WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 229,828
COMMITMENTS
48,071 62,299 9,449 149,324 125,614 206,844 197,362 22,984 32,466
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,892)
845 2,947 -2,466 2,672 1,172 1,051 1,653 -2,943 -3,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 27.1 4.1 65.0 54.7 90.0 85.9 10.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
64 95 43 39 57 137 165
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 231,720
COMMITMENTS
47,226 59,352 11,915 146,652 124,442 205,793 195,709 25,927 36,011
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -2,311)
7,066 -2,686 -4,082 -4,558 6,332 -1,574 -436 -737 -1,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 25.6 5.1 63.3 53.7 88.8 84.5 11.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
61 95 46 36 49 133 159
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 689,252
COMMITMENTS
104,970 85,527 85,074 384,867 333,908 574,911 504,509 114,341 184,743
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -18,243)
-3,722 10,305 -1,253 -5,877 -21,316 -10,852 -12,264 -7,391 -5,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 12.4 12.3 55.8 48.4 83.4 73.2 16.6 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
123 103 120 166 198 369 371
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 707,495
COMMITMENTS
108,692 75,222 86,327 390,744 355,224 585,763 516,773 121,732 190,722
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -27,846)
-20,486 -10,359 -820 -2,043 -11,780 -23,349 -22,959 -4,497 -4,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 10.6 12.2 55.2 50.2 82.8 73.0 17.2 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 520)
124 103 120 190 208 397 378
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,313
COMMITMENTS
3,017 308 114 1,805 5,645 4,936 6,067 2,377 1,246
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 128)
154 -415 -32 12 554 134 107 -6 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 4.2 1.6 24.7 77.2 67.5 83.0 32.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 4 4 10 17 24 23
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,185
COMMITMENTS
2,863 723 146 1,793 5,091 4,802 5,960 2,383 1,225
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -189)
497 -189 80 -187 230 390 121 -579 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 10.1 2.0 25.0 70.9 66.8 83.0 33.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 9 4 9 15 23 24
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 290,635
COMMITMENTS
72,412 25,331 21,421 137,615 176,770 231,448 223,522 59,187 67,113
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -26,600)
-8,033 1,479 -5,732 -8,971 -15,105 -22,736 -19,358 -3,864 -7,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 8.7 7.4 47.3 60.8 79.6 76.9 20.4 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
126 60 87 95 128 268 252
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 317,235
COMMITMENTS
80,445 23,852 27,153 146,586 191,875 254,184 242,880 63,051 74,355
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -19,017)
-8,847 -10,860 -6,834 3,796 6,456 -11,885 -11,238 -7,132 -7,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 7.5 8.6 46.2 60.5 80.1 76.6 19.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
120 60 99 99 130 280 256
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 17,110
COMMITMENTS
12,495 3,195 139 0 916 12,634 4,250 4,476 12,860
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,706)
-1,822 916 -125 0 -10 -1,947 781 241 -2,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.0 18.7 0.8 0.0 5.4 73.8 24.8 26.2 75.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 9 6 0 3 11 16
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 18,816
COMMITMENTS
14,317 2,279 264 0 926 14,581 3,469 4,235 15,347
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -949)
-452 1,138 -324 0 24 -776 838 -173 -1,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.1 12.1 1.4 0.0 4.9 77.5 18.4 22.5 81.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 8 6 0 3 13 15
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 162,042
COMMITMENTS
38,369 10,228 20,847 74,546 120,044 133,762 151,119 28,280 10,923
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,471)
-1,998 487 1,430 -3,523 -5,403 -4,091 -3,486 -1,380 -1,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 6.3 12.9 46.0 74.1 82.5 93.3 17.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
57 17 34 44 44 121 91
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 167,513
COMMITMENTS
40,367 9,741 19,417 78,069 125,447 137,853 154,605 29,660 12,908
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,760)
-543 -1,166 -2,305 55 -122 -2,793 -3,593 -967 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 5.8 11.6 46.6 74.9 82.3 92.3 17.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
57 16 34 48 43 123 89
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 619,184
COMMITMENTS
120,009 106,935 10,485 355,669 337,259 486,163 454,679 133,021 164,505
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -37,993)
-29,413 5,584 -1,079 -10,223 -33,890 -40,715 -29,385 2,722 -8,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 17.3 1.7 57.4 54.5 78.5 73.4 21.5 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
32 33 23 56 72 100 116
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 657,177
COMMITMENTS
149,422 101,351 11,564 365,892 371,149 526,878 484,064 130,299 173,113
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 4,231)
-3,322 -790 4,768 6,335 -2,193 7,781 1,785 -3,550 2,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 15.4 1.8 55.7 56.5 80.2 73.7 19.8 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
36 31 23 59 72 105 116
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 128,648
COMMITMENTS
27,257 2,143 16,969 52,240 93,167 96,466 112,279 32,182 16,369
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -20,293)
-7,416 -834 -5,263 -4,968 -9,736 -17,647 -15,833 -2,646 -4,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 1.7 13.2 40.6 72.4 75.0 87.3 25.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
47 12 31 52 46 118 83
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 148,941
COMMITMENTS
34,673 2,977 22,232 57,208 102,903 114,113 128,112 34,828 20,829
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -12,060)
-16,034 -7,051 3,322 2,221 -9,414 -10,491 -13,143 -1,569 1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 2.0 14.9 38.4 69.1 76.6 86.0 23.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
45 14 42 54 48 126 95
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,676
COMMITMENTS
3,384 1,522 743 1,259 2,566 5,386 4,831 1,290 1,845
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -704)
-301 -35 43 -441 -624 -699 -616 -5 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 22.8 11.1 18.9 38.4 80.7 72.4 19.3 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 10 9 11 10 33 28
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,380
COMMITMENTS
3,685 1,557 700 1,700 3,190 6,085 5,447 1,295 1,933
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -482)
-131 199 -256 -167 -475 -554 -532 72 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 21.1 9.5 23.0 43.2 82.5 73.8 17.5 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 16 8 8 12 28 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 352,512
COMMITMENTS
97,211 95,846 241 210,256 153,765 307,708 249,852 44,804 102,660
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -13,421)
2,296 7,076 -197 -4,241 -17,518 -2,142 -10,639 -11,279 -2,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 27.2 0.1 59.6 43.6 87.3 70.9 12.7 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
16 22 2 44 39 62 61
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 365,933
COMMITMENTS
94,915 88,770 438 214,497 171,283 309,850 260,491 56,083 105,442
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,688)
2,030 6,591 196 -5,886 273 -3,660 7,060 5,348 -5,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 24.3 0.1 58.6 46.8 84.7 71.2 15.3 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
14 19 3 47 41 64 60
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,792,932
COMMITMENTS
440,752 383,450 88,599 1037736 944,516 1567087 1416565 225,845 376,367
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -110,735)
49,111 -29,095 -36,155 -139,356 -40,421 -126,400 -105,671 15,665 -5,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 21.4 4.9 57.9 52.7 87.4 79.0 12.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
41 75 42 78 117 146 207
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,903,667
COMMITMENTS
391,641 412,545 124,754 1177092 984,937 1693487 1522236 210,180 381,431
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 9,031)
-7,011 -37,140 20,683 -1,315 22,590 12,357 6,133 -3,326 2,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 21.7 6.6 61.8 51.7 89.0 80.0 11.0 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
39 83 42 80 119 148 215
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,139,902
COMMITMENTS
195,498 188,668 11,384 777,884 660,027 984,766 860,079 155,136 279,823
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 18,844)
-5,811 -5,251 -1,642 46,466 21,382 39,013 14,489 -20,169 4,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 16.6 1.0 68.2 57.9 86.4 75.5 13.6 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
38 36 20 62 77 108 125
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,121,058
COMMITMENTS
201,309 193,919 13,026 731,418 638,645 945,753 845,590 175,305 275,468
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,384)
-13,507 -38,260 -871 -932 9,921 -15,310 -29,210 11,926 25,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 17.3 1.2 65.2 57.0 84.4 75.4 15.6 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
35 37 15 63 74 105 119
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 343,769
COMMITMENTS
68,391 52,716 35,612 185,993 226,341 289,996 314,669 53,773 29,100
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -99,462)
-45,380 -15,067 -16,693 -34,123 -65,434 -96,196 -97,194 -3,266 -2,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 15.3 10.4 54.1 65.8 84.4 91.5 15.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
26 23 27 47 43 86 80
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 443,231
COMMITMENTS
113,771 67,783 52,305 220,116 291,775 386,192 411,863 57,039 31,368
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 24,270)
13,095 5,357 2,724 3,560 14,908 19,379 22,989 4,891 1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 15.3 11.8 49.7 65.8 87.1 92.9 12.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
32 21 33 44 42 90 82
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,220
COMMITMENTS
5,905 5,108 1 15,684 15,974 21,590 21,083 6,630 7,137
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 422)
571 1,489 1 252 -258 824 1,232 -402 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 18.1 0.0 55.6 56.6 76.5 74.7 23.5 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 11 1 19 10 30 21
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 27,798
COMMITMENTS
5,334 3,619 0 15,432 16,232 20,766 19,851 7,032 7,947
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -323)
-1,155 656 0 475 -1,197 -680 -541 357 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 13.0 0.0 55.5 58.4 74.7 71.4 25.3 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 12 0 18 11 26 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 44,580
COMMITMENTS
13,237 24,137 460 20,116 9,307 33,813 33,904 10,767 10,676
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 8,402)
1,336 4,941 -251 7,540 2,883 8,625 7,573 -223 829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 54.1 1.0 45.1 20.9 75.8 76.1 24.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
26 21 4 13 12 40 36
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 36,178
COMMITMENTS
11,901 19,196 711 12,576 6,424 25,188 26,331 10,990 9,847
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 122)
-1,485 187 478 2,752 1,157 1,745 1,822 -1,623 -1,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 53.1 2.0 34.8 17.8 69.6 72.8 30.4 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
21 19 3 10 8 34 27
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,619
COMMITMENTS
3,956 5,708 1,028 32,194 30,025 37,178 36,761 441 858
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 465)
188 279 0 513 475 701 754 -236 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 15.2 2.7 85.6 79.8 98.8 97.7 1.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
7 18 4 18 23 28 42
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,154
COMMITMENTS
3,768 5,429 1,028 31,681 29,550 36,477 36,007 677 1,147
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 943)
700 -578 1 242 1,529 943 952 0 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 14.6 2.8 85.3 79.5 98.2 96.9 1.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 17 4 19 22 29 40
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,055
COMMITMENTS
1,435 1,708 778 13,866 10,647 16,079 13,133 3,976 6,922
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,878)
-583 -361 -259 -1,585 -1,718 -2,427 -2,338 -451 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 8.5 3.9 69.1 53.1 80.2 65.5 19.8 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 6 8 23 14 32 25
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,933
COMMITMENTS
2,018 2,069 1,037 15,451 12,365 18,506 15,471 4,427 7,462
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 666)
-710 95 148 935 148 373 391 293 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 9.0 4.5 67.4 53.9 80.7 67.5 19.3 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 7 11 24 15 36 29
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 95,922
COMMITMENTS
11,416 26,389 20,884 49,337 21,817 81,637 69,090 14,285 26,832
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 4,418)
1,587 -665 2,730 -573 733 3,744 2,798 674 1,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 27.5 21.8 51.4 22.7 85.1 72.0 14.9 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
35 58 42 22 28 86 111
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 91,504
COMMITMENTS
9,829 27,054 18,154 49,910 21,084 77,893 66,292 13,611 25,212
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,934)
-631 1,111 3,163 459 114 2,991 4,388 -57 -1,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 29.6 19.8 54.5 23.0 85.1 72.4 14.9 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
28 63 44 26 27 86 112
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,841
COMMITMENTS
598 889 171 782 638 1,551 1,698 1,290 1,143
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -461)
49 -241 20 -293 -148 -224 -369 -237 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 31.3 6.0 27.5 22.5 54.6 59.8 45.4 40.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 16 8 7 3 25 21
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 3,302
COMMITMENTS
549 1,130 151 1,075 786 1,775 2,067 1,527 1,235
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -347)
-46 -212 -163 -59 27 -268 -348 -79 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 34.2 4.6 32.6 23.8 53.8 62.6 46.2 37.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 17 6 8 7 22 25
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 124,653
COMMITMENTS
29,660 34,150 10,874 69,224 54,616 109,758 99,640 14,895 25,013
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,020)
872 1,891 416 -2,985 -1,686 -1,697 621 677 -1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 27.4 8.7 55.5 43.8 88.1 79.9 11.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
44 64 46 48 74 115 169
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 125,673
COMMITMENTS
28,788 32,259 10,458 72,209 56,302 111,455 99,019 14,218 26,654
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -4,950)
-2,278 3,267 -2,886 1,069 -3,004 -4,095 -2,623 -855 -2,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 25.7 8.3 57.5 44.8 88.7 78.8 11.3 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
42 70 42 55 71 119 167
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,408
COMMITMENTS
887 801 102 1,204 1,432 2,193 2,335 1,215 1,073
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -312)
-174 3 29 -140 31 -285 63 -27 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 23.5 3.0 35.3 42.0 64.3 68.5 35.7 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 11 5 15 13 25 29
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,720
COMMITMENTS
1,061 798 73 1,344 1,401 2,478 2,272 1,242 1,448
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 133)
-30 134 -45 292 -112 217 -23 -84 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 21.5 2.0 36.1 37.7 66.6 61.1 33.4 38.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 9 6 16 10 30 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,645
COMMITMENTS
9,018 3,742 1,780 7,452 4,697 18,250 10,219 4,395 12,426
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 1,407)
1,025 108 122 135 662 1,282 892 125 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 16.5 7.9 32.9 20.7 80.6 45.1 19.4 54.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
42 24 23 30 40 87 75
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,238
COMMITMENTS
7,993 3,634 1,658 7,317 4,035 16,968 9,327 4,270 11,911
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 57)
1,071 -749 -51 -428 846 592 46 -535 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 17.1 7.8 34.5 19.0 79.9 43.9 20.1 56.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
38 21 19 31 36 82 66
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 70,074
COMMITMENTS
19,364 15,276 540 22,184 38,018 42,088 53,834 27,986 16,240
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,448)
-1,595 -3,399 -51 1,997 557 351 -2,893 -1,799 1,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 21.8 0.8 31.7 54.3 60.1 76.8 39.9 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 10 1 23 22 40 33
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 71,522
COMMITMENTS
20,959 18,675 591 20,187 37,461 41,737 56,727 29,785 14,795
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 4,379)
4,087 2,087 5 -181 2,762 3,911 4,854 468 -475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 26.1 0.8 28.2 52.4 58.4 79.3 41.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 15 2 21 24 40 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,790
COMMITMENTS
1,694 47,234 0 63,939 4,733 65,633 51,967 8,157 21,823
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 671)
-70 1,049 0 398 -135 328 914 343 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 64.0 0.0 86.6 6.4 88.9 70.4 11.1 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 29 0 12 4 14 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,119
COMMITMENTS
1,764 46,185 0 63,541 4,868 65,305 51,053 7,814 22,066
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,590)
185 2,219 0 2,014 206 2,199 2,425 -609 -835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 63.2 0.0 86.9 6.7 89.3 69.8 10.7 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 26 0 10 4 12 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 104,611
COMMITMENTS
82,516 4,364 160 13,690 94,527 96,366 99,051 8,245 5,560
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 3,466)
4,872 396 -340 -840 3,830 3,692 3,886 -226 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.9 4.2 0.2 13.1 90.4 92.1 94.7 7.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
61 7 1 15 16 77 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 101,145
COMMITMENTS
77,644 3,968 500 14,530 90,697 92,674 95,165 8,471 5,980
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,206)
-6,414 -1,000 495 2,628 -2,689 -3,291 -3,194 85 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.8 3.9 0.5 14.4 89.7 91.6 94.1 8.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
63 6 1 15 17 79 24
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 73,218
COMMITMENTS
10,990 31,404 0 42,063 23,347 53,053 54,751 20,165 18,467
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 6,220)
2,028 2,637 -175 1,118 3,588 2,971 6,050 3,249 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 42.9 0.0 57.4 31.9 72.5 74.8 27.5 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
10 22 0 17 15 27 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 66,998
COMMITMENTS
8,962 28,767 175 40,945 19,759 50,082 48,701 16,916 18,297
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,766)
-5,017 1,869 0 7,199 -937 2,182 932 -416 834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 42.9 0.3 61.1 29.5 74.8 72.7 25.2 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 18 1 17 14 27 33
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 156,517
COMMITMENTS
11,579 63,765 1,023 120,359 61,368 132,961 126,156 23,556 30,361
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 8,645)
735 1,076 167 7,671 7,885 8,573 9,128 72 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 40.7 0.7 76.9 39.2 84.9 80.6 15.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
17 33 4 26 20 45 55
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 147,872
COMMITMENTS
10,844 62,689 856 112,688 53,483 124,388 117,028 23,484 30,844
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 8,146)
-284 13,587 -18 8,445 -9,124 8,143 4,445 3 3,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 42.4 0.6 76.2 36.2 84.1 79.1 15.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 28 3 26 21 44 50
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 148,960
COMMITMENTS
23,019 47,891 1,693 73,540 46,146 98,252 95,730 50,708 53,230
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 9,788)
-8,797 1,834 121 10,681 -434 2,005 1,521 7,783 8,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 32.2 1.1 49.4 31.0 66.0 64.3 34.0 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
26 41 8 30 26 59 72
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 139,172
COMMITMENTS
31,816 46,057 1,572 62,859 46,580 96,247 94,209 42,925 44,963
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,394)
5,755 -1,286 -80 -6,430 2,193 -755 827 -2,639 -4,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 33.1 1.1 45.2 33.5 69.2 67.7 30.8 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
33 35 7 26 25 61 65
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 85,384
COMMITMENTS
25,048 921 295 53,089 75,560 78,432 76,776 6,952 8,608
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 8,957)
-274 0 50 8,568 8,818 8,344 8,868 613 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 1.1 0.3 62.2 88.5 91.9 89.9 8.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 2 9 16 13 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 76,427
COMMITMENTS
25,322 921 245 44,521 66,742 70,088 67,908 6,339 8,519
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 1.2 0.3 58.3 87.3 91.7 88.9 8.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 8 15 12 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,560,214
COMMITMENTS
778,450 697,993 822,999 5018095 4442160 6619544 5963152 940,670 1597062
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -293)
-26,289 73,577 40,966 -52,533 -213,400 -37,856 -98,857 37,563 98,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 9.2 10.9 66.4 58.8 87.6 78.9 12.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
41 64 84 119 130 213 231
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,560,507
COMMITMENTS
804,739 624,416 782,033 5070628 4655560 6657400 6062009 903,107 1498498
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 53,136)
91,439 -60,730 -55,094 23,779 216,596 60,124 100,772 -6,988 -47,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 8.3 10.3 67.1 61.6 88.1 80.2 11.9 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
46 56 78 120 129 212 221
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 657,477
COMMITMENTS
50,644 47,546 4,438 474,463 512,612 529,545 564,596 127,932 92,881
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,344)
3,494 763 153 -4,456 -508 -809 408 -1,535 -2,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 7.2 0.7 72.2 78.0 80.5 85.9 19.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
29 29 15 84 61 122 97
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 659,821
COMMITMENTS
47,150 46,783 4,285 478,919 513,120 530,354 564,188 129,467 95,633
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 7,407)
-5,715 1,622 327 11,790 8,380 6,402 10,329 1,005 -2,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 7.1 0.6 72.6 77.8 80.4 85.5 19.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
26 27 12 86 62 120 94
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 858,167
COMMITMENTS
147,498 200,271 10,816 441,744 548,947 600,058 760,034 258,109 98,133
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 22,044)
13,964 32,877 1,910 4,174 -18,969 20,048 15,818 1,996 6,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 23.3 1.3 51.5 64.0 69.9 88.6 30.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
42 54 12 58 57 106 117
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 836,123
COMMITMENTS
133,534 167,394 8,906 437,570 567,916 580,010 744,216 256,113 91,907
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 36,617)
42,676 -20,787 364 -2,738 69,004 40,302 48,581 -3,685 -11,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 20.0 1.1 52.3 67.9 69.4 89.0 30.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
41 45 12 57 55 106 104
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,442
COMMITMENTS
1,272 358 0 6,466 10,962 7,738 11,320 4,704 1,122
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 237)
312 134 0 -44 13 268 147 -31 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 2.9 0.0 52.0 88.1 62.2 91.0 37.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 14 16 17 17
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,205
COMMITMENTS
960 224 0 6,510 10,949 7,470 11,173 4,735 1,032
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 434)
235 19 0 183 405 418 424 16 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 1.8 0.0 53.3 89.7 61.2 91.5 38.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 14 16 16 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 31,128
COMMITMENTS
9,414 1,017 123 17,547 26,504 27,084 27,644 4,044 3,484
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 3,010)
2,408 -375 -169 397 4,136 2,636 3,592 374 -582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 3.3 0.4 56.4 85.1 87.0 88.8 13.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 2 1 18 19 28 22
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 28,118
COMMITMENTS
7,006 1,392 292 17,150 22,368 24,448 24,052 3,670 4,066
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 3,529)
943 -913 64 2,957 3,342 3,964 2,493 -435 1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 5.0 1.0 61.0 79.6 86.9 85.5 13.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 4 1 17 18 22 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,039
COMMITMENTS
6,882 8,066 0 25,556 32,793 32,438 40,859 17,601 9,180
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 598)
98 -35 0 -132 29 -34 -6 632 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 16.1 0.0 51.1 65.5 64.8 81.7 35.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
11 13 0 30 24 41 37
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,441
COMMITMENTS
6,784 8,101 0 25,688 32,764 32,472 40,865 16,969 8,576
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 4,582)
-1,572 688 -80 3,948 3,497 2,296 4,105 2,286 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 16.4 0.0 52.0 66.3 65.7 82.7 34.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
11 15 0 31 24 42 39
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 240,002
COMMITMENTS
81,637 108,929 1,823 133,988 76,436 217,448 187,188 22,554 52,814
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 18,429)
9,314 21,271 678 16,077 1,150 26,069 23,099 -7,640 -4,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 45.4 0.8 55.8 31.8 90.6 78.0 9.4 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
61 61 11 41 32 107 99
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 221,573
COMMITMENTS
72,323 87,658 1,145 117,911 75,286 191,379 164,089 30,194 57,484
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 35,196)
9,010 8,753 121 18,182 10,360 27,313 19,234 7,883 15,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 39.6 0.5 53.2 34.0 86.4 74.1 13.6 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
59 56 8 42 31 104 92
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,369
COMMITMENTS
16,534 7,964 0 25,456 40,238 41,990 48,202 18,379 12,167
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -9,023)
-7,913 6,491 0 1,533 -21,105 -6,380 -14,614 -2,643 5,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 13.2 0.0 42.2 66.7 69.6 79.8 30.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 8 0 17 18 27 26
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 69,392
COMMITMENTS
24,447 1,473 0 23,923 61,343 48,370 62,816 21,022 6,576
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -13,899)
-12,019 -1,598 0 1,572 -11,402 -10,447 -13,000 -3,452 -899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 2.1 0.0 34.5 88.4 69.7 90.5 30.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 3 0 13 18 29 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,238
COMMITMENTS
879 4,319 0 23,465 18,478 24,344 22,797 4,894 6,441
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 273)
114 800 0 321 135 435 935 -162 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 14.8 0.0 80.3 63.2 83.3 78.0 16.7 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 10 0 28 22 31 32
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,965
COMMITMENTS
765 3,519 0 23,144 18,343 23,909 21,862 5,056 7,103
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 143)
277 221 0 -34 -409 243 -188 -100 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 12.1 0.0 79.9 63.3 82.5 75.5 17.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 9 0 29 21 32 30
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 240,200
COMMITMENTS
24,186 45,620 1,025 200,992 183,069 226,203 229,714 13,997 10,486
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 6,741)
7,521 459 504 -578 6,504 7,447 7,467 -706 -726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 19.0 0.4 83.7 76.2 94.2 95.6 5.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
25 42 4 36 46 62 91
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 233,459
COMMITMENTS
16,665 45,161 521 201,570 176,565 218,756 222,247 14,703 11,212
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 17,312)
-270 -7,216 -101 16,995 23,761 16,624 16,444 688 868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 19.3 0.2 86.3 75.6 93.7 95.2 6.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
21 38 3 36 45 58 85
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,978
COMMITMENTS
11,583 5,454 390 9,644 19,185 21,617 25,029 10,361 6,949
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 361)
708 -371 131 78 355 917 115 -556 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 17.1 1.2 30.2 60.0 67.6 78.3 32.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
24 12 3 14 18 40 31
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,617
COMMITMENTS
10,875 5,825 259 9,566 18,830 20,700 24,914 10,917 6,703
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 796)
174 5 67 484 2,161 725 2,233 71 -1,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 18.4 0.8 30.3 59.6 65.5 78.8 34.5 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
23 14 3 14 17 39 32
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 17,351
COMMITMENTS
4,964 200 0 9,396 2,200 14,360 2,400 2,991 14,951
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 1.2 0.0 54.2 12.7 82.8 13.8 17.2 86.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 1 0 8 4 17 5
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 28,918
COMMITMENTS
1,295 2,807 694 13,609 21,807 15,598 25,308 13,320 3,610
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -606)
30 -85 1 -143 -435 -112 -519 -494 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 9.7 2.4 47.1 75.4 53.9 87.5 46.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 12 3 13 19 18 33
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,524
COMMITMENTS
1,265 2,892 693 13,752 22,242 15,710 25,827 13,814 3,697
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -489)
0 -50 -100 867 -450 767 -600 -1,256 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 9.8 2.3 46.6 75.3 53.2 87.5 46.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 12 3 13 19 18 33
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 122,624
COMMITMENTS
42,886 18,329 10,269 35,021 81,531 88,176 110,129 34,448 12,495
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,738)
-10,096 11,994 -102 7,801 -14,337 -2,397 -2,445 659 707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 14.9 8.4 28.6 66.5 71.9 89.8 28.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
94 28 26 23 30 123 79
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 124,362
COMMITMENTS
52,982 6,335 10,371 27,220 95,868 90,573 112,574 33,789 11,788
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -6,112)
-4,090 554 -5,055 1,544 -2,279 -7,601 -6,780 1,489 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 5.1 8.3 21.9 77.1 72.8 90.5 27.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
84 24 32 22 39 115 89
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 102,082
COMMITMENTS
33,523 20,166 14,839 39,755 54,135 88,117 89,140 13,965 12,942
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -10,857)
-8,324 -970 -1,495 686 -8,045 -9,133 -10,510 -1,724 -347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 19.8 14.5 38.9 53.0 86.3 87.3 13.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
56 59 44 43 42 133 119
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 112,939
COMMITMENTS
41,847 21,136 16,334 39,069 62,180 97,250 99,650 15,689 13,289
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 888)
-854 1,218 886 1,000 -1,695 1,032 409 -144 479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 18.7 14.5 34.6 55.1 86.1 88.2 13.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
60 59 41 44 41 136 118
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 281,186
COMMITMENTS
146,733 41,859 23,779 54,747 195,088 225,259 260,726 55,927 20,460
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -22,199)
-28,787 -3,730 -1,012 4,978 -20,255 -24,821 -24,997 2,622 2,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.2 14.9 8.5 19.5 69.4 80.1 92.7 19.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
125 48 36 37 41 181 110
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 303,385
COMMITMENTS
175,520 45,589 24,791 49,769 215,343 250,080 285,723 53,305 17,662
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 13,614)
13,282 -8,139 3,686 -2,154 19,358 14,814 14,905 -1,200 -1,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.9 15.0 8.2 16.4 71.0 82.4 94.2 17.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
137 49 30 33 50 186 117
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,395
COMMITMENTS
6,216 2,202 543 2,251 8,829 9,010 11,574 3,385 821
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 185)
93 185 -313 15 193 -205 65 390 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 17.8 4.4 18.2 71.2 72.7 93.4 27.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
21 2 7 5 6 33 14
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,210
COMMITMENTS
6,123 2,017 856 2,236 8,636 9,215 11,509 2,995 701
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 701)
-134 273 70 396 106 332 449 369 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 16.5 7.0 18.3 70.7 75.5 94.3 24.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
21 2 10 4 6 34 17
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 76,322
COMMITMENTS
20,597 7,137 3,017 36,697 46,160 60,311 56,314 16,011 20,008
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 842)
1,709 -914 102 -1,796 1,621 15 809 827 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 9.4 4.0 48.1 60.5 79.0 73.8 21.0 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
38 16 15 47 49 93 73
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 75,480
COMMITMENTS
18,888 8,051 2,915 38,493 44,539 60,296 55,505 15,184 19,975
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,437)
1,035 -1,329 464 -1,893 -444 -394 -1,309 -3,043 -2,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 10.7 3.9 51.0 59.0 79.9 73.5 20.1 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
33 20 17 53 46 99 73
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 25,904
COMMITMENTS
2,395 1,544 253 18,264 16,958 20,912 18,755 4,992 7,149
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,257)
472 396 -296 -796 -726 -620 -626 -637 -631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 6.0 1.0 70.5 65.5 80.7 72.4 19.3 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 5 2 19 19 27 25
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 27,161
COMMITMENTS
1,923 1,148 549 19,060 17,684 21,532 19,381 5,629 7,780
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -3,616)
250 -810 138 -344 82 44 -590 -3,660 -3,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 4.2 2.0 70.2 65.1 79.3 71.4 20.7 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 3 3 19 19 26 24
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 91,929
COMMITMENTS
21,910 14,997 3,200 55,137 66,271 80,247 84,468 11,682 7,461
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 3,687)
3,317 -5,278 939 -232 9,259 4,024 4,920 -337 -1,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 16.3 3.5 60.0 72.1 87.3 91.9 12.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
59 50 34 48 45 134 105
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 88,242
COMMITMENTS
18,593 20,275 2,261 55,369 57,012 76,223 79,548 12,019 8,694
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -5,711)
-53 -8,747 -475 -3,364 5,418 -3,892 -3,804 -1,819 -1,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 23.0 2.6 62.7 64.6 86.4 90.1 13.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
58 50 27 50 43 125 105
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,866
COMMITMENTS
15,663 4,071 1,727 9,153 23,618 26,543 29,416 4,323 1,450
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 280)
2,199 33 -252 -1,622 736 325 517 -45 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 13.2 5.6 29.7 76.5 86.0 95.3 14.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
58 21 16 16 17 87 41
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,586
COMMITMENTS
13,464 4,038 1,979 10,775 22,882 26,218 28,899 4,368 1,687
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,401)
2,133 351 -194 461 2,150 2,400 2,307 1 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 13.2 6.5 35.2 74.8 85.7 94.5 14.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
56 19 15 17 17 82 42
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 118,026
COMMITMENTS
23,218 14,876 1,366 86,722 95,198 111,306 111,440 6,720 6,586
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 243)
494 1,845 -1,082 2,060 -4,252 1,472 -3,489 -1,229 3,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 12.6 1.2 73.5 80.7 94.3 94.4 5.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
57 30 11 48 36 110 74
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 117,783
COMMITMENTS
22,724 13,031 2,448 84,662 99,450 109,834 114,929 7,949 2,854
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -2,750)
-977 -5,061 80 -1,594 3,509 -2,491 -1,472 -259 -1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 11.1 2.1 71.9 84.4 93.3 97.6 6.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
56 31 17 48 37 112 81
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 376,077
COMMITMENTS
110,689 54,201 14,513 189,854 268,051 315,056 336,765 61,021 39,312
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -9,125)
9,597 -9,963 -1,386 -11,560 6,895 -3,349 -4,454 -5,776 -4,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 14.4 3.9 50.5 71.3 83.8 89.5 16.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
62 27 31 50 47 127 92
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 385,202
COMMITMENTS
101,092 64,164 15,899 201,414 261,156 318,405 341,219 66,797 43,983
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 15,839)
23,900 4,647 1,830 -16,922 2,321 8,808 8,798 7,031 7,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 16.7 4.1 52.3 67.8 82.7 88.6 17.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
55 34 30 51 49 125 95
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 89,739
COMMITMENTS
27,632 15,536 5,072 47,741 62,243 80,445 82,851 9,294 6,888
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -153)
800 736 -1,002 -217 -213 -419 -479 266 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 17.3 5.7 53.2 69.4 89.6 92.3 10.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
100 70 46 86 88 212 187
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 89,892
COMMITMENTS
26,832 14,800 6,074 47,958 62,456 80,864 83,330 9,028 6,562
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,554)
811 1,306 225 51 478 1,087 2,009 467 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 16.5 6.8 53.4 69.5 90.0 92.7 10.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
102 61 43 88 89 211 178
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 33,821
COMMITMENTS
23,445 2,577 2,182 4,311 26,765 29,938 31,524 3,883 2,297
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 2,586)
1,934 376 -94 127 1,700 1,967 1,982 619 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.3 7.6 6.5 12.7 79.1 88.5 93.2 11.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
33 8 7 8 6 46 17
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 31,235
COMMITMENTS
21,511 2,201 2,276 4,184 25,065 27,971 29,542 3,264 1,693
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,051)
2,591 409 -198 75 2,056 2,468 2,267 -417 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.9 7.0 7.3 13.4 80.2 89.6 94.6 10.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
32 10 9 8 7 47 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 190,385
COMMITMENTS
36,052 28,200 28,930 85,791 103,412 150,773 160,542 39,612 29,843
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,097)
4,845 2,090 -549 -7,959 -5,163 -3,663 -3,622 -1,434 -1,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 14.8 15.2 45.1 54.3 79.2 84.3 20.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
36 30 35 54 57 114 101
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 195,482
COMMITMENTS
31,207 26,110 29,479 93,750 108,575 154,436 164,164 41,046 31,318
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 8,008)
-164 -427 -78 5,713 7,313 5,471 6,808 2,537 1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 13.4 15.1 48.0 55.5 79.0 84.0 21.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
31 29 29 56 62 107 102
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 476,263
COMMITMENTS
38,484 67,377 150,219 215,000 227,282 403,703 444,878 72,560 31,385
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 4,620)
-1,882 1,445 4,779 3,142 -1,884 6,039 4,340 -1,419 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 14.1 31.5 45.1 47.7 84.8 93.4 15.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
54 45 56 92 78 175 153
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 471,643
COMMITMENTS
40,366 65,932 145,440 211,858 229,166 397,664 440,538 73,979 31,105
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -15,534)
-2,716 -6,061 -7,463 -4,053 -3,340 -14,232 -16,864 -1,302 1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 14.0 30.8 44.9 48.6 84.3 93.4 15.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
56 39 59 89 77 176 148
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,090
COMMITMENTS
12,522 1,142 797 20,277 24,958 33,596 26,897 4,494 11,193
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,774)
1,098 -589 -611 -4,353 -2,356 -3,866 -3,556 1,092 782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 3.0 2.1 53.2 65.5 88.2 70.6 11.8 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 2 14 13 18 16
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,864
COMMITMENTS
11,424 1,731 1,408 24,630 27,314 37,462 30,453 3,402 10,411
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,924)
-316 186 350 1,349 1,796 1,383 2,332 541 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 4.2 3.4 60.3 66.8 91.7 74.5 8.3 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 1 15 14 19 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,375
COMMITMENTS
724 17,059 28,229 89,126 76,108 118,079 121,396 10,296 6,979
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -4,267)
-62 510 604 -4,477 -5,984 -3,935 -4,870 -332 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 13.3 22.0 69.4 59.3 92.0 94.6 8.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 4 23 24 28 28
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 132,642
COMMITMENTS
786 16,549 27,625 93,603 82,092 122,014 126,266 10,628 6,376
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 3,163)
-162 -772 3,188 1,310 1,022 4,336 3,438 -1,173 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 12.5 20.8 70.6 61.9 92.0 95.2 8.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 4 24 25 29 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,128
COMMITMENTS
19,937 10,894 2,684 36,929 40,381 59,550 53,959 3,578 9,169
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -4,596)
1,922 1,228 -1,860 -4,832 -2,945 -4,770 -3,577 174 -1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 17.3 4.3 58.5 64.0 94.3 85.5 5.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 15 13 17 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,724
COMMITMENTS
18,015 9,666 4,544 41,761 43,326 64,320 57,536 3,404 10,188
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 13,318)
5,524 2,224 3,940 3,970 6,664 13,434 12,828 -116 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 14.3 6.7 61.7 64.0 95.0 85.0 5.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 15 13 17 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,714
COMMITMENTS
0 7,807 5,499 47,578 41,430 53,077 54,736 3,637 1,978
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -3,780)
0 -394 -502 -2,468 -1,050 -2,970 -1,946 -810 -1,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.8 9.7 83.9 73.1 93.6 96.5 6.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 3 18 16 21 20
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,494
COMMITMENTS
0 8,201 6,001 50,046 42,480 56,047 56,682 4,447 3,812
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -177)
0 -1,020 124 -368 683 -244 -213 67 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.6 9.9 82.7 70.2 92.6 93.7 7.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 18 16 21 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,501
COMMITMENTS
2,727 15,222 5,209 43,293 28,761 51,229 49,192 5,272 7,309
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,771)
235 -446 -2,827 -3,356 -5,330 -5,948 -8,603 177 2,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 26.9 9.2 76.6 50.9 90.7 87.1 9.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 4 20 17 24 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,272
COMMITMENTS
2,492 15,668 8,036 46,649 34,091 57,177 57,795 5,095 4,477
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,750)
418 833 777 1,075 2,997 2,270 4,607 480 -1,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 25.2 12.9 74.9 54.7 91.8 92.8 8.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 5 6 22 19 28 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,689
COMMITMENTS
2,383 0 677 36,817 37,914 39,877 38,591 812 2,098
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,604)
-1,122 0 52 -100 -1,566 -1,170 -1,514 -434 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 0.0 1.7 90.5 93.2 98.0 94.8 2.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 18 18 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,293
COMMITMENTS
3,505 0 625 36,917 39,480 41,047 40,105 1,246 2,188
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -74)
-1,288 0 192 712 -564 -384 -372 310 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 0.0 1.5 87.3 93.3 97.1 94.8 2.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 19 19 20 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,435
COMMITMENTS
0 7,906 4,501 50,987 47,158 55,488 59,565 8,947 4,870
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,901)
0 938 -124 -2,658 -2,006 -2,782 -1,192 881 -709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.3 7.0 79.1 73.2 86.1 92.4 13.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 22 19 24 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,336
COMMITMENTS
0 6,968 4,625 53,645 49,164 58,270 60,757 8,066 5,579
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,651)
0 2,066 479 85 -66 564 2,479 1,087 -828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.5 7.0 80.9 74.1 87.8 91.6 12.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 23 19 25 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,075
COMMITMENTS
42,318 35,105 2,644 34,708 42,963 79,670 80,712 5,405 4,363
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,715)
274 -67 -678 -5,546 -4,670 -5,950 -5,415 235 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.7 41.3 3.1 40.8 50.5 93.6 94.9 6.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 16 20 19 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,790
COMMITMENTS
42,044 35,172 3,322 40,254 47,633 85,620 86,127 5,170 4,663
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 5,738)
2,722 2,856 1,218 2,774 1,890 6,714 5,964 -976 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 38.7 3.7 44.3 52.5 94.3 94.9 5.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 20 21 23 23
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 31,638
COMMITMENTS
1,772 1,128 2,897 20,305 19,610 24,974 23,635 6,664 8,003
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -6,096)
-638 -1,442 44 -6,583 -4,055 -7,177 -5,453 1,081 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 3.6 9.2 64.2 62.0 78.9 74.7 21.1 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 14 16 17 18
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,734
COMMITMENTS
2,410 2,570 2,853 26,888 23,665 32,151 29,088 5,583 8,646
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,761)
5 -248 23 2,651 2,705 2,679 2,480 82 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 6.8 7.6 71.3 62.7 85.2 77.1 14.8 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 16 17 19 19
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,747
COMMITMENTS
3,038 0 0 38,058 41,096 41,096 41,096 651 651
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 0.0 91.2 98.4 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 0 0 12 17 15 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,262
COMMITMENTS
3,038 0 0 25,728 27,817 28,766 27,817 496 1,445
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 0.0 0.0 87.9 95.1 98.3 95.1 1.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 0 12 17 15 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,073,777
COMMITMENTS
251,028 51,979 201,046 601,110 807,634 1053184 1060659 20,593 13,118
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -42,779)
-8,160 5,819 -9,050 -19,383 -29,223 -36,593 -32,454 -6,186 -10,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 4.8 18.7 56.0 75.2 98.1 98.8 1.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
21 15 31 83 80 117 114
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,116,556
COMMITMENTS
259,188 46,160 210,096 620,493 836,857 1089777 1093113 26,779 23,443
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 47,717)
-9,164 2,852 16,008 33,925 15,220 40,769 34,080 6,948 13,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 4.1 18.8 55.6 74.9 97.6 97.9 2.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
28 11 32 98 86 138 120
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 169,646
COMMITMENTS
33,506 43,101 46,696 87,572 76,766 167,774 166,563 1,872 3,083
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 4,346)
345 839 1,604 1,833 823 3,782 3,266 564 1,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 25.4 27.5 51.6 45.3 98.9 98.2 1.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 8 16 26 25 43 43
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 165,300
COMMITMENTS
33,161 42,262 45,092 85,739 75,943 163,992 163,297 1,308 2,003
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -17,089)
-2,561 -12,248 -1,722 -13,520 -3,341 -17,803 -17,311 714 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 25.6 27.3 51.9 45.9 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 8 16 26 25 44 43
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 66,939
COMMITMENTS
19,405 3,940 15,563 31,141 46,744 66,109 66,247 830 692
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,060)
1,609 -1,373 155 -3,074 -122 -1,310 -1,340 250 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 5.9 23.2 46.5 69.8 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 4 9 35 30 44 40
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 67,999
COMMITMENTS
17,796 5,313 15,408 34,215 46,866 67,419 67,587 580 412
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,305)
1,340 -710 698 -1,001 1,169 1,037 1,157 268 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 7.8 22.7 50.3 68.9 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 5 7 36 32 45 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,164
COMMITMENTS
3,383 503 4,058 16,167 19,094 23,608 23,655 556 509
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,416)
106 176 -310 -1,768 -1,282 -1,972 -1,416 556 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 2.1 16.8 66.9 79.0 97.7 97.9 2.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 3 19 23 24 26
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,580
COMMITMENTS
3,277 327 4,368 17,935 20,376 25,580 25,071 0 509
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,222)
-162 0 -6 1,390 1,228 1,222 1,222 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 1.3 17.1 70.1 79.7 100.0 98.0 0.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 4 20 24 25 28
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,078
COMMITMENTS
694 2,426 2,615 5,515 4,037 8,824 9,078 254 0
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -558)
464 16 -130 -1,146 -190 -812 -304 254 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 26.7 28.8 60.8 44.5 97.2 100.0 2.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 15 16 19 20
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,636
COMMITMENTS
230 2,410 2,745 6,661 4,227 9,636 9,382 0 254
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 258)
56 -1,372 1,586 -1,220 -46 422 168 -164 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 25.0 28.5 69.1 43.9 100.0 97.4 0.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 15 15 19 19
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,388
COMMITMENTS
1,394 2,461 632 8,533 7,611 10,559 10,704 829 684
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 2,202)
680 1,270 -172 1,016 678 1,524 1,776 678 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 21.6 5.5 74.9 66.8 92.7 94.0 7.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 12 9 15 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,200
COMMITMENTS
3,080 2,340 2,600 5,900 6,690 11,580 11,630 620 570
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -1,150)
360 160 -820 -330 -290 -790 -950 -360 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 19.2 21.3 48.4 54.8 94.9 95.3 5.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 4 17 16 22 20
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,350
COMMITMENTS
2,720 2,180 3,420 6,230 6,980 12,370 12,580 980 770
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 1,360)
-140 320 440 300 450 600 1,210 760 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 16.3 25.6 46.7 52.3 92.7 94.2 7.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 5 16 18 21 23
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 16,150
COMMITMENTS
7,750 360 1,050 6,930 14,140 15,730 15,550 420 600
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 1,540)
2,420 0 -200 -660 1,800 1,560 1,600 -20 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 2.2 6.5 42.9 87.6 97.4 96.3 2.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 2 18 20 21 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,610
COMMITMENTS
5,330 360 1,250 7,590 12,340 14,170 13,950 440 660
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 380)
620 0 -320 20 700 320 380 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 2.5 8.6 52.0 84.5 97.0 95.5 3.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 3 19 20 22 25
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 813,974
COMMITMENTS
121,277 88,519 128,945 493,272 510,966 743,494 728,430 70,480 85,544
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: 30,771)
8,708 -2,042 6,790 11,914 23,114 27,412 27,862 3,359 2,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 10.9 15.8 60.6 62.8 91.3 89.5 8.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
75 82 93 78 86 215 213
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 783,203
COMMITMENTS
112,569 90,561 122,155 481,358 487,852 716,082 700,568 67,121 82,635
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 11,588)
4,307 2,146 12,968 -15,460 -13,112 1,815 2,002 9,773 9,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 11.6 15.6 61.5 62.3 91.4 89.4 8.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
66 92 98 76 86 213 220
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,772
COMMITMENTS
8,402 5,544 42 2,560 6,838 11,004 12,424 2,768 1,348
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -295)
249 287 -373 -156 -742 -280 -828 -15 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.0 40.3 0.3 18.6 49.7 79.9 90.2 20.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
58 27 2 11 22 71 49
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,067
COMMITMENTS
8,153 5,257 415 2,716 7,580 11,284 13,252 2,783 815
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: 294)
53 145 3 173 -92 229 56 65 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.0 37.4 3.0 19.3 53.9 80.2 94.2 19.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
60 22 6 11 25 75 51
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,070
COMMITMENTS
5,603 820 38 747 7,045 6,388 7,903 2,682 1,167
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -2,285)
-2,581 74 -422 247 -1,784 -2,756 -2,132 471 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.8 9.0 0.4 8.2 77.7 70.4 87.1 29.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
24 6 3 8 18 32 27
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,355
COMMITMENTS
8,184 746 460 500 8,829 9,144 10,035 2,211 1,320
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -328)
388 -54 445 -222 277 611 668 -939 -996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.1 6.6 4.1 4.4 77.8 80.5 88.4 19.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
31 9 5 6 19 41 30
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/05/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 146,699
COMMITMENTS
42,687 7,383 7,567 79,289 120,820 129,543 135,770 17,156 10,929
CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST: -5,097)
6,106 -482 -219 -8,894 -3,592 -3,007 -4,293 -2,090 -804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 5.0 5.2 54.0 82.4 88.3 92.6 11.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
56 19 27 61 72 129 107
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 06/28/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 151,796
COMMITMENTS
36,581 7,865 7,786 88,183 124,412 132,550 140,063 19,246 11,733
CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST: -2,890)
-1,294 -127 -1,801 -2,712 -1,212 -5,807 -3,140 2,917 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 5.2 5.1 58.1 82.0 87.3 92.3 12.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
49 20 27 63 73 123 109
Updated July 15, 2005