4,035 962
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -84)
-187 -42 0 224 -160 37 -202 -121 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 3.7 0.0 56.9 88.5 67.3 92.2 32.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 0 17 16 20 17
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,425
COMMITMENTS
1,466 494 0 6,803 11,087 8,269 11,581 4,156 844
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 159)
406 157 0 260 127 666 284 -507 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 4.0 0.0 54.8 89.2 66.6 93.2 33.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 15 18 19 19
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,443
COMMITMENTS
9,078 1,418 0 20,271 30,077 29,349 31,495 4,094 1,948
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,427)
94 -210 0 2,213 3,322 2,307 3,112 1,120 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 4.2 0.0 60.6 89.9 87.8 94.2 12.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 3 0 17 19 22 22
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,016
COMMITMENTS
8,984 1,628 0 18,058 26,755 27,042 28,383 2,974 1,633
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -825)
109 44 0 603 1,368 712 1,412 -1,537 -2,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 5.4 0.0 60.2 89.1 90.1 94.6 9.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 3 0 17 19 24 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,822
COMMITMENTS
6,730 7,459 844 27,592 33,028 35,166 41,331 14,656 8,491
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -100)
-124 -1,047 424 501 198 801 -426 -901 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 15.0 1.7 55.4 66.3 70.6 83.0 29.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
13 14 3 32 24 46 40
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,922
COMMITMENTS
6,854 8,506 420 27,091 32,830 34,366 41,757 15,557 8,166
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,797)
-640 1,402 320 828 824 509 2,547 1,288 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 17.0 0.8 54.3 65.8 68.8 83.6 31.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
12 15 2 32 24 45 40
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 308,840
COMMITMENTS
144,814 63,801 2,139 140,175 209,984 287,128 275,924 21,712 32,916
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 19,430)
20,940 2,751 -421 -810 20,646 19,709 22,976 -279 -3,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 20.7 0.7 45.4 68.0 93.0 89.3 7.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
79 49 9 38 45 123 98
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 289,410
COMMITMENTS
123,874 61,050 2,560 140,985 189,338 267,419 252,948 21,991 36,462
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 22,439)
24,230 -11,259 407 -3,696 30,525 20,940 19,672 1,499 2,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 21.1 0.9 48.7 65.4 92.4 87.4 7.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
75 55 9 35 44 116 102
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,026
COMMITMENTS
20,549 3,232 0 21,499 48,309 42,048 51,541 19,979 10,485
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 66)
-94 -68 0 -1,397 1,752 -1,491 1,684 1,557 -1,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 5.2 0.0 34.7 77.9 67.8 83.1 32.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 3 0 12 18 23 21
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,960
COMMITMENTS
20,643 3,300 0 22,896 46,558 43,539 49,858 18,422 12,103
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,579)
4,434 -6,153 -7 -9,217 7,737 -4,790 1,577 2,211 -4,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 5.3 0.0 37.0 75.1 70.3 80.5 29.7 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 3 0 13 17 23 20
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,773
COMMITMENTS
458 4,072 0 25,046 20,356 25,504 24,429 5,268 6,344
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,659)
-10 -62 0 1,699 1,222 1,689 1,160 -31 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 13.2 0.0 81.4 66.2 82.9 79.4 17.1 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 9 0 28 23 30 32
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,114
COMMITMENTS
468 4,134 0 23,347 19,134 23,815 23,269 5,299 5,845
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -162)
-310 -110 0 -86 -156 -396 -266 234 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 14.2 0.0 80.2 65.7 81.8 79.9 18.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 10 0 28 22 30 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 228,164
COMMITMENTS
25,276 44,197 1,292 185,120 171,502 211,688 216,992 16,476 11,172
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,893)
1,289 1,571 32 -168 1,751 1,153 3,354 3,740 1,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 19.4 0.6 81.1 75.2 92.8 95.1 7.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
25 38 9 32 50 62 92
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 223,271
COMMITMENTS
23,987 42,627 1,260 185,288 169,751 210,535 213,638 12,736 9,633
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,601)
-2,174 -734 -98 66 -502 -2,206 -1,334 -395 -1,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 19.1 0.6 83.0 76.0 94.3 95.7 5.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
23 41 10 32 50 61 95
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,399
COMMITMENTS
15,860 6,727 668 15,554 26,756 32,082 34,151 13,317 11,248
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,977)
2,299 125 3 1,061 2,736 3,363 2,864 614 1,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 14.8 1.5 34.3 58.9 70.7 75.2 29.3 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
28 12 4 19 25 49 40
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,422
COMMITMENTS
13,561 6,602 665 14,493 24,020 28,719 31,287 12,703 10,135
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,092)
397 -481 4 1,453 1,850 1,854 1,373 1,238 1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 15.9 1.6 35.0 58.0 69.3 75.5 30.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 12 4 17 22 46 37
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 25,351
COMMITMENTS
6,505 0 0 14,499 8,041 21,004 8,041 4,347 17,310
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 3,062)
913 0 -70 2,370 2,347 3,213 2,277 -151 785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 0.0 0.0 57.2 31.7 82.9 31.7 17.1 68.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 0 0 9 5 19 5
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 30,811
COMMITMENTS
1,615 3,551 29 15,263 22,171 16,907 25,751 13,904 5,060
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,785)
104 1,209 -4 476 -203 576 1,002 1,209 783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 11.5 0.1 49.5 72.0 54.9 83.6 45.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 12 1 15 19 19 31
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,026
COMMITMENTS
1,511 2,342 33 14,787 22,374 16,331 24,749 12,695 4,277
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 62)
358 -24 -74 498 36 782 -62 -720 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 8.1 0.1 50.9 77.1 56.3 85.3 43.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 10 1 15 21 19 31
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 138,037
COMMITMENTS
43,516 9,588 22,663 34,811 91,933 100,990 124,185 37,047 13,853
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 440)
2,416 -9,740 989 -3,170 10,229 235 1,478 205 -1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 6.9 16.4 25.2 66.6 73.2 90.0 26.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
94 32 46 24 38 135 100
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 137,598
COMMITMENTS
41,100 19,328 21,675 37,981 81,704 100,755 122,707 36,842 14,891
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -8,458)
-2,836 -2,765 -850 -3,715 -4,687 -7,402 -8,302 -1,057 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 14.0 15.8 27.6 59.4 73.2 89.2 26.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
87 39 47 24 35 131 102
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 123,218
COMMITMENTS
46,948 26,676 21,650 38,797 58,678 107,395 107,004 15,823 16,214
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,587)
4,183 2,257 1,264 -311 468 5,136 3,989 -549 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 21.6 17.6 31.5 47.6 87.2 86.8 12.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
76 71 64 43 41 164 145
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 118,631
COMMITMENTS
42,765 24,419 20,386 39,108 58,210 102,259 103,015 16,372 15,616
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,906)
2,699 2,556 202 -5 -14 2,895 2,744 11 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 20.6 17.2 33.0 49.1 86.2 86.8 13.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
69 70 59 45 43 156 140
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 295,252
COMMITMENTS
119,229 49,881 46,263 71,960 178,522 237,451 274,666 57,801 20,586
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -3,378)
6,406 -7,457 3,171 -8,248 6,337 1,329 2,050 -4,706 -5,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 16.9 15.7 24.4 60.5 80.4 93.0 19.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
132 56 56 34 42 187 135
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 298,630
COMMITMENTS
112,823 57,339 43,092 80,207 172,186 236,122 272,617 62,508 26,013
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -32,032)
-3,899 -2,223 -14,214 -14,585 -13,163 -32,698 -29,601 666 -2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 19.2 14.4 26.9 57.7 79.1 91.3 20.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
125 62 59 41 43 195 143
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,178
COMMITMENTS
5,333 2,524 589 3,103 8,086 9,025 11,199 3,153 979
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,001)
239 92 -35 336 394 540 451 461 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 20.7 4.8 25.5 66.4 74.1 92.0 25.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
23 3 10 6 6 38 18
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,177
COMMITMENTS
5,094 2,432 624 2,767 7,692 8,485 10,748 2,692 429
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -745)
162 0 30 182 210 374 240 -1,119 -985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 21.8 5.6 24.8 68.8 75.9 96.2 24.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
23 2 11 6 6 38 18
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 99,158
COMMITMENTS
21,145 6,667 8,438 52,295 64,173 81,878 79,277 17,280 19,880
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 5,327)
2,680 -500 1,619 166 2,423 4,465 3,542 862 1,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 6.7 8.5 52.7 64.7 82.6 80.0 17.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
43 11 21 55 56 107 84
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 93,831
COMMITMENTS
18,465 7,167 6,819 52,129 61,749 77,413 75,735 16,418 18,096
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,293)
-1,928 1,071 551 3,651 1,826 2,274 3,447 -981 -2,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 7.6 7.3 55.6 65.8 82.5 80.7 17.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
36 16 17 57 61 103 87
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 28,311
COMMITMENTS
2,462 2,070 668 18,240 16,745 21,369 19,483 6,942 8,828
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 852)
330 -355 5 -314 576 21 226 832 626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 7.3 2.4 64.4 59.1 75.5 68.8 24.5 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 7 3 22 17 31 25
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 27,459
COMMITMENTS
2,132 2,425 663 18,554 16,169 21,349 19,257 6,110 8,202
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 734)
-294 1,073 -98 1,196 -943 804 31 -70 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 8.8 2.4 67.6 58.9 77.7 70.1 22.3 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 8 3 24 18 33 27
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 137,813
COMMITMENTS
19,311 21,907 30,917 72,144 72,072 122,372 124,897 15,440 12,916
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,158)
-878 -1,576 1,138 592 949 852 511 306 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 15.9 22.4 52.3 52.3 88.8 90.6 11.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
64 54 53 73 63 159 152
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 136,655
COMMITMENTS
20,189 23,483 29,779 71,552 71,124 121,520 124,386 15,134 12,268
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,783)
229 4,543 394 2,107 -2,634 2,730 2,302 53 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 17.2 21.8 52.4 52.0 88.9 91.0 11.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
66 58 52 76 64 165 153
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,809
COMMITMENTS
12,419 2,494 9,063 17,629 30,720 39,111 42,277 5,698 2,532
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -548)
-347 470 150 -124 -1,394 -321 -775 -227 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 5.6 20.2 39.3 68.6 87.3 94.4 12.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
46 26 22 25 24 87 56
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 45,357
COMMITMENTS
12,766 2,024 8,913 17,752 32,115 39,432 43,052 5,925 2,305
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -776)
-1,462 -119 153 654 -471 -655 -436 -121 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 4.5 19.7 39.1 70.8 86.9 94.9 13.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
55 19 24 26 24 93 56
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 143,317
COMMITMENTS
18,873 23,264 13,947 99,481 100,407 132,302 137,619 11,015 5,698
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -3,090)
-2,409 -2,888 -300 -691 503 -3,400 -2,685 311 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 16.2 9.7 69.4 70.1 92.3 96.0 7.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
55 52 36 55 40 129 111
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 146,407
COMMITMENTS
21,282 26,153 14,247 100,172 99,904 135,702 140,304 10,705 6,103
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,405)
140 1,421 878 2,302 1,532 3,321 3,832 84 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 17.9 9.7 68.4 68.2 92.7 95.8 7.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
62 46 37 54 39 128 114
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 588,832
COMMITMENTS
174,149 16,530 92,594 226,107 427,686 492,850 536,811 95,981 52,021
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 35,474)
18,800 -860 9,052 -2,702 20,722 25,150 28,914 10,324 6,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 2.8 15.7 38.4 72.6 83.7 91.2 16.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
81 26 48 62 59 164 113
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 553,358
COMMITMENTS
155,349 17,390 83,543 228,809 406,964 467,700 507,897 85,658 45,461
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 28,652)
13,937 -8,876 4,980 6,604 35,200 25,522 31,304 3,131 -2,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 3.1 15.1 41.3 73.5 84.5 91.8 15.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
84 22 44 63 56 163 107
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 124,755
COMMITMENTS
25,051 15,375 30,619 57,153 70,277 112,822 116,270 11,933 8,485
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 1,201)
1,954 -100 596 -1,271 1,162 1,278 1,657 -77 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 12.3 24.5 45.8 56.3 90.4 93.2 9.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
132 86 118 104 97 287 257
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 123,554
COMMITMENTS
23,097 15,475 30,023 58,424 69,115 111,544 114,613 12,009 8,941
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,869)
-238 -505 -52 -194 114 -484 -443 -1,385 -1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 12.5 24.3 47.3 55.9 90.3 92.8 9.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
119 90 106 105 93 273 246
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 26,877
COMMITMENTS
11,783 2,436 2,766 9,052 19,089 23,602 24,291 3,276 2,586
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -2,712)
-4,799 644 -21 2,674 -3,226 -2,146 -2,602 -566 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 9.1 10.3 33.7 71.0 87.8 90.4 12.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
24 7 8 10 5 39 17
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,589
COMMITMENTS
16,582 1,792 2,787 6,378 22,315 25,747 26,893 3,842 2,696
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -517)
-1,041 21 62 -11 -1,315 -990 -1,231 473 715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 6.1 9.4 21.6 75.4 87.0 90.9 13.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
33 6 10 8 5 47 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 217,262
COMMITMENTS
31,275 20,068 45,881 98,057 121,687 175,213 187,635 42,048 29,627
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 4,985)
4,559 3,086 3,017 -2,292 1,014 5,285 7,118 -300 -2,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 9.2 21.1 45.1 56.0 80.6 86.4 19.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
36 27 38 58 59 115 106
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 212,277
COMMITMENTS
26,716 16,981 42,864 100,349 120,673 169,929 180,518 42,348 31,759
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -6,349)
-3,397 -3,308 -4,120 308 220 -7,208 -7,208 859 859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 8.0 20.2 47.3 56.8 80.1 85.0 19.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
28 29 38 60 57 113 101
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 834,929
COMMITMENTS
49,140 74,997 361,727 346,181 366,982 757,048 803,705 77,880 31,224
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 32,028)
11,988 3,560 18,983 1,912 10,603 32,883 33,147 -855 -1,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 9.0 43.3 41.5 44.0 90.7 96.3 9.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
55 58 85 99 89 208 181
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 802,901
COMMITMENTS
37,153 71,436 342,744 344,269 356,378 724,166 770,558 78,735 32,343
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -35,970)
-4,378 -6,179 -11,772 -19,197 -16,381 -35,348 -34,331 -622 -1,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.9 42.7 42.9 44.4 90.2 96.0 9.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
55 55 80 96 86 199 175
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,424
COMMITMENTS
3,950 3,893 1,339 27,108 24,147 32,397 29,379 4,027 7,045
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,900)
-2,900 2,031 -313 959 -871 -2,254 847 354 -2,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 10.7 3.7 74.4 66.3 88.9 80.7 11.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 14 10 16 14
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,324
COMMITMENTS
6,850 1,862 1,652 26,149 25,018 34,651 28,532 3,673 9,792
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 262)
-1,203 -2,008 190 2,511 1,168 1,498 -650 -1,236 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 4.9 4.3 68.2 65.3 90.4 74.4 9.6 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 19 13 21 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,913
COMMITMENTS
2,911 25,448 16,508 93,699 78,405 113,118 120,361 9,795 2,552
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -6,084)
-127 -4,425 2,073 -7,542 -1,167 -5,596 -3,519 -488 -2,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 20.7 13.4 76.2 63.8 92.0 97.9 8.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 4 24 27 28 32
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,997
COMMITMENTS
3,038 29,873 14,435 101,241 79,572 118,714 123,880 10,283 5,117
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 892)
-426 731 -856 2,490 410 1,208 285 -316 607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 23.2 11.2 78.5 61.7 92.0 96.0 8.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 4 25 26 29 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,206
COMMITMENTS
34,252 8,929 2,684 32,925 51,736 69,861 63,349 3,345 9,857
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -6,223)
1,301 -2,418 0 -6,625 -5,595 -5,324 -8,013 -899 1,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 12.2 3.7 45.0 70.7 95.4 86.5 4.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 15 14 17 18
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,429
COMMITMENTS
32,951 11,347 2,684 39,550 57,331 75,185 71,362 4,244 8,067
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 6,920)
5,034 0 0 1,522 7,898 6,556 7,898 364 -978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 14.3 3.4 49.8 72.2 94.7 89.8 5.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 15 15 17 19
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,734
COMMITMENTS
0 12,850 2,681 42,823 30,961 45,504 46,492 4,230 3,242
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -4,869)
0 3,718 -2,286 -2,482 -6,423 -4,768 -4,991 -101 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.8 5.4 86.1 62.3 91.5 93.5 8.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 3 18 16 21 20
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,603
COMMITMENTS
0 9,132 4,967 45,305 37,384 50,272 51,483 4,331 3,120
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,194)
0 -940 -186 -2,516 -692 -2,702 -1,818 508 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.7 9.1 83.0 68.5 92.1 94.3 7.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 19 19 21 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,160
COMMITMENTS
7,703 9,458 3,351 40,159 38,691 51,213 51,500 3,947 3,660
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -6,523)
242 -2,596 -454 -6,357 -3,474 -6,569 -6,524 46 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 17.1 6.1 72.8 70.1 92.8 93.4 7.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 4 24 21 28 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,683
COMMITMENTS
7,461 12,054 3,805 46,516 42,165 57,782 58,024 3,901 3,659
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,893)
5,595 -3,328 -3,378 -3,490 7,872 -1,273 1,166 -620 -3,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 19.5 6.2 75.4 68.4 93.7 94.1 6.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 5 5 25 22 30 29
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,256
COMMITMENTS
1,069 0 1,193 52,428 48,811 54,690 50,004 566 5,252
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 6,673)
1,069 -1,121 296 5,740 8,726 7,105 7,901 -432 -1,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 2.2 94.9 88.3 99.0 90.5 1.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 21 21 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,583
COMMITMENTS
0 1,121 897 46,688 40,085 47,585 42,103 998 6,480
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,126)
0 724 -513 2,577 1,429 2,064 1,640 62 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 1.8 96.1 82.5 97.9 86.7 2.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 20 18 21 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,379
COMMITMENTS
0 14,412 330 54,640 42,499 54,970 57,241 7,409 5,138
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -4,707)
0 -847 -120 -3,686 -3,190 -3,806 -4,157 -901 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.1 0.5 87.6 68.1 88.1 91.8 11.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 24 20 25 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,086
COMMITMENTS
0 15,259 450 58,326 45,689 58,776 61,398 8,310 5,688
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,679)
0 2,058 -155 5,140 1,230 4,985 3,133 -1,306 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 22.7 0.7 86.9 68.1 87.6 91.5 12.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 25 21 26 23
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,715
COMMITMENTS
36,173 47,121 4,191 48,753 38,350 89,117 89,662 4,598 4,053
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -8,648)
-3,980 -2,605 -1,068 -3,491 -4,660 -8,539 -8,333 -109 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 50.3 4.5 52.0 40.9 95.1 95.7 4.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 18 20 21 23
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,363
COMMITMENTS
40,153 49,726 5,259 52,244 43,010 97,656 97,995 4,707 4,368
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -692)
-5,902 -1,097 806 5,500 -10 404 -301 -1,096 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 48.6 5.1 51.0 42.0 95.4 95.7 4.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 18 21 21 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 32,819
COMMITMENTS
3,415 200 1,296 25,669 23,920 30,380 25,416 2,439 7,403
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -3,948)
2,635 -4,255 37 -2,707 1,401 -35 -2,817 -3,913 -1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.6 3.9 78.2 72.9 92.6 77.4 7.4 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 2 17 17 21 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,767
COMMITMENTS
780 4,455 1,259 28,376 22,519 30,415 28,233 6,352 8,534
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -9)
0 -259 182 -215 318 -33 241 24 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 12.1 3.4 77.2 61.2 82.7 76.8 17.3 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 18 17 21 20
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,446
COMMITMENTS
2,108 1,178 0 45,152 45,160 47,260 46,338 186 1,108
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.5 0.0 95.2 95.2 99.6 97.7 0.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 14 14 16 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 26,897
COMMITMENTS
620 1,178 0 25,905 24,797 26,525 25,975 372 922
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 4.4 0.0 96.3 92.2 98.6 96.6 1.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 15 16 16 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,119,504
COMMITMENTS
306,148 61,093 196,437 597,585 849,945 1100170 1107475 19,334 12,029
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -56,146)
18,295 4,661 -29,563 -47,980 -31,973 -59,248 -56,875 3,102 729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 5.5 17.5 53.4 75.9 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
20 16 33 84 80 118 115
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,175,650
COMMITMENTS
287,853 56,432 226,000 645,565 881,918 1159418 1164350 16,232 11,300
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 35,649)
-7,468 -6,437 14,016 30,445 29,433 36,993 37,012 -1,344 -1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 4.8 19.2 54.9 75.0 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
20 19 34 97 87 133 124
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 178,978
COMMITMENTS
27,348 43,094 56,180 92,274 77,523 175,802 176,797 3,176 2,181
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -25,054)
-10,842 6,901 -16,343 2,038 -9,058 -25,147 -18,500 93 -6,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 24.1 31.4 51.6 43.3 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 9 17 27 27 45 46
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 204,032
COMMITMENTS
38,190 36,193 72,523 90,236 86,581 200,949 195,297 3,083 8,735
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 16,882)
10,295 7 11,252 -5,710 183 15,837 11,442 1,045 5,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 17.7 35.5 44.2 42.4 98.5 95.7 1.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 6 17 27 28 46 47
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 78,862
COMMITMENTS
19,471 4,443 20,210 38,827 53,429 78,508 78,082 354 780
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -533)
-1,870 -585 -113 1,665 -337 -318 -1,034 -215 501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 5.6 25.6 49.2 67.7 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 10 38 35 49 45
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 79,395
COMMITMENTS
21,341 5,027 20,323 37,162 53,765 78,826 79,116 569 279
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,917)
384 192 986 666 860 2,036 2,038 -119 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 6.3 25.6 46.8 67.7 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 5 11 38 36 49 47
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,792
COMMITMENTS
2,601 1,863 4,048 18,019 17,740 24,668 23,651 124 1,141
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,592)
-426 438 -34 -1,132 -1,996 -1,592 -1,592 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 7.5 16.3 72.7 71.6 99.5 95.4 0.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 4 19 23 24 28
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,384
COMMITMENTS
3,027 1,425 4,082 19,151 19,736 26,260 25,243 124 1,141
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 0)
-126 246 -120 1,226 -676 980 -550 -980 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 5.4 15.5 72.6 74.8 99.5 95.7 0.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 4 19 22 24 27
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,204
COMMITMENTS
582 3,562 2,527 6,543 3,565 9,652 9,654 552 550
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -1,074)
-198 -352 -210 -666 -512 -1,074 -1,074 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 34.9 24.8 64.1 34.9 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 18 14 23 17
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,278
COMMITMENTS
780 3,914 2,737 7,209 4,077 10,726 10,728 552 550
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 426)
0 126 300 126 0 426 426 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 34.7 24.3 63.9 36.2 95.1 95.1 4.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 4 17 15 22 19
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,939
COMMITMENTS
1,888 2,971 546 8,952 8,206 11,386 11,723 553 216
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 0)
-510 0 0 510 510 0 510 0 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 24.9 4.6 75.0 68.7 95.4 98.2 4.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 10 8 13 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,926
COMMITMENTS
3,520 1,694 2,940 6,266 7,852 12,726 12,486 200 440
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: -670)
-180 50 -280 -150 -390 -610 -620 -60 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 13.1 22.7 48.5 60.7 98.5 96.6 1.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 5 16 15 22 20
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,596
COMMITMENTS
3,700 1,644 3,220 6,416 8,242 13,336 13,106 260 490
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,360)
440 20 580 480 840 1,500 1,440 -140 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 12.1 23.7 47.2 60.6 98.1 96.4 1.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 5 15 16 21 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,512
COMMITMENTS
9,800 280 1,240 9,100 18,620 20,140 20,140 372 372
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 142)
370 0 10 -140 140 240 150 -98 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 1.4 6.0 44.4 90.8 98.2 98.2 1.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 4 18 20 22 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,370
COMMITMENTS
9,430 280 1,230 9,240 18,480 19,900 19,990 470 380
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 220)
-180 0 60 350 760 230 820 -10 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 1.4 6.0 45.4 90.7 97.7 98.1 2.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 3 19 22 23 26
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,377,388
COMMITMENTS
136,584 77,260 394,421 768,481 818,238 1299487 1289920 77,901 87,468
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 75,434)
17,420 4,405 38,944 5,287 18,582 61,652 61,931 13,783 13,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.6 28.6 55.8 59.4 94.3 93.6 5.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
88 100 121 86 95 243 255
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,301,954
COMMITMENTS
119,164 72,855 355,477 763,194 799,656 1237835 1227989 64,118 73,965
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,255)
-2,765 6,515 10,265 1,045 -10,352 8,546 6,429 -9,801 -7,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 5.6 27.3 58.6 61.4 95.1 94.3 4.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
73 99 115 84 92 230 243
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,299
COMMITMENTS
8,847 4,240 285 2,401 9,224 11,533 13,749 2,766 550
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 439)
193 -132 89 73 527 355 484 84 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.9 29.7 2.0 16.8 64.5 80.7 96.2 19.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
58 17 3 11 27 72 45
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,860
COMMITMENTS
8,654 4,372 196 2,328 8,697 11,178 13,265 2,682 595
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -8)
178 -1,155 170 -234 1,624 114 639 -122 -647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.4 31.5 1.4 16.8 62.7 80.6 95.7 19.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
57 20 3 10 27 70 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,941
COMMITMENTS
7,578 827 8 958 9,093 8,544 9,928 2,397 1,014
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,125)
2,002 65 -1 -93 1,933 1,908 1,997 217 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.3 7.6 0.1 8.8 83.1 78.1 90.7 21.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
26 8 1 5 21 31 30
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,816
COMMITMENTS
5,576 762 9 1,051 7,160 6,636 7,931 2,180 885
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 942)
1,436 -108 -102 -493 1,386 841 1,176 101 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.2 8.6 0.1 11.9 81.2 75.3 90.0 24.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 7 1 6 19 27 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 181,247
COMMITMENTS
44,663 11,679 24,341 93,217 135,141 162,222 171,161 19,026 10,086
CHANGES FROM 07/26/05 (CHANGE IN OPEN INTEREST: 2,622)
5,716 545 1,782 -4,955 1,588 2,543 3,916 79 -1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 6.4 13.4 51.4 74.6 89.5 94.4 10.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
57 19 38 67 74 141 117
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 178,625
COMMITMENTS
38,948 11,133 22,559 98,172 133,553 159,678 167,245 18,947 11,380
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -9,257)
-2,736 1,915 -5,381 552 -4,314 -7,564 -7,780 -1,693 -1,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 6.2 12.6 55.0 74.8 89.4 93.6 10.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
52 22 35 74 77 144 116
Updated August 12, 2005