WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 288,449
COMMITMENTS
40,589 82,472 39,306 183,436 129,523 263,330 251,300 25,119 37,149
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -17,495)
-3,180 3,256 -8,446 573 -8,522 -11,053 -13,712 -6,442 -3,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 28.6 13.6 63.6 44.9 91.3 87.1 8.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
72 111 71 49 57 163 207
WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 305,944
COMMITMENTS
43,769 79,216 47,752 182,863 138,045 274,383 265,012 31,561 40,932
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 8,700)
-2,208 -3,386 4,985 736 6,511 3,513 8,110 5,187 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 25.9 15.6 59.8 45.1 89.7 86.6 10.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
83 102 74 50 56 171 202
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 885,617
COMMITMENTS
123,487 127,938 144,123 471,410 401,990 739,021 674,052 146,596 211,566
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -54,346)
-954 11,878 -28,842 -11,425 -34,304 -41,221 -51,268 -13,125 -3,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 14.4 16.3 53.2 45.4 83.4 76.1 16.6 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
158 116 159 216 237 439 462
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 939,963
COMMITMENTS
124,442 116,060 172,966 482,835 436,294 780,242 725,320 159,721 214,644
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 6,568)
792 23,713 -4,285 -3,173 -2,412 -6,666 17,017 13,234 -10,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 12.3 18.4 51.4 46.4 83.0 77.2 17.0 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
158 119 156 248 248 466 466
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,226
COMMITMENTS
2,417 497 568 1,914 4,407 4,899 5,472 2,327 1,754
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -74)
-401 221 -57 505 -492 46 -328 -120 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 6.9 7.9 26.5 61.0 67.8 75.7 32.2 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 6 5 12 14 25 23
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,300
COMMITMENTS
2,818 276 625 1,410 4,898 4,853 5,800 2,447 1,500
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -57)
-108 171 15 156 -224 63 -38 -120 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 3.8 8.6 19.3 67.1 66.5 79.5 33.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 6 5 12 14 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 322,510
COMMITMENTS
49,255 28,995 59,228 150,214 149,535 258,697 237,757 63,813 84,753
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -28,856)
-3,032 983 -15,844 -5,945 -13,588 -24,821 -28,449 -4,035 -407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 9.0 18.4 46.6 46.4 80.2 73.7 19.8 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
88 102 127 106 128 273 289
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 351,366
COMMITMENTS
52,288 28,012 75,071 156,159 163,123 283,518 266,206 67,848 85,160
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -2,696)
-6,975 2,847 1,353 2,773 -5,873 -2,849 -1,673 153 -1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 8.0 21.4 44.4 46.4 80.7 75.8 19.3 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
112 106 149 110 126 304 312
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 147,330
COMMITMENTS
19,283 21,997 24,554 85,746 86,631 129,583 133,181 17,747 14,149
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,012)
1,544 -126 -4,333 4,828 4,660 2,039 200 -4,051 -2,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 14.9 16.7 58.2 58.8 88.0 90.4 12.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
28 46 39 48 42 107 107
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 149,342
COMMITMENTS
17,739 22,123 28,887 80,917 81,971 127,544 132,981 21,798 16,361
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -1,900)
-2,267 190 -788 -1,319 -3,492 -4,374 -4,090 2,474 2,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 14.8 19.3 54.2 54.9 85.4 89.0 14.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
30 42 35 51 44 104 105
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 778,212
COMMITMENTS
87,841 54,639 113,259 455,390 461,799 656,490 629,698 121,722 148,514
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -40,803)
-15,384 -4,095 -15,108 24,607 25,438 -5,885 6,235 -34,918 -47,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 7.0 14.6 58.5 59.3 84.4 80.9 15.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
37 27 45 72 85 128 140
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 819,015
COMMITMENTS
103,225 58,734 128,367 430,783 436,361 662,375 623,463 156,640 195,552
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 17,064)
19,718 2,886 -7,225 -5,374 16,035 7,118 11,695 9,945 5,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 7.2 15.7 52.6 53.3 80.9 76.1 19.1 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
41 24 43 71 84 127 136
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 125,528
COMMITMENTS
14,425 7,779 20,719 64,024 77,810 99,168 106,308 26,360 19,220
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,599)
-528 647 -437 5,113 7 4,148 217 -2,549 1,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 6.2 16.5 51.0 62.0 79.0 84.7 21.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
30 28 33 46 43 98 92
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 123,929
COMMITMENTS
14,953 7,132 21,156 58,911 77,803 95,020 106,091 28,909 17,838
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 3,661)
-349 1,368 117 3,712 1,903 3,481 3,389 180 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 5.8 17.1 47.5 62.8 76.7 85.6 23.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
38 23 33 52 50 106 96
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,578
COMMITMENTS
2,827 1,416 1,325 2,082 3,180 6,234 5,921 1,344 1,657
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 118)
72 120 104 104 291 280 515 -162 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 18.7 17.5 27.5 42.0 82.3 78.1 17.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
18 10 11 15 17 38 33
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,460
COMMITMENTS
2,755 1,296 1,221 1,978 2,890 5,954 5,407 1,506 2,053
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -167)
13 -0 -121 -52 -164 -161 -286 -6 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 17.4 16.4 26.5 38.7 79.8 72.5 20.2 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
18 8 10 15 15 36 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 375,745
COMMITMENTS
109,030 87,169 10,353 203,806 168,886 323,189 266,408 52,556 109,337
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,453)
7,238 28 7,486 -15,969 -3,774 -1,245 3,740 2,698 -2,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 23.2 2.8 54.2 44.9 86.0 70.9 14.0 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
14 28 9 47 48 67 79
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 374,293
COMMITMENTS
101,792 87,141 2,867 219,775 172,660 324,434 262,668 49,859 111,625
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,851)
-2,435 -14,522 1,736 4,305 13,229 3,606 443 -1,755 1,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 23.3 0.8 58.7 46.1 86.7 70.2 13.3 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
16 22 3 48 49 65 73
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,286,840
COMMITMENTS
308,869 345,830 365,631 1356221 1197191 2030721 1908652 256,119 378,188
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -345,009)
-67,011 -16,909 -94,539 -195,829 -168,100 -357,380 -279,549 12,371 -65,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 15.1 16.0 59.3 52.4 88.8 83.5 11.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
50 69 72 100 124 190 229
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,631,849
COMMITMENTS
375,880 362,740 460,171 1552050 1365291 2388101 2188201 243,748 443,647
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -129,109)
-57,991 -9,346 -4,635 -47,317 -90,036 -109,943 -104,016 -19,166 -25,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 13.8 17.5 59.0 51.9 90.7 83.1 9.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
44 75 76 112 137 201 247
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,553,589
COMMITMENTS
136,225 357,387 138,155 1120560 774,378 1394940 1269920 158,649 283,669
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -158,176)
-19,335 -23,984 -57,291 -83,512 -56,095 -160,138 -137,370 1,963 -20,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 23.0 8.9 72.1 49.8 89.8 81.7 10.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
35 45 41 70 82 125 149
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,711,765
COMMITMENTS
155,560 381,371 195,446 1204071 830,473 1555078 1407291 156,687 304,474
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -107,354)
-7,343 -18,330 -27,115 -71,987 -38,480 -106,445 -83,925 -908 -23,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 22.3 11.4 70.3 48.5 90.8 82.2 9.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
34 48 45 75 94 133 163
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 693,117
COMMITMENTS
136,143 44,849 286,547 216,434 330,179 639,124 661,576 53,993 31,541
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 56,226)
16,654 4,502 21,132 17,006 27,352 54,791 52,986 1,435 3,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 6.5 41.3 31.2 47.6 92.2 95.4 7.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
38 26 45 58 43 118 93
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 636,891
COMMITMENTS
119,489 40,347 265,416 199,428 302,827 584,332 608,590 52,558 28,301
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 30,898)
-3,038 145 14,318 22,903 23,540 34,183 38,002 -3,285 -7,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 6.3 41.7 31.3 47.5 91.7 95.6 8.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
32 28 42 52 44 106 92
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,588
COMMITMENTS
6,849 6,205 428 15,871 18,136 23,148 24,769 8,440 6,819
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -782)
-1,011 183 -29 -609 -869 -1,650 -715 868 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 19.6 1.4 50.2 57.4 73.3 78.4 26.7 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 12 7 18 12 33 27
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,371
COMMITMENTS
7,860 6,021 458 16,480 19,006 24,798 25,484 7,573 6,886
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -873)
-673 -279 -278 -64 438 -1,016 -119 142 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 18.6 1.4 50.9 58.7 76.6 78.7 23.4 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 14 7 20 13 38 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 73,527
COMMITMENTS
11,964 34,903 3,638 49,587 20,637 65,189 59,178 8,339 14,349
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 4,358)
37 -1,186 582 7,391 3,508 8,011 2,904 -3,653 1,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 47.5 4.9 67.4 28.1 88.7 80.5 11.3 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 33 15 19 16 48 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,169
COMMITMENTS
11,927 36,089 3,056 42,196 17,129 57,178 56,274 11,991 12,895
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -131)
348 -3,022 -207 -1,332 1,744 -1,191 -1,486 1,061 1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 52.2 4.4 61.0 24.8 82.7 81.4 17.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 34 15 19 17 51 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 42,608
COMMITMENTS
3,126 4,518 1,843 36,260 34,374 41,229 40,735 1,379 1,873
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -451)
877 -271 -430 -984 127 -537 -574 86 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 10.6 4.3 85.1 80.7 96.8 95.6 3.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 16 4 22 21 33 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 43,059
COMMITMENTS
2,249 4,789 2,273 37,244 34,247 41,766 41,309 1,293 1,750
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 4,724)
-5 77 1,000 2,745 2,671 3,740 3,748 984 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 11.1 5.3 86.5 79.5 97.0 95.9 3.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 17 5 21 20 31 39
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,041
COMMITMENTS
1,189 2,435 2,183 15,245 12,344 18,616 16,961 5,425 7,080
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 895)
-274 45 49 491 631 266 725 629 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 10.1 9.1 63.4 51.3 77.4 70.6 22.6 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 6 13 22 17 36 31
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,146
COMMITMENTS
1,463 2,390 2,133 14,753 11,713 18,350 16,236 4,796 6,910
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 345)
66 264 -74 214 99 206 289 140 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 10.3 9.2 63.7 50.6 79.3 70.1 20.7 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 8 15 22 17 39 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 109,296
COMMITMENTS
18,183 19,711 26,447 49,310 29,930 93,940 76,088 15,356 33,208
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 6,720)
2,681 -203 2,933 1,907 1,940 7,521 4,670 -801 2,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 18.0 24.2 45.1 27.4 86.0 69.6 14.0 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
41 46 54 30 34 115 101
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 102,576
COMMITMENTS
15,502 19,914 23,514 47,403 27,990 86,419 71,418 16,157 31,158
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 7,617)
1,223 -1,574 3,390 -990 2,128 3,622 3,944 3,995 3,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 19.4 22.9 46.2 27.3 84.2 69.6 15.8 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
35 45 51 29 32 105 99
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,990
COMMITMENTS
35,093 35,154 20,478 76,732 62,380 132,303 118,013 19,686 33,977
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,855)
896 -2,052 565 3,321 1,073 4,782 -414 -1,927 3,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 23.1 13.5 50.5 41.0 87.0 77.6 13.0 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
44 63 52 70 92 144 186
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 149,135
COMMITMENTS
34,196 37,206 19,914 73,411 61,307 127,521 118,427 21,614 30,707
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,368)
-382 -4,818 1,574 -2,167 3,444 -974 200 3,342 2,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 24.9 13.4 49.2 41.1 85.5 79.4 14.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
42 66 52 68 90 140 186
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,855
COMMITMENTS
993 1,904 278 1,215 712 2,487 2,894 2,368 1,961
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 192)
81 73 -25 -35 110 22 158 170 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 39.2 5.7 25.0 14.7 51.2 59.6 48.8 40.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 18 7 15 12 31 35
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,663
COMMITMENTS
912 1,831 303 1,250 603 2,465 2,736 2,198 1,927
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 58)
14 479 -129 32 -121 -82 229 140 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 39.3 6.5 26.8 12.9 52.9 58.7 47.1 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 17 6 16 11 29 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,277
COMMITMENTS
11,968 4,054 5,124 7,259 8,461 24,352 17,639 4,925 11,638
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -4,186)
314 198 -2,005 -1,351 -954 -3,042 -2,762 -1,144 -1,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 13.8 17.5 24.8 28.9 83.2 60.2 16.8 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
46 20 34 37 34 105 75
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,463
COMMITMENTS
11,654 3,856 7,130 8,611 9,415 27,394 20,400 6,069 13,063
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 35)
1,054 -94 320 -1,070 598 304 824 -270 -789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 11.5 21.3 25.7 28.1 81.9 61.0 18.1 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
44 29 38 53 52 123 99
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 119,639
COMMITMENTS
46,378 16,765 1,313 41,019 83,325 88,710 101,402 30,929 18,236
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 4,020)
3,479 -913 -67 5,966 6,078 9,379 5,098 -5,359 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 14.0 1.1 34.3 69.6 74.1 84.8 25.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
28 12 5 27 26 57 41
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 115,619
COMMITMENTS
42,899 17,678 1,379 35,053 77,247 79,331 96,304 36,288 19,315
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -1,419)
-2,429 -870 84 2,153 -1,061 -191 -1,847 -1,228 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 15.3 1.2 30.3 66.8 68.6 83.3 31.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
26 13 4 24 28 52 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 68,264
COMMITMENTS
4,008 35,884 1 63,581 22,735 67,590 58,620 674 9,644
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -252)
843 -4,825 -33 8,143 12,631 8,953 7,773 -9,205 -8,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 52.6 0.0 93.1 33.3 99.0 85.9 1.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 20 1 10 12 13 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 68,516
COMMITMENTS
3,165 40,709 34 55,438 10,104 58,637 50,847 9,879 17,669
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,106)
-3,320 6,602 -373 6,610 -5,239 2,917 990 -1,811 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 59.4 0.0 80.9 14.7 85.6 74.2 14.4 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 19 1 8 10 11 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 70,842
COMMITMENTS
39,775 4,895 493 27,610 58,411 67,878 63,799 2,964 7,043
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -10,662)
-14,905 -4,370 73 8,073 -6,055 -6,759 -10,352 -3,903 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 6.9 0.7 39.0 82.5 95.8 90.1 4.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
36 13 3 16 14 53 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 81,504
COMMITMENTS
54,681 9,265 420 19,537 64,466 74,638 74,151 6,867 7,353
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -17,591)
-20,363 8,407 158 4,510 -27,709 -15,695 -19,144 -1,895 1,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 11.4 0.5 24.0 79.1 91.6 91.0 8.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
43 10 3 17 15 62 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 80,409
COMMITMENTS
18,368 20,861 684 45,467 47,813 64,520 69,358 15,890 11,051
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,581)
-3,323 4,377 -150 10,282 5,469 6,809 9,696 -4,228 -7,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 25.9 0.9 56.5 59.5 80.2 86.3 19.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
14 16 3 21 25 36 43
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,829
COMMITMENTS
21,692 16,484 834 35,185 42,345 57,711 59,662 20,118 18,167
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,701)
1,224 -1,724 58 647 6,130 1,929 4,464 -228 -2,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 21.2 1.1 45.2 54.4 74.2 76.7 25.8 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 14 4 18 26 35 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 205,503
COMMITMENTS
5,985 56,282 5,341 178,894 126,666 190,219 188,289 15,284 17,214
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 11,069)
-1,272 15,171 -91 27,908 6,488 26,545 21,567 -15,476 -10,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 27.4 2.6 87.1 61.6 92.6 91.6 7.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
12 37 7 28 33 44 73
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 194,434
COMMITMENTS
7,256 41,111 5,432 150,986 120,178 163,674 166,722 30,760 27,712
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -628)
-3,214 1,909 310 3,103 -2,008 198 211 -826 -839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 21.1 2.8 77.7 61.8 84.2 85.7 15.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
12 31 8 28 33 45 67
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 181,380
COMMITMENTS
25,467 30,466 14,130 97,713 94,736 137,309 139,331 44,071 42,049
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 9,482)
2,146 73 457 13,490 15,379 16,094 15,910 -6,612 -6,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 16.8 7.8 53.9 52.2 75.7 76.8 24.3 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
33 33 27 30 31 74 80
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 171,898
COMMITMENTS
23,320 30,392 13,672 84,223 79,356 121,216 123,421 50,683 48,477
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -3,894)
-3,015 3,809 -48 3,508 -4,610 445 -849 -4,340 -3,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 17.7 8.0 49.0 46.2 70.5 71.8 29.5 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
28 36 26 28 26 69 75
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,410
COMMITMENTS
4,877 0 0 3,252 8,195 8,129 8,195 1,281 1,215
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 406)
296 0 0 127 175 423 175 -17 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 0.0 0.0 34.6 87.1 86.4 87.1 13.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 0 6 10 13 10
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,929,352
COMMITMENTS
837,988 1062073 4263318 7691431 6808430 12792737 12133821 1136615 1795531
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 443,751)
32,922 86,694 133,877 161,659 119,166 328,458 339,736 115,293 104,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 7.6 30.6 55.2 48.9 91.8 87.1 8.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
60 64 106 147 150 260 274
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,485,601
COMMITMENTS
805,066 975,379 4129441 7529772 6689264 12464279 11794085 1021322 1691517
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 278,738)
60,166 -33,708 92,298 102,748 232,543 255,212 291,133 23,526 -12,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 7.2 30.6 55.8 49.6 92.4 87.5 7.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
64 68 106 145 151 260 278
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 732,324
COMMITMENTS
51,283 62,680 48,557 481,594 513,763 581,433 625,000 150,890 107,323
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 12,124)
-1,193 6,403 7,597 -191 -4,179 6,213 9,821 5,911 2,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 8.6 6.6 65.8 70.2 79.4 85.3 20.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
57 39 59 92 66 174 139
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 720,199
COMMITMENTS
52,476 56,277 40,960 481,785 517,942 575,220 615,179 144,979 105,020
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -11,001)
-3,386 2,618 -6,094 1,318 -2,991 -8,162 -6,467 -2,839 -4,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 7.8 5.7 66.9 71.9 79.9 85.4 20.1 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
50 38 56 93 66 171 132
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,137,483
COMMITMENTS
185,121 323,130 41,844 668,126 656,613 895,091 1021587 242,392 115,896
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 20,888)
-9,323 -994 6,377 45,743 7,732 42,796 13,115 -21,909 7,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 28.4 3.7 58.7 57.7 78.7 89.8 21.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
50 59 36 60 69 131 143
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,116,596
COMMITMENTS
194,444 324,124 35,467 622,384 648,881 852,295 1008473 264,300 108,123
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 40,091)
-5,563 -13,658 7,344 36,880 19,272 38,661 12,957 1,429 27,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 29.0 3.2 55.7 58.1 76.3 90.3 23.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
43 58 32 60 66 126 133
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,834
COMMITMENTS
1,029 530 0 6,851 10,225 7,880 10,755 4,954 2,079
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 503)
-230 530 0 423 -330 193 200 310 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 4.1 0.0 53.4 79.7 61.4 83.8 38.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 16 14 18 15
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,331
COMMITMENTS
1,259 0 0 6,428 10,555 7,687 10,555 4,644 1,776
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 8)
206 0 0 -11 4 195 4 -187 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 0.0 52.1 85.6 62.3 85.6 37.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 0 15 15 18 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 34,496
COMMITMENTS
7,439 2,167 1 19,144 30,093 26,584 32,261 7,912 2,235
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,401)
810 545 1 -479 1,165 332 1,711 1,069 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 6.3 0.0 55.5 87.2 77.1 93.5 22.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 1 19 18 24 23
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,095
COMMITMENTS
6,629 1,622 0 19,623 28,928 26,252 30,550 6,843 2,545
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 698)
-637 18 0 952 1,191 315 1,209 383 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 4.9 0.0 59.3 87.4 79.3 92.3 20.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 4 0 16 20 20 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,564
COMMITMENTS
6,064 16,057 391 30,787 33,228 37,242 49,676 21,322 8,888
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,113)
-176 2,541 -19 -36 -1,458 -231 1,065 1,343 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 27.4 0.7 52.6 56.7 63.6 84.8 36.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 20 2 32 30 44 50
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,451
COMMITMENTS
6,240 13,515 410 30,823 34,686 37,472 48,611 19,979 8,840
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,879)
-936 2,732 -10 1,364 40 419 2,762 2,461 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 23.5 0.7 53.7 60.4 65.2 84.6 34.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 18 2 34 30 47 48
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 335,402
COMMITMENTS
106,365 91,493 1,669 211,357 174,097 319,391 267,259 16,011 68,142
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,788)
-13,707 17,390 -1,036 15,967 -27,336 1,224 -10,982 -4,012 8,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 27.3 0.5 63.0 51.9 95.2 79.7 4.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
59 74 13 44 38 111 117
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 338,190
COMMITMENTS
120,072 74,103 2,705 195,390 201,433 318,167 278,241 20,023 59,949
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 13,670)
3,344 -1,111 -77 10,407 6,560 13,674 5,372 -5 8,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 21.9 0.8 57.8 59.6 94.1 82.3 5.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
69 61 15 43 37 120 105
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,581
COMMITMENTS
14,142 3,277 0 35,329 50,106 49,471 53,383 13,110 9,198
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,076)
-519 486 0 8,283 3,721 7,764 4,207 -6,689 -3,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 5.2 0.0 56.5 80.1 79.1 85.3 20.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 4 0 17 16 27 20
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,505
COMMITMENTS
14,661 2,791 0 27,045 46,385 41,706 49,176 19,799 12,329
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -13,522)
-12,429 2,005 0 3,230 -18,782 -9,199 -16,777 -4,323 3,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 4.5 0.0 44.0 75.4 67.8 80.0 32.2 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 4 0 15 17 26 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,224
COMMITMENTS
780 6,222 0 31,170 24,695 31,950 30,918 5,274 6,306
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,108)
560 1,059 0 349 -513 909 546 199 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 16.7 0.0 83.7 66.3 85.8 83.1 14.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 15 0 29 25 31 40
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,116
COMMITMENTS
220 5,163 0 30,821 25,208 31,041 30,372 5,075 5,744
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 4,102)
0 825 0 3,085 2,995 3,085 3,820 1,017 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 14.3 0.0 85.3 69.8 85.9 84.1 14.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 12 0 30 26 31 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 251,741
COMMITMENTS
15,951 53,618 2,519 221,105 183,839 239,575 239,976 12,167 11,765
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 5,205)
3,701 5,795 311 -213 -715 3,799 5,390 1,406 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 21.3 1.0 87.8 73.0 95.2 95.3 4.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
23 45 18 32 50 64 104
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 246,536
COMMITMENTS
12,250 47,823 2,208 221,317 184,554 235,776 234,585 10,761 11,951
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 16,322)
-685 941 -604 19,072 14,757 17,782 15,094 -1,460 1,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 19.4 0.9 89.8 74.9 95.6 95.2 4.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
16 42 10 35 51 57 97
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,032
COMMITMENTS
19,391 12,930 507 19,059 31,640 38,957 45,077 16,075 9,955
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,611)
-807 1,160 -404 -1,091 -527 -2,302 229 -309 -2,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 23.5 0.9 34.6 57.5 70.8 81.9 29.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
21 20 4 21 24 44 46
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 57,643
COMMITMENTS
20,198 11,770 911 20,150 32,167 41,259 44,848 16,384 12,795
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 6,897)
1,306 1,946 163 3,189 2,781 4,658 4,890 2,239 2,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 20.4 1.6 35.0 55.8 71.6 77.8 28.4 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
26 18 4 22 24 51 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 31,533
COMMITMENTS
6,556 1,889 179 19,178 11,367 25,913 13,435 5,620 18,098
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 849)
-732 998 -60 594 389 -198 1,327 1,047 -478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 6.0 0.6 60.8 36.0 82.2 42.6 17.8 57.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 5 3 10 10 20 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 30,684
COMMITMENTS
7,288 891 239 18,584 10,978 26,111 12,108 4,573 18,576
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,095)
689 623 239 1,107 1,541 2,035 2,403 60 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 2.9 0.8 60.6 35.8 85.1 39.5 14.9 60.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 2 3 10 9 21 14
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 37,449
COMMITMENTS
1,710 3,070 45 18,619 25,155 20,374 28,270 17,075 9,179
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -1,132)
457 568 45 -224 -216 278 397 -1,410 -1,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.2 0.1 49.7 67.2 54.4 75.5 45.6 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 11 1 17 22 21 33
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 38,581
COMMITMENTS
1,253 2,502 0 18,843 25,371 20,096 27,873 18,485 10,708
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,967)
-965 0 0 2,418 1,131 1,453 1,131 1,514 1,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 6.5 0.0 48.8 65.8 52.1 72.2 47.9 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 9 0 16 22 19 31
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 133,260
COMMITMENTS
43,183 32,236 16,307 36,504 70,178 95,994 118,721 37,266 14,539
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,197)
2,743 16,580 -5,562 5,451 -10,282 2,632 735 -1,436 462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 24.2 12.2 27.4 52.7 72.0 89.1 28.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
92 54 48 27 29 138 114
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 132,064
COMMITMENTS
40,440 15,657 21,870 31,052 80,460 93,362 117,986 38,702 14,077
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -5,236)
143 -262 -1,538 -4,476 -4,610 -5,870 -6,409 634 1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 11.9 16.6 23.5 60.9 70.7 89.3 29.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
97 41 52 27 34 144 109
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 107,881
COMMITMENTS
37,076 27,103 14,756 41,038 52,132 92,870 93,990 15,011 13,891
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 242)
-1,312 1,268 442 1,577 -338 708 1,373 -466 -1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 25.1 13.7 38.0 48.3 86.1 87.1 13.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
71 59 48 41 37 142 122
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 107,639
COMMITMENTS
38,388 25,834 14,314 39,460 52,469 92,162 92,617 15,477 15,022
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -3,349)
-3,382 886 -866 -500 -4,646 -4,748 -4,626 1,399 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 24.0 13.3 36.7 48.7 85.6 86.0 14.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
72 65 55 40 37 145 130
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 345,968
COMMITMENTS
161,487 41,210 53,910 73,833 225,949 289,230 321,068 56,738 24,900
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -51,927)
-45,185 -744 -7,479 3,371 -45,886 -49,292 -54,109 -2,635 2,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 11.9 15.6 21.3 65.3 83.6 92.8 16.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
146 58 63 38 47 212 145
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 397,895
COMMITMENTS
206,672 41,954 61,389 70,462 271,834 338,523 375,177 59,373 22,718
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -6,212)
-2,562 -4,233 -916 -243 -281 -3,722 -5,431 -2,491 -781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 10.5 15.4 17.7 68.3 85.1 94.3 14.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
165 58 71 38 53 231 160
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,290
COMMITMENTS
4,695 2,290 520 2,643 6,024 7,858 8,834 1,432 456
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 838)
1,000 13 -23 33 1,100 1,010 1,090 -172 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.5 24.7 5.6 28.4 64.8 84.6 95.1 15.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 3 11 6 6 33 19
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 8,452
COMMITMENTS
3,695 2,277 543 2,610 4,924 6,848 7,744 1,604 708
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -5,965)
-1,994 39 53 -1,405 -4,232 -3,346 -4,140 -2,619 -1,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 26.9 6.4 30.9 58.3 81.0 91.6 19.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 3 11 6 6 32 19
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 102,049
COMMITMENTS
26,146 6,739 7,251 51,860 69,858 85,256 83,848 16,793 18,201
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -4,739)
-358 -165 -2,253 -1,059 -705 -3,669 -3,122 -1,070 -1,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 6.6 7.1 50.8 68.5 83.5 82.2 16.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
49 16 28 47 58 107 94
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 106,788
COMMITMENTS
26,503 6,903 9,504 52,919 70,563 88,926 86,970 17,863 19,818
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 5,521)
4,673 -268 1,016 295 6,732 5,984 7,480 -463 -1,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 6.5 8.9 49.6 66.1 83.3 81.4 16.7 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
46 19 25 56 64 116 96
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 31,869
COMMITMENTS
1,686 5,218 972 20,122 17,531 22,779 23,722 9,090 8,148
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -3,234)
353 699 7 -2,806 -3,236 -2,447 -2,530 -787 -704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 16.4 3.0 63.1 55.0 71.5 74.4 28.5 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 12 5 27 20 36 35
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,103
COMMITMENTS
1,333 4,519 965 22,928 20,768 25,226 26,252 9,877 8,852
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,043)
-882 705 249 721 701 88 1,656 955 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 12.9 2.7 65.3 59.2 71.9 74.8 28.1 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 12 5 25 19 33 33
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 144,715
COMMITMENTS
18,964 36,421 31,933 77,670 63,418 128,567 131,773 16,147 12,942
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 322)
-730 -968 993 606 1,452 869 1,477 -547 -1,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 25.2 22.1 53.7 43.8 88.8 91.1 11.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
85 62 56 68 60 171 163
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 144,393
COMMITMENTS
19,694 37,389 30,941 77,064 61,965 127,699 130,295 16,694 14,097
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -1,075)
-172 3,615 -3,104 -128 -1,444 -3,404 -933 2,329 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 25.9 21.4 53.4 42.9 88.4 90.2 11.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
86 61 55 69 59 171 162
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 38,081
COMMITMENTS
7,098 6,007 8,327 17,595 21,121 33,021 35,456 5,060 2,625
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -354)
-709 -258 884 -381 -668 -207 -43 -147 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 15.8 21.9 46.2 55.5 86.7 93.1 13.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
33 38 24 30 24 78 73
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 38,435
COMMITMENTS
7,807 6,265 7,444 17,977 21,790 33,228 35,498 5,207 2,937
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -8,309)
-1,508 2,211 -4,169 -2,572 -6,671 -8,248 -8,628 -61 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 16.3 19.4 46.8 56.7 86.5 92.4 13.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
32 38 22 27 23 76 68
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 146,450
COMMITMENTS
23,797 39,359 12,468 99,825 86,333 136,090 138,160 10,360 8,291
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,652)
24 184 232 2,957 1,149 3,213 1,565 -561 1,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 26.9 8.5 68.2 59.0 92.9 94.3 7.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
52 59 33 53 35 124 112
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 143,798
COMMITMENTS
23,773 39,175 12,236 96,868 85,184 132,877 136,594 10,921 7,204
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -2,017)
-935 1,258 384 -1,283 -2,582 -1,833 -940 -184 -1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 27.2 8.5 67.4 59.2 92.4 95.0 7.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
60 57 32 52 34 127 111
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 617,028
COMMITMENTS
184,270 19,294 110,605 224,413 428,581 519,288 558,480 97,741 58,548
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 29,001)
13,880 638 15,044 -8,838 7,149 20,086 22,831 8,915 6,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 3.1 17.9 36.4 69.5 84.2 90.5 15.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
88 25 56 63 56 172 121
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 588,028
COMMITMENTS
170,390 18,657 95,561 233,251 421,431 499,202 535,649 88,825 52,379
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -10,269)
-9,282 -1,025 -3,693 -961 -6,613 -13,936 -11,331 3,667 1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 3.2 16.3 39.7 71.7 84.9 91.1 15.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
79 23 50 63 56 163 114
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 113,167
COMMITMENTS
18,957 18,571 30,449 53,831 55,926 103,237 104,945 9,930 8,221
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,306)
-2,173 858 3,043 1,418 -2,606 2,288 1,295 18 1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 16.4 26.9 47.6 49.4 91.2 92.7 8.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
107 81 99 95 89 243 233
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 110,861
COMMITMENTS
21,131 17,713 27,406 52,413 58,532 100,949 103,651 9,912 7,210
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -5,061)
-427 1,165 1,456 -6,293 -7,591 -5,264 -4,969 203 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 16.0 24.7 47.3 52.8 91.1 93.5 8.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
109 74 97 88 87 234 227
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,629
COMMITMENTS
6,287 2,328 3,264 6,806 10,420 16,357 16,011 2,273 2,618
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -2,569)
577 -928 332 -3,161 -1,351 -2,252 -1,947 -317 -622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 12.5 17.5 36.5 55.9 87.8 85.9 12.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 13 11 10 5 30 25
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 21,198
COMMITMENTS
5,710 3,256 2,932 9,967 11,770 18,608 17,958 2,590 3,240
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 898)
632 300 -276 140 655 497 679 402 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 15.4 13.8 47.0 55.5 87.8 84.7 12.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
19 10 11 7 4 31 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 239,263
COMMITMENTS
30,971 20,092 57,820 100,861 126,246 189,651 204,157 49,612 35,106
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -6,281)
-3,869 -701 682 -7,474 -10,549 -10,661 -10,568 4,379 4,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 8.4 24.2 42.2 52.8 79.3 85.3 20.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
40 27 41 61 61 124 109
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 245,545
COMMITMENTS
34,840 20,793 57,138 108,334 136,795 200,312 214,725 45,233 30,819
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 64)
-5,648 -2,392 2,965 3,763 1,012 1,080 1,586 -1,016 -1,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 8.5 23.3 44.1 55.7 81.6 87.4 18.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
36 26 37 64 60 121 104
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 914,241
COMMITMENTS
56,712 83,568 394,149 385,933 399,376 836,794 877,094 77,447 37,147
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -29,040)
-4,752 195 -24,403 -937 -7,812 -30,093 -32,020 1,053 2,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 9.1 43.1 42.2 43.7 91.5 95.9 8.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
70 46 81 95 88 205 177
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 943,280
COMMITMENTS
61,464 83,373 418,552 386,871 407,188 866,887 909,113 76,394 34,167
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 389)
-3,059 855 2,325 4,563 5,131 3,829 8,310 -3,440 -7,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 8.8 44.4 41.0 43.2 91.9 96.4 8.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
69 50 89 100 93 215 190
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,736
COMMITMENTS
2,688 3,799 2,549 33,052 28,747 38,289 35,095 3,447 6,641
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,658)
612 120 430 890 1,634 1,932 2,184 -274 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 9.1 6.1 79.2 68.9 91.7 84.1 8.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 20 18 22 22
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,078
COMMITMENTS
2,076 3,679 2,119 32,162 27,113 36,357 32,911 3,721 7,167
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,139)
-1,360 -1,158 355 3,504 3,610 2,499 2,807 -360 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 9.2 5.3 80.2 67.7 90.7 82.1 9.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 2 18 14 21 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,424
COMMITMENTS
10,131 5,360 5,312 84,845 96,734 100,288 107,406 12,136 5,018
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,336)
3,338 -372 -442 -866 2,510 2,030 1,696 306 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 4.8 4.7 75.5 86.0 89.2 95.5 10.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 4 25 27 30 32
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,088
COMMITMENTS
6,793 5,732 5,754 85,711 94,224 98,258 105,710 11,830 4,378
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -17,167)
-5,658 -10,272 -7,022 -4,907 407 -17,587 -16,887 420 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 5.2 5.2 77.9 85.6 89.3 96.0 10.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 4 25 27 29 32
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,049
COMMITMENTS
17,492 14,567 2,684 51,618 51,516 71,794 68,767 4,255 7,282
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 4,882)
2,282 1,624 0 2,660 3,754 4,942 5,378 -60 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 19.2 3.5 67.9 67.7 94.4 90.4 5.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 1 20 16 22 20
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,167
COMMITMENTS
15,210 12,943 2,684 48,958 47,762 66,852 63,389 4,315 7,778
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -4,593)
-8,907 -214 0 3,774 -3,825 -5,133 -4,039 540 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 18.2 3.8 68.8 67.1 93.9 89.1 6.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 1 19 15 21 19
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,776
COMMITMENTS
0 20,142 3,440 61,899 42,860 65,339 66,442 3,437 2,334
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 5,318)
0 -4,103 -242 6,137 9,998 5,895 5,653 -577 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 29.3 5.0 90.0 62.3 95.0 96.6 5.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 4 4 22 22 26 26
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,458
COMMITMENTS
0 24,245 3,682 55,762 32,862 59,444 60,789 4,014 2,669
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 3,449)
0 5,239 542 4,702 -4,341 5,244 1,440 -1,795 2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 38.2 5.8 87.9 51.8 93.7 95.8 6.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 4 21 19 25 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,144
COMMITMENTS
14,123 14,241 2,762 41,106 41,031 57,991 58,034 6,153 6,110
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 1,565)
720 324 -201 -659 618 -140 741 1,705 824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 22.2 4.3 64.1 64.0 90.4 90.5 9.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 5 20 19 25 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,579
COMMITMENTS
13,403 13,917 2,963 41,765 40,413 58,131 57,293 4,448 5,286
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 569)
1,413 1,842 -692 200 79 921 1,229 -352 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 22.2 4.7 66.7 64.6 92.9 91.6 7.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 6 20 21 26 28
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,043
COMMITMENTS
0 2,219 1,946 60,351 53,566 62,297 57,731 746 5,312
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,872)
0 182 1,092 3,148 2,474 4,240 3,748 -368 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 3.1 95.7 85.0 98.8 91.6 1.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 21 23 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,171
COMMITMENTS
0 2,037 854 57,203 51,092 58,057 53,983 1,114 5,188
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,638)
-397 2,037 -947 3,494 1,248 2,150 2,338 488 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 1.4 96.7 86.3 98.1 91.2 1.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 22 22 23 23
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,662
COMMITMENTS
0 15,457 522 60,634 47,620 61,156 63,599 7,506 5,063
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,950)
0 -494 212 2,765 2,619 2,977 2,337 -27 613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 22.5 0.8 88.3 69.4 89.1 92.6 10.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 24 22 26 24
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,712
COMMITMENTS
0 15,951 310 57,869 45,001 58,179 61,262 7,533 4,450
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 896)
0 -44 70 1,804 1,285 1,874 1,311 -978 -415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.3 0.5 88.1 68.5 88.5 93.2 11.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 1 24 22 25 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,824
COMMITMENTS
25,531 835 4,133 42,378 65,350 72,042 70,318 3,782 5,506
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2,520)
740 -1,506 -368 2,762 4,458 3,134 2,584 -614 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 1.1 5.5 55.9 86.2 95.0 92.7 5.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 3 21 22 24 26
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,304
COMMITMENTS
24,791 2,341 4,501 39,616 60,892 68,908 67,734 4,396 5,570
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -9,234)
1,046 -8,460 -962 -10,178 -532 -10,094 -9,954 860 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 3.2 6.1 54.0 83.1 94.0 92.4 6.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 4 20 21 24 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,353
COMMITMENTS
1,067 3,583 2,780 36,357 25,897 40,204 32,260 2,149 10,093
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,573)
-1,034 1,088 52 4,421 1,477 3,439 2,617 134 956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 8.5 6.6 85.8 61.1 94.9 76.2 5.1 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 20 18 24 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,780
COMMITMENTS
2,101 2,495 2,728 31,936 24,420 36,765 29,643 2,015 9,137
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 773)
-912 1,472 667 1,876 -1,366 1,631 773 -858 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 6.4 7.0 82.4 63.0 94.8 76.4 5.2 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 17 17 21 19
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,930
COMMITMENTS
1,712 8,112 1,379 36,779 36,761 39,870 46,252 14,060 7,678
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,577)
0 3,538 260 1,886 64 2,146 3,862 1,431 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 15.0 2.6 68.2 68.2 73.9 85.8 26.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 2 11 12 14 15
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,353
COMMITMENTS
1,712 4,574 1,119 34,893 36,697 37,724 42,390 12,629 7,963
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 9.1 2.2 69.3 72.9 74.9 84.2 25.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 12 13 14 15
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,806
COMMITMENTS
3,274 0 0 43,132 46,332 46,406 46,332 400 474
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 92.2 99.0 99.1 99.0 0.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 14 16 17 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 33,588
COMMITMENTS
4,684 0 0 27,702 32,518 32,386 32,518 1,202 1,070
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.0 0.0 82.5 96.8 96.4 96.8 3.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 14 19 17 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,210,931
COMMITMENTS
317,274 53,903 233,048 639,527 911,431 1189849 1198382 21,082 12,549
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -36,558)
-9,685 -18,943 -2,332 -25,774 -15,280 -37,791 -36,555 1,233 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 4.5 19.2 52.8 75.3 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
25 10 34 82 79 116 115
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,247,489
COMMITMENTS
326,959 72,846 235,380 665,301 926,711 1227640 1234937 19,849 12,552
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 34,712)
859 4,578 4,386 31,312 26,727 36,557 35,691 -1,845 -979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 5.8 18.9 53.3 74.3 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
22 16 36 91 83 127 122
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 191,661
COMMITMENTS
41,771 39,205 52,561 94,939 96,346 189,271 188,112 2,390 3,549
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -10,743)
10,034 1,085 -11,982 -9,858 -1,233 -11,806 -12,130 1,063 1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 20.5 27.4 49.5 50.3 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 9 17 29 30 47 49
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 202,404
COMMITMENTS
31,737 38,120 64,543 104,797 97,579 201,077 200,242 1,327 2,162
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 11,905)
6,318 -487 1,104 4,672 11,519 12,094 12,136 -189 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 18.8 31.9 51.8 48.2 99.3 98.9 0.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 12 19 32 33 53 54
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 93,277
COMMITMENTS
24,985 5,707 22,735 45,252 64,418 92,972 92,860 305 417
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 3,120)
1,351 2,182 -1,413 3,065 2,374 3,003 3,143 117 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 6.1 24.4 48.5 69.1 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 7 10 38 36 48 48
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 90,157
COMMITMENTS
23,634 3,525 24,148 42,187 62,044 89,969 89,717 188 440
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 2,680)
1,847 658 1,663 -670 219 2,840 2,540 -160 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 3.9 26.8 46.8 68.8 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 6 13 38 38 51 51
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,053
COMMITMENTS
2,158 4,746 3,218 19,278 17,932 24,654 25,896 2,399 1,157
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 2)
-508 -88 -42 -218 -180 -768 -310 770 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 17.5 11.9 71.3 66.3 91.1 95.7 8.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 5 4 20 24 25 29
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,051
COMMITMENTS
2,666 4,834 3,260 19,496 18,112 25,422 26,206 1,629 845
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 1,469)
0 1,770 -876 758 491 -118 1,385 1,587 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 17.9 12.1 72.1 67.0 94.0 96.9 6.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 5 4 19 25 24 30
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,194
COMMITMENTS
582 4,236 2,128 8,212 4,814 10,922 11,178 1,272 1,016
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 628)
42 882 -714 1,306 0 634 168 -6 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 34.7 17.5 67.3 39.5 89.6 91.7 10.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 3 3 20 13 25 17
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,566
COMMITMENTS
540 3,354 2,842 6,906 4,814 10,288 11,010 1,278 556
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -691)
0 0 0 -699 -189 -699 -189 8 -502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 29.0 24.6 59.7 41.6 89.0 95.2 11.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 3 18 14 23 17
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,957
COMMITMENTS
2,403 3,039 399 9,132 8,385 11,934 11,823 23 134
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -42)
84 0 -84 -42 42 -42 -42 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 25.4 3.3 76.4 70.1 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 3 12 9 15 14
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,999
COMMITMENTS
2,319 3,039 483 9,174 8,343 11,976 11,865 23 134
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 133)
168 126 -84 557 599 641 641 -508 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 25.3 4.0 76.5 69.5 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 3 12 8 15 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,862
COMMITMENTS
3,360 3,074 3,000 10,342 10,558 16,702 16,632 160 230
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 580)
-100 0 60 500 500 460 560 120 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 18.2 17.8 61.3 62.6 99.1 98.6 0.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 6 20 17 26 23
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,282
COMMITMENTS
3,460 3,074 2,940 9,842 10,058 16,242 16,072 40 210
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 980)
360 -340 -180 920 1,550 1,100 1,030 -120 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 18.9 18.1 60.4 61.8 99.8 98.7 0.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 6 19 19 25 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,076
COMMITMENTS
11,380 280 1,950 10,960 22,214 24,290 24,444 786 632
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 430)
-110 0 30 90 -80 10 -50 420 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 1.1 7.8 43.7 88.6 96.9 97.5 3.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 4 23 23 28 28
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,646
COMMITMENTS
11,490 280 1,920 10,870 22,294 24,280 24,494 366 152
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -430)
-900 0 -90 670 -140 -320 -230 -110 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 1.1 7.8 44.1 90.5 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 4 22 23 27 28
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,522,594
COMMITMENTS
151,327 86,749 461,711 826,431 875,753 1439469 1424214 83,124 98,380
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: 75,943)
-2,055 -1,906 37,831 31,394 24,981 67,171 60,905 8,773 15,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.7 30.3 54.3 57.5 94.5 93.5 5.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
88 113 128 81 94 243 266
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,446,651
COMMITMENTS
153,382 88,655 423,880 795,037 850,773 1372299 1363308 74,352 83,342
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -113,809)
-14,481 1,736 -42,319 -52,440 -57,894 -109,240 -98,477 -4,569 -15,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 6.1 29.3 55.0 58.8 94.9 94.2 5.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
84 104 114 80 94 233 252
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,799
COMMITMENTS
8,360 5,881 656 3,220 7,315 12,236 13,852 2,563 947
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -107)
-118 458 -282 432 -363 32 -187 -139 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.5 39.7 4.4 21.8 49.4 82.7 93.6 17.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
53 16 4 16 25 73 42
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,906
COMMITMENTS
8,478 5,423 938 2,788 7,678 12,204 14,039 2,702 867
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: 462)
-120 360 366 220 -511 466 215 -4 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 36.4 6.3 18.7 51.5 81.9 94.2 18.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
53 17 8 13 26 74 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,843
COMMITMENTS
7,435 706 67 1,105 9,185 8,607 9,958 2,236 885
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -458)
-209 5 59 85 -406 -65 -342 -393 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.6 6.5 0.6 10.2 84.7 79.4 91.8 20.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
24 6 2 8 21 33 29
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,301
COMMITMENTS
7,644 701 8 1,020 9,591 8,672 10,300 2,629 1,001
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -366)
-473 60 0 0 -414 -473 -354 107 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.6 6.2 0.1 9.0 84.9 76.7 91.1 23.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
27 6 1 7 20 34 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 184,319
COMMITMENTS
39,440 7,770 27,286 97,212 134,253 163,938 169,308 20,381 15,011
CHANGES FROM 08/23/05 (CHANGE IN OPEN INTEREST: -12,343)
-6,589 2,367 -8,831 2,510 -8,264 -12,910 -14,728 567 2,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 4.2 14.8 52.7 72.8 88.9 91.9 11.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
48 26 33 65 68 132 109
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 196,662
COMMITMENTS
46,029 5,402 36,117 94,702 142,517 176,848 184,035 19,814 12,627
CHANGES FROM 08/16/05 (CHANGE IN OPEN INTEREST: -4,781)
-4,621 -1,966 1,152 -352 -3,093 -3,821 -3,907 -960 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 2.7 18.4 48.2 72.5 89.9 93.6 10.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
62 15 36 65 69 138 110
Updated September 9, 2005