WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 231,720: 47,226 59,352 11,915 146,652 124,442 205,793 195,709: 25,927 36,011
Old : 228,631: 46,883 58,388 11,850 144,323 123,542 203,056 193,780: 25,575 34,851
Other: 3,089: 387 1,008 21 2,329 900 2,737 1,929: 352 1,160
: : :
: : Changes in Commitments from: June 21, 2005 :
: -2,311: 7,066 -2,686 -4,082 -4,558 6,332 -1,574 -436: -737 -1,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 25.6 5.1 63.3 53.7 88.8 84.5: 11.2 15.5
Old : 100.0: 20.5 25.5 5.2 63.1 54.0 88.8 84.8: 11.2 15.2
Other: 100.0: 12.5 32.6 0.7 75.4 29.1 88.6 62.4: 11.4 37.6
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 61 95 46 36 49 133 159:
Old : 222: 64 92 46 35 48 132 158:
Other: 42: 3 11 2 5 24 10 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 35.9 50.7 43.9 34.5 32.6 49.9 38.9
Old : 35.7 36.4 51.4 44.4 34.9 33.9 50.6 40.1
Other: 77.2 37.6 87.9 47.4 76.4 37.6 87.1 47.4
WHEAT - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 234,031: 40,160 62,038 15,997 151,210 118,110 207,367 196,145: 26,664 37,886
Old : 232,111: 40,142 61,505 15,965 149,683 117,535 205,790 195,005: 26,321 37,106
Other: 1,920: 48 563 2 1,527 575 1,577 1,140: 343 780
: : :
: : Changes in Commitments from: June 14, 2005 :
: 13,336: 6,608 -3,272 -3,109 3,536 11,995 7,035 5,614: 6,301 7,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 26.5 6.8 64.6 50.5 88.6 83.8: 11.4 16.2
Old : 100.0: 17.3 26.5 6.9 64.5 50.6 88.7 84.0: 11.3 16.0
Other: 100.0: 2.5 29.3 0.1 79.5 29.9 82.1 59.4: 17.9 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 53 102 46 43 50 135 165:
Old : 225: 54 101 46 43 50 135 165:
Other: 35: 4 7 1 4 20 8 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 33.1 49.9 40.8 34.0 29.0 49.3 34.8
Old : 34.8 33.4 50.3 41.1 34.2 29.7 49.7 35.6
Other: 79.5 40.1 82.1 47.7 79.5 40.1 82.0 47.7
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 707,495: 108,692 75,222 86,327 390,744 355,224 585,763 516,773: 121,732 190,722
Old : 353,481: 55,645 71,627 12,325 231,052 204,233 299,022 288,185: 54,459 65,296
Other: 354,014: 116,588 67,136 10,461 159,692 150,991 286,741 228,588: 67,273 125,426
: : :
: : Changes in Commitments from: June 21, 2005 :
: -27,846: -20,486 -10,359 -820 -2,043 -11,780 -23,349 -22,959: -4,497 -4,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 10.6 12.2 55.2 50.2 82.8 73.0: 17.2 27.0
Old : 100.0: 15.7 20.3 3.5 65.4 57.8 84.6 81.5: 15.4 18.5
Other: 100.0: 32.9 19.0 3.0 45.1 42.7 81.0 64.6: 19.0 35.4
: : :
:# Traders : Number of Traders in Each Category :
All : 520: 124 103 120 190 208 397 378:
Old : 420: 96 81 47 134 163 267 263:
Other: 461: 128 83 46 129 190 280 299:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 17.7 31.8 23.4 21.8 16.3 30.9 20.8
Old : 36.1 29.7 49.4 36.1 36.1 29.7 49.3 36.0
Other: 20.7 10.7 28.0 16.2 20.6 9.7 27.7 15.0
CORN - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 735,341: 129,178 85,581 87,147 392,787 367,004 609,112 539,732: 126,229 195,609
Old : 399,203: 79,000 77,672 18,636 238,158 227,162 335,794 323,470: 63,409 75,733
Other: 336,138: 107,391 65,122 11,298 154,629 139,842 273,318 216,262: 62,820 119,876
: : :
: : Changes in Commitments from: June 14, 2005 :
: 39,567: 25,066 -11,802 1,984 -700 41,264 26,350 31,446: 13,217 8,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 11.6 11.9 53.4 49.9 82.8 73.4: 17.2 26.6
Old : 100.0: 19.8 19.5 4.7 59.7 56.9 84.1 81.0: 15.9 19.0
Other: 100.0: 31.9 19.4 3.4 46.0 41.6 81.3 64.3: 18.7 35.7
: : :
:# Traders : Number of Traders in Each Category :
All : 542: 146 114 128 180 213 410 399:
Old : 457: 113 101 63 125 176 281 304:
Other: 453: 130 85 53 119 187 276 302:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 18.2 30.4 23.6 20.8 15.8 29.5 20.4
Old : 32.2 28.2 44.0 33.8 32.2 28.2 43.9 33.8
Other: 23.3 10.8 30.2 16.4 23.1 9.9 30.0 15.3
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,185: 2,863 723 146 1,793 5,091 4,802 5,960: 2,383 1,225
Old : 7,185: 2,863 723 146 1,793 5,091 4,802 5,960: 2,383 1,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -189: 497 -189 80 -187 230 390 121: -579 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 10.1 2.0 25.0 70.9 66.8 83.0: 33.2 17.0
Old : 100.0: 39.8 10.1 2.0 25.0 70.9 66.8 83.0: 33.2 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 9 4 9 15 23 24:
Old : 37: 10 9 4 9 15 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 34.3 52.1 54.2 32.8 32.6 48.4 49.4
Old : 33.7 34.3 52.1 54.2 32.8 32.6 48.4 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,374: 2,366 912 66 1,980 4,861 4,412 5,839: 2,962 1,535
Old : 7,374: 2,366 912 66 1,980 4,861 4,412 5,839: 2,962 1,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -507: -230 -291 20 -93 342 -303 71: -204 -578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 12.4 0.9 26.9 65.9 59.8 79.2: 40.2 20.8
Old : 100.0: 32.1 12.4 0.9 26.9 65.9 59.8 79.2: 40.2 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 8 9 3 11 15 22 24:
Old : 35: 8 9 3 11 15 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 31.9 43.4 51.3 27.0 30.1 40.2 44.8
Old : 28.0 31.9 43.4 51.3 27.0 30.1 40.2 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 317,235: 80,445 23,852 27,153 146,586 191,875 254,184 242,880: 63,051 74,355
Old : 69,912: 23,667 5,817 6,248 24,508 41,772 54,423 53,837: 15,489 16,075
Other: 247,323: 71,337 32,594 6,346 122,078 150,103 199,761 189,043: 47,562 58,280
: : :
: : Changes in Commitments from: June 21, 2005 :
: -19,017: -8,847 -10,860 -6,834 3,796 6,456 -11,885 -11,238: -7,132 -7,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 7.5 8.6 46.2 60.5 80.1 76.6: 19.9 23.4
Old : 100.0: 33.9 8.3 8.9 35.1 59.7 77.8 77.0: 22.2 23.0
Other: 100.0: 28.8 13.2 2.6 49.4 60.7 80.8 76.4: 19.2 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 120 60 99 99 130 280 256:
Old : 250: 81 36 35 59 96 157 159:
Other: 329: 102 86 49 71 117 205 223:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 23.6 32.2 32.7 19.9 19.4 28.6 26.3
Old : 17.8 22.8 26.5 34.5 17.8 22.2 25.8 32.4
Other: 24.5 26.4 37.3 33.7 24.2 21.2 35.1 27.5
SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 336,252: 89,292 34,712 33,987 142,790 185,419 266,069 254,118: 70,183 82,134
Old : 117,791: 43,816 21,139 10,272 35,459 57,144 89,547 88,555: 28,244 29,236
Other: 218,461: 62,891 30,988 6,300 107,331 128,275 176,522 165,563: 41,939 52,898
: : :
: : Changes in Commitments from: June 14, 2005 :
: 31,192: 7,730 10,755 2,866 14,041 21,078 24,637 34,699: 6,555 -3,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 10.3 10.1 42.5 55.1 79.1 75.6: 20.9 24.4
Old : 100.0: 37.2 17.9 8.7 30.1 48.5 76.0 75.2: 24.0 24.8
Other: 100.0: 28.8 14.2 2.9 49.1 58.7 80.8 75.8: 19.2 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 141 75 99 97 127 303 265:
Old : 306: 107 59 45 68 101 196 190:
Other: 327: 106 84 45 70 114 207 215:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 20.9 27.7 29.4 18.5 18.0 26.3 24.4
Old : 19.6 21.2 28.4 31.3 18.2 19.8 27.0 28.6
Other: 23.4 24.1 36.0 31.7 23.4 19.8 34.8 26.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 18,816: 14,317 2,279 264 0 926 14,581 3,469: 4,235 15,347
Old : 2,127: 1,295 482 14 0 29 1,309 525: 818 1,602
Other: 16,689: 13,142 1,917 130 0 897 13,272 2,944: 3,417 13,745
: : :
: : Changes in Commitments from: June 21, 2005 :
: -949: -452 1,138 -324 0 24 -776 838: -173 -1,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 12.1 1.4 0.0 4.9 77.5 18.4: 22.5 81.6
Old : 100.0: 60.9 22.7 0.7 0.0 1.4 61.5 24.7: 38.5 75.3
Other: 100.0: 78.7 11.5 0.8 0.0 5.4 79.5 17.6: 20.5 82.4
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 11 8 6 0 3 13 15:
Old : 15: 7 6 1 0 2 8 8:
Other: 22: 11 8 5 0 3 13 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 8.8 74.4 14.2 67.0 8.6 73.6 14.1
Old : 57.7 23.6 61.5 24.7 57.7 22.9 60.9 24.0
Other: 70.2 9.1 77.4 14.5 69.6 9.1 76.7 14.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 19,765: 14,769 1,141 588 0 902 15,357 2,631: 4,408 17,134
Old : 3,375: 1,797 574 24 0 39 1,821 637: 1,554 2,738
Other: 16,390: 13,405 1,000 131 0 863 13,536 1,994: 2,854 14,396
: : :
: : Changes in Commitments from: June 14, 2005 :
: 2,876: 3,022 -597 -661 0 80 2,361 -1,178: 515 4,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 5.8 3.0 0.0 4.6 77.7 13.3: 22.3 86.7
Old : 100.0: 53.2 17.0 0.7 0.0 1.2 54.0 18.9: 46.0 81.1
Other: 100.0: 81.8 6.1 0.8 0.0 5.3 82.6 12.2: 17.4 87.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 13 6 8 0 3 16 14:
Old : 15: 7 5 2 0 3 8 9:
Other: 21: 13 5 3 0 3 13 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 6.5 72.0 10.6 63.6 6.2 70.9 9.8
Old : 48.7 16.7 54.0 18.7 48.7 16.6 53.2 18.2
Other: 69.7 7.2 79.1 11.4 69.1 7.2 78.3 11.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 167,513: 40,367 9,741 19,417 78,069 125,447 137,853 154,605: 29,660 12,908
Old : 60,201: 18,664 5,473 5,079 26,490 43,277 50,233 53,829: 9,968 6,372
Other: 107,312: 31,499 14,064 4,542 51,579 82,170 87,620 100,776: 19,692 6,536
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,760: -543 -1,166 -2,305 55 -122 -2,793 -3,593: -967 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 5.8 11.6 46.6 74.9 82.3 92.3: 17.7 7.7
Old : 100.0: 31.0 9.1 8.4 44.0 71.9 83.4 89.4: 16.6 10.6
Other: 100.0: 29.4 13.1 4.2 48.1 76.6 81.6 93.9: 18.4 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 57 16 34 48 43 123 89:
Old : 99: 36 13 20 32 38 73 68:
Other: 129: 48 29 18 37 33 95 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 40.7 31.7 53.2 18.4 31.3 26.8 42.1
Old : 30.6 24.8 40.7 44.6 21.9 21.2 31.4 37.7
Other: 28.7 50.4 40.3 64.0 28.7 48.7 40.3 59.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 171,273: 40,910 10,907 21,722 78,014 125,569 140,646 158,198: 30,627 13,075
Old : 71,477: 27,849 7,665 4,937 24,207 51,635 56,993 64,237: 14,484 7,240
Other: 99,796: 25,464 15,645 4,382 53,807 73,934 83,653 93,961: 16,143 5,835
: : :
: : Changes in Commitments from: June 14, 2005 :
: 23,606: 11,187 -188 2,764 4,662 20,858 18,613 23,434: 4,993 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 6.4 12.7 45.5 73.3 82.1 92.4: 17.9 7.6
Old : 100.0: 39.0 10.7 6.9 33.9 72.2 79.7 89.9: 20.3 10.1
Other: 100.0: 25.5 15.7 4.4 53.9 74.1 83.8 94.2: 16.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 67 18 37 42 44 126 94:
Old : 123: 51 18 25 32 41 92 77:
Other: 126: 45 33 21 30 31 87 74:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 39.5 29.3 53.8 18.1 34.2 27.2 45.5
Old : 21.4 28.1 31.0 46.0 14.5 21.9 23.3 37.7
Other: 30.8 49.1 43.4 63.5 30.8 46.8 43.4 59.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 657,177: 149,422 101,351 11,564 365,892 371,149 526,878 484,064: 130,299 173,113
Old : 657,177: 149,422 101,351 11,564 365,892 371,149 526,878 484,064: 130,299 173,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 4,231: -3,322 -790 4,768 6,335 -2,193 7,781 1,785: -3,550 2,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 15.4 1.8 55.7 56.5 80.2 73.7: 19.8 26.3
Old : 100.0: 22.7 15.4 1.8 55.7 56.5 80.2 73.7: 19.8 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 36 31 23 59 72 105 116:
Old : 162: 36 31 23 59 72 105 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 16.4 39.9 25.4 30.9 14.9 37.0 23.3
Old : 32.8 16.4 39.9 25.4 30.9 14.9 37.0 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 652,946: 152,744 102,141 6,796 359,557 373,342 519,097 482,279: 133,849 170,667
Old : 652,946: 152,744 102,141 6,796 359,557 373,342 519,097 482,279: 133,849 170,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -6,515: 9,002 1,542 -2,661 -13,934 -6,592 -7,593 -7,711: 1,078 1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 15.6 1.0 55.1 57.2 79.5 73.9: 20.5 26.1
Old : 100.0: 23.4 15.6 1.0 55.1 57.2 79.5 73.9: 20.5 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 40 32 20 57 69 108 111:
Old : 165: 40 32 20 57 69 108 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 17.0 40.1 26.4 29.6 15.1 35.9 23.3
Old : 31.6 17.0 40.1 26.4 29.6 15.1 35.9 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 148,941: 34,673 2,977 22,232 57,208 102,903 114,113 128,112: 34,828 20,829
Old : 57,770: 12,865 3,124 8,746 20,555 34,160 42,166 46,030: 15,604 11,740
Other: 91,171: 28,790 6,835 6,504 36,653 68,743 71,947 82,082: 19,224 9,089
: : :
: : Changes in Commitments from: June 21, 2005 :
: -12,060: -16,034 -7,051 3,322 2,221 -9,414 -10,491 -13,143: -1,569 1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 2.0 14.9 38.4 69.1 76.6 86.0: 23.4 14.0
Old : 100.0: 22.3 5.4 15.1 35.6 59.1 73.0 79.7: 27.0 20.3
Other: 100.0: 31.6 7.5 7.1 40.2 75.4 78.9 90.0: 21.1 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 45 14 42 54 48 126 95:
Old : 107: 27 17 29 44 44 87 81:
Other: 114: 40 24 25 38 33 93 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 34.9 22.8 50.5 11.0 31.4 18.0 40.8
Old : 12.4 23.3 21.6 35.5 10.5 19.6 16.1 29.9
Other: 18.4 44.9 29.1 62.3 12.9 39.5 22.5 50.7
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 161,001: 50,707 10,028 18,910 54,987 112,317 124,604 141,255: 36,397 19,746
Old : 80,240: 35,604 8,577 5,594 17,721 52,951 58,919 67,122: 21,321 13,118
Other: 80,761: 22,616 8,964 5,803 37,266 59,366 65,685 74,133: 15,076 6,628
: : :
: : Changes in Commitments from: June 14, 2005 :
: 11,480: 3,029 -632 5,242 4,286 9,682 12,557 14,292: -1,077 -2,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 6.2 11.7 34.2 69.8 77.4 87.7: 22.6 12.3
Old : 100.0: 44.4 10.7 7.0 22.1 66.0 73.4 83.7: 26.6 16.3
Other: 100.0: 28.0 11.1 7.2 46.1 73.5 81.3 91.8: 18.7 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 51 28 39 51 51 134 100:
Old : 137: 53 20 26 42 50 107 88:
Other: 107: 29 29 25 38 34 88 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 34.1 22.2 50.0 10.1 27.2 18.0 40.4
Old : 14.5 30.9 23.2 42.6 13.4 29.2 21.3 39.9
Other: 23.3 42.1 33.9 60.0 15.7 34.6 25.5 46.4
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,380: 3,685 1,557 700 1,700 3,190 6,085 5,447: 1,295 1,933
Old : 1,081: 330 88 0 467 766 797 854: 284 227
Other: 6,299: 3,459 1,573 596 1,233 2,424 5,288 4,593: 1,011 1,706
: : :
: : Changes in Commitments from: June 21, 2005 :
: -482: -131 199 -256 -167 -475 -554 -532: 72 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 21.1 9.5 23.0 43.2 82.5 73.8: 17.5 26.2
Old : 100.0: 30.5 8.1 0.0 43.2 70.9 73.7 79.0: 26.3 21.0
Other: 100.0: 54.9 25.0 9.5 19.6 38.5 83.9 72.9: 16.1 27.1
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 14 16 8 8 12 28 30:
Old : 18: 10 2 0 1 5 11 7:
Other: 44: 13 17 8 8 9 28 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 33.2 61.6 49.6 39.3 29.3 51.3 38.2
Old : 63.9 71.1 71.9 79.0 63.9 71.1 71.9 79.0
Other: 43.5 34.1 63.7 49.8 43.5 29.7 57.2 41.5
ROUGH RICE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,862: 3,816 1,358 956 1,867 3,665 6,639 5,979: 1,223 1,883
Old : 2,182: 969 462 71 669 1,148 1,709 1,681: 473 501
Other: 5,680: 3,177 1,226 555 1,198 2,517 4,930 4,298: 750 1,382
: : :
: : Changes in Commitments from: June 14, 2005 :
: 4: 47 295 -287 274 -190 34 -182: -30 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 17.3 12.2 23.7 46.6 84.4 76.0: 15.6 24.0
Old : 100.0: 44.4 21.2 3.3 30.7 52.6 78.3 77.0: 21.7 23.0
Other: 100.0: 55.9 21.6 9.8 21.1 44.3 86.8 75.7: 13.2 24.3
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 14 15 10 12 14 34 31:
Old : 32: 14 5 2 6 8 20 15:
Other: 41: 13 13 9 9 10 28 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 33.0 56.7 53.1 36.5 29.6 47.5 38.3
Old : 48.7 56.0 64.4 68.5 48.7 55.4 64.4 67.9
Other: 47.3 37.0 67.3 53.4 45.8 32.5 60.6 43.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 365,933: 94,915 88,770 438 214,497 171,283 309,850 260,491: 56,083 105,442
Old : 365,933: 94,915 88,770 438 214,497 171,283 309,850 260,491: 56,083 105,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,688: 2,030 6,591 196 -5,886 273 -3,660 7,060: 5,348 -5,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 24.3 0.1 58.6 46.8 84.7 71.2: 15.3 28.8
Old : 100.0: 25.9 24.3 0.1 58.6 46.8 84.7 71.2: 15.3 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 14 19 3 47 41 64 60:
Old : 96: 14 19 3 47 41 64 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 25.9 43.5 35.3 29.0 24.6 43.1 33.7
Old : 29.0 25.9 43.5 35.3 29.0 24.6 43.1 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 364,245: 92,885 82,179 242 220,383 171,010 313,510 253,431: 50,735 110,814
Old : 364,245: 92,885 82,179 242 220,383 171,010 313,510 253,431: 50,735 110,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -13,987: -1,459 1,615 -1,745 -5,986 -13,158 -9,190 -13,288: -4,797 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 22.6 0.1 60.5 46.9 86.1 69.6: 13.9 30.4
Old : 100.0: 25.5 22.6 0.1 60.5 46.9 86.1 69.6: 13.9 30.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 15 17 2 45 38 62 55:
Old : 89: 15 17 2 45 38 62 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 25.3 45.7 35.6 30.0 24.3 45.0 34.4
Old : 30.0 25.3 45.7 35.6 30.0 24.3 45.0 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,903,667: 391,641 412,545 124,754 1,177,092 984,937 1,693,487 1,522,236: 210,180 381,431
Old : 1,903,667: 391,641 412,545 124,754 1,177,092 984,937 1,693,487 1,522,236: 210,180 381,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 9,031: -7,011 -37,140 20,683 -1,315 22,590 12,357 6,133: -3,326 2,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 21.7 6.6 61.8 51.7 89.0 80.0: 11.0 20.0
Old : 100.0: 20.6 21.7 6.6 61.8 51.7 89.0 80.0: 11.0 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 39 83 42 80 119 148 215:
Old : 266: 39 83 42 80 119 148 215:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 17.0 49.8 27.8 29.1 14.2 39.9 19.8
Old : 36.4 17.0 49.8 27.8 29.1 14.2 39.9 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,894,636: 398,652 449,685 104,071 1,178,407 962,347 1,681,130 1,516,103: 213,506 378,533
Old : 1,894,636: 398,652 449,685 104,071 1,178,407 962,347 1,681,130 1,516,103: 213,506 378,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -43,194: -70,733 -50,253 8,419 60,458 38,243 -1,856 -3,591: -41,338 -39,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 23.7 5.5 62.2 50.8 88.7 80.0: 11.3 20.0
Old : 100.0: 21.0 23.7 5.5 62.2 50.8 88.7 80.0: 11.3 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 45 89 41 83 121 157 222:
Old : 279: 45 89 41 83 121 157 222:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 18.2 50.5 28.7 30.1 14.6 41.6 19.7
Old : 37.2 18.2 50.5 28.7 30.1 14.6 41.6 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,121,058: 201,309 193,919 13,026 731,418 638,645 945,753 845,590: 175,305 275,468
Old : 1,121,058: 201,309 193,919 13,026 731,418 638,645 945,753 845,590: 175,305 275,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,384: -13,507 -38,260 -871 -932 9,921 -15,310 -29,210: 11,926 25,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 17.3 1.2 65.2 57.0 84.4 75.4: 15.6 24.6
Old : 100.0: 18.0 17.3 1.2 65.2 57.0 84.4 75.4: 15.6 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 35 37 15 63 74 105 119:
Old : 169: 35 37 15 63 74 105 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 24.9 38.0 34.7 24.8 24.1 36.1 32.9
Old : 25.5 24.9 38.0 34.7 24.8 24.1 36.1 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,124,442: 214,816 232,179 13,897 732,350 628,724 961,063 874,800: 163,379 249,642
Old : 1,124,442: 214,816 232,179 13,897 732,350 628,724 961,063 874,800: 163,379 249,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -18,086: -16,586 3,579 -3,231 21,509 7,796 1,692 8,144: -19,778 -26,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 20.6 1.2 65.1 55.9 85.5 77.8: 14.5 22.2
Old : 100.0: 19.1 20.6 1.2 65.1 55.9 85.5 77.8: 14.5 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 34 47 16 64 75 107 129:
Old : 181: 34 47 16 64 75 107 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 24.5 38.7 34.4 23.8 23.5 35.3 32.6
Old : 25.1 24.5 38.7 34.4 23.8 23.5 35.3 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 443,231: 113,771 67,783 52,305 220,116 291,775 386,192 411,863: 57,039 31,368
Old : 443,231: 113,771 67,783 52,305 220,116 291,775 386,192 411,863: 57,039 31,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 24,270: 13,095 5,357 2,724 3,560 14,908 19,379 22,989: 4,891 1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 15.3 11.8 49.7 65.8 87.1 92.9: 12.9 7.1
Old : 100.0: 25.7 15.3 11.8 49.7 65.8 87.1 92.9: 12.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 32 21 33 44 42 90 82:
Old : 108: 32 21 33 44 42 90 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 33.5 43.5 47.4 17.1 22.8 24.7 32.8
Old : 33.0 33.5 43.5 47.4 17.1 22.8 24.7 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 418,961: 100,676 62,426 49,581 216,556 276,867 366,813 388,874: 52,148 30,087
Old : 418,961: 100,676 62,426 49,581 216,556 276,867 366,813 388,874: 52,148 30,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 21,375: 16,639 2,073 1,604 -3,275 18,317 14,968 21,994: 6,407 -619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 14.9 11.8 51.7 66.1 87.6 92.8: 12.4 7.2
Old : 100.0: 24.0 14.9 11.8 51.7 66.1 87.6 92.8: 12.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 28 20 31 44 43 86 80:
Old : 105: 28 20 31 44 43 86 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 35.5 44.2 48.9 17.0 21.3 24.8 31.9
Old : 33.1 35.5 44.2 48.9 17.0 21.3 24.8 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 27,798: 5,334 3,619 0 15,432 16,232 20,766 19,851: 7,032 7,947
Old : 27,798: 5,334 3,619 0 15,432 16,232 20,766 19,851: 7,032 7,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -323: -1,155 656 0 475 -1,197 -680 -541: 357 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 13.0 0.0 55.5 58.4 74.7 71.4: 25.3 28.6
Old : 100.0: 19.2 13.0 0.0 55.5 58.4 74.7 71.4: 25.3 28.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 8 12 0 18 11 26 23:
Old : 48: 8 12 0 18 11 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 43.9 51.3 56.7 35.2 43.6 51.3 56.4
Old : 35.2 43.9 51.3 56.7 35.2 43.6 51.3 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 28,121: 6,489 2,963 0 14,957 17,429 21,446 20,392: 6,675 7,729
Old : 28,121: 6,489 2,963 0 14,957 17,429 21,446 20,392: 6,675 7,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -23,471: -6,106 -1,076 -1,383 -5,399 -18,160 -12,888 -20,619: -10,583 -2,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 10.5 0.0 53.2 62.0 76.3 72.5: 23.7 27.5
Old : 100.0: 23.1 10.5 0.0 53.2 62.0 76.3 72.5: 23.7 27.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 11 8 0 15 13 26 21:
Old : 46: 11 8 0 15 13 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 42.3 51.8 57.1 35.2 42.0 51.8 56.9
Old : 35.2 42.3 51.8 57.1 35.2 42.0 51.8 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 36,178: 11,901 19,196 711 12,576 6,424 25,188 26,331: 10,990 9,847
Old : 36,178: 11,901 19,196 711 12,576 6,424 25,188 26,331: 10,990 9,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 122: -1,485 187 478 2,752 1,157 1,745 1,822: -1,623 -1,700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 53.1 2.0 34.8 17.8 69.6 72.8: 30.4 27.2
Old : 100.0: 32.9 53.1 2.0 34.8 17.8 69.6 72.8: 30.4 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 21 19 3 10 8 34 27:
Old : 57: 21 19 3 10 8 34 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 45.2 39.5 54.8 25.3 45.2 39.5 54.0
Old : 25.3 45.2 39.5 54.8 25.3 45.2 39.5 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 36,056: 13,386 19,009 233 9,824 5,267 23,443 24,509: 12,613 11,547
Old : 36,056: 13,386 19,009 233 9,824 5,267 23,443 24,509: 12,613 11,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -51,529: 100 -20,497 -3,996 -45,589 -9,283 -49,485 -33,776: -2,044 -17,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 52.7 0.6 27.2 14.6 65.0 68.0: 35.0 32.0
Old : 100.0: 37.1 52.7 0.6 27.2 14.6 65.0 68.0: 35.0 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 18 21 1 13 6 31 28:
Old : 57: 18 21 1 13 6 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 37.8 42.0 48.9 28.7 37.8 42.0 48.6
Old : 28.7 37.8 42.0 48.9 28.7 37.8 42.0 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 37,154: 3,768 5,429 1,028 31,681 29,550 36,477 36,007: 677 1,147
Old : 37,154: 3,768 5,429 1,028 31,681 29,550 36,477 36,007: 677 1,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 943: 700 -578 1 242 1,529 943 952: 0 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.6 2.8 85.3 79.5 98.2 96.9: 1.8 3.1
Old : 100.0: 10.1 14.6 2.8 85.3 79.5 98.2 96.9: 1.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 7 17 4 19 22 29 40:
Old : 60: 7 17 4 19 22 29 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 45.7 71.2 71.9 50.4 44.5 67.2 64.2
Old : 52.1 45.7 71.2 71.9 50.4 44.5 67.2 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,211: 3,068 6,007 1,027 31,439 28,021 35,534 35,055: 677 1,156
Old : 36,211: 3,068 6,007 1,027 31,439 28,021 35,534 35,055: 677 1,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -425: -176 371 -2 -268 -763 -446 -394: 21 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 16.6 2.8 86.8 77.4 98.1 96.8: 1.9 3.2
Old : 100.0: 8.5 16.6 2.8 86.8 77.4 98.1 96.8: 1.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 7 18 4 19 21 29 40:
Old : 60: 7 18 4 19 21 29 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 45.3 71.8 70.0 51.2 41.5 67.3 61.9
Old : 52.9 45.3 71.8 70.0 51.2 41.5 67.3 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,933: 2,018 2,069 1,037 15,451 12,365 18,506 15,471: 4,427 7,462
Old : 22,933: 2,018 2,069 1,037 15,451 12,365 18,506 15,471: 4,427 7,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 666: -710 95 148 935 148 373 391: 293 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 9.0 4.5 67.4 53.9 80.7 67.5: 19.3 32.5
Old : 100.0: 8.8 9.0 4.5 67.4 53.9 80.7 67.5: 19.3 32.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 7 11 24 15 36 29:
Old : 42: 8 7 11 24 15 36 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 30.2 60.4 49.2 46.5 26.7 58.7 44.2
Old : 46.5 30.2 60.4 49.2 46.5 26.7 58.7 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,267: 2,728 1,974 889 14,516 12,217 18,133 15,080: 4,134 7,187
Old : 22,267: 2,728 1,974 889 14,516 12,217 18,133 15,080: 4,134 7,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 576: 79 111 -78 531 297 532 330: 44 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 8.9 4.0 65.2 54.9 81.4 67.7: 18.6 32.3
Old : 100.0: 12.3 8.9 4.0 65.2 54.9 81.4 67.7: 18.6 32.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 9 7 10 23 16 36 29:
Old : 42: 9 7 10 23 16 36 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 31.3 62.4 50.1 47.6 27.8 60.6 44.8
Old : 47.6 31.3 62.4 50.1 47.6 27.8 60.6 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 91,504: 9,829 27,054 18,154 49,910 21,084 77,893 66,292: 13,611 25,212
Old : 75,077: 8,591 26,417 12,373 43,333 16,574 64,297 55,364: 10,780 19,713
Other: 16,427: 5,612 5,011 1,407 6,577 4,510 13,596 10,928: 2,831 5,499
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,934: -631 1,111 3,163 459 114 2,991 4,388: -57 -1,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 29.6 19.8 54.5 23.0 85.1 72.4: 14.9 27.6
Old : 100.0: 11.4 35.2 16.5 57.7 22.1 85.6 73.7: 14.4 26.3
Other: 100.0: 34.2 30.5 8.6 40.0 27.5 82.8 66.5: 17.2 33.5
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 28 63 44 26 27 86 112:
Old : 138: 29 62 39 24 27 79 109:
Other: 53: 15 19 7 7 16 26 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 15.8 47.2 24.3 32.1 13.6 46.9 20.5
Old : 39.1 13.6 53.9 23.1 39.1 12.1 53.2 20.5
Other: 48.2 33.5 67.4 43.9 46.9 27.7 63.9 38.1
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 88,570: 10,460 25,943 14,991 49,451 20,970 74,902 61,904: 13,668 26,666
Old : 74,691: 9,015 25,799 10,766 43,447 16,880 63,228 53,445: 11,463 21,246
Other: 13,879: 4,441 3,140 1,229 6,004 4,090 11,674 8,459: 2,205 5,420
: : :
: : Changes in Commitments from: June 14, 2005 :
: -3,970: -147 1,716 -78 -1,456 -4,842 -1,681 -3,204: -2,289 -766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 29.3 16.9 55.8 23.7 84.6 69.9: 15.4 30.1
Old : 100.0: 12.1 34.5 14.4 58.2 22.6 84.7 71.6: 15.3 28.4
Other: 100.0: 32.0 22.6 8.9 43.3 29.5 84.1 60.9: 15.9 39.1
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 28 56 37 24 26 78 105:
Old : 131: 28 58 32 22 26 70 103:
Other: 47: 16 13 5 7 15 25 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 17.3 48.4 24.6 33.5 13.7 48.1 20.6
Old : 39.8 16.7 54.0 24.8 39.8 13.9 53.8 22.1
Other: 49.4 28.7 68.5 40.7 48.1 23.0 63.8 33.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,302: 549 1,130 151 1,075 786 1,775 2,067: 1,527 1,235
Old : 3,139: 560 1,150 116 991 768 1,667 2,034: 1,472 1,105
Other: 163: 24 15 0 84 18 108 33: 55 130
: : :
: : Changes in Commitments from: June 21, 2005 :
: -347: -46 -212 -163 -59 27 -268 -348: -79 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 34.2 4.6 32.6 23.8 53.8 62.6: 46.2 37.4
Old : 100.0: 17.8 36.6 3.7 31.6 24.5 53.1 64.8: 46.9 35.2
Other: 100.0: 14.7 9.2 0.0 51.5 11.0 66.3 20.2: 33.7 79.8
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 9 17 6 8 7 22 25:
Old : 37: 9 17 4 7 6 20 23:
Other: 12: 5 1 0 4 3 9 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 36.3 40.9 46.5 29.2 35.3 37.1 42.4
Old : 31.4 38.2 40.2 49.0 28.0 37.5 36.7 44.8
Other: 57.7 20.2 65.6 20.2 57.7 19.6 65.6 19.6
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 3,649: 595 1,342 314 1,134 759 2,043 2,415: 1,606 1,234
Old : 3,532: 605 1,423 217 1,118 751 1,940 2,391: 1,592 1,141
Other: 117: 86 15 1 16 8 103 24: 14 93
: : :
: : Changes in Commitments from: June 14, 2005 :
: -343: -99 -255 -171 -93 15 -363 -411: 20 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 36.8 8.6 31.1 20.8 56.0 66.2: 44.0 33.8
Old : 100.0: 17.1 40.3 6.1 31.7 21.3 54.9 67.7: 45.1 32.3
Other: 100.0: 73.5 12.8 0.9 13.7 6.8 88.0 20.5: 12.0 79.5
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 16 8 5 5 20 25:
Old : 35: 10 17 7 5 5 20 24:
Other: 8: 4 1 1 2 2 6 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 42.0 43.2 52.1 30.9 39.6 37.7 45.8
Old : 34.4 43.4 42.5 53.8 31.3 41.5 38.8 47.8
Other: 83.8 20.5 88.0 20.5 82.9 18.8 86.3 18.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 125,673: 28,788 32,259 10,458 72,209 56,302 111,455 99,019: 14,218 26,654
Old : 125,673: 28,788 32,259 10,458 72,209 56,302 111,455 99,019: 14,218 26,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -4,950: -2,278 3,267 -2,886 1,069 -3,004 -4,095 -2,623: -855 -2,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 25.7 8.3 57.5 44.8 88.7 78.8: 11.3 21.2
Old : 100.0: 22.9 25.7 8.3 57.5 44.8 88.7 78.8: 11.3 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 42 70 42 55 71 119 167:
Old : 212: 42 70 42 55 71 119 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 12.7 46.7 22.6 29.2 12.5 46.1 22.2
Old : 29.2 12.7 46.7 22.6 29.2 12.5 46.1 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 130,623: 31,066 28,992 13,344 71,140 59,306 115,550 101,642: 15,073 28,981
Old : 130,623: 31,066 28,992 13,344 71,140 59,306 115,550 101,642: 15,073 28,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -2,708: 234 7,431 -3,186 1,123 -4,443 -1,829 -198: -879 -2,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 22.2 10.2 54.5 45.4 88.5 77.8: 11.5 22.2
Old : 100.0: 23.8 22.2 10.2 54.5 45.4 88.5 77.8: 11.5 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 46 59 40 54 75 123 161:
Old : 209: 46 59 40 54 75 123 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 13.3 43.0 23.4 27.1 12.7 42.5 22.5
Old : 27.1 13.3 43.0 23.4 27.1 12.7 42.5 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,720: 1,061 798 73 1,344 1,401 2,478 2,272: 1,242 1,448
Old : 3,720: 1,061 798 73 1,344 1,401 2,478 2,272: 1,242 1,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 133: -30 134 -45 292 -112 217 -23: -84 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 21.5 2.0 36.1 37.7 66.6 61.1: 33.4 38.9
Old : 100.0: 28.5 21.5 2.0 36.1 37.7 66.6 61.1: 33.4 38.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 14 9 6 16 10 30 25:
Old : 44: 14 9 6 16 10 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 33.7 40.3 46.5 24.9 33.7 37.6 46.4
Old : 27.7 33.7 40.3 46.5 24.9 33.7 37.6 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,587: 1,091 664 118 1,052 1,513 2,261 2,295: 1,326 1,292
Old : 3,587: 1,091 664 118 1,052 1,513 2,261 2,295: 1,326 1,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -53: -85 9 -11 -165 -176 -261 -178: 208 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 18.5 3.3 29.3 42.2 63.0 64.0: 37.0 36.0
Old : 100.0: 30.4 18.5 3.3 29.3 42.2 63.0 64.0: 37.0 36.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 10 10 6 17 12 29 26:
Old : 42: 10 10 6 17 12 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 38.0 40.5 49.7 26.3 38.0 38.1 49.0
Old : 27.6 38.0 40.5 49.7 26.3 38.0 38.1 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 21,238: 7,993 3,634 1,658 7,317 4,035 16,968 9,327: 4,270 11,911
Old : 21,238: 7,993 3,634 1,658 7,317 4,035 16,968 9,327: 4,270 11,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 57: 1,071 -749 -51 -428 846 592 46: -535 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 17.1 7.8 34.5 19.0 79.9 43.9: 20.1 56.1
Old : 100.0: 37.6 17.1 7.8 34.5 19.0 79.9 43.9: 20.1 56.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 38 21 19 31 36 82 66:
Old : 119: 38 21 19 31 36 82 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 13.0 30.9 20.1 16.9 11.9 29.2 17.3
Old : 17.8 13.0 30.9 20.1 16.9 11.9 29.2 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 21,181: 6,922 4,383 1,709 7,745 3,189 16,376 9,281: 4,805 11,900
Old : 21,181: 6,922 4,383 1,709 7,745 3,189 16,376 9,281: 4,805 11,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -672: -1,424 657 338 456 -540 -630 455: -42 -1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 20.7 8.1 36.6 15.1 77.3 43.8: 22.7 56.2
Old : 100.0: 32.7 20.7 8.1 36.6 15.1 77.3 43.8: 22.7 56.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 31 25 21 33 30 81 62:
Old : 116: 31 25 21 33 30 81 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 13.1 29.2 21.2 17.4 12.6 29.2 18.4
Old : 17.4 13.1 29.2 21.2 17.4 12.6 29.2 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 71,522: 20,959 18,675 591 20,187 37,461 41,737 56,727: 29,785 14,795
Old : 71,522: 20,959 18,675 591 20,187 37,461 41,737 56,727: 29,785 14,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 4,379: 4,087 2,087 5 -181 2,762 3,911 4,854: 468 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 26.1 0.8 28.2 52.4 58.4 79.3: 41.6 20.7
Old : 100.0: 29.3 26.1 0.8 28.2 52.4 58.4 79.3: 41.6 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 18 15 2 21 24 40 40:
Old : 70: 18 15 2 21 24 40 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 27.6 31.6 43.8 18.2 27.6 28.1 43.4
Old : 19.3 27.6 31.6 43.8 18.2 27.6 28.1 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 67,143: 16,872 16,588 586 20,368 34,699 37,826 51,873: 29,317 15,270
Old : 67,143: 16,872 16,588 586 20,368 34,699 37,826 51,873: 29,317 15,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 3,956: 5,940 -11,933 -61 -6,053 19,402 -174 7,408: 4,130 -3,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 24.7 0.9 30.3 51.7 56.3 77.3: 43.7 22.7
Old : 100.0: 25.1 24.7 0.9 30.3 51.7 56.3 77.3: 43.7 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 16 14 2 20 23 37 38:
Old : 66: 16 14 2 20 23 37 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 28.4 30.4 44.1 19.1 28.3 28.2 43.7
Old : 20.7 28.4 30.4 44.1 19.1 28.3 28.2 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 73,119: 1,764 46,185 0 63,541 4,868 65,305 51,053: 7,814 22,066
Old : 73,119: 1,764 46,185 0 63,541 4,868 65,305 51,053: 7,814 22,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,590: 185 2,219 0 2,014 206 2,199 2,425: -609 -835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 63.2 0.0 86.9 6.7 89.3 69.8: 10.7 30.2
Old : 100.0: 2.4 63.2 0.0 86.9 6.7 89.3 69.8: 10.7 30.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 26 0 10 4 12 30:
Old : 40: 2 26 0 10 4 12 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 26.0 85.1 41.0 70.9 26.0 84.3 41.0
Old : 70.9 26.0 85.1 41.0 70.9 26.0 84.3 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 71,529: 1,579 43,966 0 61,527 4,662 63,106 48,628: 8,423 22,901
Old : 71,529: 1,579 43,966 0 61,527 4,662 63,106 48,628: 8,423 22,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -2,005: -1,326 -2,520 0 -2,477 300 -3,803 -2,220: 1,798 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 61.5 0.0 86.0 6.5 88.2 68.0: 11.8 32.0
Old : 100.0: 2.2 61.5 0.0 86.0 6.5 88.2 68.0: 11.8 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 26 0 13 4 14 30:
Old : 42: 1 26 0 13 4 14 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 26.0 83.3 40.4 68.0 26.0 82.7 40.4
Old : 68.0 26.0 83.3 40.4 68.0 26.0 82.7 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 101,145: 77,644 3,968 500 14,530 90,697 92,674 95,165: 8,471 5,980
Old : 101,145: 77,644 3,968 500 14,530 90,697 92,674 95,165: 8,471 5,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,206: -6,414 -1,000 495 2,628 -2,689 -3,291 -3,194: 85 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 3.9 0.5 14.4 89.7 91.6 94.1: 8.4 5.9
Old : 100.0: 76.8 3.9 0.5 14.4 89.7 91.6 94.1: 8.4 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 63 6 1 15 17 79 24:
Old : 98: 63 6 1 15 17 79 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 68.0 45.3 84.5 29.2 67.1 45.3 83.7
Old : 29.2 68.0 45.3 84.5 29.2 67.1 45.3 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 104,351: 84,058 4,968 5 11,902 93,386 95,965 98,359: 8,386 5,992
Old : 104,351: 84,058 4,968 5 11,902 93,386 95,965 98,359: 8,386 5,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,927: 1,743 601 -116 1,345 1,346 2,972 1,831: -1,045 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 4.8 0.0 11.4 89.5 92.0 94.3: 8.0 5.7
Old : 100.0: 80.6 4.8 0.0 11.4 89.5 92.0 94.3: 8.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 65 7 1 13 16 79 23:
Old : 98: 65 7 1 13 16 79 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 68.3 47.0 85.7 29.8 68.0 47.0 85.4
Old : 29.8 68.3 47.0 85.7 29.8 68.0 47.0 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 66,998: 8,962 28,767 175 40,945 19,759 50,082 48,701: 16,916 18,297
Old : 66,998: 8,962 28,767 175 40,945 19,759 50,082 48,701: 16,916 18,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,766: -5,017 1,869 0 7,199 -937 2,182 932: -416 834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 42.9 0.3 61.1 29.5 74.8 72.7: 25.2 27.3
Old : 100.0: 13.4 42.9 0.3 61.1 29.5 74.8 72.7: 25.2 27.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 10 18 1 17 14 27 33:
Old : 53: 10 18 1 17 14 27 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 27.7 55.3 43.6 36.7 27.7 50.2 42.9
Old : 41.8 27.7 55.3 43.6 36.7 27.7 50.2 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 65,232: 13,979 26,898 175 33,746 20,696 47,900 47,769: 17,332 17,463
Old : 65,232: 13,979 26,898 175 33,746 20,696 47,900 47,769: 17,332 17,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -3,543: -218 -4,248 -368 -2,534 2,274 -3,120 -2,342: -423 -1,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 41.2 0.3 51.7 31.7 73.4 73.2: 26.6 26.8
Old : 100.0: 21.4 41.2 0.3 51.7 31.7 73.4 73.2: 26.6 26.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 12 18 1 16 15 28 34:
Old : 55: 12 18 1 16 15 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 26.9 54.3 43.1 39.0 26.9 52.1 42.0
Old : 40.4 26.9 54.3 43.1 39.0 26.9 52.1 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 147,872: 10,844 62,689 856 112,688 53,483 124,388 117,028: 23,484 30,844
Old : 147,872: 10,844 62,689 856 112,688 53,483 124,388 117,028: 23,484 30,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 8,146: -284 13,587 -18 8,445 -9,124 8,143 4,445: 3 3,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 42.4 0.6 76.2 36.2 84.1 79.1: 15.9 20.9
Old : 100.0: 7.3 42.4 0.6 76.2 36.2 84.1 79.1: 15.9 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 16 28 3 26 21 44 50:
Old : 82: 16 28 3 26 21 44 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 28.9 64.0 44.5 36.3 19.7 51.3 34.0
Old : 42.4 28.9 64.0 44.5 36.3 19.7 51.3 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 139,726: 11,128 49,102 874 104,243 62,607 116,245 112,583: 23,481 27,143
Old : 139,726: 11,128 49,102 874 104,243 62,607 116,245 112,583: 23,481 27,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -4,322: 2,137 -11,920 -55 -7,967 8,905 -5,885 -3,070: 1,563 -1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 35.1 0.6 74.6 44.8 83.2 80.6: 16.8 19.4
Old : 100.0: 8.0 35.1 0.6 74.6 44.8 83.2 80.6: 16.8 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 17 28 3 25 18 44 47:
Old : 79: 17 28 3 25 18 44 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 35.8 62.0 52.6 37.5 26.0 49.4 40.5
Old : 45.1 35.8 62.0 52.6 37.5 26.0 49.4 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 139,172: 31,816 46,057 1,572 62,859 46,580 96,247 94,209: 42,925 44,963
Old : 139,172: 31,816 46,057 1,572 62,859 46,580 96,247 94,209: 42,925 44,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,394: 5,755 -1,286 -80 -6,430 2,193 -755 827: -2,639 -4,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 33.1 1.1 45.2 33.5 69.2 67.7: 30.8 32.3
Old : 100.0: 22.9 33.1 1.1 45.2 33.5 69.2 67.7: 30.8 32.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 33 35 7 26 25 61 65:
Old : 108: 33 35 7 26 25 61 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 24.1 38.0 35.8 22.1 23.1 37.0 34.8
Old : 22.8 24.1 38.0 35.8 22.1 23.1 37.0 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 142,566: 26,061 47,343 1,652 69,289 44,387 97,002 93,382: 45,564 49,184
Old : 142,566: 26,061 47,343 1,652 69,289 44,387 97,002 93,382: 45,564 49,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 2,333: -274 1,343 39 4,027 1,934 3,792 3,316: -1,459 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 33.2 1.2 48.6 31.1 68.0 65.5: 32.0 34.5
Old : 100.0: 18.3 33.2 1.2 48.6 31.1 68.0 65.5: 32.0 34.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 30 33 9 23 24 56 63:
Old : 101: 30 33 9 23 24 56 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 22.8 44.7 32.4 29.7 21.8 43.9 31.4
Old : 29.9 22.8 44.7 32.4 29.7 21.8 43.9 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 76,427: 25,322 921 245 44,521 66,742 70,088 67,908: 6,339 8,519
Old : 76,427: 25,322 921 245 44,521 66,742 70,088 67,908: 6,339 8,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 1.2 0.3 58.3 87.3 91.7 88.9: 8.3 11.1
Old : 100.0: 33.1 1.2 0.3 58.3 87.3 91.7 88.9: 8.3 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 1 8 15 12 16:
Old : 21: 3 1 1 8 15 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 62.7 90.0 77.8 66.0 59.2 81.9 71.2
Old : 71.2 62.7 90.0 77.8 66.0 59.2 81.9 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 7,560,507: 804,739 624,416 782,033 5,070,628 4,655,560 6,657,400 6,062,009: 903,107 1,498,498
Old : 7,560,507: 804,739 624,416 782,033 5,070,628 4,655,560 6,657,400 6,062,009: 903,107 1,498,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 53,136: 91,439 -60,730 -55,094 23,779 216,596 60,124 100,772: -6,988 -47,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.3 10.3 67.1 61.6 88.1 80.2: 11.9 19.8
Old : 100.0: 10.6 8.3 10.3 67.1 61.6 88.1 80.2: 11.9 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 46 56 78 120 129 212 221:
Old : 243: 46 56 78 120 129 212 221:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 17.3 46.0 27.1 28.3 11.8 39.4 18.7
Old : 29.2 17.3 46.0 27.1 28.3 11.8 39.4 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 7,507,371: 713,300 685,146 837,127 5,046,849 4,438,964 6,597,276 5,961,237: 910,095 1,546,134
Old : 7,507,371: 713,300 685,146 837,127 5,046,849 4,438,964 6,597,276 5,961,237: 910,095 1,546,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 97,676: 56,837 15,876 34,559 41,687 18,411 133,083 68,846: -35,407 28,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 9.1 11.2 67.2 59.1 87.9 79.4: 12.1 20.6
Old : 100.0: 9.5 9.1 11.2 67.2 59.1 87.9 79.4: 12.1 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 44 60 85 115 125 211 226:
Old : 244: 44 60 85 115 125 211 226:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 16.9 45.9 26.2 29.1 11.9 39.6 18.3
Old : 30.0 16.9 45.9 26.2 29.1 11.9 39.6 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 659,821: 47,150 46,783 4,285 478,919 513,120 530,354 564,188: 129,467 95,633
Old : 659,821: 47,150 46,783 4,285 478,919 513,120 530,354 564,188: 129,467 95,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 7,407: -5,715 1,622 327 11,790 8,380 6,402 10,329: 1,005 -2,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 7.1 0.6 72.6 77.8 80.4 85.5: 19.6 14.5
Old : 100.0: 7.1 7.1 0.6 72.6 77.8 80.4 85.5: 19.6 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 26 27 12 86 62 120 94:
Old : 171: 26 27 12 86 62 120 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 35.2 30.3 50.3 21.0 34.3 30.2 49.4
Old : 21.1 35.2 30.3 50.3 21.0 34.3 30.2 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 652,414: 52,865 45,161 3,958 467,129 504,740 523,952 553,859: 128,462 98,555
Old : 652,414: 52,865 45,161 3,958 467,129 504,740 523,952 553,859: 128,462 98,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -119,882: -2,085 -23,931 -9,302 -84,795 -60,438 -96,182 -93,671: -23,700 -26,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.9 0.6 71.6 77.4 80.3 84.9: 19.7 15.1
Old : 100.0: 8.1 6.9 0.6 71.6 77.4 80.3 84.9: 19.7 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 29 27 12 85 59 122 90:
Old : 169: 29 27 12 85 59 122 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 35.8 30.2 51.0 20.8 35.4 30.2 50.6
Old : 20.8 35.8 30.2 51.0 20.8 35.4 30.2 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 836,123: 133,534 167,394 8,906 437,570 567,916 580,010 744,216: 256,113 91,907
Old : 836,123: 133,534 167,394 8,906 437,570 567,916 580,010 744,216: 256,113 91,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 36,617: 42,676 -20,787 364 -2,738 69,004 40,302 48,581: -3,685 -11,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 20.0 1.1 52.3 67.9 69.4 89.0: 30.6 11.0
Old : 100.0: 16.0 20.0 1.1 52.3 67.9 69.4 89.0: 30.6 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 41 45 12 57 55 106 104:
Old : 173: 41 45 12 57 55 106 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 31.0 34.1 49.0 20.4 29.6 28.8 44.1
Old : 23.5 31.0 34.1 49.0 20.4 29.6 28.8 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 799,506: 90,858 188,181 8,542 440,308 498,912 539,708 695,635: 259,798 103,871
Old : 799,506: 90,858 188,181 8,542 440,308 498,912 539,708 695,635: 259,798 103,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -412,177: -111,959 -23,041 -45,850 -152,057 -326,058 -309,866 -394,949: -102,311 -17,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 23.5 1.1 55.1 62.4 67.5 87.0: 32.5 13.0
Old : 100.0: 11.4 23.5 1.1 55.1 62.4 67.5 87.0: 32.5 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 33 52 11 58 55 98 111:
Old : 172: 33 52 11 58 55 98 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 30.5 34.9 45.5 21.1 29.2 29.5 41.3
Old : 24.7 30.5 34.9 45.5 21.1 29.2 29.5 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,205: 960 224 0 6,510 10,949 7,470 11,173: 4,735 1,032
Old : 12,205: 960 224 0 6,510 10,949 7,470 11,173: 4,735 1,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 434: 235 19 0 183 405 418 424: 16 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 1.8 0.0 53.3 89.7 61.2 91.5: 38.8 8.5
Old : 100.0: 7.9 1.8 0.0 53.3 89.7 61.2 91.5: 38.8 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 0 14 16 16 17:
Old : 29: 2 1 0 14 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 38.7 43.8 66.7 26.2 37.6 40.8 65.3
Old : 27.7 38.7 43.8 66.7 26.2 37.6 40.8 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 11,771: 725 205 0 6,327 10,544 7,052 10,749: 4,719 1,022
Old : 11,771: 725 205 0 6,327 10,544 7,052 10,749: 4,719 1,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -5,209: -286 -3,554 -113 -3,002 -809 -3,401 -4,476: -1,808 -733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 1.7 0.0 53.8 89.6 59.9 91.3: 40.1 8.7
Old : 100.0: 6.2 1.7 0.0 53.8 89.6 59.9 91.3: 40.1 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 14 15 15 16:
Old : 27: 1 1 0 14 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 39.7 45.5 68.7 27.6 38.9 42.1 67.6
Old : 29.0 39.7 45.5 68.7 27.6 38.9 42.1 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 28,118: 7,006 1,392 292 17,150 22,368 24,448 24,052: 3,670 4,066
Old : 28,118: 7,006 1,392 292 17,150 22,368 24,448 24,052: 3,670 4,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 3,529: 943 -913 64 2,957 3,342 3,964 2,493: -435 1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.0 1.0 61.0 79.6 86.9 85.5: 13.1 14.5
Old : 100.0: 24.9 5.0 1.0 61.0 79.6 86.9 85.5: 13.1 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 4 1 17 18 22 22:
Old : 37: 4 4 1 17 18 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 51.0 69.2 65.2 50.6 51.0 67.0 65.2
Old : 50.6 51.0 69.2 65.2 50.6 51.0 67.0 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 24,589: 6,063 2,305 228 14,193 19,026 20,484 21,559: 4,105 3,030
Old : 24,589: 6,063 2,305 228 14,193 19,026 20,484 21,559: 4,105 3,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -18,524: -4,649 -3,341 -863 -11,564 -13,072 -17,076 -17,276: -1,448 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 9.4 0.9 57.7 77.4 83.3 87.7: 16.7 12.3
Old : 100.0: 24.7 9.4 0.9 57.7 77.4 83.3 87.7: 16.7 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 4 1 13 18 16 23:
Old : 33: 3 4 1 13 18 16 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 49.7 72.4 64.7 57.3 49.7 70.1 64.5
Old : 57.5 49.7 72.4 64.7 57.3 49.7 70.1 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 49,441: 6,784 8,101 0 25,688 32,764 32,472 40,865: 16,969 8,576
Old : 49,441: 6,784 8,101 0 25,688 32,764 32,472 40,865: 16,969 8,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 4,582: -1,572 688 -80 3,948 3,497 2,296 4,105: 2,286 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.4 0.0 52.0 66.3 65.7 82.7: 34.3 17.3
Old : 100.0: 13.7 16.4 0.0 52.0 66.3 65.7 82.7: 34.3 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 11 15 0 31 24 42 39:
Old : 75: 11 15 0 31 24 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 38.1 30.8 53.4 20.1 35.0 30.5 49.6
Old : 20.1 38.1 30.8 53.4 20.1 35.0 30.5 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 44,859: 8,356 7,413 80 21,740 29,267 30,176 36,760: 14,683 8,099
Old : 44,859: 8,356 7,413 80 21,740 29,267 30,176 36,760: 14,683 8,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -30,748: -613 -4,224 -1,748 -22,028 -7,304 -24,389 -13,276: -6,359 -17,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 16.5 0.2 48.5 65.2 67.3 81.9: 32.7 18.1
Old : 100.0: 18.6 16.5 0.2 48.5 65.2 67.3 81.9: 32.7 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 14 15 1 29 23 43 39:
Old : 76: 14 15 1 29 23 43 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 39.3 31.1 52.0 20.3 35.3 30.0 47.2
Old : 20.4 39.3 31.1 52.0 20.3 35.3 30.0 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 221,573: 72,323 87,658 1,145 117,911 75,286 191,379 164,089: 30,194 57,484
Old : 221,573: 72,323 87,658 1,145 117,911 75,286 191,379 164,089: 30,194 57,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 35,196: 9,010 8,753 121 18,182 10,360 27,313 19,234: 7,883 15,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 39.6 0.5 53.2 34.0 86.4 74.1: 13.6 25.9
Old : 100.0: 32.6 39.6 0.5 53.2 34.0 86.4 74.1: 13.6 25.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 59 56 8 42 31 104 92:
Old : 178: 59 56 8 42 31 104 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 18.3 39.1 28.1 23.5 16.2 37.3 25.8
Old : 25.3 18.3 39.1 28.1 23.5 16.2 37.3 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 186,377: 63,313 78,905 1,024 99,729 64,926 164,066 144,855: 22,311 41,522
Old : 186,377: 63,313 78,905 1,024 99,729 64,926 164,066 144,855: 22,311 41,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -218,479: -22,921 -31,323 -14,755 -99,135 -155,538 -136,811 -201,616: -81,668 -16,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 42.3 0.5 53.5 34.8 88.0 77.7: 12.0 22.3
Old : 100.0: 34.0 42.3 0.5 53.5 34.8 88.0 77.7: 12.0 22.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 54 53 6 39 32 96 88:
Old : 167: 54 53 6 39 32 96 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 20.1 41.0 30.3 27.2 16.8 40.6 26.3
Old : 27.5 20.1 41.0 30.3 27.2 16.8 40.6 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 69,392: 24,447 1,473 0 23,923 61,343 48,370 62,816: 21,022 6,576
Old : 69,392: 24,447 1,473 0 23,923 61,343 48,370 62,816: 21,022 6,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -13,899: -12,019 -1,598 0 1,572 -11,402 -10,447 -13,000: -3,452 -899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 2.1 0.0 34.5 88.4 69.7 90.5: 30.3 9.5
Old : 100.0: 35.2 2.1 0.0 34.5 88.4 69.7 90.5: 30.3 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 16 3 0 13 18 29 21:
Old : 46: 16 3 0 13 18 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 41.5 52.0 66.2 41.0 41.5 52.0 65.5
Old : 41.0 41.5 52.0 66.2 41.0 41.5 52.0 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 83,291: 36,466 3,071 0 22,351 72,745 58,817 75,816: 24,474 7,475
Old : 83,291: 36,466 3,071 0 22,351 72,745 58,817 75,816: 24,474 7,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 23,855: 16,620 -1,516 -564 1,601 27,995 17,657 25,915: 6,198 -2,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 3.7 0.0 26.8 87.3 70.6 91.0: 29.4 9.0
Old : 100.0: 43.8 3.7 0.0 26.8 87.3 70.6 91.0: 29.4 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 17 4 0 10 20 27 24:
Old : 47: 17 4 0 10 20 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 40.6 52.6 64.6 38.6 40.6 52.6 64.3
Old : 38.6 40.6 52.6 64.6 38.6 40.6 52.6 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 28,965: 765 3,519 0 23,144 18,343 23,909 21,862: 5,056 7,103
Old : 28,965: 765 3,519 0 23,144 18,343 23,909 21,862: 5,056 7,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 143: 277 221 0 -34 -409 243 -188: -100 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 12.1 0.0 79.9 63.3 82.5 75.5: 17.5 24.5
Old : 100.0: 2.6 12.1 0.0 79.9 63.3 82.5 75.5: 17.5 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 9 0 29 21 32 30:
Old : 53: 3 9 0 29 21 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 34.1 59.4 48.4 50.3 34.1 58.5 48.2
Old : 51.2 34.1 59.4 48.4 50.3 34.1 58.5 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 28,822: 488 3,298 0 23,178 18,752 23,666 22,050: 5,156 6,772
Old : 28,822: 488 3,298 0 23,178 18,752 23,666 22,050: 5,156 6,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -16,682: -67 -11,140 -886 -12,262 -6,771 -13,215 -18,797: -3,467 2,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 11.4 0.0 80.4 65.1 82.1 76.5: 17.9 23.5
Old : 100.0: 1.7 11.4 0.0 80.4 65.1 82.1 76.5: 17.9 23.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 8 0 29 22 31 30:
Old : 52: 2 8 0 29 22 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 33.9 59.7 48.4 49.9 33.9 58.8 48.1
Old : 50.8 33.9 59.7 48.4 49.9 33.9 58.8 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 233,459: 16,665 45,161 521 201,570 176,565 218,756 222,247: 14,703 11,212
Old : 233,459: 16,665 45,161 521 201,570 176,565 218,756 222,247: 14,703 11,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 17,312: -270 -7,216 -101 16,995 23,761 16,624 16,444: 688 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 19.3 0.2 86.3 75.6 93.7 95.2: 6.3 4.8
Old : 100.0: 7.1 19.3 0.2 86.3 75.6 93.7 95.2: 6.3 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 21 38 3 36 45 58 85:
Old : 123: 21 38 3 36 45 58 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 39.1 68.9 53.6 55.9 37.1 65.2 50.6
Old : 57.8 39.1 68.9 53.6 55.9 37.1 65.2 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 216,147: 16,935 52,377 622 184,575 152,804 202,132 205,803: 14,015 10,344
Old : 216,147: 16,935 52,377 622 184,575 152,804 202,132 205,803: 14,015 10,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -88,973: -31,418 15,781 -21,106 -22,777 -58,227 -75,301 -63,552: -13,672 -25,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 24.2 0.3 85.4 70.7 93.5 95.2: 6.5 4.8
Old : 100.0: 7.8 24.2 0.3 85.4 70.7 93.5 95.2: 6.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 20 38 6 32 41 54 83:
Old : 115: 20 38 6 32 41 54 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 39.6 69.4 55.3 54.6 37.5 65.7 50.7
Old : 56.3 39.6 69.4 55.3 54.6 37.5 65.7 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 31,617: 10,875 5,825 259 9,566 18,830 20,700 24,914: 10,917 6,703
Old : 31,617: 10,875 5,825 259 9,566 18,830 20,700 24,914: 10,917 6,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 796: 174 5 67 484 2,161 725 2,233: 71 -1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 18.4 0.8 30.3 59.6 65.5 78.8: 34.5 21.2
Old : 100.0: 34.4 18.4 0.8 30.3 59.6 65.5 78.8: 34.5 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 23 14 3 14 17 39 32:
Old : 66: 23 14 3 14 17 39 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 39.5 32.1 51.6 19.5 38.4 32.1 50.4
Old : 19.5 39.5 32.1 51.6 19.5 38.4 32.1 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 30,821: 10,701 5,820 192 9,082 16,669 19,975 22,681: 10,846 8,140
Old : 30,821: 10,701 5,820 192 9,082 16,669 19,975 22,681: 10,846 8,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 80: 750 -1,395 104 -43 2,132 811 841: -731 -761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 18.9 0.6 29.5 54.1 64.8 73.6: 35.2 26.4
Old : 100.0: 34.7 18.9 0.6 29.5 54.1 64.8 73.6: 35.2 26.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 22 11 3 13 16 37 28:
Old : 60: 22 11 3 13 16 37 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 40.0 31.6 50.8 19.9 40.0 31.6 50.8
Old : 19.9 40.0 31.6 50.8 19.9 40.0 31.6 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 29,524: 1,265 2,892 693 13,752 22,242 15,710 25,827: 13,814 3,697
Old : 29,524: 1,265 2,892 693 13,752 22,242 15,710 25,827: 13,814 3,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -489: 0 -50 -100 867 -450 767 -600: -1,256 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.8 2.3 46.6 75.3 53.2 87.5: 46.8 12.5
Old : 100.0: 4.3 9.8 2.3 46.6 75.3 53.2 87.5: 46.8 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 12 3 13 19 18 33:
Old : 38: 3 12 3 13 19 18 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 49.9 42.4 65.1 13.7 29.6 17.2 37.9
Old : 28.2 49.9 42.4 65.1 13.7 29.6 17.2 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 30,013: 1,265 2,942 793 12,885 22,692 14,943 26,427: 15,070 3,586
Old : 30,013: 1,265 2,942 793 12,885 22,692 14,943 26,427: 15,070 3,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 146: -567 -902 100 825 356 358 -446: -212 592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 9.8 2.6 42.9 75.6 49.8 88.1: 50.2 11.9
Old : 100.0: 4.2 9.8 2.6 42.9 75.6 49.8 88.1: 50.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 12 3 14 20 19 34:
Old : 39: 3 12 3 14 20 19 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 49.3 39.7 64.2 13.5 33.9 16.9 41.2
Old : 25.9 49.3 39.7 64.2 13.5 33.9 16.9 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 124,362: 52,982 6,335 10,371 27,220 95,868 90,573 112,574: 33,789 11,788
Old : 124,362: 52,982 6,335 10,371 27,220 95,868 90,573 112,574: 33,789 11,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -6,112: -4,090 554 -5,055 1,544 -2,279 -7,601 -6,780: 1,489 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 5.1 8.3 21.9 77.1 72.8 90.5: 27.2 9.5
Old : 100.0: 42.6 5.1 8.3 21.9 77.1 72.8 90.5: 27.2 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 84 24 32 22 39 115 89:
Old : 153: 84 24 32 22 39 115 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 36.1 34.4 55.9 15.0 30.9 22.3 43.8
Old : 23.8 36.1 34.4 55.9 15.0 30.9 22.3 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 130,474: 57,072 5,781 15,426 25,676 98,147 98,174 119,354: 32,300 11,120
Old : 130,474: 57,072 5,781 15,426 25,676 98,147 98,174 119,354: 32,300 11,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 2,032: -2,653 3 1,613 1,043 -436 3 1,180: 2,029 852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 4.4 11.8 19.7 75.2 75.2 91.5: 24.8 8.5
Old : 100.0: 43.7 4.4 11.8 19.7 75.2 75.2 91.5: 24.8 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 88 27 31 15 40 114 88:
Old : 160: 88 27 31 15 40 114 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 33.7 33.2 53.9 14.7 30.0 22.7 42.4
Old : 22.8 33.7 33.2 53.9 14.7 30.0 22.7 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 112,939: 41,847 21,136 16,334 39,069 62,180 97,250 99,650: 15,689 13,289
Old : 112,939: 41,847 21,136 16,334 39,069 62,180 97,250 99,650: 15,689 13,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 888: -854 1,218 886 1,000 -1,695 1,032 409: -144 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 18.7 14.5 34.6 55.1 86.1 88.2: 13.9 11.8
Old : 100.0: 37.1 18.7 14.5 34.6 55.1 86.1 88.2: 13.9 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 60 59 41 44 41 136 118:
Old : 181: 60 59 41 44 41 136 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 32.7 33.8 46.9 21.8 29.5 31.6 42.7
Old : 22.1 32.7 33.8 46.9 21.8 29.5 31.6 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 112,051: 42,701 19,918 15,448 38,069 63,875 96,218 99,241: 15,833 12,810
Old : 112,051: 42,701 19,918 15,448 38,069 63,875 96,218 99,241: 15,833 12,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 7,104: 5,809 3,838 2,740 -3,355 895 5,194 7,473: 1,910 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 17.8 13.8 34.0 57.0 85.9 88.6: 14.1 11.4
Old : 100.0: 38.1 17.8 13.8 34.0 57.0 85.9 88.6: 14.1 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 63 55 44 39 42 137 116:
Old : 181: 63 55 44 39 42 137 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 31.6 32.5 47.1 21.8 30.3 30.8 43.7
Old : 22.1 31.6 32.5 47.1 21.8 30.3 30.8 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 303,385: 175,520 45,589 24,791 49,769 215,343 250,080 285,723: 53,305 17,662
Old : 303,385: 175,520 45,589 24,791 49,769 215,343 250,080 285,723: 53,305 17,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 13,614: 13,282 -8,139 3,686 -2,154 19,358 14,814 14,905: -1,200 -1,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 15.0 8.2 16.4 71.0 82.4 94.2: 17.6 5.8
Old : 100.0: 57.9 15.0 8.2 16.4 71.0 82.4 94.2: 17.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 137 49 30 33 50 186 117:
Old : 251: 137 49 30 33 50 186 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 37.3 37.3 56.7 25.6 35.1 32.0 49.1
Old : 27.7 37.3 37.3 56.7 25.6 35.1 32.0 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC.
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 289,771: 162,238 53,728 21,105 51,923 195,985 235,266 270,818: 54,505 18,953
Old : 289,771: 162,238 53,728 21,105 51,923 195,985 235,266 270,818: 54,505 18,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 32,737: 42,780 -8,869 -949 -13,626 42,346 28,205 32,528: 4,532 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 18.5 7.3 17.9 67.6 81.2 93.5: 18.8 6.5
Old : 100.0: 56.0 18.5 7.3 17.9 67.6 81.2 93.5: 18.8 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 139 55 31 36 49 190 124:
Old : 259: 139 55 31 36 49 190 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 37.4 39.1 55.6 27.6 36.2 33.2 49.4
Old : 28.7 37.4 39.1 55.6 27.6 36.2 33.2 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,210: 6,123 2,017 856 2,236 8,636 9,215 11,509: 2,995 701
Old : 12,210: 6,123 2,017 856 2,236 8,636 9,215 11,509: 2,995 701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 701: -134 273 70 396 106 332 449: 369 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 16.5 7.0 18.3 70.7 75.5 94.3: 24.5 5.7
Old : 100.0: 50.1 16.5 7.0 18.3 70.7 75.5 94.3: 24.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 21 2 10 4 6 34 17:
Old : 38: 21 2 10 4 6 34 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 82.9 61.3 90.8 46.7 77.5 55.1 81.2
Old : 46.7 82.9 61.3 90.8 46.7 77.5 55.1 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 11,509: 6,257 1,744 786 1,840 8,530 8,883 11,060: 2,626 449
Old : 11,509: 6,257 1,744 786 1,840 8,530 8,883 11,060: 2,626 449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -1,643: -273 166 212 -563 -1,620 -624 -1,242: -1,019 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 15.2 6.8 16.0 74.1 77.2 96.1: 22.8 3.9
Old : 100.0: 54.4 15.2 6.8 16.0 74.1 77.2 96.1: 22.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 22 2 10 5 6 36 17:
Old : 39: 22 2 10 5 6 36 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 84.1 60.8 92.6 47.2 79.8 56.1 83.7
Old : 47.2 84.1 60.8 92.6 47.2 79.8 56.1 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 75,480: 18,888 8,051 2,915 38,493 44,539 60,296 55,505: 15,184 19,975
Old : 74,967: 18,783 8,038 2,915 38,135 44,205 59,833 55,158: 15,134 19,809
Other: 513: 105 13 0 358 334 463 347: 50 166
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,437: 1,035 -1,329 464 -1,893 -444 -394 -1,309: -3,043 -2,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 10.7 3.9 51.0 59.0 79.9 73.5: 20.1 26.5
Old : 100.0: 25.1 10.7 3.9 50.9 59.0 79.8 73.6: 20.2 26.4
Other: 100.0: 20.5 2.5 0.0 69.8 65.1 90.3 67.6: 9.7 32.4
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 33 20 17 53 46 99 73:
Old : 124: 33 20 17 53 46 99 73:
Other: 22: 2 1 0 4 16 6 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 34.2 35.2 43.2 23.5 26.3 30.8 34.0
Old : 25.7 34.4 34.9 43.4 23.6 26.8 30.9 34.6
Other: 85.8 52.2 90.3 61.0 85.8 50.5 88.5 59.3
WHEAT - KANSAS CITY BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 78,917: 17,853 9,380 2,451 40,386 44,983 60,690 56,814: 18,227 22,103
Old : 78,617: 17,803 9,372 2,451 40,168 44,810 60,422 56,633: 18,195 21,984
Other: 300: 50 8 0 218 173 268 181: 32 119
: : :
: : Changes in Commitments from: June 14, 2005 :
: -4,031: 3,529 -1,968 -453 -2,934 169 142 -2,252: -4,173 -1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 11.9 3.1 51.2 57.0 76.9 72.0: 23.1 28.0
Old : 100.0: 22.6 11.9 3.1 51.1 57.0 76.9 72.0: 23.1 28.0
Other: 100.0: 16.7 2.7 0.0 72.7 57.7 89.3 60.3: 10.7 39.7
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 36 18 19 53 47 96 79:
Old : 124: 36 18 19 53 47 96 79:
Other: 16: 2 1 0 2 11 4 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 33.1 33.4 43.1 20.1 27.5 27.2 33.2
Old : 24.1 33.2 33.2 43.3 20.2 27.9 27.3 33.5
Other: 89.3 51.0 89.3 57.7 89.3 51.0 89.3 57.7
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 27,161: 1,923 1,148 549 19,060 17,684 21,532 19,381: 5,629 7,780
Old : 2,198: 119 0 0 1,011 1,376 1,130 1,376: 1,068 822
Other: 24,963: 1,906 1,250 447 18,049 16,308 20,402 18,005: 4,561 6,958
: : :
: : Changes in Commitments from: June 21, 2005 :
: -3,616: 250 -810 138 -344 82 44 -590: -3,660 -3,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 4.2 2.0 70.2 65.1 79.3 71.4: 20.7 28.6
Old : 100.0: 5.4 0.0 0.0 46.0 62.6 51.4 62.6: 48.6 37.4
Other: 100.0: 7.6 5.0 1.8 72.3 65.3 81.7 72.1: 18.3 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 3 3 19 19 26 24:
Old : 18: 1 0 0 9 9 10 9:
Other: 35: 5 4 3 18 17 25 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 48.6 61.6 59.9 47.1 44.5 57.3 52.2
Old : 43.7 53.7 50.4 62.6 39.4 53.7 46.0 58.3
Other: 51.4 49.4 65.1 60.5 51.4 47.0 62.4 55.3
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 30,777: 1,673 1,958 411 19,404 17,602 21,488 19,971: 9,289 10,806
Old : 7,027: 0 882 0 2,313 2,073 2,313 2,955: 4,714 4,072
Other: 23,750: 1,724 1,127 360 17,091 15,529 19,175 17,016: 4,575 6,734
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,277: -466 -1,253 -149 684 2,821 69 1,419: 1,208 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 6.4 1.3 63.0 57.2 69.8 64.9: 30.2 35.1
Old : 100.0: 0.0 12.6 0.0 32.9 29.5 32.9 42.1: 67.1 57.9
Other: 100.0: 7.3 4.7 1.5 72.0 65.4 80.7 71.6: 19.3 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 7 2 18 17 23 25:
Old : 23: 0 6 0 11 7 11 13:
Other: 31: 4 4 2 17 16 22 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 43.2 56.0 52.5 43.7 39.1 53.8 47.7
Old : 23.6 28.5 32.1 39.6 20.7 28.5 29.2 37.5
Other: 56.8 49.9 68.2 62.0 56.8 48.6 68.2 59.2
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 88,242: 18,593 20,275 2,261 55,369 57,012 76,223 79,548: 12,019 8,694
Old : 1,824: 3 1 0 1,709 1,661 1,712 1,662: 112 162
Other: 86,418: 18,590 20,274 2,261 53,660 55,351 74,511 77,886: 11,907 8,532
: : :
: : Changes in Commitments from: June 21, 2005 :
: -5,711: -53 -8,747 -475 -3,364 5,418 -3,892 -3,804: -1,819 -1,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 23.0 2.6 62.7 64.6 86.4 90.1: 13.6 9.9
Old : 100.0: 0.2 0.1 0.0 93.7 91.1 93.9 91.1: 6.1 8.9
Other: 100.0: 21.5 23.5 2.6 62.1 64.1 86.2 90.1: 13.8 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 58 50 27 50 43 125 105:
Old : 9: 1 1 0 4 3 5 4:
Other: 178: 58 50 27 49 43 124 105:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 39.7 42.3 49.0 29.0 35.2 41.2 43.6
Old : 93.7 91.1 93.9 91.1 93.7 91.1 93.9 91.1
Other: 29.6 40.6 42.1 49.3 29.6 37.8 42.0 46.0
COTTON NO. 2 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 93,953: 18,646 29,022 2,736 58,733 51,594 80,115 83,352: 13,838 10,601
Old : 12,605: 1,976 1,679 45 6,790 9,552 8,811 11,276: 3,794 1,329
Other: 81,348: 17,464 28,137 1,897 51,943 42,042 71,304 72,076: 10,044 9,272
: : :
: : Changes in Commitments from: June 14, 2005 :
: -1,337: -498 1,361 -936 104 -571 -1,330 -146: -7 -1,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 30.9 2.9 62.5 54.9 85.3 88.7: 14.7 11.3
Old : 100.0: 15.7 13.3 0.4 53.9 75.8 69.9 89.5: 30.1 10.5
Other: 100.0: 21.5 34.6 2.3 63.9 51.7 87.7 88.6: 12.3 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 60 59 30 58 44 134 119:
Old : 49: 9 5 1 24 13 34 19:
Other: 188: 56 60 27 53 44 125 116:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 31.7 40.4 41.2 27.1 27.9 39.1 35.7
Old : 34.4 76.8 49.0 87.1 34.4 72.1 44.7 78.6
Other: 31.1 28.0 43.8 37.9 31.1 25.6 43.7 34.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 30,586: 13,464 4,038 1,979 10,775 22,882 26,218 28,899: 4,368 1,687
Old : 29,337: 13,311 4,656 1,200 10,593 21,840 25,104 27,696: 4,233 1,641
Other: 1,249: 778 7 154 182 1,042 1,114 1,203: 135 46
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,401: 2,133 351 -194 461 2,150 2,400 2,307: 1 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 13.2 6.5 35.2 74.8 85.7 94.5: 14.3 5.5
Old : 100.0: 45.4 15.9 4.1 36.1 74.4 85.6 94.4: 14.4 5.6
Other: 100.0: 62.3 0.6 12.3 14.6 83.4 89.2 96.3: 10.8 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 56 19 15 17 17 82 42:
Old : 103: 54 21 11 16 17 77 42:
Other: 17: 11 1 5 3 3 15 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 51.6 39.2 70.0 24.7 51.1 36.4 63.7
Old : 26.7 53.1 40.3 69.4 25.2 52.7 37.4 65.5
Other: 53.1 87.4 76.7 96.3 50.0 83.7 70.0 83.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 28,185: 11,331 3,687 2,173 10,314 20,732 23,818 26,592: 4,367 1,593
Old : 26,986: 11,029 4,097 1,593 10,132 19,754 22,754 25,444: 4,232 1,542
Other: 1,199: 712 0 170 182 978 1,064 1,148: 135 51
: : :
: : Changes in Commitments from: June 14, 2005 :
: -649: 693 -741 228 -2,108 -221 -1,187 -734: 538 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 13.1 7.7 36.6 73.6 84.5 94.3: 15.5 5.7
Old : 100.0: 40.9 15.2 5.9 37.5 73.2 84.3 94.3: 15.7 5.7
Other: 100.0: 59.4 0.0 14.2 15.2 81.6 88.7 95.7: 11.3 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 52 17 14 16 16 75 40:
Old : 96: 50 19 11 15 16 72 39:
Other: 16: 11 0 5 3 3 14 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 55.5 40.9 70.5 27.8 55.5 38.9 68.8
Old : 28.4 56.7 42.1 71.7 28.4 56.7 41.6 71.1
Other: 55.3 85.7 76.1 95.7 52.0 81.2 67.6 81.2
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 117,783: 22,724 13,031 2,448 84,662 99,450 109,834 114,929: 7,949 2,854
Old : 41,982: 14,234 12,940 85 21,315 26,628 35,634 39,653: 6,348 2,329
Other: 75,801: 10,026 1,627 827 63,347 72,822 74,200 75,276: 1,601 525
: : :
: : Changes in Commitments from: June 21, 2005 :
: -2,750: -977 -5,061 80 -1,594 3,509 -2,491 -1,472: -259 -1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 11.1 2.1 71.9 84.4 93.3 97.6: 6.7 2.4
Old : 100.0: 33.9 30.8 0.2 50.8 63.4 84.9 94.5: 15.1 5.5
Other: 100.0: 13.2 2.1 1.1 83.6 96.1 97.9 99.3: 2.1 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 56 31 17 48 37 112 81:
Old : 143: 52 34 3 37 28 91 63:
Other: 79: 23 12 9 32 32 57 51:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 40.7 50.9 57.9 22.8 28.8 33.4 38.7
Old : 20.6 32.3 30.9 47.4 20.6 29.8 30.0 43.8
Other: 50.1 55.7 67.4 72.8 30.6 38.4 40.9 49.8
COCOA - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 120,533: 23,701 18,092 2,368 86,256 95,941 112,325 116,401: 8,208 4,132
Old : 46,503: 14,156 15,800 199 26,117 27,846 40,472 43,845: 6,031 2,658
Other: 74,030: 10,859 3,606 855 60,139 68,095 71,853 72,556: 2,177 1,474
: : :
: : Changes in Commitments from: June 14, 2005 :
: -15,425: -3,136 -5,311 -1,669 -7,703 -7,091 -12,508 -14,071: -2,917 -1,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 15.0 2.0 71.6 79.6 93.2 96.6: 6.8 3.4
Old : 100.0: 30.4 34.0 0.4 56.2 59.9 87.0 94.3: 13.0 5.7
Other: 100.0: 14.7 4.9 1.2 81.2 92.0 97.1 98.0: 2.9 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 54 34 18 49 37 112 86:
Old : 146: 51 38 5 37 30 90 71:
Other: 80: 24 13 9 31 31 58 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 40.5 51.1 57.1 22.6 27.9 33.5 37.1
Old : 26.1 33.1 38.7 48.8 23.7 28.6 34.3 41.5
Other: 47.6 58.4 65.2 74.0 27.5 40.8 40.9 52.4
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 385,202: 101,092 64,164 15,899 201,414 261,156 318,405 341,219: 66,797 43,983
Old : 385,202: 101,092 64,164 15,899 201,414 261,156 318,405 341,219: 66,797 43,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 15,839: 23,900 4,647 1,830 -16,922 2,321 8,808 8,798: 7,031 7,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 16.7 4.1 52.3 67.8 82.7 88.6: 17.3 11.4
Old : 100.0: 26.2 16.7 4.1 52.3 67.8 82.7 88.6: 17.3 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 55 34 30 51 49 125 95:
Old : 160: 55 34 30 51 49 125 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 26.8 29.1 44.7 16.2 19.3 26.2 31.6
Old : 16.6 26.8 29.1 44.7 16.2 19.3 26.2 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 369,363: 77,192 59,517 14,069 218,336 258,835 309,597 332,421: 59,766 36,942
Old : 369,363: 77,192 59,517 14,069 218,336 258,835 309,597 332,421: 59,766 36,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 16,760: 5,821 -9,467 -1,599 12,142 29,020 16,364 17,954: 396 -1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 16.1 3.8 59.1 70.1 83.8 90.0: 16.2 10.0
Old : 100.0: 20.9 16.1 3.8 59.1 70.1 83.8 90.0: 16.2 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 44 32 27 53 48 111 93:
Old : 143: 44 32 27 53 48 111 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 28.1 30.2 47.0 16.7 22.0 27.5 33.7
Old : 16.8 28.1 30.2 47.0 16.7 22.0 27.5 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 89,892: 26,832 14,800 6,074 47,958 62,456 80,864 83,330: 9,028 6,562
Old : 64,538: 27,085 15,240 389 30,205 44,049 57,679 59,678: 6,859 4,860
Other: 25,354: 3,681 3,494 1,751 17,753 18,407 23,185 23,652: 2,169 1,702
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,554: 811 1,306 225 51 478 1,087 2,009: 467 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 16.5 6.8 53.4 69.5 90.0 92.7: 10.0 7.3
Old : 100.0: 42.0 23.6 0.6 46.8 68.3 89.4 92.5: 10.6 7.5
Other: 100.0: 14.5 13.8 6.9 70.0 72.6 91.4 93.3: 8.6 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 102 61 43 88 89 211 178:
Old : 269: 101 59 6 60 64 164 127:
Other: 169: 38 33 15 63 73 108 115:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 24.9 34.3 37.8 20.3 19.3 32.1 31.1
Old : 26.6 26.6 41.4 42.0 26.6 26.6 41.4 41.4
Other: 33.1 36.9 46.5 49.2 31.7 32.4 41.2 41.8
COFFEE C - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 88,338: 26,021 13,494 5,849 47,907 61,978 79,777 81,321: 8,561 7,017
Old : 64,420: 26,375 14,053 747 30,358 44,195 57,480 58,995: 6,940 5,425
Other: 23,918: 3,131 2,926 1,617 17,549 17,783 22,297 22,326: 1,621 1,592
: : :
: : Changes in Commitments from: June 14, 2005 :
: -5,136: -767 2,414 -169 -5,780 -10,002 -6,716 -7,757: 1,580 2,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 15.3 6.6 54.2 70.2 90.3 92.1: 9.7 7.9
Old : 100.0: 40.9 21.8 1.2 47.1 68.6 89.2 91.6: 10.8 8.4
Other: 100.0: 13.1 12.2 6.8 73.4 74.3 93.2 93.3: 6.8 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 101 54 46 84 85 208 173:
Old : 269: 104 54 11 59 71 166 133:
Other: 162: 38 32 15 57 68 102 109:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 25.9 35.2 38.9 21.0 20.1 32.6 31.9
Old : 28.1 27.2 42.4 42.2 28.1 27.1 42.4 41.6
Other: 35.3 39.7 49.7 50.8 33.5 34.6 42.1 42.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 31,235: 21,511 2,201 2,276 4,184 25,065 27,971 29,542: 3,264 1,693
Old : 31,235: 21,511 2,201 2,276 4,184 25,065 27,971 29,542: 3,264 1,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,051: 2,591 409 -198 75 2,056 2,468 2,267: -417 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 7.0 7.3 13.4 80.2 89.6 94.6: 10.4 5.4
Old : 100.0: 68.9 7.0 7.3 13.4 80.2 89.6 94.6: 10.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 32 10 9 8 7 47 20:
Old : 55: 32 10 9 8 7 47 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 84.9 53.5 92.2 31.4 76.8 50.2 81.7
Old : 31.4 84.9 53.5 92.2 31.4 76.8 50.2 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 29,184: 18,920 1,792 2,474 4,109 23,009 25,503 27,275: 3,681 1,909
Old : 29,184: 18,920 1,792 2,474 4,109 23,009 25,503 27,275: 3,681 1,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 502: -567 -731 310 737 804 480 383: 22 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 6.1 8.5 14.1 78.8 87.4 93.5: 12.6 6.5
Old : 100.0: 64.8 6.1 8.5 14.1 78.8 87.4 93.5: 12.6 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 31 5 5 8 6 40 16:
Old : 48: 31 5 5 8 6 40 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 84.2 55.2 91.6 33.3 75.4 49.4 79.8
Old : 33.3 84.2 55.2 91.6 33.3 75.4 49.4 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 195,482: 31,207 26,110 29,479 93,750 108,575 154,436 164,164: 41,046 31,318
Old : 195,482: 31,207 26,110 29,479 93,750 108,575 154,436 164,164: 41,046 31,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 8,008: -164 -427 -78 5,713 7,313 5,471 6,808: 2,537 1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 13.4 15.1 48.0 55.5 79.0 84.0: 21.0 16.0
Old : 100.0: 16.0 13.4 15.1 48.0 55.5 79.0 84.0: 21.0 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 31 29 29 56 62 107 102:
Old : 130: 31 29 29 56 62 107 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 22.1 27.4 33.1 11.8 13.6 18.8 19.5
Old : 17.0 22.1 27.4 33.1 11.8 13.6 18.8 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 187,474: 31,371 26,537 29,557 88,037 101,262 148,965 157,356: 38,509 30,118
Old : 187,474: 31,371 26,537 29,557 88,037 101,262 148,965 157,356: 38,509 30,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 332: -1,378 -1,177 454 2,240 2,822 1,316 2,099: -984 -1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 14.2 15.8 47.0 54.0 79.5 83.9: 20.5 16.1
Old : 100.0: 16.7 14.2 15.8 47.0 54.0 79.5 83.9: 20.5 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 29 27 29 57 63 106 102:
Old : 127: 29 27 29 57 63 106 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 21.4 27.0 31.4 12.7 14.1 20.5 20.0
Old : 16.4 21.4 27.0 31.4 12.7 14.1 20.5 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 471,643: 40,366 65,932 145,440 211,858 229,166 397,664 440,538: 73,979 31,105
Old : 471,643: 40,366 65,932 145,440 211,858 229,166 397,664 440,538: 73,979 31,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -15,534: -2,716 -6,061 -7,463 -4,053 -3,340 -14,232 -16,864: -1,302 1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 14.0 30.8 44.9 48.6 84.3 93.4: 15.7 6.6
Old : 100.0: 8.6 14.0 30.8 44.9 48.6 84.3 93.4: 15.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 56 39 59 89 77 176 148:
Old : 191: 56 39 59 89 77 176 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 25.3 29.5 38.0 6.7 11.7 10.2 18.3
Old : 18.8 25.3 29.5 38.0 6.7 11.7 10.2 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 487,177: 43,082 71,993 152,903 215,911 232,506 411,896 457,402: 75,281 29,775
Old : 487,177: 43,082 71,993 152,903 215,911 232,506 411,896 457,402: 75,281 29,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 20,877: 11,029 8,187 5,087 8,673 12,231 24,789 25,505: -3,912 -4,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 14.8 31.4 44.3 47.7 84.5 93.9: 15.5 6.1
Old : 100.0: 8.8 14.8 31.4 44.3 47.7 84.5 93.9: 15.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 51 51 65 88 78 182 156:
Old : 197: 51 51 65 88 78 182 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 25.2 30.1 37.5 7.0 11.2 10.7 18.2
Old : 19.4 25.2 30.1 37.5 7.0 11.2 10.7 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 40,864: 11,424 1,731 1,408 24,630 27,314 37,462 30,453: 3,402 10,411
Old : 40,864: 11,424 1,731 1,408 24,630 27,314 37,462 30,453: 3,402 10,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,924: -316 186 350 1,349 1,796 1,383 2,332: 541 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 4.2 3.4 60.3 66.8 91.7 74.5: 8.3 25.5
Old : 100.0: 28.0 4.2 3.4 60.3 66.8 91.7 74.5: 8.3 25.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 1 1 15 14 19 16:
Old : 24: 4 1 1 15 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 39.6 72.0 57.7 41.2 33.3 59.1 46.4
Old : 49.3 39.6 72.0 57.7 41.2 33.3 59.1 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,940: 11,740 1,545 1,058 23,281 25,518 36,079 28,121: 2,861 10,819
Old : 38,940: 11,740 1,545 1,058 23,281 25,518 36,079 28,121: 2,861 10,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 4,884: -327 -248 546 5,701 3,118 5,920 3,416: -1,036 1,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 4.0 2.7 59.8 65.5 92.7 72.2: 7.3 27.8
Old : 100.0: 30.1 4.0 2.7 59.8 65.5 92.7 72.2: 7.3 27.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 1 1 15 15 19 17:
Old : 24: 4 1 1 15 15 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 39.8 73.7 58.1 44.5 32.1 62.2 43.7
Old : 50.1 39.8 73.7 58.1 44.5 32.1 62.2 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 132,642: 786 16,549 27,625 93,603 82,092 122,014 126,266: 10,628 6,376
Old : 132,642: 786 16,549 27,625 93,603 82,092 122,014 126,266: 10,628 6,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 3,163: -162 -772 3,188 1,310 1,022 4,336 3,438: -1,173 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 12.5 20.8 70.6 61.9 92.0 95.2: 8.0 4.8
Old : 100.0: 0.6 12.5 20.8 70.6 61.9 92.0 95.2: 8.0 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 4 4 24 25 29 29:
Old : 35: 1 4 4 24 25 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 41.3 70.9 59.9 46.4 27.4 51.2 41.2
Old : 58.8 41.3 70.9 59.9 46.4 27.4 51.2 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 129,479: 948 17,321 24,437 92,293 81,070 117,678 122,828: 11,801 6,651
Old : 129,479: 948 17,321 24,437 92,293 81,070 117,678 122,828: 11,801 6,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 5,483: -3,622 1,297 5,445 2,128 -328 3,951 6,414: 1,532 -931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 13.4 18.9 71.3 62.6 90.9 94.9: 9.1 5.1
Old : 100.0: 0.7 13.4 18.9 71.3 62.6 90.9 94.9: 9.1 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 3 4 23 24 27 28:
Old : 33: 1 3 4 23 24 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 41.8 71.2 59.3 48.4 27.9 53.1 42.0
Old : 59.6 41.8 71.2 59.3 48.4 27.9 53.1 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,724: 18,015 9,666 4,544 41,761 43,326 64,320 57,536: 3,404 10,188
Old : 67,724: 18,015 9,666 4,544 41,761 43,326 64,320 57,536: 3,404 10,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 13,318: 5,524 2,224 3,940 3,970 6,664 13,434 12,828: -116 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 14.3 6.7 61.7 64.0 95.0 85.0: 5.0 15.0
Old : 100.0: 26.6 14.3 6.7 61.7 64.0 95.0 85.0: 5.0 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 3 1 15 13 17 17:
Old : 23: 2 3 1 15 13 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 49.4 83.1 71.0 51.8 39.0 66.4 54.2
Old : 59.3 49.4 83.1 71.0 51.8 39.0 66.4 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,406: 12,491 7,442 604 37,791 36,662 50,886 44,708: 3,520 9,698
Old : 54,406: 12,491 7,442 604 37,791 36,662 50,886 44,708: 3,520 9,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,644: 1,460 604 -244 674 1,460 1,890 1,820: -246 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.7 1.1 69.5 67.4 93.5 82.2: 6.5 17.8
Old : 100.0: 23.0 13.7 1.1 69.5 67.4 93.5 82.2: 6.5 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 4 1 15 14 17 18:
Old : 24: 1 4 1 15 14 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 44.1 80.5 64.7 50.2 41.1 70.5 56.3
Old : 59.0 44.1 80.5 64.7 50.2 41.1 70.5 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,494: 0 8,201 6,001 50,046 42,480 56,047 56,682: 4,447 3,812
Old : 60,494: 0 8,201 6,001 50,046 42,480 56,047 56,682: 4,447 3,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -177: 0 -1,020 124 -368 683 -244 -213: 67 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.6 9.9 82.7 70.2 92.6 93.7: 7.4 6.3
Old : 100.0: 0.0 13.6 9.9 82.7 70.2 92.6 93.7: 7.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 3 18 16 21 19:
Old : 23: 0 3 3 18 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 43.1 67.7 69.4 24.2 26.8 36.3 41.7
Old : 48.6 43.1 67.7 69.4 24.2 26.8 36.3 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,671: 0 9,221 5,877 50,414 41,797 56,291 56,895: 4,380 3,776
Old : 60,671: 0 9,221 5,877 50,414 41,797 56,291 56,895: 4,380 3,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -1,156: 0 224 0 -420 -462 -420 -238: -736 -918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.2 9.7 83.1 68.9 92.8 93.8: 7.2 6.2
Old : 100.0: 0.0 15.2 9.7 83.1 68.9 92.8 93.8: 7.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 3 18 15 21 18:
Old : 23: 0 3 3 18 15 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 43.7 68.0 69.6 25.1 27.3 38.3 42.3
Old : 49.3 43.7 68.0 69.6 25.1 27.3 38.3 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,272: 2,492 15,668 8,036 46,649 34,091 57,177 57,795: 5,095 4,477
Old : 62,272: 2,492 15,668 8,036 46,649 34,091 57,177 57,795: 5,095 4,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,750: 418 833 777 1,075 2,997 2,270 4,607: 480 -1,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 25.2 12.9 74.9 54.7 91.8 92.8: 8.2 7.2
Old : 100.0: 4.0 25.2 12.9 74.9 54.7 91.8 92.8: 8.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 5 6 22 19 28 25:
Old : 31: 1 5 6 22 19 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 37.1 58.1 58.8 30.6 28.3 46.6 45.4
Old : 36.5 37.1 58.1 58.8 30.6 28.3 46.6 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,522: 2,074 14,835 7,259 45,574 31,094 54,907 53,188: 4,615 6,334
Old : 59,522: 2,074 14,835 7,259 45,574 31,094 54,907 53,188: 4,615 6,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -881: -2,220 1,226 1,075 1,424 -3,608 279 -1,307: -1,160 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 24.9 12.2 76.6 52.2 92.2 89.4: 7.8 10.6
Old : 100.0: 3.5 24.9 12.2 76.6 52.2 92.2 89.4: 7.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 4 5 22 18 27 23:
Old : 30: 1 4 5 22 18 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 38.3 62.5 60.7 35.6 31.1 51.9 49.3
Old : 39.4 38.3 62.5 60.7 35.6 31.1 51.9 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 42,293: 3,505 0 625 36,917 39,480 41,047 40,105: 1,246 2,188
Old : 42,293: 3,505 0 625 36,917 39,480 41,047 40,105: 1,246 2,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -74: -1,288 0 192 712 -564 -384 -372: 310 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 1.5 87.3 93.3 97.1 94.8: 2.9 5.2
Old : 100.0: 8.3 0.0 1.5 87.3 93.3 97.1 94.8: 2.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 19 19 20 20:
Old : 23: 1 0 1 19 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 40.3 82.0 67.1 55.6 31.5 62.7 50.5
Old : 57.3 40.3 82.0 67.1 55.6 31.5 62.7 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 42,367: 4,793 0 433 36,205 40,044 41,431 40,477: 936 1,890
Old : 42,367: 4,793 0 433 36,205 40,044 41,431 40,477: 936 1,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,337: 3,476 0 -434 -1,581 2,073 1,461 1,639: -124 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 0.0 1.0 85.5 94.5 97.8 95.5: 2.2 4.5
Old : 100.0: 11.3 0.0 1.0 85.5 94.5 97.8 95.5: 2.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 1 18 19 19 20:
Old : 23: 1 0 1 18 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 40.0 84.4 67.7 58.5 32.2 65.6 52.5
Old : 59.8 40.0 84.4 67.7 58.5 32.2 65.6 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,336: 0 6,968 4,625 53,645 49,164 58,270 60,757: 8,066 5,579
Old : 66,336: 0 6,968 4,625 53,645 49,164 58,270 60,757: 8,066 5,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,651: 0 2,066 479 85 -66 564 2,479: 1,087 -828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 7.0 80.9 74.1 87.8 91.6: 12.2 8.4
Old : 100.0: 0.0 10.5 7.0 80.9 74.1 87.8 91.6: 12.2 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 23 19 25 21:
Old : 27: 0 2 2 23 19 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 57.0 54.5 73.1 30.1 45.4 44.6 58.1
Old : 36.0 57.0 54.5 73.1 30.1 45.4 44.6 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,685: 0 4,902 4,146 53,560 49,230 57,706 58,278: 6,979 6,407
Old : 64,685: 0 4,902 4,146 53,560 49,230 57,706 58,278: 6,979 6,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -663: 0 -2,313 588 -1,605 1,277 -1,017 -448: 354 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 6.4 82.8 76.1 89.2 90.1: 10.8 9.9
Old : 100.0: 0.0 7.6 6.4 82.8 76.1 89.2 90.1: 10.8 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 2 24 20 26 22:
Old : 28: 0 2 2 24 20 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 56.8 55.6 71.8 30.3 47.2 45.4 58.1
Old : 36.3 56.8 55.6 71.8 30.3 47.2 45.4 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 90,790: 42,044 35,172 3,322 40,254 47,633 85,620 86,127: 5,170 4,663
Old : 90,790: 42,044 35,172 3,322 40,254 47,633 85,620 86,127: 5,170 4,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 5,738: 2,722 2,856 1,218 2,774 1,890 6,714 5,964: -976 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 38.7 3.7 44.3 52.5 94.3 94.9: 5.7 5.1
Old : 100.0: 46.3 38.7 3.7 44.3 52.5 94.3 94.9: 5.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 1 20 21 23 23:
Old : 27: 2 2 1 20 21 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 61.5 81.6 77.0 63.8 58.9 70.1 66.6
Old : 66.4 61.5 81.6 77.0 63.8 58.9 70.1 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 85,052: 39,322 32,316 2,104 37,480 45,743 78,906 80,163: 6,146 4,889
Old : 85,052: 39,322 32,316 2,104 37,480 45,743 78,906 80,163: 6,146 4,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 8,226: 4,506 6,042 0 5,118 2,922 9,624 8,964: -1,398 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 38.0 2.5 44.1 53.8 92.8 94.3: 7.2 5.7
Old : 100.0: 46.2 38.0 2.5 44.1 53.8 92.8 94.3: 7.2 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 1 18 19 21 21:
Old : 25: 3 1 1 18 19 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 62.5 79.8 77.8 61.0 59.6 68.7 67.8
Old : 63.7 62.5 79.8 77.8 61.0 59.6 68.7 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 37,734: 2,410 2,570 2,853 26,888 23,665 32,151 29,088: 5,583 8,646
Old : 37,734: 2,410 2,570 2,853 26,888 23,665 32,151 29,088: 5,583 8,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,761: 5 -248 23 2,651 2,705 2,679 2,480: 82 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 6.8 7.6 71.3 62.7 85.2 77.1: 14.8 22.9
Old : 100.0: 6.4 6.8 7.6 71.3 62.7 85.2 77.1: 14.8 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 2 16 17 19 19:
Old : 23: 2 1 2 16 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 40.1 70.4 58.7 39.9 33.0 54.3 43.3
Old : 44.2 40.1 70.4 58.7 39.9 33.0 54.3 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 34,973: 2,405 2,818 2,830 24,237 20,960 29,472 26,608: 5,501 8,365
Old : 34,973: 2,405 2,818 2,830 24,237 20,960 29,472 26,608: 5,501 8,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 8.1 8.1 69.3 59.9 84.3 76.1: 15.7 23.9
Old : 100.0: 6.9 8.1 8.1 69.3 59.9 84.3 76.1: 15.7 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 3 14 15 17 18:
Old : 20: 2 1 3 14 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 40.5 70.7 61.2 42.4 32.8 52.3 42.8
Old : 45.5 40.5 70.7 61.2 42.4 32.8 52.3 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 41,747: 3,038 0 0 38,058 41,096 41,096 41,096: 651 651
Old : 41,747: 3,038 0 0 38,058 41,096 41,096 41,096: 651 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 0.0 91.2 98.4 98.4 98.4: 1.6 1.6
Old : 100.0: 7.3 0.0 0.0 91.2 98.4 98.4 98.4: 1.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 0 0 12 17 15 17:
Old : 30: 3 0 0 12 17 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.4 76.0 90.6 87.2 79.5 76.0 87.6 86.2
Old : 82.4 76.0 90.6 87.2 79.5 76.0 87.6 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 29,262: 3,038 0 0 25,728 27,817 28,766 27,817: 496 1,445
Old : 29,262: 3,038 0 0 25,728 27,817 28,766 27,817: 496 1,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.0 0.0 87.9 95.1 98.3 95.1: 1.7 4.9
Old : 100.0: 10.4 0.0 0.0 87.9 95.1 98.3 95.1: 1.7 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 0 12 17 15 17:
Old : 26: 3 0 0 12 17 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 57.5 80.2 77.9 51.1 57.5 69.7 76.3
Old : 55.9 57.5 80.2 77.9 51.1 57.5 69.7 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,116,556: 259,188 46,160 210,096 620,493 836,857 1,089,777 1,093,113: 26,779 23,443
Old : 1,116,556: 259,188 46,160 210,096 620,493 836,857 1,089,777 1,093,113: 26,779 23,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 47,717: -9,164 2,852 16,008 33,925 15,220 40,769 34,080: 6,948 13,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 4.1 18.8 55.6 74.9 97.6 97.9: 2.4 2.1
Old : 100.0: 23.2 4.1 18.8 55.6 74.9 97.6 97.9: 2.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 28 11 32 98 86 138 120:
Old : 147: 28 11 32 98 86 138 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 22.5 40.6 37.7 20.6 17.5 30.4 27.7
Old : 25.4 22.5 40.6 37.7 20.6 17.5 30.4 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,068,839: 268,352 43,308 194,088 586,568 821,637 1,049,008 1,059,033: 19,831 9,806
Old : 1,068,839: 268,352 43,308 194,088 586,568 821,637 1,049,008 1,059,033: 19,831 9,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 28,253: 16,251 3,235 -1,167 9,605 28,941 24,689 31,009: 3,564 -2,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 4.1 18.2 54.9 76.9 98.1 99.1: 1.9 0.9
Old : 100.0: 25.1 4.1 18.2 54.9 76.9 98.1 99.1: 1.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 28 12 32 86 82 126 117:
Old : 135: 28 12 32 86 82 126 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 23.4 41.2 39.2 21.8 18.7 31.5 28.7
Old : 26.7 23.4 41.2 39.2 21.8 18.7 31.5 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 165,300: 33,161 42,262 45,092 85,739 75,943 163,992 163,297: 1,308 2,003
Old : 165,300: 33,161 42,262 45,092 85,739 75,943 163,992 163,297: 1,308 2,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -17,089: -2,561 -12,248 -1,722 -13,520 -3,341 -17,803 -17,311: 714 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 25.6 27.3 51.9 45.9 99.2 98.8: 0.8 1.2
Old : 100.0: 20.1 25.6 27.3 51.9 45.9 99.2 98.8: 0.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 12 8 16 26 25 44 43:
Old : 47: 12 8 16 26 25 44 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 46.8 58.7 67.7 21.0 28.2 30.2 35.8
Old : 42.0 46.8 58.7 67.7 21.0 28.2 30.2 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 182,389: 35,722 54,510 46,814 99,259 79,284 181,795 180,608: 594 1,781
Old : 182,389: 35,722 54,510 46,814 99,259 79,284 181,795 180,608: 594 1,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 21,941: -2,764 971 12,330 13,138 9,191 22,704 22,492: -763 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 29.9 25.7 54.4 43.5 99.7 99.0: 0.3 1.0
Old : 100.0: 19.6 29.9 25.7 54.4 43.5 99.7 99.0: 0.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 13 6 17 29 28 48 46:
Old : 50: 13 6 17 29 28 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 49.6 56.5 69.5 19.7 32.9 29.2 39.5
Old : 40.0 49.6 56.5 69.5 19.7 32.9 29.2 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 67,999: 17,796 5,313 15,408 34,215 46,866 67,419 67,587: 580 412
Old : 67,999: 17,796 5,313 15,408 34,215 46,866 67,419 67,587: 580 412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,305: 1,340 -710 698 -1,001 1,169 1,037 1,157: 268 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 7.8 22.7 50.3 68.9 99.1 99.4: 0.9 0.6
Old : 100.0: 26.2 7.8 22.7 50.3 68.9 99.1 99.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 5 7 36 32 45 40:
Old : 48: 5 5 7 36 32 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 46.9 66.5 66.6 35.5 34.6 41.4 41.9
Old : 53.0 46.9 66.5 66.6 35.5 34.6 41.4 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 66,694: 16,456 6,023 14,710 35,216 45,697 66,382 66,430: 312 264
Old : 66,694: 16,456 6,023 14,710 35,216 45,697 66,382 66,430: 312 264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 6,283: 1,860 1,200 2,634 1,837 2,417 6,331 6,251: -48 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 9.0 22.1 52.8 68.5 99.5 99.6: 0.5 0.4
Old : 100.0: 24.7 9.0 22.1 52.8 68.5 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 5 4 6 37 33 46 39:
Old : 49: 5 4 6 37 33 46 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 45.5 65.4 65.3 34.0 33.0 41.1 41.8
Old : 52.2 45.5 65.4 65.3 34.0 33.0 41.1 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 25,580: 3,277 327 4,368 17,935 20,376 25,580 25,071: 0 509
Old : 25,580: 3,277 327 4,368 17,935 20,376 25,580 25,071: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,222: -162 0 -6 1,390 1,228 1,222 1,222: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 1.3 17.1 70.1 79.7 100.0 98.0: 0.0 2.0
Old : 100.0: 12.8 1.3 17.1 70.1 79.7 100.0 98.0: 0.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 1 4 20 24 25 28:
Old : 33: 4 1 4 20 24 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 42.4 81.4 65.0 51.1 37.9 59.2 52.0
Old : 60.1 42.4 81.4 65.0 51.1 37.9 59.2 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 24,358: 3,439 327 4,374 16,545 19,148 24,358 23,849: 0 509
Old : 24,358: 3,439 327 4,374 16,545 19,148 24,358 23,849: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 697: -550 126 978 409 -365 837 739: -140 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 1.3 18.0 67.9 78.6 100.0 97.9: 0.0 2.1
Old : 100.0: 14.1 1.3 18.0 67.9 78.6 100.0 97.9: 0.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 4 19 22 24 26:
Old : 30: 4 1 4 19 22 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 44.4 82.3 67.9 50.1 40.2 58.4 52.1
Old : 60.2 44.4 82.3 67.9 50.1 40.2 58.4 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,636: 230 2,410 2,745 6,661 4,227 9,636 9,382: 0 254
Old : 9,636: 230 2,410 2,745 6,661 4,227 9,636 9,382: 0 254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 258: 56 -1,372 1,586 -1,220 -46 422 168: -164 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 25.0 28.5 69.1 43.9 100.0 97.4: 0.0 2.6
Old : 100.0: 2.4 25.0 28.5 69.1 43.9 100.0 97.4: 0.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 3 15 15 19 19:
Old : 28: 2 3 3 15 15 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 61.0 80.5 83.1 39.9 39.6 52.3 50.3
Old : 54.2 61.0 80.5 83.1 39.9 39.6 52.3 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,378: 174 3,782 1,159 7,881 4,273 9,214 9,214: 164 164
Old : 9,378: 174 3,782 1,159 7,881 4,273 9,214 9,214: 164 164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 378: -86 -344 344 168 340 426 340: -48 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 40.3 12.4 84.0 45.6 98.3 98.3: 1.7 1.7
Old : 100.0: 1.9 40.3 12.4 84.0 45.6 98.3 98.3: 1.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 3 14 13 18 16:
Old : 26: 1 3 3 14 13 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 61.3 79.1 84.1 55.9 48.9 68.5 68.6
Old : 56.6 61.3 79.1 84.1 55.9 48.9 68.5 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 11,388: 1,394 2,461 632 8,533 7,611 10,559 10,704: 829 684
Old : 11,388: 1,394 2,461 632 8,533 7,611 10,559 10,704: 829 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 2,202: 680 1,270 -172 1,016 678 1,524 1,776: 678 426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 21.6 5.5 74.9 66.8 92.7 94.0: 7.3 6.0
Old : 100.0: 12.2 21.6 5.5 74.9 66.8 92.7 94.0: 7.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 3 12 9 15 13:
Old : 20: 2 2 3 12 9 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 71.9 85.2 90.2 64.6 63.9 71.4 73.4
Old : 71.3 71.9 85.2 90.2 64.6 63.9 71.4 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,186: 714 1,191 804 7,517 6,933 9,035 8,928: 151 258
Old : 9,186: 714 1,191 804 7,517 6,933 9,035 8,928: 151 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 172: -344 -86 258 258 0 172 172: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 13.0 8.8 81.8 75.5 98.4 97.2: 1.6 2.8
Old : 100.0: 7.8 13.0 8.8 81.8 75.5 98.4 97.2: 1.6 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 3 13 9 16 13:
Old : 20: 2 2 3 13 9 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 70.3 89.0 93.4 61.7 59.8 69.1 69.9
Old : 71.8 70.3 89.0 93.4 61.7 59.8 69.1 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 13,350: 2,720 2,180 3,420 6,230 6,980 12,370 12,580: 980 770
Old : 13,350: 2,720 2,180 3,420 6,230 6,980 12,370 12,580: 980 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 1,360: -140 320 440 300 450 600 1,210: 760 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 16.3 25.6 46.7 52.3 92.7 94.2: 7.3 5.8
Old : 100.0: 20.4 16.3 25.6 46.7 52.3 92.7 94.2: 7.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 5 16 18 21 23:
Old : 25: 3 2 5 16 18 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 60.2 70.8 76.1 32.9 39.4 46.6 50.8
Old : 49.0 60.2 70.8 76.1 32.9 39.4 46.6 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 11,990: 2,860 1,860 2,980 5,930 6,530 11,770 11,370: 220 620
Old : 11,990: 2,860 1,860 2,980 5,930 6,530 11,770 11,370: 220 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,150: -300 -340 560 1,070 880 1,330 1,100: -180 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 15.5 24.9 49.5 54.5 98.2 94.8: 1.8 5.2
Old : 100.0: 23.9 15.5 24.9 49.5 54.5 98.2 94.8: 1.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 2 5 16 17 22 22:
Old : 25: 4 2 5 16 17 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 61.4 75.3 77.6 37.4 44.9 52.6 52.0
Old : 51.4 61.4 75.3 77.6 37.4 44.9 52.6 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 14,610: 5,330 360 1,250 7,590 12,340 14,170 13,950: 440 660
Old : 14,610: 5,330 360 1,250 7,590 12,340 14,170 13,950: 440 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 380: 620 0 -320 20 700 320 380: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 2.5 8.6 52.0 84.5 97.0 95.5: 3.0 4.5
Old : 100.0: 36.5 2.5 8.6 52.0 84.5 97.0 95.5: 3.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 2 3 19 20 22 25:
Old : 28: 3 2 3 19 20 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 56.1 78.1 78.5 47.8 46.4 60.1 61.3
Old : 59.0 56.1 78.1 78.5 47.8 46.4 60.1 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 14,230: 4,710 360 1,570 7,570 11,640 13,850 13,570: 380 660
Old : 14,230: 4,710 360 1,570 7,570 11,640 13,850 13,570: 380 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,500: 1,620 80 360 -400 720 1,580 1,160: -80 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 2.5 11.0 53.2 81.8 97.3 95.4: 2.7 4.6
Old : 100.0: 33.1 2.5 11.0 53.2 81.8 97.3 95.4: 2.7 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 3 18 18 21 23:
Old : 26: 3 2 3 18 18 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 55.9 78.5 78.4 48.8 44.1 57.8 58.5
Old : 58.3 55.9 78.5 78.4 48.8 44.1 57.8 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 783,203: 112,569 90,561 122,155 481,358 487,852 716,082 700,568: 67,121 82,635
Old : 783,203: 112,569 90,561 122,155 481,358 487,852 716,082 700,568: 67,121 82,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 11,588: 4,307 2,146 12,968 -15,460 -13,112 1,815 2,002: 9,773 9,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 11.6 15.6 61.5 62.3 91.4 89.4: 8.6 10.6
Old : 100.0: 14.4 11.6 15.6 61.5 62.3 91.4 89.4: 8.6 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 66 92 98 76 86 213 220:
Old : 265: 66 92 98 76 86 213 220:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 17.7 33.7 27.6 18.3 13.7 26.4 21.5
Old : 21.8 17.7 33.7 27.6 18.3 13.7 26.4 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 771,615: 108,262 88,415 109,187 496,818 500,964 714,267 698,566: 57,348 73,049
Old : 771,615: 108,262 88,415 109,187 496,818 500,964 714,267 698,566: 57,348 73,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: -35,533: 9,025 1,741 -10,548 -32,579 -21,165 -34,102 -29,972: -1,431 -5,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 11.5 14.2 64.4 64.9 92.6 90.5: 7.4 9.5
Old : 100.0: 14.0 11.5 14.2 64.4 64.9 92.6 90.5: 7.4 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 59 89 87 83 94 206 216:
Old : 257: 59 89 87 83 94 206 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 17.5 33.8 28.3 18.4 13.8 27.0 21.9
Old : 22.3 17.5 33.8 28.3 18.4 13.8 27.0 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,067: 8,153 5,257 415 2,716 7,580 11,284 13,252: 2,783 815
Old : 14,067: 8,153 5,257 415 2,716 7,580 11,284 13,252: 2,783 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: 294: 53 145 3 173 -92 229 56: 65 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 37.4 3.0 19.3 53.9 80.2 94.2: 19.8 5.8
Old : 100.0: 58.0 37.4 3.0 19.3 53.9 80.2 94.2: 19.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 60 22 6 11 25 75 51:
Old : 119: 60 22 6 11 25 75 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 43.9 39.1 60.2 23.5 43.9 37.9 60.2
Old : 24.7 43.9 39.1 60.2 23.5 43.9 37.9 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,773: 8,100 5,112 412 2,543 7,672 11,055 13,196: 2,718 577
Old : 13,773: 8,100 5,112 412 2,543 7,672 11,055 13,196: 2,718 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 504: 99 -84 48 502 786 649 750: -145 -246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 37.1 3.0 18.5 55.7 80.3 95.8: 19.7 4.2
Old : 100.0: 58.8 37.1 3.0 18.5 55.7 80.3 95.8: 19.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 58 20 5 14 24 76 48:
Old : 115: 58 20 5 14 24 76 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 44.3 38.7 60.8 24.0 44.2 38.1 60.8
Old : 24.0 44.3 38.7 60.8 24.0 44.2 38.1 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 11,355: 8,184 746 460 500 8,829 9,144 10,035: 2,211 1,320
Old : 11,355: 8,184 746 460 500 8,829 9,144 10,035: 2,211 1,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -328: 388 -54 445 -222 277 611 668: -939 -996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 6.6 4.1 4.4 77.8 80.5 88.4: 19.5 11.6
Old : 100.0: 72.1 6.6 4.1 4.4 77.8 80.5 88.4: 19.5 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 31 9 5 6 19 41 30:
Old : 61: 31 9 5 6 19 41 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 48.6 49.3 67.2 35.9 47.9 49.3 66.5
Old : 35.9 48.6 49.3 67.2 35.9 47.9 49.3 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 11,683: 7,796 800 15 722 8,552 8,533 9,367: 3,150 2,316
Old : 11,683: 7,796 800 15 722 8,552 8,533 9,367: 3,150 2,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 2,303: 1,326 10 -84 -224 1,168 1,018 1,094: 1,285 1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 6.8 0.1 6.2 73.2 73.0 80.2: 27.0 19.8
Old : 100.0: 66.7 6.8 0.1 6.2 73.2 73.0 80.2: 27.0 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 28 6 2 5 18 33 26:
Old : 54: 28 6 2 5 18 33 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 45.9 48.1 63.2 34.7 45.5 48.1 62.8
Old : 34.7 45.9 48.1 63.2 34.7 45.5 48.1 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 28, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 151,796: 36,581 7,865 7,786 88,183 124,412 132,550 140,063: 19,246 11,733
Old : 151,796: 36,581 7,865 7,786 88,183 124,412 132,550 140,063: 19,246 11,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2005 :
: -2,890: -1,294 -127 -1,801 -2,712 -1,212 -5,807 -3,140: 2,917 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 5.2 5.1 58.1 82.0 87.3 92.3: 12.7 7.7
Old : 100.0: 24.1 5.2 5.1 58.1 82.0 87.3 92.3: 12.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 49 20 27 63 73 123 109:
Old : 150: 49 20 27 63 73 123 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 21.3 40.1 35.0 19.5 17.1 30.6 26.5
Old : 24.9 21.3 40.1 35.0 19.5 17.1 30.6 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
Commitments of Traders - Futures Only, June 21, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 154,686: 37,875 7,992 9,587 90,895 125,624 138,357 143,203: 16,329 11,483
Old : 154,686: 37,875 7,992 9,587 90,895 125,624 138,357 143,203: 16,329 11,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2005 :
: 1,335: 8,092 63 -1,529 -1,595 5,696 4,968 4,230: -3,633 -2,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 5.2 6.2 58.8 81.2 89.4 92.6: 10.6 7.4
Old : 100.0: 24.5 5.2 6.2 58.8 81.2 89.4 92.6: 10.6 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 49 20 28 72 75 135 110:
Old : 156: 49 20 28 72 75 135 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 20.9 39.3 34.3 19.6 14.5 30.5 24.4
Old : 25.5 20.9 39.3 34.3 19.6 14.5 30.5 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2005