WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 249,143
COMMITMENTS
44,865 69,879 21,181 160,440 120,904 226,486 211,964 22,657 37,179
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 5,483)
-2,856 5,681 2,819 5,229 -4,478 5,192 4,022 291 1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 28.0 8.5 64.4 48.5 90.9 85.1 9.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
55 101 52 39 48 133 172
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 243,660
COMMITMENTS
47,721 64,198 18,362 155,211 125,382 221,294 207,942 22,366 35,718
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 14,230)
2,419 -2,436 8,302 2,359 7,296 13,080 13,162 1,150 1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 26.3 7.5 63.7 51.5 90.8 85.3 9.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
59 101 53 40 53 141 176
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 739,841
COMMITMENTS
140,675 74,985 72,707 402,408 414,450 615,790 562,142 124,051 177,699
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 15,160)
-9,409 260 9,559 13,220 15,145 13,370 24,964 1,790 -9,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 10.1 9.8 54.4 56.0 83.2 76.0 16.8 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
136 105 128 193 234 413 412
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 724,681
COMMITMENTS
150,084 74,725 63,148 389,188 399,305 602,420 537,178 122,261 187,503
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 38,245)
39,743 -3,776 -9,705 -3,266 49,042 26,772 35,561 11,473 2,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 10.3 8.7 53.7 55.1 83.1 74.1 16.9 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562)
148 105 119 183 236 398 411
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,909
COMMITMENTS
3,728 345 29 1,724 6,040 5,481 6,414 2,428 1,495
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -86)
156 -29 5 -108 -32 53 -56 -139 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.1 4.4 0.4 21.8 76.4 69.3 81.1 30.7 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 3 3 9 14 24 18
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,995
COMMITMENTS
3,572 374 24 1,832 6,072 5,428 6,470 2,567 1,525
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 434)
472 11 -87 -94 299 291 223 143 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 4.7 0.3 22.9 75.9 67.9 80.9 32.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 4 2 10 15 23 20
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 273,064
COMMITMENTS
69,015 27,235 15,093 132,023 164,466 216,131 206,794 56,933 66,270
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -4,385)
3,125 1,712 -2,274 -2,869 -4,982 -2,018 -5,544 -2,367 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 10.0 5.5 48.3 60.2 79.2 75.7 20.8 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
113 69 64 103 127 260 228
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 277,449
COMMITMENTS
65,890 25,523 17,367 134,892 169,448 218,149 212,338 59,300 65,111
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,108)
-3,059 -488 2,491 -437 -377 -1,005 1,626 2,113 -518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 9.2 6.3 48.6 61.1 78.6 76.5 21.4 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
123 70 68 108 130 267 237
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS) OPEN INTEREST: 19,187
COMMITMENTS
13,059 4,696 1,340 0 768 14,399 6,804 4,788 12,383
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,978)
568 1,187 1,121 0 -172 1,689 2,136 289 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.1 24.5 7.0 0.0 4.0 75.0 35.5 25.0 64.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 12 10 0 3 14 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 137,074
COMMITMENTS
36,774 9,570 14,602 58,882 99,638 110,258 123,810 26,816 13,264
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -9,199)
-2,915 -284 -1,479 -3,156 -7,258 -7,550 -9,021 -1,649 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 7.0 10.7 43.0 72.7 80.4 90.3 19.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
52 18 26 40 36 108 75
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 146,273
COMMITMENTS
39,689 9,854 16,081 62,038 106,896 117,808 132,831 28,465 13,442
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -4,950)
2,772 1,221 -914 -3,609 -5,068 -1,751 -4,761 -3,199 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 6.7 11.0 42.4 73.1 80.5 90.8 19.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
58 20 27 40 37 113 76
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 556,072
COMMITMENTS
88,269 72,330 7,037 347,871 320,745 443,177 400,112 112,895 155,960
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -16,695)
-7,149 -6,343 -4,610 -9,505 -1,202 -21,264 -12,155 4,569 -4,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 13.0 1.3 62.6 57.7 79.7 72.0 20.3 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
29 27 23 59 72 98 112
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 572,767
COMMITMENTS
95,418 78,673 11,647 357,376 321,947 464,441 412,267 108,326 160,500
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -12,079)
-6,021 -17,622 1,264 6,902 3,169 2,145 -13,189 -14,224 1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 13.7 2.0 62.4 56.2 81.1 72.0 18.9 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
30 27 22 57 70 96 110
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 118,402
COMMITMENTS
25,096 1,212 15,060 46,042 87,110 86,198 103,382 32,204 15,020
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -5,436)
-1,131 -196 -315 -2,711 -3,202 -4,157 -3,713 -1,279 -1,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 1.0 12.7 38.9 73.6 72.8 87.3 27.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
49 6 31 54 49 115 83
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 123,838
COMMITMENTS
26,227 1,408 15,375 48,753 90,312 90,355 107,095 33,483 16,743
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,365)
556 -1,363 1,071 -1,877 506 -250 214 1,615 1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 1.1 12.4 39.4 72.9 73.0 86.5 27.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
46 7 28 54 50 113 82
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,505
COMMITMENTS
3,070 1,282 1,085 1,964 3,173 6,119 5,540 1,386 1,965
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 271)
134 -140 2 152 312 288 174 -17 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 17.1 14.5 26.2 42.3 81.5 73.8 18.5 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 9 10 12 10 36 25
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,234
COMMITMENTS
2,936 1,422 1,083 1,812 2,861 5,831 5,366 1,403 1,868
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 334)
-106 -67 121 216 281 231 335 103 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 19.7 15.0 25.0 39.5 80.6 74.2 19.4 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
20 10 8 11 11 33 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 360,119
COMMITMENTS
103,350 105,406 1,917 200,517 144,855 305,784 252,178 54,335 107,941
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -7,447)
1,163 -3,049 1,795 -9,866 -5,474 -6,908 -6,728 -539 -719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 29.3 0.5 55.7 40.2 84.9 70.0 15.1 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 29 3 44 41 59 71
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 367,566
COMMITMENTS
102,187 108,455 122 210,383 150,329 312,692 258,906 54,874 108,660
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,867)
4,489 34 31 -11,936 -4,120 -7,416 -4,055 4,549 1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 29.5 0.0 57.2 40.9 85.1 70.4 14.9 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
13 27 2 45 42 60 69
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,909,812
COMMITMENTS
408,461 385,051 129,912 1162042 996,543 1700415 1511506 209,397 398,306
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 56,216)
10,592 -11,889 14,637 15,413 13,233 40,642 15,981 15,574 40,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 20.2 6.8 60.8 52.2 89.0 79.1 11.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
46 64 44 76 116 146 200
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,853,596
COMMITMENTS
397,869 396,940 115,275 1146629 983,310 1659773 1495525 193,823 358,071
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 30,185)
-23,491 -13,706 36,107 39,697 30,223 52,313 52,624 -22,128 -22,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 21.4 6.2 61.9 53.0 89.5 80.7 10.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
45 69 44 85 114 156 201
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,331,922
COMMITMENTS
193,718 350,702 21,453 985,050 671,410 1200221 1043565 131,701 288,357
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 89,168)
7,980 72,445 8,626 97,125 10,076 113,731 91,147 -24,563 -1,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 26.3 1.6 74.0 50.4 90.1 78.4 9.9 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
36 39 16 67 75 109 124
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,242,754
COMMITMENTS
185,738 278,257 12,827 887,925 661,334 1086490 952,418 156,264 290,336
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 61,703)
26,884 43,202 436 43,767 -1,657 71,087 41,981 -9,384 19,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 22.4 1.0 71.4 53.2 87.4 76.6 12.6 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
41 34 14 65 78 111 121
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 432,895
COMMITMENTS
110,401 54,997 45,602 219,232 297,332 375,235 397,931 57,660 34,964
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 32,995)
23,786 -1,435 8,303 9,736 29,401 41,825 36,269 -8,830 -3,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 12.7 10.5 50.6 68.7 86.7 91.9 13.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
31 25 32 52 42 100 82
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 399,900
COMMITMENTS
86,615 56,432 37,299 209,496 267,931 333,410 361,662 66,490 38,238
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 44,711)
13,086 6,037 5,599 20,531 22,658 39,216 34,294 5,495 10,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 14.1 9.3 52.4 67.0 83.4 90.4 16.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
28 27 26 51 44 95 81
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,956
COMMITMENTS
7,903 5,125 1 15,353 17,490 23,257 22,616 6,699 7,340
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,738)
1,101 406 0 -78 660 1,023 1,066 715 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 17.1 0.0 51.3 58.4 77.6 75.5 22.4 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 9 1 18 11 34 20
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,218
COMMITMENTS
6,802 4,719 1 15,431 16,830 22,234 21,550 5,984 6,668
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -800)
-43 -41 0 -120 -313 -163 -354 -637 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 16.7 0.0 54.7 59.6 78.8 76.4 21.2 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 8 1 18 10 32 18
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 52,853
COMMITMENTS
10,546 27,421 658 29,317 13,367 40,521 41,446 12,332 11,407
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,025)
1,980 2,302 131 -473 -140 1,638 2,293 1,387 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 51.9 1.2 55.5 25.3 76.7 78.4 23.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
18 26 5 16 16 36 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 49,828
COMMITMENTS
8,566 25,119 527 29,790 13,507 38,883 39,153 10,945 10,675
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,285)
-1,038 707 -57 1,124 611 29 1,261 1,256 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 50.4 1.1 59.8 27.1 78.0 78.6 22.0 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
16 28 4 15 13 33 43
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,324
COMMITMENTS
3,770 5,424 1,019 32,237 29,968 37,026 36,411 298 913
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 214)
16 76 -4 206 129 218 201 -4 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 14.5 2.7 86.4 80.3 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 17 4 20 18 30 36
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 37,110
COMMITMENTS
3,754 5,348 1,023 32,031 29,839 36,808 36,210 302 900
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -482)
-212 -473 0 -193 -116 -405 -589 -77 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 14.4 2.8 86.3 80.4 99.2 97.6 0.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 17 4 18 22 28 40
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,623
COMMITMENTS
2,287 1,891 618 15,228 13,415 18,133 15,924 4,490 6,699
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 547)
951 12 -313 -38 839 600 538 -53 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 8.4 2.7 67.3 59.3 80.2 70.4 19.8 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 6 9 23 18 33 30
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,076
COMMITMENTS
1,336 1,879 931 15,266 12,576 17,533 15,386 4,543 6,690
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,468)
-318 114 167 1,224 905 1,073 1,186 395 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 8.5 4.2 69.2 57.0 79.4 69.7 20.6 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 5 8 25 18 34 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 94,657
COMMITMENTS
13,499 25,716 20,494 49,418 22,877 83,411 69,087 11,246 25,570
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -4,685)
673 -531 -6,231 1,211 1,268 -4,347 -5,494 -338 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 27.2 21.7 52.2 24.2 88.1 73.0 11.9 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
31 53 40 23 29 83 103
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 99,342
COMMITMENTS
12,826 26,247 26,725 48,207 21,609 87,758 74,581 11,584 24,761
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,371)
314 -279 4,944 -736 -701 4,522 3,964 -151 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 26.4 26.9 48.5 21.8 88.3 75.1 11.7 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
33 57 43 20 29 86 106
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,219
COMMITMENTS
526 877 68 640 381 1,234 1,326 985 893
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -187)
21 -69 -2 -72 -63 -53 -134 -134 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 39.5 3.1 28.8 17.2 55.6 59.8 44.4 40.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 14 4 8 5 18 20
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,406
COMMITMENTS
505 946 70 712 444 1,287 1,460 1,119 946
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -305)
-66 -78 -29 -10 -159 -105 -266 -200 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 39.3 2.9 29.6 18.5 53.5 60.7 46.5 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 12 4 9 5 21 19
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 136,698
COMMITMENTS
31,552 37,038 12,959 73,773 57,735 118,284 107,732 18,414 28,966
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -5,854)
208 -625 -3,639 -906 -797 -4,337 -5,061 -1,517 -793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 27.1 9.5 54.0 42.2 86.5 78.8 13.5 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
48 68 53 60 83 134 189
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,552
COMMITMENTS
31,344 37,663 16,598 74,679 58,532 122,621 112,793 19,931 29,759
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 7,619)
2,232 55 2,913 2,192 3,713 7,337 6,681 282 938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 26.4 11.6 52.4 41.1 86.0 79.1 14.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
56 69 59 62 87 144 198
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,541
COMMITMENTS
931 1,059 86 1,027 973 2,044 2,118 1,497 1,423
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 325)
-38 239 65 194 -94 221 210 104 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 29.9 2.4 29.0 27.5 57.7 59.8 42.3 40.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 14 6 15 8 27 27
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,216
COMMITMENTS
969 820 21 833 1,067 1,823 1,908 1,393 1,308
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -380)
92 -122 -93 -149 19 -150 -196 -230 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 25.5 0.7 25.9 33.2 56.7 59.3 43.3 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 8 4 12 8 22 19
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,723
COMMITMENTS
7,273 4,153 3,471 8,158 4,768 18,902 12,392 4,821 11,331
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1)
-407 197 162 258 -438 13 -79 -12 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 17.5 14.6 34.4 20.1 79.7 52.2 20.3 47.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
31 31 23 35 35 82 75
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,722
COMMITMENTS
7,680 3,956 3,309 7,900 5,206 18,889 12,471 4,833 11,251
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -124)
-2,270 218 758 977 496 -535 1,472 411 -1,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 16.7 13.9 33.3 21.9 79.6 52.6 20.4 47.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
35 26 25 34 41 84 80
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 90,753
COMMITMENTS
31,840 14,321 543 27,243 62,482 59,626 77,346 31,127 13,407
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -502)
-3,844 4,462 0 3,353 -3,362 -491 1,100 -11 -1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 15.8 0.6 30.0 68.8 65.7 85.2 34.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
25 9 2 23 25 48 36
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 91,255
COMMITMENTS
35,684 9,859 543 23,890 65,844 60,117 76,246 31,138 15,009
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -168)
402 -2,220 3 -1,153 3,197 -748 980 580 -1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 10.8 0.6 26.2 72.2 65.9 83.6 34.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
29 7 2 21 24 50 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,768
COMMITMENTS
4,604 41,033 1 62,539 8,799 67,144 49,833 6,624 23,935
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,352)
-1,415 -1,478 0 3,472 1,115 2,057 -363 -705 1,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 55.6 0.0 84.8 11.9 91.0 67.6 9.0 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 22 1 9 8 13 31
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 72,416
COMMITMENTS
6,019 42,511 1 59,067 7,684 65,087 50,196 7,329 22,220
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,891)
3,028 1,572 1 1,145 1,479 4,174 3,052 -1,283 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 58.7 0.0 81.6 10.6 89.9 69.3 10.1 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 27 1 9 8 11 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 97,082
COMMITMENTS
75,471 1,862 170 13,155 89,532 88,796 91,564 8,286 5,518
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,441)
865 -2,520 -70 1,957 5,267 2,752 2,677 -311 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.7 1.9 0.2 13.6 92.2 91.5 94.3 8.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
60 8 1 17 14 78 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 94,641
COMMITMENTS
74,606 4,382 240 11,198 84,265 86,044 88,887 8,597 5,754
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -5,703)
-4,581 -509 75 -1,173 -5,243 -5,679 -5,677 -24 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.8 4.6 0.3 11.8 89.0 90.9 93.9 9.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
63 6 2 15 14 78 22
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 75,763
COMMITMENTS
12,276 32,141 23 46,338 23,720 58,637 55,884 17,126 19,879
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,833)
1,008 -4,751 13 -2,380 1,936 -1,359 -2,802 -474 969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 42.4 0.0 61.2 31.3 77.4 73.8 22.6 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
12 22 2 17 20 31 42
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,596
COMMITMENTS
11,268 36,892 10 48,718 21,784 59,996 58,686 17,600 18,910
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,479)
2,201 5,244 0 701 -508 2,902 4,736 577 -1,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 47.5 0.0 62.8 28.1 77.3 75.6 22.7 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
10 24 1 18 20 29 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 161,014
COMMITMENTS
8,032 55,800 423 128,689 75,625 137,144 131,848 23,870 29,166
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -7,683)
-1,133 -12,421 -53 -4,366 8,345 -5,552 -4,129 -2,131 -3,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 34.7 0.3 79.9 47.0 85.2 81.9 14.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 30 2 23 22 37 53
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 168,697
COMMITMENTS
9,165 68,221 476 133,055 67,280 142,696 135,977 26,001 32,720
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 5,738)
-1,665 -5,685 -1,068 6,686 10,416 3,953 3,663 1,785 2,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 40.4 0.3 78.9 39.9 84.6 80.6 15.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
14 38 3 26 24 41 64
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 144,785
COMMITMENTS
24,520 32,816 651 71,960 64,853 97,131 98,320 47,654 46,465
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,733)
1,465 -2,109 358 -3,004 4,575 -1,181 2,824 2,914 -1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 22.7 0.4 49.7 44.8 67.1 67.9 32.9 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
29 30 8 23 28 54 64
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 143,052
COMMITMENTS
23,055 34,925 293 74,964 60,278 98,312 95,496 44,740 47,556
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,766)
-1,212 2,810 -192 2,034 1,150 630 3,768 2,136 -1,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 24.4 0.2 52.4 42.1 68.7 66.8 31.3 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
25 31 5 27 28 54 62
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,609
COMMITMENTS
5,997 1,000 415 56,931 61,541 63,343 62,956 4,266 4,653
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 6,696)
-3,375 0 55 9,895 7,318 6,575 7,373 121 -677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 1.5 0.6 84.2 91.0 93.7 93.1 6.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 9 16 11 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 60,913
COMMITMENTS
9,372 1,000 360 47,036 54,223 56,768 55,583 4,145 5,330
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -24,172)
-14,089 -166 310 -6,344 -17,523 -20,123 -17,379 -4,049 -6,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 1.6 0.6 77.2 89.0 93.2 91.2 6.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 10 15 13 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,461,846
COMMITMENTS
782,725 1016801 824,026 4987576 4125151 6594327 5965978 867,519 1495868
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 142,985)
10,713 105,616 17,697 83,655 -34,938 112,065 88,375 30,920 54,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 13.6 11.0 66.8 55.3 88.4 80.0 11.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
46 66 79 123 131 210 237
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,318,861
COMMITMENTS
772,012 911,185 806,329 4903921 4160089 6482262 5877603 836,599 1441258
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -11,781)
31,264 179,065 4,652 34,078 -71,322 69,994 112,395 -81,775 -124,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 12.4 11.0 67.0 56.8 88.6 80.3 11.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
44 66 83 126 137 216 243
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 655,214
COMMITMENTS
53,958 46,699 3,934 470,064 502,972 527,956 553,605 127,258 101,609
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,447)
-2,517 3,708 -621 1,067 -1,576 -2,071 1,511 624 -2,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 7.1 0.6 71.7 76.8 80.6 84.5 19.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
36 28 13 85 62 130 94
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 656,661
COMMITMENTS
56,475 42,991 4,555 468,997 504,548 530,027 552,094 126,634 104,567
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,458)
2,725 -363 -1,351 -5,735 -4,001 -4,361 -5,715 1,903 3,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 6.5 0.7 71.4 76.8 80.7 84.1 19.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
34 26 14 86 63 129 94
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 949,969
COMMITMENTS
153,712 249,431 5,903 456,531 604,999 616,146 860,333 333,823 89,636
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,602)
17,357 11,268 -1,073 -16,343 -2,772 -59 7,423 1,661 -5,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 26.3 0.6 48.1 63.7 64.9 90.6 35.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
42 56 15 54 60 105 122
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 948,367
COMMITMENTS
136,355 238,163 6,976 472,874 607,771 616,205 852,910 332,162 95,457
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -1,639)
19,321 -12,196 -4,786 -34,025 20,074 -19,490 3,092 17,851 -4,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 25.1 0.7 49.9 64.1 65.0 89.9 35.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
36 55 15 53 59 99 119
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,425
COMMITMENTS
1,466 494 0 6,803 11,087 8,269 11,581 4,156 844
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 159)
406 157 0 260 127 666 284 -507 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 4.0 0.0 54.8 89.2 66.6 93.2 33.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 15 18 19 19
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,266
COMMITMENTS
1,060 337 0 6,543 10,960 7,603 11,297 4,663 969
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -4)
0 -16 0 18 3 18 -13 -22 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 2.7 0.0 53.3 89.4 62.0 92.1 38.0 7.9
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 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,016
COMMITMENTS
8,984 1,628 0 18,058 26,755 27,042 28,383 2,974 1,633
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -825)
109 44 0 603 1,368 712 1,412 -1,537 -2,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 5.4 0.0 60.2 89.1 90.1 94.6 9.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 3 0 17 19 24 22
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,841
COMMITMENTS
8,875 1,584 0 17,455 25,387 26,330 26,971 4,511 3,870
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -729)
353 292 -123 -960 -1,048 -730 -879 1 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 5.1 0.0 56.6 82.3 85.4 87.5 14.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 3 0 16 19 24 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,334
COMMITMENTS
6,852 8,617 0 26,948 32,606 33,800 41,223 15,534 8,111
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,622)
-518 1,513 0 781 749 263 2,262 1,359 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 17.5 0.0 54.6 66.1 68.5 83.6 31.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 16 0 30 22 41 38
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,712
COMMITMENTS
7,370 7,104 0 26,167 31,857 33,537 38,961 14,175 8,751
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,669)
921 -1,681 0 -180 -938 741 -2,619 -3,410 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 14.9 0.0 54.8 66.8 70.3 81.7 29.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
12 12 0 28 22 40 34
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 288,790
COMMITMENTS
124,042 61,189 2,130 140,748 189,143 266,920 252,462 21,870 36,328
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 22,331)
24,238 -11,208 339 -3,705 30,454 20,872 19,585 1,459 2,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 21.2 0.7 48.7 65.5 92.4 87.4 7.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
75 55 7 34 44 114 101
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 266,459
COMMITMENTS
99,804 72,397 1,791 144,453 158,689 246,048 232,877 20,411 33,582
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 7,744)
28,170 -3,377 -1,240 -16,376 37,378 10,554 32,761 -2,810 -25,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 27.2 0.7 54.2 59.6 92.3 87.4 7.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
70 54 9 35 42 110 100
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,938
COMMITMENTS
20,643 3,300 0 22,845 46,424 43,488 49,724 17,450 11,214
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,721)
4,434 -6,153 -7 -9,196 7,721 -4,769 1,561 2,048 -4,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 5.4 0.0 37.5 76.2 71.4 81.6 28.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 3 0 13 17 23 20
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 63,659
COMMITMENTS
16,209 9,453 7 32,041 38,703 48,257 48,163 15,402 15,496
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -831)
-1,659 141 0 2,823 -880 1,164 -739 -1,995 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 14.8 0.0 50.3 60.8 75.8 75.7 24.2 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 9 1 16 16 24 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,112
COMMITMENTS
468 4,134 0 23,345 19,134 23,813 23,268 5,299 5,844
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -162)
-310 -110 0 -86 -156 -396 -266 234 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 14.2 0.0 80.2 65.7 81.8 79.9 18.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 10 0 28 21 30 31
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,274
COMMITMENTS
778 4,244 0 23,431 19,290 24,209 23,534 5,065 5,740
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 189)
-22 194 0 94 -1,607 72 -1,413 117 1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 14.5 0.0 80.0 65.9 82.7 80.4 17.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 10 0 28 21 31 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 221,879
COMMITMENTS
23,976 42,850 582 184,812 169,469 209,370 212,901 12,509 8,978
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,830)
-2,107 -717 -298 20 -534 -2,385 -1,549 -445 -1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 19.3 0.3 83.3 76.4 94.4 96.0 5.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
23 39 4 32 49 57 90
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 224,709
COMMITMENTS
26,083 43,567 880 184,792 170,003 211,755 214,450 12,954 10,259
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -2,726)
-947 -226 -187 -1,320 275 -2,454 -138 -272 -2,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 19.4 0.4 82.2 75.7 94.2 95.4 5.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
26 36 5 35 47 63 86
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,702
COMMITMENTS
13,811 6,602 415 13,773 23,820 27,999 30,837 12,703 9,865
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,092)
397 -481 4 1,453 1,850 1,854 1,373 1,238 1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 16.2 1.0 33.8 58.5 68.8 75.8 31.2 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
28 12 3 17 21 46 35
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,610
COMMITMENTS
13,414 7,083 411 12,320 21,970 26,145 29,464 11,465 8,146
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,446)
1,352 1,146 -19 972 730 2,305 1,857 141 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 18.8 1.1 32.8 58.4 69.5 78.3 30.5 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
27 13 3 16 20 44 35
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 22,289
COMMITMENTS
5,592 0 70 12,129 5,694 17,791 5,764 4,498 16,525
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,938)
628 -200 70 2,733 3,494 3,431 3,364 1,507 1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 0.0 0.3 54.4 25.5 79.8 25.9 20.2 74.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 0 1 9 3 18 4
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 29,021
COMMITMENTS
1,511 2,342 33 14,787 22,374 16,331 24,749 12,690 4,272
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 62)
358 -24 -74 498 36 782 -62 -720 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 8.1 0.1 51.0 77.1 56.3 85.3 43.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 10 1 15 21 19 31
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 28,959
COMMITMENTS
1,153 2,366 107 14,289 22,338 15,549 24,811 13,410 4,148
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 624)
-142 55 -334 981 339 505 60 119 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 8.2 0.4 49.3 77.1 53.7 85.7 46.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 10 2 13 19 17 30
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 123,485
COMMITMENTS
41,302 19,384 13,266 36,453 78,904 91,021 111,554 32,464 11,931
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -4,728)
-1,896 -1,912 83 -1,929 -2,004 -3,742 -3,833 -986 -895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 15.7 10.7 29.5 63.9 73.7 90.3 26.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
89 28 29 21 32 119 82
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 128,213
COMMITMENTS
43,198 21,296 13,183 38,382 80,908 94,763 115,387 33,450 12,826
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,934)
1,447 2,405 2,404 1,098 92 4,949 4,901 -15 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 16.6 10.3 29.9 63.1 73.9 90.0 26.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
91 32 28 24 31 124 84
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 114,252
COMMITMENTS
42,350 25,531 17,370 38,700 56,846 98,420 99,747 15,832 14,505
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,111)
2,706 2,764 293 10 -339 3,009 2,718 102 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 22.3 15.2 33.9 49.8 86.1 87.3 13.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
65 68 53 45 43 154 132
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 111,141
COMMITMENTS
39,644 22,767 17,077 38,690 57,185 95,411 97,029 15,730 14,112
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,735)
2,922 1,126 971 -353 1,531 3,540 3,628 1,195 1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 20.5 15.4 34.8 51.5 85.8 87.3 14.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
64 61 47 43 40 144 121
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 256,886
COMMITMENTS
110,685 61,663 20,454 68,301 151,110 199,440 233,227 57,446 23,659
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -13,115)
-5,887 -798 -2,893 -7,690 -8,929 -16,470 -12,620 3,355 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 24.0 8.0 26.6 58.8 77.6 90.8 22.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
109 66 42 38 42 173 132
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 270,001
COMMITMENTS
116,572 62,461 23,347 75,991 160,039 215,910 245,847 54,091 24,154
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 110)
-8,013 11,598 -185 9,853 -17,007 1,655 -5,594 -1,545 5,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 23.1 8.6 28.1 59.3 80.0 91.1 20.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
127 59 41 42 43 187 131
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,177
COMMITMENTS
5,094 2,432 624 2,767 7,692 8,485 10,748 2,692 429
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -745)
162 0 30 182 210 374 240 -1,119 -985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 21.8 5.6 24.8 68.8 75.9 96.2 24.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
23 2 11 6 6 38 18
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,922
COMMITMENTS
4,932 2,432 594 2,585 7,482 8,111 10,508 3,811 1,414
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -932)
-1,538 2 32 222 -1,278 -1,284 -1,244 352 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 20.4 5.0 21.7 62.8 68.0 88.1 32.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
23 2 10 6 6 38 17
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 85,366
COMMITMENTS
19,917 7,646 1,693 48,287 59,075 69,897 68,414 15,469 16,952
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,402)
-1,291 982 416 3,234 2,091 2,359 3,489 -957 -2,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 9.0 2.0 56.6 69.2 81.9 80.1 18.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
38 15 12 51 59 96 81
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 83,964
COMMITMENTS
21,208 6,664 1,277 45,053 56,984 67,538 64,925 16,426 19,039
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 3,510)
1,551 -368 -771 2,543 5,464 3,323 4,325 187 -815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 7.9 1.5 53.7 67.9 80.4 77.3 19.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
39 15 10 44 56 89 75
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 26,535
COMMITMENTS
2,134 2,312 598 18,129 16,103 20,861 19,013 5,674 7,522
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 833)
-294 1,071 -79 1,125 -860 752 132 81 701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 8.7 2.3 68.3 60.7 78.6 71.7 21.4 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 7 3 24 16 33 25
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 25,702
COMMITMENTS
2,428 1,241 677 17,004 16,963 20,109 18,881 5,593 6,821
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -410)
-12 -282 321 -869 -283 -560 -244 150 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 4.8 2.6 66.2 66.0 78.2 73.5 21.8 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 8 5 22 20 33 29
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 93,888
COMMITMENTS
21,362 27,176 2,411 58,760 54,154 82,533 83,741 11,355 10,147
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,887)
759 3,755 -16 1,612 -2,421 2,355 1,318 -468 569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 28.9 2.6 62.6 57.7 87.9 89.2 12.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
56 62 32 54 47 129 124
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 92,001
COMMITMENTS
20,603 23,421 2,427 57,148 56,575 80,178 82,423 11,823 9,578
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,770)
348 8,004 -1,034 1,935 -6,798 1,249 172 521 1,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 25.5 2.6 62.1 61.5 87.1 89.6 12.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
57 57 32 51 45 129 115
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,572
COMMITMENTS
13,200 2,003 1,582 12,537 26,512 27,319 30,097 4,253 1,475
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -742)
-1,121 -160 12 438 -315 -671 -463 -71 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 6.3 5.0 39.7 84.0 86.5 95.3 13.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
54 10 18 21 17 82 40
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,314
COMMITMENTS
14,321 2,163 1,570 12,099 26,827 27,990 30,560 4,324 1,754
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -1,823)
-2,819 -768 -323 1,640 -899 -1,502 -1,990 -321 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 6.7 4.9 37.4 83.0 86.6 94.6 13.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
57 11 17 19 18 83 40
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 130,054
COMMITMENTS
24,218 26,136 2,849 94,504 96,207 121,571 125,192 8,483 4,862
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,911)
457 1,410 409 2,094 1,428 2,960 3,247 -49 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 20.1 2.2 72.7 74.0 93.5 96.3 6.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
51 45 18 53 36 112 95
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 127,143
COMMITMENTS
23,761 24,726 2,440 92,410 94,779 118,611 121,945 8,532 5,198
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 640)
104 1,612 -445 125 -1,301 -216 -134 856 774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 19.4 1.9 72.7 74.5 93.3 95.9 6.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
47 48 16 51 37 107 96
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 424,133
COMMITMENTS
136,830 40,279 24,422 194,195 324,417 355,447 389,118 68,686 35,015
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 13,805)
8,860 -6,263 -1,210 4,207 24,296 11,857 16,823 1,948 -3,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 9.5 5.8 45.8 76.5 83.8 91.7 16.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
70 27 31 55 51 144 94
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 410,328
COMMITMENTS
127,970 46,542 25,632 189,988 300,121 343,590 372,295 66,738 38,033
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 15,974)
5,539 -6,863 9,219 -367 13,439 14,391 15,795 1,583 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 11.3 6.2 46.3 73.1 83.7 90.7 16.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
66 31 38 52 47 139 101
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 93,932
COMMITMENTS
25,627 16,442 7,923 50,986 62,671 84,536 87,036 9,396 6,896
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -942)
-1,134 42 745 948 -313 559 474 -1,501 -1,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 17.5 8.4 54.3 66.7 90.0 92.7 10.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
87 74 48 88 86 201 193
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 94,874
COMMITMENTS
26,761 16,400 7,178 50,038 62,984 83,977 86,562 10,897 8,312
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 517)
-1,410 594 231 1,125 -960 -54 -135 571 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 17.3 7.6 52.7 66.4 88.5 91.2 11.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
96 71 49 85 88 205 194
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,423
COMMITMENTS
16,344 1,688 2,300 6,271 22,108 24,915 26,096 3,508 2,327
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -615)
-1,131 -53 55 -2 -1,338 -1,078 -1,336 463 721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.5 5.9 8.1 22.1 77.8 87.7 91.8 12.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
29 8 8 7 4 42 16
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,038
COMMITMENTS
17,475 1,741 2,245 6,273 23,446 25,993 27,432 3,045 1,606
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 986)
529 338 78 1,754 640 2,361 1,056 -1,375 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.2 6.0 7.7 21.6 80.7 89.5 94.5 10.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
30 8 8 7 4 43 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 178,409
COMMITMENTS
28,066 18,367 22,604 90,628 109,559 141,298 150,530 37,111 27,879
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -452)
-2,816 -2,952 -1,537 2,080 2,271 -2,273 -2,218 1,821 1,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 10.3 12.7 50.8 61.4 79.2 84.4 20.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
29 24 34 60 56 110 96
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 178,861
COMMITMENTS
30,882 21,319 24,141 88,548 107,288 143,571 152,748 35,290 26,113
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -5,438)
-1,119 -4,495 -3,621 4,974 7,689 234 -427 -5,672 -5,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 11.9 13.5 49.5 60.0 80.3 85.4 19.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
31 24 32 62 58 114 95
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 508,216
COMMITMENTS
40,690 67,594 172,902 220,557 239,493 434,149 479,989 74,067 28,227
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -3,873)
-7,637 -4,832 5,819 -3,489 -4,053 -5,307 -3,066 1,434 -807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 13.3 34.0 43.4 47.1 85.4 94.4 14.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
48 55 71 92 80 189 161
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 512,089
COMMITMENTS
48,327 72,426 167,083 224,046 243,546 439,456 483,055 72,633 29,034
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 17,613)
-232 3,067 7,420 11,417 8,741 18,605 19,228 -992 -1,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 14.1 32.6 43.8 47.6 85.8 94.3 14.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
50 44 65 95 81 186 154
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,324
COMMITMENTS
6,850 1,862 1,652 26,149 25,018 34,651 28,532 3,673 9,792
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 262)
-1,203 -2,008 190 2,511 1,168 1,498 -650 -1,236 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 4.9 4.3 68.2 65.3 90.4 74.4 9.6 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 19 13 21 16
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,062
COMMITMENTS
8,053 3,870 1,462 23,638 23,850 33,153 29,182 4,909 8,880
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -160)
-2,512 240 180 1,583 -1,132 -749 -712 589 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 10.2 3.8 62.1 62.7 87.1 76.7 12.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 17 12 20 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,997
COMMITMENTS
3,038 29,873 14,435 101,241 79,572 118,714 123,880 10,283 5,117
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 892)
-426 731 -856 2,490 410 1,208 285 -316 607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 23.2 11.2 78.5 61.7 92.0 96.0 8.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 4 25 26 29 30
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,105
COMMITMENTS
3,464 29,142 15,291 98,751 79,162 117,506 123,595 10,599 4,510
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 703)
3,105 7,911 -8,909 6,703 3,563 899 2,565 -196 -1,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 22.7 11.9 77.1 61.8 91.7 96.5 8.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 5 25 26 30 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,429
COMMITMENTS
32,951 11,347 2,684 39,550 57,331 75,185 71,362 4,244 8,067
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 6,920)
5,034 0 0 1,522 7,898 6,556 7,898 364 -978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 14.3 3.4 49.8 72.2 94.7 89.8 5.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 15 15 17 19
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,509
COMMITMENTS
27,917 11,347 2,684 38,028 49,433 68,629 63,464 3,880 9,045
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 4,524)
3,096 0 0 1,002 3,792 4,098 3,792 426 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 15.6 3.7 52.4 68.2 94.6 87.5 5.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 15 14 17 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,603
COMMITMENTS
0 9,132 4,967 45,305 37,384 50,272 51,483 4,331 3,120
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,194)
0 -940 -186 -2,516 -692 -2,702 -1,818 508 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.7 9.1 83.0 68.5 92.1 94.3 7.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 19 19 21 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,797
COMMITMENTS
0 10,072 5,153 47,821 38,076 52,974 53,301 3,823 3,496
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,834)
0 4,845 -959 4,219 -1,776 3,260 2,110 -426 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.7 9.1 84.2 67.0 93.3 93.8 6.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 2 18 17 20 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,683
COMMITMENTS
7,461 12,054 3,805 46,516 42,165 57,782 58,024 3,901 3,659
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -1,893)
5,595 -3,328 -3,378 -3,490 7,872 -1,273 1,166 -620 -3,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 19.5 6.2 75.4 68.4 93.7 94.1 6.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 5 5 25 22 30 29
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,576
COMMITMENTS
1,866 15,382 7,183 50,006 34,293 59,055 56,858 4,521 6,718
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 5,523)
912 889 788 4,688 2,427 6,388 4,104 -865 1,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 24.2 11.3 78.7 53.9 92.9 89.4 7.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 6 24 20 30 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,583
COMMITMENTS
0 1,121 897 46,688 40,085 47,585 42,103 998 6,480
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,126)
0 724 -513 2,577 1,429 2,064 1,640 62 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.3 1.8 96.1 82.5 97.9 86.7 2.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 20 18 21 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,457
COMMITMENTS
0 397 1,410 44,111 38,656 45,521 40,463 936 5,994
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 5,292)
-639 397 -87 6,018 1,086 5,292 1,396 0 3,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.9 3.0 95.0 83.2 98.0 87.1 2.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 18 18 19 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,086
COMMITMENTS
0 15,259 450 58,326 45,689 58,776 61,398 8,310 5,688
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 3,679)
0 2,058 -155 5,140 1,230 4,985 3,133 -1,306 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 22.7 0.7 86.9 68.1 87.6 91.5 12.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 25 21 26 23
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,407
COMMITMENTS
0 13,201 605 53,186 44,459 53,791 58,265 9,616 5,142
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 268)
0 4,719 -2,171 1,830 -2,552 -341 -4 609 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 20.8 1.0 83.9 70.1 84.8 91.9 15.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 22 20 23 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,363
COMMITMENTS
40,153 49,726 5,259 52,244 43,010 97,656 97,995 4,707 4,368
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -692)
-5,902 -1,097 806 5,500 -10 404 -301 -1,096 -391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 48.6 5.1 51.0 42.0 95.4 95.7 4.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 18 21 21 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,055
COMMITMENTS
46,055 50,823 4,453 46,744 43,020 97,252 98,296 5,803 4,759
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 12,614)
2,614 12,144 1,220 9,718 -662 13,552 12,702 -938 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 49.3 4.3 45.4 41.7 94.4 95.4 5.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 17 21 20 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,767
COMMITMENTS
780 4,455 1,259 28,376 22,519 30,415 28,233 6,352 8,534
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -9)
0 -259 182 -215 318 -33 241 24 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 12.1 3.4 77.2 61.2 82.7 76.8 17.3 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 18 17 21 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,776
COMMITMENTS
780 4,714 1,077 28,591 22,201 30,448 27,992 6,328 8,784
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,583)
-372 3,123 -803 3,386 93 2,211 2,413 372 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 12.8 2.9 77.7 60.4 82.8 76.1 17.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 18 17 21 20
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,446
COMMITMENTS
2,108 1,178 0 45,152 45,160 47,260 46,338 186 1,108
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 2.5 0.0 95.2 95.2 99.6 97.7 0.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 14 14 16 16
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 26,897
COMMITMENTS
620 1,178 0 25,905 24,797 26,525 25,975 372 922
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 4.4 0.0 96.3 92.2 98.6 96.6 1.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 15 16 16 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,175,650
COMMITMENTS
287,853 56,432 226,000 645,565 881,918 1159418 1164350 16,232 11,300
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 35,649)
-7,468 -6,437 14,016 30,445 29,433 36,993 37,012 -1,344 -1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 4.8 19.2 54.9 75.0 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
20 19 34 97 87 133 124
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,140,001
COMMITMENTS
295,321 62,869 211,984 615,120 852,485 1122425 1127338 17,576 12,663
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 12,013)
13,226 2,754 -2,267 5,125 14,654 16,084 15,141 -4,071 -3,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 5.5 18.6 54.0 74.8 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
21 17 34 84 80 120 116
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 204,032
COMMITMENTS
38,190 36,193 72,523 90,236 86,581 200,949 195,297 3,083 8,735
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 16,882)
10,295 7 11,252 -5,710 183 15,837 11,442 1,045 5,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 17.7 35.5 44.2 42.4 98.5 95.7 1.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 6 17 27 28 46 47
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 187,150
COMMITMENTS
27,895 36,186 61,271 95,946 86,398 185,112 183,855 2,038 3,295
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 11,931)
-6,655 -3,565 8,761 9,388 6,296 11,494 11,492 437 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 19.3 32.7 51.3 46.2 98.9 98.2 1.1 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 7 17 27 28 46 46
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 73,320
COMMITMENTS
20,495 4,040 18,255 34,020 50,765 72,770 73,060 550 260
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 2,051)
30 60 1,380 761 751 2,171 2,191 -120 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 5.5 24.9 46.4 69.2 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 3 11 37 34 48 45
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 71,269
COMMITMENTS
20,465 3,980 16,875 33,259 50,014 70,599 70,869 670 400
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 2,181)
-780 -140 810 1,891 1,271 1,921 1,941 260 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 5.6 23.7 46.7 70.2 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 5 9 36 32 45 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,384
COMMITMENTS
3,027 1,425 4,082 19,151 19,736 26,260 25,243 124 1,141
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 0)
-126 246 -120 1,226 -676 980 -550 -980 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 5.4 15.5 72.6 74.8 99.5 95.7 0.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 3 4 19 22 24 27
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,384
COMMITMENTS
3,153 1,179 4,202 17,925 20,412 25,280 25,793 1,104 591
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 182)
0 -154 82 -922 762 -840 690 1,022 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 4.5 15.9 67.9 77.4 95.8 97.8 4.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 3 19 22 24 25
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,278
COMMITMENTS
780 3,914 2,737 7,209 4,077 10,726 10,728 552 550
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 426)
0 126 300 126 0 426 426 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 34.7 24.3 63.9 36.2 95.1 95.1 4.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 4 17 15 22 19
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,852
COMMITMENTS
780 3,788 2,437 7,083 4,077 10,300 10,302 552 550
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,618)
86 1,018 86 894 -36 1,066 1,068 552 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 34.9 22.5 65.3 37.6 94.9 94.9 5.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 4 16 15 21 19
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,939
COMMITMENTS
1,888 2,971 546 8,952 8,206 11,386 11,723 553 216
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 0)
-510 0 0 510 510 0 510 0 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 24.9 4.6 75.0 68.7 95.4 98.2 4.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 10 8 13 13
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,939
COMMITMENTS
2,398 2,971 546 8,442 7,696 11,386 11,213 553 726
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 24.9 4.6 70.7 64.5 95.4 93.9 4.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 10 8 13 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,596
COMMITMENTS
3,700 1,644 3,220 6,416 8,242 13,336 13,106 260 490
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 1,360)
440 20 580 480 840 1,500 1,440 -140 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 12.1 23.7 47.2 60.6 98.1 96.4 1.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 5 15 16 21 21
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,236
COMMITMENTS
3,260 1,624 2,640 5,936 7,402 11,836 11,666 400 570
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -916)
40 4 0 -256 -200 -216 -196 -700 -720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 13.3 21.6 48.5 60.5 96.7 95.3 3.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 4 16 15 22 19
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,370
COMMITMENTS
9,430 280 1,230 9,240 18,480 19,900 19,990 470 380
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 220)
-180 0 60 350 760 230 820 -10 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 1.4 6.0 45.4 90.7 97.7 98.1 2.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 3 19 22 23 26
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,150
COMMITMENTS
9,610 280 1,170 8,890 17,720 19,670 19,170 480 980
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 1,180)
700 0 120 340 660 1,160 780 20 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 1.4 5.8 44.1 87.9 97.6 95.1 2.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 3 18 20 22 24
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 802,588
COMMITMENTS
106,194 94,265 138,605 502,164 504,112 746,963 736,982 55,625 65,606
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -20,048)
-2,511 4,459 978 -8,961 -19,236 -10,494 -13,799 -9,554 -6,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 11.7 17.3 62.6 62.8 93.1 91.8 6.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
65 84 91 81 90 209 212
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 822,636
COMMITMENTS
108,705 89,806 137,627 511,125 523,348 757,457 750,781 65,179 71,855
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -5,560)
-13,564 1,566 4,632 9,006 -4,440 74 1,758 -5,634 -7,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 10.9 16.7 62.1 63.6 92.1 91.3 7.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
66 82 94 80 91 213 216
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,860
COMMITMENTS
8,654 4,372 196 2,328 8,697 11,178 13,265 2,682 595
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -8)
178 -1,155 170 -234 1,624 114 639 -122 -647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.4 31.5 1.4 16.8 62.7 80.6 95.7 19.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
57 20 3 10 27 70 48
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,868
COMMITMENTS
8,476 5,527 26 2,562 7,073 11,064 12,626 2,804 1,242
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: 105)
181 225 -36 -75 -101 70 88 35 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.1 39.9 0.2 18.5 51.0 79.8 91.0 20.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
58 23 2 11 24 70 48
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,809
COMMITMENTS
5,576 762 9 1,051 7,160 6,636 7,931 2,173 878
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: 940)
1,436 -108 -102 -493 1,386 841 1,176 99 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.3 8.7 0.1 11.9 81.3 75.3 90.0 24.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 7 1 6 19 27 27
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,869
COMMITMENTS
4,140 870 111 1,544 5,774 5,795 6,755 2,074 1,114
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -39)
51 10 -34 -19 -74 -2 -98 -37 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.6 11.1 1.4 19.6 73.4 73.6 85.8 26.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 8 2 9 12 25 22
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/26/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 155,247
COMMITMENTS
39,370 11,085 8,957 89,822 125,637 138,149 145,679 17,098 9,568
CHANGES FROM 07/19/05 (CHANGE IN OPEN INTEREST: -2,680)
-2,610 1,378 -742 1,833 -2,518 -1,519 -1,882 -1,161 -798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 7.1 5.8 57.9 80.9 89.0 93.8 11.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
51 20 31 70 76 138 111
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 07/19/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 157,927
COMMITMENTS
41,980 9,707 9,699 87,989 128,155 139,668 147,561 18,259 10,366
CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST: -3,227)
-4,013 2,749 -319 4,750 -1,039 418 1,391 -3,645 -4,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 6.1 6.1 55.7 81.1 88.4 93.4 11.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
52 19 28 70 76 139 108
Updated August 5, 2005