WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 293,865
COMMITMENTS
43,129 88,326 40,620 184,535 129,620 268,284 258,565 25,581 35,299
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 5,415)
2,540 5,854 1,314 1,099 97 4,953 7,265 462 -1,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 30.1 13.8 62.8 44.1 91.3 88.0 8.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
71 120 75 50 57 169 213
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
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 881,842
COMMITMENTS
133,788 132,601 140,689 462,398 399,324 736,875 672,614 144,968 209,228
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,775)
10,301 4,663 -3,435 -9,013 -2,666 -2,147 -1,438 -1,629 -2,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 15.0 16.0 52.4 45.3 83.6 76.3 16.4 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578)
151 131 156 212 234 442 454
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
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,980
COMMITMENTS
2,309 525 577 1,889 4,040 4,776 5,143 2,204 1,838
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -246)
-107 28 9 -25 -366 -123 -329 -123 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 7.5 8.3 27.1 57.9 68.4 73.7 31.6 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 7 6 10 15 25 25
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 330,423
COMMITMENTS
52,364 33,427 63,414 148,374 146,571 264,152 243,411 66,271 87,011
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,912)
3,109 4,432 4,186 -1,840 -2,964 5,455 5,654 2,458 2,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 10.1 19.2 44.9 44.4 79.9 73.7 20.1 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
97 108 130 105 126 279 297
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 151,253
COMMITMENTS
20,155 24,319 23,348 85,733 85,069 129,236 132,737 22,017 18,516
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,923)
872 2,323 -1,205 -13 -1,562 -346 -444 4,269 4,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 16.1 15.4 56.7 56.2 85.4 87.8 14.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
25 45 35 49 44 102 106
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 828,336
COMMITMENTS
95,587 60,552 114,519 473,787 463,784 683,893 638,855 144,443 189,481
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 50,124)
7,746 5,913 1,260 18,397 1,985 27,403 9,157 22,721 40,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 7.3 13.8 57.2 56.0 82.6 77.1 17.4 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
30 34 48 78 85 137 140
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 127,808
COMMITMENTS
16,560 9,136 21,897 63,237 76,800 101,694 107,833 26,114 19,975
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,280)
2,135 1,356 1,178 -787 -1,009 2,526 1,525 -246 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 7.1 17.1 49.5 60.1 79.6 84.4 20.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
33 32 39 49 48 106 104
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,107
COMMITMENTS
2,787 1,333 1,115 1,982 3,015 5,884 5,464 1,223 1,643
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -472)
-40 -83 -210 -101 -165 -350 -458 -121 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 18.8 15.7 27.9 42.4 82.8 76.9 17.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 10 11 14 17 36 32
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 388,109
COMMITMENTS
111,010 82,029 6,931 211,423 190,998 329,364 279,958 58,745 108,151
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,364)
1,980 -5,140 -3,422 7,617 22,112 6,175 13,550 6,189 -1,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 21.1 1.8 54.5 49.2 84.9 72.1 15.1 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
13 25 6 44 47 61 75
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,351,871
COMMITMENTS
345,553 380,526 342,247 1391181 1175813 2078980 1898585 272,891 453,286
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 65,031)
36,683 34,695 -23,385 34,960 -21,378 48,259 -10,068 16,772 75,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 16.2 14.6 59.2 50.0 88.4 80.7 11.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
54 70 71 103 121 195 226
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,520,448
COMMITMENTS
148,243 330,548 144,377 1026646 778,794 1319266 1253719 201,182 266,729
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -33,141)
12,018 -26,839 6,221 -93,914 4,416 -75,674 -16,201 42,533 -16,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 21.7 9.5 67.5 51.2 86.8 82.5 13.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
36 47 40 74 82 128 151
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 736,574
COMMITMENTS
159,183 46,379 322,351 202,654 321,781 684,188 690,511 52,386 46,064
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 43,457)
23,040 1,530 35,804 -13,780 -8,399 45,064 28,935 -1,607 14,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 6.3 43.8 27.5 43.7 92.9 93.7 7.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
22 32 40 50 49 100 94
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 35,233
COMMITMENTS
7,601 5,213 533 18,861 21,746 26,995 27,493 8,238 7,740
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,645)
752 -991 105 2,991 3,610 3,847 2,724 -203 921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 14.8 1.5 53.5 61.7 76.6 78.0 23.4 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 10 7 22 15 37 29
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,319
COMMITMENTS
14,635 34,823 4,452 46,710 19,934 65,797 59,209 11,522 18,111
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,792)
2,671 -80 814 -2,877 -704 608 30 3,184 3,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 45.0 5.8 60.4 25.8 85.1 76.6 14.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
20 33 15 19 16 50 53
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,441
COMMITMENTS
2,430 4,434 4,443 32,260 29,663 39,133 38,540 1,308 1,901
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,167)
-696 -84 2,600 -4,000 -4,711 -2,096 -2,195 -71 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 11.0 11.0 79.8 73.3 96.8 95.3 3.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 16 4 19 20 29 38
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,965
COMMITMENTS
893 2,239 1,796 13,168 10,593 15,857 14,628 5,108 6,337
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,076)
-296 -196 -387 -2,076 -1,751 -2,759 -2,333 -317 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 10.7 8.6 62.8 50.5 75.6 69.8 24.4 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 4 11 21 18 33 30
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 112,600
COMMITMENTS
20,557 18,294 27,456 48,431 32,025 96,444 77,775 16,156 34,826
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,304)
2,374 -1,417 1,009 -879 2,095 2,504 1,686 800 1,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 16.2 24.4 43.0 28.4 85.7 69.1 14.3 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
46 43 58 27 34 119 101
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 153,261
COMMITMENTS
37,098 33,509 21,038 74,551 62,507 132,686 117,054 20,574 36,207
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,271)
2,005 -1,645 559 -2,181 126 383 -959 888 2,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 21.9 13.7 48.6 40.8 86.6 76.4 13.4 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
44 66 54 70 93 149 185
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,477
COMMITMENTS
971 1,598 374 863 632 2,208 2,604 2,269 1,873
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -378)
-22 -305 96 -352 -80 -278 -290 -99 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 35.7 8.3 19.3 14.1 49.3 58.2 50.7 41.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 12 8 13 12 30 31
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,377
COMMITMENTS
12,443 3,440 4,912 7,052 8,945 24,407 17,297 4,970 12,080
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 100)
475 -614 -212 -208 485 55 -342 44 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 11.7 16.7 24.0 30.5 83.1 58.9 16.9 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
46 20 31 37 35 105 70
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 126,451
COMMITMENTS
47,550 16,892 2,802 44,619 89,886 94,971 109,580 31,480 16,871
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 6,812)
1,172 127 1,489 3,600 6,561 6,261 8,177 551 -1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 13.4 2.2 35.3 71.1 75.1 86.7 24.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
28 15 10 26 26 61 44
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 62,100
COMMITMENTS
14,944 15,729 522 36,899 37,451 52,365 53,702 9,735 8,398
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -6,165)
10,936 -20,155 521 -26,682 14,716 -15,225 -4,918 9,060 -1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 25.3 0.8 59.4 60.3 84.3 86.5 15.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 12 2 7 16 17 29
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 75,882
COMMITMENTS
45,022 1,944 687 26,283 66,784 71,993 69,415 3,890 6,467
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 5,040)
5,247 -2,951 194 -1,327 8,373 4,114 5,616 926 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.3 2.6 0.9 34.6 88.0 94.9 91.5 5.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
43 9 5 19 16 64 28
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 84,622
COMMITMENTS
25,861 14,842 1,564 38,817 62,622 66,242 79,028 18,380 5,594
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 4,213)
7,492 -6,019 880 -6,650 14,809 1,722 9,670 2,490 -5,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 17.5 1.8 45.9 74.0 78.3 93.4 21.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 18 6 20 24 41 43
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 204,091
COMMITMENTS
6,334 42,715 5,718 174,048 141,357 186,100 189,789 17,991 14,301
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,413)
350 -13,567 377 -4,846 14,691 -4,120 1,500 2,707 -2,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 20.9 2.8 85.3 69.3 91.2 93.0 8.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
12 30 9 28 35 46 68
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 193,835
COMMITMENTS
38,968 15,060 16,820 87,970 116,549 143,758 148,430 50,077 45,405
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,455)
13,501 -15,405 2,691 -9,743 21,814 6,449 9,099 6,006 3,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 7.8 8.7 45.4 60.1 74.2 76.6 25.8 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
43 25 32 32 31 89 74
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
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,596
COMMITMENTS
5,251 0 0 3,051 8,610 8,302 8,610 1,294 986
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 186)
374 0 0 -201 415 173 415 13 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 0.0 0.0 31.8 89.7 86.5 89.7 13.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 0 5 10 12 10
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 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,067,830
COMMITMENTS
980,159 734,213 4705793 7158314 6810125 12844266 12250131 1223564 1817699
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 138,477)
142,171 -327,860 442,474 -533,117 1,696 51,529 116,310 86,948 22,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 5.2 33.5 50.9 48.4 91.3 87.1 8.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
61 67 107 154 154 271 275
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 754,759
COMMITMENTS
46,392 58,867 49,959 499,849 527,987 596,201 636,813 158,559 117,946
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 22,436)
-4,891 -3,813 1,402 18,256 14,224 14,767 11,813 7,669 10,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.8 6.6 66.2 70.0 79.0 84.4 21.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
45 46 63 91 70 174 142
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,237,813
COMMITMENTS
208,712 359,203 69,030 690,012 699,708 967,753 1127940 270,061 109,873
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 100,330)
23,591 36,073 27,185 21,885 43,094 72,661 106,353 27,669 -6,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 29.0 5.6 55.7 56.5 78.2 91.1 21.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
45 70 38 66 72 141 150
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,498
COMMITMENTS
1,439 530 0 7,579 10,344 9,018 10,874 4,480 2,624
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 664)
410 0 0 728 119 1,138 119 -474 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 3.9 0.0 56.1 76.6 66.8 80.6 33.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 18 14 22 15
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 35,682
COMMITMENTS
7,610 1,751 116 18,016 31,618 25,742 33,485 9,940 2,197
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,186)
171 -416 115 -1,128 1,525 -842 1,224 2,028 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 4.9 0.3 50.5 88.6 72.1 93.8 27.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 2 20 17 26 22
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,947
COMMITMENTS
6,429 16,164 433 34,433 33,722 41,295 50,318 17,652 8,629
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 384)
365 107 42 3,646 494 4,053 643 -3,670 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 27.4 0.7 58.4 57.2 70.1 85.4 29.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 21 2 35 31 48 53
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 335,346
COMMITMENTS
114,184 79,329 3,399 197,324 196,425 314,907 279,152 20,440 56,194
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -55)
7,819 -12,164 1,729 -14,032 22,328 -4,484 11,893 4,429 -11,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 23.7 1.0 58.8 58.6 93.9 83.2 6.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
70 57 15 44 41 123 105
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 66,254
COMMITMENTS
20,798 1,465 0 31,270 56,690 52,068 58,155 14,186 8,099
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,673)
6,656 -1,812 0 -4,059 6,584 2,597 4,772 1,076 -1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 2.2 0.0 47.2 85.6 78.6 87.8 21.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 2 0 15 19 29 21
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,156
COMMITMENTS
221 6,145 55 32,158 25,855 32,434 32,055 5,722 6,100
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 932)
-559 -77 55 988 1,160 484 1,138 448 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 16.1 0.1 84.3 67.8 85.0 84.0 15.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 15 1 29 28 31 43
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 243,437
COMMITMENTS
19,952 49,184 3,705 205,963 179,112 229,620 232,002 13,817 11,435
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -8,304)
4,001 -4,433 1,186 -15,142 -4,727 -9,954 -7,974 1,650 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 20.2 1.5 84.6 73.6 94.3 95.3 5.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
24 45 21 37 50 75 103
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 67,196
COMMITMENTS
19,760 13,132 6,800 22,698 34,741 49,258 54,673 17,938 12,523
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,164)
369 202 6,293 3,639 3,101 10,301 9,596 1,863 2,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 19.5 10.1 33.8 51.7 73.3 81.4 26.7 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 20 16 23 28 58 55
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,046
COMMITMENTS
6,944 2,485 3,489 20,827 10,982 31,260 16,956 7,786 22,090
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,513)
388 596 3,310 1,649 -385 5,347 3,521 2,166 3,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 6.4 8.9 53.3 28.1 80.1 43.4 19.9 56.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 5 9 13 10 28 23
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,488
COMMITMENTS
1,498 2,906 0 19,548 28,546 21,046 31,452 18,442 8,036
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,039)
-212 -164 -45 929 3,391 672 3,182 1,367 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.4 0.0 49.5 72.3 53.3 79.6 46.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 10 0 16 24 20 34
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 127,103
COMMITMENTS
38,772 24,582 17,158 35,078 72,290 91,008 114,030 36,096 13,073
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -6,157)
-4,411 -7,654 851 -1,426 2,112 -4,987 -4,691 -1,170 -1,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 19.3 13.5 27.6 56.9 71.6 89.7 28.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
89 46 47 28 31 136 106
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 108,914
COMMITMENTS
38,717 28,410 14,184 40,756 52,612 93,657 95,206 15,257 13,708
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,033)
1,640 1,307 -572 -282 480 787 1,216 246 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 26.1 13.0 37.4 48.3 86.0 87.4 14.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
72 61 47 42 37 147 120
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 360,310
COMMITMENTS
162,177 39,363 60,377 73,990 233,537 296,545 333,276 63,765 27,034
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 14,342)
690 -1,847 6,467 157 7,588 7,314 12,208 7,028 2,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 10.9 16.8 20.5 64.8 82.3 92.5 17.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
144 58 62 39 48 215 140
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,316
COMMITMENTS
4,698 2,261 541 2,607 6,059 7,846 8,861 1,470 455
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 26)
3 -29 21 -36 35 -12 27 38 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 24.3 5.8 28.0 65.0 84.2 95.1 15.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 3 11 6 6 34 19
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 100,711
COMMITMENTS
22,281 9,330 7,512 52,450 64,331 82,244 81,174 18,467 19,538
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,338)
-3,865 2,592 261 591 -5,528 -3,013 -2,674 1,674 1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 9.3 7.5 52.1 63.9 81.7 80.6 18.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
41 18 25 47 54 95 91
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 29,133
COMMITMENTS
1,830 5,646 1,159 17,000 14,459 19,990 21,265 9,143 7,868
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,736)
145 428 188 -3,121 -3,072 -2,789 -2,457 53 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 19.4 4.0 58.4 49.6 68.6 73.0 31.4 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 11 6 26 18 35 33
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 152,143
COMMITMENTS
19,534 34,795 35,610 79,716 68,213 134,860 138,618 17,283 13,525
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,428)
571 -1,626 3,677 2,045 4,795 6,293 6,845 1,135 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 22.9 23.4 52.4 44.8 88.6 91.1 11.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
83 65 59 71 62 176 166
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 36,931
COMMITMENTS
7,037 6,427 8,327 16,438 19,314 31,802 34,067 5,129 2,864
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,150)
-61 420 -1 -1,157 -1,807 -1,219 -1,388 69 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 17.4 22.5 44.5 52.3 86.1 92.2 13.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
32 37 22 30 21 77 67
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 130,164
COMMITMENTS
18,634 20,349 10,995 91,054 92,054 120,683 123,398 9,481 6,766
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -16,286)
-5,163 -19,009 -1,473 -8,771 5,721 -15,407 -14,762 -879 -1,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 15.6 8.4 70.0 70.7 92.7 94.8 7.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
44 45 29 52 37 115 94
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 629,627
COMMITMENTS
192,492 16,518 115,222 220,213 430,120 527,927 561,859 101,700 67,767
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,598)
8,222 -2,777 4,617 -4,200 1,539 8,639 3,379 3,959 9,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 2.6 18.3 35.0 68.3 83.8 89.2 16.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
83 31 57 63 55 173 120
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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 116,611
COMMITMENTS
20,189 18,315 32,406 53,260 58,111 105,855 108,831 10,756 7,780
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,445)
1,232 -256 1,957 -571 2,185 2,618 3,886 827 -441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 15.7 27.8 45.7 49.8 90.8 93.3 9.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
117 83 101 98 94 257 241
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 22,046
COMMITMENTS
5,814 11,201 3,427 11,489 4,255 20,730 18,883 1,316 3,163
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,417)
-473 8,873 163 4,683 -6,164 4,374 2,872 -956 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 50.8 15.5 52.1 19.3 94.0 85.7 6.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 18 13 9 8 27 36
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 237,394
COMMITMENTS
29,560 16,569 60,805 100,336 128,464 190,701 205,838 46,693 31,557
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,869)
-1,410 -3,524 2,986 -525 2,218 1,050 1,680 -2,919 -3,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 7.0 25.6 42.3 54.1 80.3 86.7 19.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
43 20 41 58 59 120 103
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 939,828
COMMITMENTS
56,539 81,237 410,016 394,170 409,201 860,725 900,454 79,104 39,375
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 25,588)
-173 -2,331 15,866 8,237 9,825 23,931 23,360 1,657 2,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 8.6 43.6 41.9 43.5 91.6 95.8 8.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
61 52 86 96 89 204 183
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,921
COMMITMENTS
0 3,594 4,929 31,036 25,729 35,965 34,252 4,956 6,669
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -815)
-2,688 -205 2,380 -2,016 -3,018 -2,324 -843 1,509 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 12.0 75.8 62.9 87.9 83.7 12.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 16 14 18 17
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,994
COMMITMENTS
9,475 5,300 4,396 82,763 91,704 96,634 101,400 9,360 4,594
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -6,430)
-656 -60 -916 -2,082 -5,030 -3,654 -6,006 -2,776 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 5.0 4.1 78.1 86.5 91.2 95.7 8.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 4 25 29 30 34
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,338
COMMITMENTS
4,920 10,821 1,515 48,826 39,892 55,261 52,228 4,077 7,110
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -16,711)
-12,572 -3,746 -1,169 -2,792 -11,624 -16,533 -16,539 -178 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 18.2 2.6 82.3 67.2 93.1 88.0 6.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 2 20 17 23 21
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,008
COMMITMENTS
188 25,135 1,424 58,643 35,958 60,255 62,517 4,753 2,491
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,768)
188 4,993 -2,016 -3,256 -6,902 -5,084 -3,925 1,316 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 38.7 2.2 90.2 55.3 92.7 96.2 7.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 4 21 20 25 24
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,110
COMMITMENTS
14,095 13,022 1,116 35,367 36,947 50,578 51,085 5,532 5,025
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -8,034)
-28 -1,219 -1,646 -5,739 -4,084 -7,413 -6,949 -621 -1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 23.2 2.0 63.0 65.8 90.1 91.0 9.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 3 20 21 23 27
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,600
COMMITMENTS
403 0 1,989 57,673 52,199 60,065 54,188 535 6,412
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,443)
403 -2,219 43 -2,678 -1,367 -2,232 -3,543 -211 1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 3.3 95.2 86.1 99.1 89.4 0.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 19 20 20 21
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,500
COMMITMENTS
0 16,623 62 57,978 43,802 58,040 60,487 7,460 5,013
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,162)
0 1,166 -460 -2,656 -3,818 -3,116 -3,112 -46 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.4 0.1 88.5 66.9 88.6 92.3 11.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 22 20 23 22
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,380
COMMITMENTS
22,264 565 2,920 37,970 57,789 63,154 61,274 4,226 6,106
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -8,444)
-3,267 -270 -1,213 -4,408 -7,561 -8,888 -9,044 444 600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 0.8 4.3 56.4 85.8 93.7 90.9 6.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 3 18 21 21 25
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,927
COMMITMENTS
1,392 648 3,162 29,470 24,070 34,024 27,880 3,903 10,047
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -4,426)
325 -2,935 382 -6,887 -1,827 -6,180 -4,380 1,754 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.7 8.3 77.7 63.5 89.7 73.5 10.3 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 17 15 21 17
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
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
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 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,230,454
COMMITMENTS
322,403 55,507 238,579 650,696 926,652 1211678 1220738 18,776 9,716
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 19,523)
5,129 1,604 5,531 11,169 15,221 21,829 22,356 -2,306 -2,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 4.5 19.4 52.9 75.3 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
28 10 35 81 79 117 116
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 204,832
COMMITMENTS
50,227 41,613 51,928 100,304 107,272 202,459 200,813 2,373 4,019
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 13,171)
8,456 2,408 -633 5,365 10,926 13,188 12,701 -17 470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 20.3 25.4 49.0 52.4 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 7 17 29 30 47 48
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 87,681
COMMITMENTS
21,888 6,123 21,198 44,077 59,840 87,163 87,161 518 520
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -5,596)
-3,098 416 -1,537 -1,175 -4,578 -5,809 -5,699 213 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 7.0 24.2 50.3 68.2 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 7 9 37 37 46 48
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,065
COMMITMENTS
2,114 5,068 2,647 18,369 16,449 23,130 24,164 1,935 901
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,988)
-44 322 -571 -909 -1,483 -1,524 -1,732 -464 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 20.2 10.6 73.3 65.6 92.3 96.4 7.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 4 19 23 24 28
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,259
COMMITMENTS
260 3,979 1,833 6,768 3,897 8,861 9,709 1,398 550
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,935)
-322 -257 -295 -1,444 -917 -2,061 -1,469 126 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 38.8 17.9 66.0 38.0 86.4 94.6 13.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 18 11 22 15
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 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,100
COMMITMENTS
3,200 3,220 2,400 10,168 10,252 15,768 15,872 332 228
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -762)
-160 146 -600 -174 -306 -934 -760 172 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 20.0 14.9 63.2 63.7 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 6 16 16 22 22
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,086
COMMITMENTS
11,850 240 1,480 9,890 21,854 23,220 23,574 866 512
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -990)
470 -40 -470 -1,070 -360 -1,070 -870 80 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 1.0 6.1 41.1 90.7 96.4 97.9 3.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 5 19 20 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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,525,560
COMMITMENTS
144,978 78,048 466,947 828,851 886,083 1440776 1431078 84,785 94,482
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,967)
-6,349 -8,701 5,236 2,420 10,330 1,306 6,865 1,660 -3,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 5.1 30.6 54.3 58.1 94.4 93.8 5.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
92 110 126 81 91 246 260
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,315
COMMITMENTS
8,392 6,698 236 2,291 5,615 10,919 12,549 2,396 766
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,484)
32 817 -420 -929 -1,700 -1,317 -1,303 -167 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.0 50.3 1.8 17.2 42.2 82.0 94.2 18.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
53 16 2 15 24 70 40
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,329
COMMITMENTS
7,782 812 253 1,005 9,246 9,040 10,310 2,289 1,018
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 486)
347 106 186 -100 61 433 352 53 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.7 7.2 2.2 8.9 81.6 79.8 91.0 20.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
24 9 3 8 23 35 32
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 171,942
COMMITMENTS
34,801 6,080 27,809 89,212 124,873 151,822 158,762 20,119 13,180
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -12,377)
-4,639 -1,690 524 -8,000 -9,380 -12,115 -10,546 -262 -1,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 3.5 16.2 51.9 72.6 88.3 92.3 11.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
52 20 38 57 75 126 116
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
Updated September 16, 2005