WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 254,388
COMMITMENTS
46,038 88,282 16,018 169,155 112,879 231,211 217,179 23,177 37,209
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 3,459)
3,593 9,221 -3,931 4,412 -1,289 4,074 4,001 -615 -542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 34.7 6.3 66.5 44.4 90.9 85.4 9.1 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
64 100 47 41 50 137 174
WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 250,929
COMMITMENTS
42,445 79,061 19,949 164,743 114,168 227,137 213,178 23,792 37,751
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -6,959)
-995 10,341 -4,164 4,595 -6,182 -564 -5 -6,395 -6,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 31.5 8.0 65.7 45.5 90.5 85.0 9.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
56 108 54 40 52 136 182
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 728,262
COMMITMENTS
120,555 113,134 59,785 427,089 374,213 607,429 547,132 120,833 181,130
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -4,906)
-5,145 33,586 -14,578 21,225 -26,120 1,502 -7,112 -6,408 2,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 15.5 8.2 58.6 51.4 83.4 75.1 16.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 556)
122 126 104 211 228 398 409
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 733,168
COMMITMENTS
125,700 79,548 74,363 405,864 400,333 605,927 554,244 127,241 178,924
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -10,391)
-17,503 3,491 743 8,306 -13,363 -8,454 -9,129 -1,937 -1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 10.8 10.1 55.4 54.6 82.6 75.6 17.4 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554)
120 111 112 204 237 398 409
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,182
COMMITMENTS
3,002 297 24 722 4,566 3,748 4,887 2,434 1,295
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -1,405)
-288 -59 1 -722 -1,196 -1,009 -1,254 -396 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.6 4.8 0.4 11.7 73.9 60.6 79.1 39.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 4 3 9 13 23 18
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,587
COMMITMENTS
3,290 356 23 1,444 5,762 4,757 6,141 2,830 1,446
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -147)
2 -4 -182 -136 47 -316 -139 169 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 4.7 0.3 19.0 75.9 62.7 80.9 37.3 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 4 3 10 15 25 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 258,024
COMMITMENTS
65,536 27,383 19,422 124,827 146,454 209,785 193,259 48,239 64,765
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,505)
3,686 3,091 1,675 192 -4,706 5,553 60 -4,048 1,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 10.6 7.5 48.4 56.8 81.3 74.9 18.7 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
104 70 75 89 118 235 238
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 256,519
COMMITMENTS
61,850 24,292 17,747 124,635 151,160 204,232 193,199 52,287 63,320
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -15,773)
-8,756 -40 241 -3,669 -15,037 -12,184 -14,836 -3,589 -937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 9.5 6.9 48.6 58.9 79.6 75.3 20.4 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
108 75 72 89 126 238 244
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 132,465
COMMITMENTS
26,211 21,540 16,015 71,510 81,523 113,736 119,078 18,729 13,387
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 6,734)
-3,292 4,932 3,844 8,866 -956 9,418 7,820 -2,684 -1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 16.3 12.1 54.0 61.5 85.9 89.9 14.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
37 34 29 45 38 99 94
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 125,731
COMMITMENTS
29,503 16,608 12,171 62,644 82,479 104,318 111,258 21,413 14,473
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -11,602)
-5,934 4,927 -4,761 3,777 -13,819 -6,918 -13,653 -4,684 2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 13.2 9.7 49.8 65.6 83.0 88.5 17.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
39 28 22 40 35 93 78
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 596,441
COMMITMENTS
88,547 70,990 11,321 366,629 350,435 466,497 432,746 129,944 163,695
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 21,752)
10,311 -14,996 3,218 -16,882 27,573 -3,353 15,795 25,105 5,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 11.9 1.9 61.5 58.8 78.2 72.6 21.8 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
26 29 21 66 80 100 123
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 574,689
COMMITMENTS
78,236 85,986 8,103 383,511 322,862 469,850 416,951 104,839 157,738
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 20,317)
965 2,211 1,795 17,360 16,820 20,120 20,826 197 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 15.0 1.4 66.7 56.2 81.8 72.6 18.2 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
28 30 22 67 77 104 120
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 105,339
COMMITMENTS
15,383 5,985 13,929 49,369 70,186 78,681 90,100 26,658 15,239
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -3,170)
-5,356 1,445 56 5,957 -2,631 657 -1,130 -3,827 -2,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 5.7 13.2 46.9 66.6 74.7 85.5 25.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
37 17 28 48 44 98 82
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 108,509
COMMITMENTS
20,739 4,540 13,873 43,412 72,817 78,024 91,230 30,485 17,279
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -4,895)
-1,532 1,950 -4,099 1,353 -5,384 -4,278 -7,533 -617 2,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 4.2 12.8 40.0 67.1 71.9 84.1 28.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
41 12 27 49 41 106 72
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,018
COMMITMENTS
2,715 1,334 998 1,906 2,821 5,619 5,153 1,399 1,865
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -142)
-4 79 -38 -84 -215 -126 -174 -16 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 19.0 14.2 27.2 40.2 80.1 73.4 19.9 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 12 9 13 12 33 26
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,160
COMMITMENTS
2,719 1,255 1,036 1,990 3,036 5,745 5,327 1,415 1,833
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -503)
-146 -22 -336 -98 -120 -580 -478 77 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 17.5 14.5 27.8 42.4 80.2 74.4 19.8 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 9 9 11 13 32 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 372,247
COMMITMENTS
104,227 101,663 1,131 215,470 159,431 320,828 262,225 51,419 110,022
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 3,761)
1,277 -11,674 -304 6,669 14,340 7,642 2,362 -3,881 1,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 27.3 0.3 57.9 42.8 86.2 70.4 13.8 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
17 23 3 45 43 63 68
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 368,486
COMMITMENTS
102,950 113,337 1,435 208,801 145,091 313,186 259,863 55,300 108,623
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 7,837)
-2,945 624 -704 9,609 6,283 5,960 6,203 1,877 1,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 30.8 0.4 56.7 39.4 85.0 70.5 15.0 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
17 26 4 44 40 62 69
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,081,007
COMMITMENTS
487,471 389,062 143,145 1216569 1125995 1847185 1658202 233,822 422,805
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 63,399)
-29,079 -51,507 35,852 40,704 72,353 47,477 56,698 15,922 6,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 18.7 6.9 58.5 54.1 88.8 79.7 11.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
53 58 45 84 114 159 197
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,017,608
COMMITMENTS
516,550 440,569 107,293 1175865 1053642 1799708 1601504 217,900 416,104
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 10,921)
28,543 63,637 -14,396 -5,278 -1,353 8,869 47,888 2,052 -36,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 21.8 5.3 58.3 52.2 89.2 79.4 10.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
49 61 41 87 115 157 196
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,484,748
COMMITMENTS
204,179 406,133 43,895 1099463 727,785 1347537 1177813 137,211 306,935
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -36,982)
17,287 -34,157 17,314 -72,053 -17,203 -37,452 -34,046 470 -2,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 27.4 3.0 74.1 49.0 90.8 79.3 9.2 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
39 40 24 64 84 111 140
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,521,730
COMMITMENTS
186,892 440,290 26,581 1171516 744,988 1384989 1211859 136,741 309,871
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 71,485)
-25,181 35,751 4,802 87,516 26,410 67,137 66,963 4,348 4,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 28.9 1.7 77.0 49.0 91.0 79.6 9.0 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
33 47 25 71 82 116 142
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 380,274
COMMITMENTS
135,865 43,255 51,616 142,445 253,649 329,926 348,520 50,348 31,754
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 184)
15,624 -6,613 6,720 -20,634 -1,974 1,710 -1,867 -1,526 2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 11.4 13.6 37.5 66.7 86.8 91.6 13.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
29 25 29 46 38 90 77
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 380,090
COMMITMENTS
120,241 49,868 44,896 163,079 255,623 328,216 350,387 51,874 29,703
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 382)
4,786 -4,682 6,180 -11,567 2,416 -601 3,914 983 -3,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 13.1 11.8 42.9 67.3 86.4 92.2 13.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
30 24 31 43 40 87 81
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,470
COMMITMENTS
8,526 6,217 6 16,269 18,268 24,801 24,491 6,669 6,979
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 560)
-206 624 4 370 270 168 898 392 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 19.8 0.0 51.7 58.0 78.8 77.8 21.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 12 2 20 11 36 23
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,910
COMMITMENTS
8,732 5,593 2 15,899 17,998 24,633 23,593 6,277 7,317
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 187)
484 -56 2 11 -34 497 -88 -310 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 18.1 0.0 51.4 58.2 79.7 76.3 20.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 10 2 19 11 35 21
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 63,998
COMMITMENTS
12,144 38,507 483 40,976 13,879 53,603 52,869 10,395 11,129
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 4,876)
904 2,399 81 4,377 3,694 5,362 6,174 -486 -1,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 60.2 0.8 64.0 21.7 83.8 82.6 16.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
22 29 5 20 14 44 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 59,122
COMMITMENTS
11,240 36,108 402 36,599 10,185 48,241 46,695 10,881 12,427
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4,595)
-1,316 5,904 -69 7,348 -2,205 5,963 3,630 -1,368 965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 61.1 0.7 61.9 17.2 81.6 79.0 18.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
19 27 5 18 12 40 41
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 38,335
COMMITMENTS
2,254 4,712 1,273 34,499 31,576 38,026 37,561 309 774
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,831)
291 -899 269 1,460 2,768 2,020 2,138 -189 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 12.3 3.3 90.0 82.4 99.2 98.0 0.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 17 5 21 20 31 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 36,504
COMMITMENTS
1,963 5,611 1,004 33,039 28,808 36,006 35,423 498 1,081
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 245)
-90 565 0 172 -518 82 47 163 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 15.4 2.8 90.5 78.9 98.6 97.0 1.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 18 4 21 19 30 38
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,212
COMMITMENTS
1,759 2,255 517 13,785 11,321 16,061 14,093 4,151 6,119
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 296)
78 222 -92 369 120 355 250 -59 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 11.2 2.6 68.2 56.0 79.5 69.7 20.5 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 9 9 22 16 35 29
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,916
COMMITMENTS
1,681 2,033 609 13,416 11,201 15,706 13,843 4,210 6,073
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -2,992)
-687 -212 18 -1,960 -2,199 -2,629 -2,393 -363 -599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 10.2 3.1 67.4 56.2 78.9 69.5 21.1 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 8 10 22 16 34 29
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 90,144
COMMITMENTS
13,943 23,510 16,705 48,049 24,387 78,697 64,602 11,447 25,542
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -5,025)
-1,446 699 -1,313 -591 -1,527 -3,350 -2,141 -1,675 -2,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 26.1 18.5 53.3 27.1 87.3 71.7 12.7 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
36 44 38 21 31 84 94
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 95,169
COMMITMENTS
15,389 22,811 18,018 48,640 25,914 82,047 66,743 13,122 28,426
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -325)
1,654 -220 -2,641 -682 1,194 -1,669 -1,667 1,344 1,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 24.0 18.9 51.1 27.2 86.2 70.1 13.8 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
33 54 37 23 34 86 100
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,830
COMMITMENTS
1,040 692 7 341 405 1,388 1,104 442 726
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -224)
235 -115 2 -141 -57 96 -170 -320 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.8 37.8 0.4 18.6 22.1 75.8 60.3 24.2 39.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 8 2 4 3 11 12
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 132,570
COMMITMENTS
35,216 42,699 11,864 69,114 52,707 116,194 107,270 16,376 25,300
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,876)
1,257 4,647 -1,211 258 -1,030 304 2,406 1,572 -530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 32.2 8.9 52.1 39.8 87.6 80.9 12.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
48 69 44 47 73 117 171
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 130,694
COMMITMENTS
33,959 38,052 13,075 68,856 53,737 115,890 104,864 14,804 25,830
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -8,681)
-32 2,993 -3,873 -3,525 -7,218 -7,430 -8,098 -1,251 -583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 29.1 10.0 52.7 41.1 88.7 80.2 11.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
45 69 42 44 71 116 165
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,145
COMMITMENTS
978 1,350 234 1,136 633 2,348 2,217 1,797 1,928
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -55)
-124 218 -51 73 -318 -102 -151 47 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 32.6 5.6 27.4 15.3 56.6 53.5 43.4 46.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 18 5 15 11 28 32
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,200
COMMITMENTS
1,102 1,132 285 1,063 951 2,450 2,368 1,750 1,832
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 98)
-14 -96 11 -9 -67 -12 -152 110 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 27.0 6.8 25.3 22.6 58.3 56.4 41.7 43.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 17 5 14 13 29 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,459
COMMITMENTS
10,634 5,100 4,061 9,020 7,861 23,715 17,022 5,744 12,437
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,666)
1,415 1,182 32 -131 527 1,316 1,741 350 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 17.3 13.8 30.6 26.7 80.5 57.8 19.5 42.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
35 25 28 40 42 95 83
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,793
COMMITMENTS
9,219 3,918 4,029 9,151 7,334 22,399 15,281 5,394 12,512
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,656)
1,742 -60 17 403 1,526 2,162 1,483 494 1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 14.1 14.5 32.9 26.4 80.6 55.0 19.4 45.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
37 24 26 40 45 95 85
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 109,505
COMMITMENTS
44,042 17,995 540 30,837 76,307 75,419 94,842 34,086 14,663
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 16,920)
10,455 -1,378 0 2,859 17,646 13,314 16,268 3,606 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 16.4 0.5 28.2 69.7 68.9 86.6 31.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
26 13 1 23 25 49 39
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 92,585
COMMITMENTS
33,587 19,373 540 27,978 58,661 62,105 78,574 30,480 14,011
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4,679)
4,621 2,571 0 -1,407 5,299 3,214 7,870 1,465 -3,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 20.9 0.6 30.2 63.4 67.1 84.9 32.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
24 14 1 20 23 44 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 66,890
COMMITMENTS
6,485 34,107 407 48,828 15,343 55,720 49,857 11,170 17,033
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -4,387)
440 -4,149 373 -7,391 2,936 -6,578 -840 2,191 -3,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 51.0 0.6 73.0 22.9 83.3 74.5 16.7 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 16 2 7 11 13 27
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 71,277
COMMITMENTS
6,045 38,256 34 56,219 12,407 62,298 50,697 8,979 20,580
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -50)
1,412 2,297 10 -2,660 -678 -1,238 1,629 1,188 -1,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 53.7 0.0 78.9 17.4 87.4 71.1 12.6 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 19 1 9 11 13 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 98,820
COMMITMENTS
74,922 870 250 15,027 92,175 90,199 93,295 8,621 5,525
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,620)
-698 -541 -106 1,595 1,917 791 1,270 829 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.8 0.9 0.3 15.2 93.3 91.3 94.4 8.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
62 6 2 17 14 80 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 97,200
COMMITMENTS
75,620 1,411 356 13,432 90,258 89,408 92,025 7,792 5,175
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,417)
882 -157 156 1,358 2,779 2,396 2,778 -979 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.8 1.5 0.4 13.8 92.9 92.0 94.7 8.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
63 7 2 17 13 80 22
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 72,786
COMMITMENTS
20,459 18,101 47 34,085 35,992 54,591 54,140 18,195 18,646
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 325)
9,369 -8,498 -66 -10,382 11,669 -1,079 3,105 1,404 -2,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 24.9 0.1 46.8 49.4 75.0 74.4 25.0 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
13 16 2 16 24 31 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 72,461
COMMITMENTS
11,090 26,599 113 44,467 24,323 55,670 51,035 16,791 21,426
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -1,058)
-1,287 -2,757 24 1,011 1,374 -252 -1,359 -806 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 36.7 0.2 61.4 33.6 76.8 70.4 23.2 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 19 3 16 20 29 39
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 166,923
COMMITMENTS
12,423 38,808 927 125,756 102,970 139,106 142,705 27,817 24,218
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -11,071)
-345 -22,620 158 -13,779 18,984 -13,966 -3,478 2,895 -7,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 23.2 0.6 75.3 61.7 83.3 85.5 16.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
12 27 3 25 26 39 54
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 177,994
COMMITMENTS
12,768 61,428 769 139,535 83,986 153,072 146,183 24,922 31,811
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 12,713)
3,431 8,940 333 9,065 -669 12,829 8,604 -116 4,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 34.5 0.4 78.4 47.2 86.0 82.1 14.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
14 33 2 26 23 41 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 148,418
COMMITMENTS
27,289 26,705 911 73,571 77,537 101,771 105,153 46,647 43,265
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,659)
-1,218 2,429 -237 3,030 2,878 1,575 5,070 1,084 -2,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 18.0 0.6 49.6 52.2 68.6 70.8 31.4 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
30 29 8 26 25 60 58
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 145,759
COMMITMENTS
28,507 24,276 1,148 70,541 74,659 100,196 100,083 45,563 45,676
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,165)
4,099 -323 522 -2,242 58 2,379 257 -214 1,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 16.7 0.8 48.4 51.2 68.7 68.7 31.3 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
31 22 11 23 25 58 54
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,004
COMMITMENTS
4,581 0 0 3,125 8,020 7,706 8,020 1,298 984
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.9 0.0 0.0 34.7 89.1 85.6 89.1 14.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 0 5 10 12 10
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 74,357
COMMITMENTS
5,110 1,000 770 63,212 66,389 69,092 68,159 5,265 6,198
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,921)
226 0 -25 1,722 1,569 1,923 1,544 -2 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 1.3 1.0 85.0 89.3 92.9 91.7 7.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 12 16 14 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,020,359
COMMITMENTS
816,659 1036772 878,646 5459112 4523866 7154417 6439284 865,942 1581075
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 150,533)
17,263 -101,211 77,697 109,620 196,832 204,580 173,318 -54,047 -22,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 12.9 11.0 68.1 56.4 89.2 80.3 10.8 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
50 66 92 126 140 229 253
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,869,826
COMMITMENTS
799,396 1137983 800,949 5349492 4327034 6949837 6265966 919,989 1603860
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 142,767)
29,640 91,010 -32,375 119,505 1,013 116,770 59,648 25,997 83,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 14.5 10.2 68.0 55.0 88.3 79.6 11.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
50 66 85 126 138 220 249
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 655,230
COMMITMENTS
54,357 50,832 6,296 463,037 505,194 523,690 562,322 131,540 92,908
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 4,469)
1,653 2,285 1,372 -242 1,258 2,783 4,915 1,686 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 7.8 1.0 70.7 77.1 79.9 85.8 20.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
35 33 20 88 65 136 106
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 650,761
COMMITMENTS
52,704 48,547 4,924 463,279 503,936 520,907 557,407 129,854 93,354
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,761)
766 12 -21 -1,286 1,865 -541 1,856 3,302 905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 7.5 0.8 71.2 77.4 80.0 85.7 20.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
32 33 18 85 64 129 104
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,045,387
COMMITMENTS
199,629 337,612 15,581 571,982 615,157 787,192 968,350 258,195 77,037
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 23,311)
7,340 53,024 2,327 50,361 9,058 60,028 64,409 -36,717 -41,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 32.3 1.5 54.7 58.8 75.3 92.6 24.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
44 61 19 60 61 114 131
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,022,076
COMMITMENTS
192,289 284,588 13,254 521,621 606,099 727,164 903,941 294,912 118,135
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 16,372)
5,467 -10,348 2,045 16,877 10,444 24,389 2,141 -8,017 14,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 27.8 1.3 51.0 59.3 71.1 88.4 28.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
38 55 21 55 63 107 125
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,323
COMMITMENTS
1,053 0 0 6,439 10,551 7,492 10,551 4,831 1,772
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 125)
0 0 0 -491 -1 -491 -1 616 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 0.0 0.0 52.3 85.6 60.8 85.6 39.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 15 15 17 15
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,198
COMMITMENTS
1,053 0 0 6,930 10,552 7,983 10,552 4,215 1,646
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -143)
-226 -452 0 -97 -375 -323 -827 180 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 0.0 0.0 56.8 86.5 65.4 86.5 34.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 17 15 19 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 32,397
COMMITMENTS
7,266 1,604 0 18,671 27,737 25,937 29,341 6,460 3,056
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -640)
-58 -255 -5 -1,004 -434 -1,067 -694 427 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 5.0 0.0 57.6 85.6 80.1 90.6 19.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 4 0 15 19 19 23
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,037
COMMITMENTS
7,324 1,859 5 19,675 28,171 27,004 30,035 6,033 3,002
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -406)
-1,754 441 5 -596 -1,906 -2,345 -1,460 1,939 1,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 5.6 0.0 59.6 85.3 81.7 90.9 18.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 5 1 16 18 21 24
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,953
COMMITMENTS
7,176 10,882 0 29,279 34,410 36,455 45,292 17,498 8,661
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 5,667)
8 2,258 0 2,216 2,681 2,224 4,939 3,443 728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 20.2 0.0 54.3 63.8 67.6 83.9 32.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
13 16 0 32 24 45 40
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,286
COMMITMENTS
7,168 8,624 0 27,063 31,729 34,231 40,353 14,055 7,933
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -936)
488 1,072 -455 -398 -1,055 -365 -438 -571 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 17.9 0.0 56.0 65.7 70.9 83.6 29.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
13 15 0 30 22 43 37
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 323,884
COMMITMENTS
116,728 75,160 2,582 184,681 194,681 303,991 272,423 19,893 51,461
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 5,294)
-16,555 10,868 662 24,836 -24,426 8,943 -12,896 -3,649 18,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 23.2 0.8 57.0 60.1 93.9 84.1 6.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
60 63 15 43 38 112 108
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 318,590
COMMITMENTS
133,283 64,292 1,920 159,845 219,107 295,048 285,319 23,542 33,271
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 10,409)
-11,531 468 57 19,944 9,321 8,470 9,846 1,939 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 20.2 0.6 50.2 68.8 92.6 89.6 7.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
69 54 11 36 41 114 97
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 73,801
COMMITMENTS
27,090 786 0 23,777 65,004 50,867 65,790 22,934 8,011
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,305)
-2,957 -1,243 0 881 3,859 -2,076 2,616 3,381 -1,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 1.1 0.0 32.2 88.1 68.9 89.1 31.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 1 0 12 21 27 22
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 72,496
COMMITMENTS
30,047 2,029 0 22,896 61,145 52,943 63,174 19,553 9,322
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 11,596)
9,498 -1,203 0 1,427 12,990 10,925 11,787 671 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 2.8 0.0 31.6 84.3 73.0 87.1 27.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 2 0 12 18 27 20
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,998
COMMITMENTS
220 4,338 0 27,735 22,213 27,955 26,551 4,043 5,447
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,187)
-232 209 0 2,350 1,630 2,118 1,839 -931 -652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 13.6 0.0 86.7 69.4 87.4 83.0 12.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 10 0 30 26 31 36
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,811
COMMITMENTS
452 4,129 0 25,385 20,583 25,837 24,712 4,974 6,099
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 61)
-6 57 0 341 227 335 284 -274 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 13.4 0.0 82.4 66.8 83.9 80.2 16.1 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 9 0 28 23 30 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 227,123
COMMITMENTS
13,555 47,062 624 201,044 169,049 215,223 216,735 11,900 10,388
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 6,419)
-1,308 3,021 39 10,219 2,577 8,950 5,637 -2,531 782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 20.7 0.3 88.5 74.4 94.8 95.4 5.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
17 41 6 34 50 54 94
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 220,704
COMMITMENTS
14,863 44,041 585 190,825 166,472 206,273 211,098 14,431 9,606
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -5,443)
-10,204 -15 74 6,508 -4,700 -3,622 -4,641 -1,821 -802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 20.0 0.3 86.5 75.4 93.5 95.6 6.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
19 36 3 30 49 50 87
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 50,026
COMMITMENTS
19,142 9,824 498 16,241 29,186 35,881 39,508 14,145 10,518
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 5,343)
3,864 2,811 -73 1,339 3,341 5,130 6,079 213 -736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 19.6 1.0 32.5 58.3 71.7 79.0 28.3 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
30 16 2 20 20 51 37
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,683
COMMITMENTS
15,278 7,013 571 14,902 25,845 30,751 33,429 13,932 11,254
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4)
-832 286 153 68 -711 -611 -272 615 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 15.7 1.3 33.4 57.8 68.8 74.8 31.2 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
29 12 2 19 20 48 34
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 28,589
COMMITMENTS
6,599 268 0 17,477 9,437 24,076 9,705 4,513 18,884
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,081)
276 -17 0 1,948 722 2,224 705 -143 1,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 0.9 0.0 61.1 33.0 84.2 33.9 15.8 66.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 1 0 9 8 18 9
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 26,508
COMMITMENTS
6,323 285 0 15,529 8,715 21,852 9,000 4,656 17,508
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,157)
-182 285 0 1,030 674 848 959 309 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 1.1 0.0 58.6 32.9 82.4 34.0 17.6 66.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 1 0 8 7 18 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,609
COMMITMENTS
2,218 2,502 0 16,425 24,240 18,643 26,742 16,966 8,867
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,131)
715 -494 -29 462 -356 1,148 -879 983 3,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 7.0 0.0 46.1 68.1 52.4 75.1 47.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 9 0 15 20 18 29
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 33,478
COMMITMENTS
1,503 2,996 29 15,963 24,596 17,495 27,621 15,983 5,857
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,672)
-112 -555 0 700 2,425 588 1,870 2,084 802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 8.9 0.1 47.7 73.5 52.3 82.5 47.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 12 2 15 20 20 32
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 121,306
COMMITMENTS
40,199 15,861 13,311 34,168 81,025 87,678 110,197 33,628 11,109
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -2,512)
-1,726 3,174 -1,356 -842 -4,526 -3,924 -2,708 1,412 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 13.1 11.0 28.2 66.8 72.3 90.8 27.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
90 30 24 22 31 116 83
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 123,818
COMMITMENTS
41,925 12,687 14,667 35,010 85,551 91,602 112,905 32,216 10,913
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,798)
-1,118 3,047 877 2,286 -1,520 2,045 2,404 -247 -606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 10.2 11.8 28.3 69.1 74.0 91.2 26.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
92 30 27 20 30 122 78
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 105,061
COMMITMENTS
41,269 26,506 11,162 39,324 55,100 91,755 92,768 13,306 12,293
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -8,378)
-3,170 -1,569 -3,920 348 428 -6,742 -5,061 -1,636 -3,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 25.2 10.6 37.4 52.4 87.3 88.3 12.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
69 68 43 43 42 146 125
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 113,439
COMMITMENTS
44,439 28,075 15,082 38,976 54,672 98,497 97,829 14,942 15,610
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -4,456)
-1,771 59 -2,967 613 -2,278 -4,125 -5,186 -331 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 24.7 13.3 34.4 48.2 86.8 86.2 13.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
65 74 56 44 43 155 139
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 331,633
COMMITMENTS
208,558 50,951 22,514 46,115 239,481 277,187 312,946 54,446 18,687
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 43,794)
39,945 37 2,641 -2,461 40,075 40,125 42,753 3,669 1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.9 15.4 6.8 13.9 72.2 83.6 94.4 16.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
140 60 31 29 52 192 124
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 287,839
COMMITMENTS
168,613 50,914 19,873 48,576 199,406 237,062 270,193 50,777 17,646
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 43,351)
49,672 -2,458 1,411 -6,758 44,265 44,325 43,218 -974 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.6 17.7 6.9 16.9 69.3 82.4 93.9 17.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
128 61 28 33 45 181 119
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 14,417
COMMITMENTS
5,689 2,238 490 4,015 9,156 10,194 11,884 4,223 2,533
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,193)
193 -46 -74 730 376 849 256 1,344 1,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 15.5 3.4 27.8 63.5 70.7 82.4 29.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
24 4 10 6 5 40 17
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,224
COMMITMENTS
5,496 2,284 564 3,285 8,780 9,345 11,628 2,879 596
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 46)
163 -240 -25 182 694 320 429 -274 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 18.7 4.6 26.9 71.8 76.4 95.1 23.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
24 3 9 6 6 38 17
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 93,719
COMMITMENTS
23,098 8,379 3,195 50,085 61,269 76,378 72,843 17,341 20,876
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,414)
1,172 -101 -955 1,917 3,003 2,134 1,947 -720 -533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 8.9 3.4 53.4 65.4 81.5 77.7 18.5 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
39 15 17 52 53 101 78
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 92,305
COMMITMENTS
21,926 8,480 4,150 48,168 58,266 74,244 70,896 18,061 21,409
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,458)
-635 1,343 790 -471 -3,118 -316 -985 1,774 2,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 9.2 4.5 52.2 63.1 80.4 76.8 19.6 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
40 17 18 46 49 97 77
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 32,749
COMMITMENTS
2,409 3,682 483 21,350 20,010 24,242 24,175 8,507 8,574
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,793)
-803 1,204 62 2,450 1,734 1,709 3,000 1,084 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 11.2 1.5 65.2 61.1 74.0 73.8 26.0 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 8 3 25 15 35 25
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 29,956
COMMITMENTS
3,212 2,478 421 18,900 18,276 22,533 21,175 7,423 8,781
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,540)
740 475 -161 1,012 1,609 1,591 1,923 949 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 8.3 1.4 63.1 61.0 75.2 70.7 24.8 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 7 2 24 14 35 22
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 101,777
COMMITMENTS
20,615 40,353 3,616 66,236 45,404 90,467 89,373 11,310 12,404
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 6,853)
598 10,638 75 4,754 -5,989 5,427 4,724 1,426 2,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 39.6 3.6 65.1 44.6 88.9 87.8 11.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
56 73 43 50 46 134 142
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 94,924
COMMITMENTS
20,017 29,715 3,541 61,482 51,393 85,040 84,649 9,884 10,275
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 785)
-97 3,435 524 2,104 -2,579 2,531 1,380 -1,746 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 31.3 3.7 64.8 54.1 89.6 89.2 10.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
45 68 39 53 47 126 133
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,122
COMMITMENTS
10,898 3,231 2,297 13,119 22,923 26,314 28,451 3,808 1,671
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -1,242)
-2,166 758 667 395 -2,460 -1,104 -1,035 -138 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 10.7 7.6 43.6 76.1 87.4 94.5 12.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
45 19 19 25 19 76 52
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,364
COMMITMENTS
13,064 2,473 1,630 12,724 25,383 27,418 29,486 3,946 1,878
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 173)
-242 203 -7 597 -206 348 -10 -175 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 7.9 5.2 40.6 80.9 87.4 94.0 12.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
46 15 17 23 17 77 44
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 132,584
COMMITMENTS
26,194 37,566 2,856 93,901 84,566 122,951 124,988 9,633 7,596
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 6,575)
3,425 15,418 512 2,059 -10,914 5,996 5,016 579 1,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 28.3 2.2 70.8 63.8 92.7 94.3 7.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
50 52 15 50 35 109 98
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 126,009
COMMITMENTS
22,769 22,148 2,344 91,842 95,480 116,955 119,972 9,054 6,037
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -665)
35 -1,191 366 -1,467 -1,516 -1,066 -2,341 401 1,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 17.6 1.9 72.9 75.8 92.8 95.2 7.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
49 42 15 51 38 109 90
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 472,883
COMMITMENTS
165,801 51,640 33,777 201,579 346,888 401,157 432,305 71,726 40,578
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -16,693)
-8,314 531 -2,457 -556 -10,505 -11,327 -12,431 -5,366 -4,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 10.9 7.1 42.6 73.4 84.8 91.4 15.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
66 36 39 57 54 151 109
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 489,576
COMMITMENTS
174,115 51,109 36,234 202,135 357,393 412,484 444,736 77,092 44,840
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 36,721)
19,368 9,048 7,081 11,998 16,911 38,447 33,040 -1,726 3,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 10.4 7.4 41.3 73.0 84.3 90.8 15.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
65 41 43 54 54 153 111
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 91,538
COMMITMENTS
24,192 18,032 5,949 53,053 61,268 83,194 85,249 8,344 6,289
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -1,639)
-3,006 1,293 -1,639 2,297 -2,059 -2,348 -2,405 709 766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 19.7 6.5 58.0 66.9 90.9 93.1 9.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
88 69 38 86 86 195 179
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 93,177
COMMITMENTS
27,198 16,739 7,588 50,756 63,327 85,542 87,654 7,635 5,523
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -512)
380 52 186 574 131 1,140 369 -1,652 -881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 18.0 8.1 54.5 68.0 91.8 94.1 8.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
91 74 55 91 90 214 200
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,267
COMMITMENTS
5,227 3,099 2,453 9,579 11,055 17,259 16,607 2,008 2,660
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -7,183)
-7,888 438 -199 1,235 -8,183 -6,852 -7,944 -331 761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 16.1 12.7 49.7 57.4 89.6 86.2 10.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 16 8 7 4 21 24
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 26,450
COMMITMENTS
13,115 2,661 2,652 8,344 19,238 24,111 24,551 2,339 1,899
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 718)
1,475 256 458 -551 278 1,382 992 -664 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.6 10.1 10.0 31.5 72.7 91.2 92.8 8.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 15 9 7 6 29 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 192,223
COMMITMENTS
40,862 22,656 23,584 91,145 121,233 155,591 167,473 36,632 24,750
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 10,479)
5,312 1,170 1,295 3,303 8,829 9,910 11,294 569 -815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 11.8 12.3 47.4 63.1 80.9 87.1 19.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
36 28 30 63 57 121 96
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 181,744
COMMITMENTS
35,550 21,486 22,289 87,842 112,404 145,681 156,179 36,063 25,565
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 5,062)
2,353 -220 600 1,263 3,641 4,216 4,021 846 1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 11.8 12.3 48.3 61.8 80.2 85.9 19.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
30 32 33 59 57 114 100
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 542,558
COMMITMENTS
75,959 76,789 173,241 221,867 253,356 471,067 503,386 71,491 39,172
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 14,754)
11,071 1,325 -4,348 8,229 7,615 14,952 4,592 -198 10,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 14.2 31.9 40.9 46.7 86.8 92.8 13.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
60 50 69 98 85 201 165
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 527,804
COMMITMENTS
64,888 75,464 177,589 213,638 245,741 456,115 498,794 71,689 29,010
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 25,710)
11,959 6,738 9,119 5,058 7,569 26,136 23,426 -426 2,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 14.3 33.6 40.5 46.6 86.4 94.5 13.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
57 44 64 100 85 194 161
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,939
COMMITMENTS
3,436 4,837 1,764 28,658 23,503 33,858 30,104 4,081 7,835
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,564)
-1,814 366 1,024 2,994 40 2,204 1,430 360 1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 12.7 4.6 75.5 61.9 89.2 79.3 10.8 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 2 17 12 20 16
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,375
COMMITMENTS
5,250 4,471 740 25,664 23,463 31,654 28,674 3,721 6,701
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -1,049)
1,300 578 -599 -1,444 -684 -743 -705 -306 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 12.6 2.1 72.5 66.3 89.5 81.1 10.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 16 12 18 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 127,255
COMMITMENTS
12,451 16,004 12,776 90,618 93,817 115,845 122,597 11,410 4,658
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 844)
6,098 -3,200 -1,828 -2,394 5,804 1,876 776 -1,032 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 12.6 10.0 71.2 73.7 91.0 96.3 9.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 4 24 27 28 32
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,411
COMMITMENTS
6,353 19,204 14,604 93,012 88,013 113,969 121,821 12,442 4,590
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 3,498)
3,442 -6,244 -1,904 -687 9,608 851 1,460 2,647 2,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 15.2 11.6 73.6 69.6 90.2 96.4 9.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 4 24 28 28 33
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,760
COMMITMENTS
24,117 13,157 2,684 45,184 51,587 71,985 67,428 3,775 8,332
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,848)
-12,703 3,020 0 14,455 594 1,752 3,614 96 -1,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 17.4 3.5 59.6 68.1 95.0 89.0 5.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 1 18 14 20 18
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,912
COMMITMENTS
36,820 10,137 2,684 30,729 50,993 70,233 63,814 3,679 10,098
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 706)
2,568 1,208 0 -2,196 -743 372 465 334 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.8 13.7 3.6 41.6 69.0 95.0 86.3 5.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 14 13 16 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,009
COMMITMENTS
0 19,006 3,140 51,060 37,203 54,200 59,349 5,809 660
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 4,972)
-550 5,236 -1,431 6,530 2,903 4,549 6,708 423 -1,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 31.7 5.2 85.1 62.0 90.3 98.9 9.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 4 4 18 19 22 23
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,037
COMMITMENTS
550 13,770 4,571 44,530 34,300 49,651 52,641 5,386 2,396
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 5,303)
550 920 1,890 1,707 3,339 4,147 6,149 1,156 -846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 25.0 8.3 80.9 62.3 90.2 95.6 9.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 3 18 17 21 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,010
COMMITMENTS
11,990 12,075 3,655 41,565 40,334 57,210 56,064 4,800 5,946
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 4,013)
1,558 2,324 1,001 2,800 -19 5,359 3,306 -1,346 707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 19.5 5.9 67.0 65.0 92.3 90.4 7.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 6 21 21 27 28
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,997
COMMITMENTS
10,432 9,751 2,654 38,765 40,353 51,851 52,758 6,146 5,239
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 2,837)
2,729 293 -697 -1,394 1,662 638 1,258 2,199 1,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 16.8 4.6 66.8 69.6 89.4 91.0 10.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 4 21 21 25 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,533
COMMITMENTS
397 0 1,801 53,709 49,844 55,907 51,645 626 4,888
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,459)
-666 0 610 1,577 971 1,521 1,581 -62 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 3.2 95.0 88.2 98.9 91.4 1.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 22 22 23 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,074
COMMITMENTS
1,063 0 1,191 52,132 48,873 54,386 50,064 688 5,010
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -182)
-6 0 -2 -296 62 -304 60 122 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 0.0 2.2 94.7 88.7 98.8 90.9 1.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 21 21 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,816
COMMITMENTS
0 15,995 240 56,065 43,716 56,305 59,951 8,511 4,865
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,656)
0 2,674 -213 1,829 373 1,616 2,834 1,040 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 24.7 0.4 86.5 67.4 86.9 92.5 13.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 24 20 25 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,160
COMMITMENTS
0 13,321 453 54,236 43,343 54,689 57,117 7,471 5,043
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -219)
0 -1,091 123 -404 844 -281 -124 62 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 21.4 0.7 87.3 69.7 88.0 91.9 12.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 1 24 20 25 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,538
COMMITMENTS
23,745 10,801 5,463 49,794 61,424 79,002 77,688 3,536 4,850
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -8,732)
-3,066 -30,876 0 -5,392 21,465 -8,458 -9,411 -274 679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 13.1 6.6 60.3 74.4 95.7 94.1 4.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 3 19 21 22 25
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,270
COMMITMENTS
26,811 41,677 5,463 55,186 39,959 87,460 87,099 3,810 4,171
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -2,445)
-9,362 -5,444 1,272 6,433 1,609 -1,657 -2,563 -788 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 45.7 6.0 60.5 43.8 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 19 20 22 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,007
COMMITMENTS
3,013 1,023 2,061 30,060 25,786 35,134 28,870 2,873 9,137
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 3,795)
-638 -42 1,116 3,487 1,470 3,965 2,544 -170 1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 2.7 5.4 79.1 67.8 92.4 76.0 7.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 16 17 20 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,212
COMMITMENTS
3,651 1,065 945 26,573 24,316 31,169 26,326 3,043 7,886
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,393)
236 865 -351 904 396 789 910 604 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 3.1 2.8 77.7 71.1 91.1 76.9 8.9 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 1 16 18 20 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,212,777
COMMITMENTS
326,100 68,268 230,994 633,989 899,984 1191083 1199246 21,694 13,531
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 34,513)
12,510 1,276 10,270 8,615 19,881 31,395 31,427 3,118 3,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 5.6 19.0 52.3 74.2 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
22 17 36 86 80 123 118
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,178,264
COMMITMENTS
313,590 66,992 220,724 625,374 880,103 1159688 1167819 18,576 10,445
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 58,760)
7,442 5,899 24,287 27,789 30,158 59,518 60,344 -758 -1,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 5.7 18.7 53.1 74.7 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
22 18 35 85 82 121 121
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 190,499
COMMITMENTS
25,419 38,607 63,439 100,125 86,060 188,983 188,106 1,516 2,393
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 6,847)
2,231 -6,948 5,259 597 8,086 8,087 6,397 -1,240 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 20.3 33.3 52.6 45.2 99.2 98.7 0.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 10 19 30 29 51 49
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 183,652
COMMITMENTS
23,188 45,555 58,180 99,528 77,974 180,896 181,709 2,756 1,943
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4,674)
-4,160 2,461 2,000 7,254 451 5,094 4,912 -420 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 24.8 31.7 54.2 42.5 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 12 17 28 28 47 47
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 79,822
COMMITMENTS
22,202 2,800 19,202 38,070 57,520 79,474 79,522 348 300
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,644)
180 -1,380 -280 1,644 3,104 1,544 1,444 100 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 3.5 24.1 47.7 72.1 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 4 9 39 36 50 46
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 78,178
COMMITMENTS
22,022 4,180 19,482 36,426 54,416 77,930 78,078 248 100
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 5,358)
2,690 100 1,860 908 4,078 5,458 6,038 -100 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 5.3 24.9 46.6 69.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 3 9 37 35 47 44
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE Code-064658
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 780
COMMITMENTS
280 140 20 360 520 660 680 120 100
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 17.9 2.6 46.2 66.7 84.6 87.2 15.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 1 7 9 10 12
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,582
COMMITMENTS
2,666 3,064 4,136 18,738 17,621 25,540 24,821 42 761
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,531)
65 991 124 1,342 206 1,531 1,321 0 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 12.0 16.2 73.2 68.9 99.8 97.0 0.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 5 4 19 24 24 29
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,051
COMMITMENTS
2,601 2,073 4,012 17,396 17,415 24,009 23,500 42 551
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -741)
0 210 -36 -623 -325 -659 -151 -82 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 8.6 16.7 72.3 72.4 99.8 97.7 0.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 4 4 19 24 24 29
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,257
COMMITMENTS
540 3,354 2,842 7,605 5,003 10,987 11,199 1,270 1,058
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,627)
0 -124 252 699 1,033 951 1,161 676 466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 27.4 23.2 62.0 40.8 89.6 91.4 10.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 3 17 14 22 17
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,630
COMMITMENTS
540 3,478 2,590 6,906 3,970 10,036 10,038 594 592
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 426)
-42 -84 63 363 405 384 384 42 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 32.7 24.4 65.0 37.3 94.4 94.4 5.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 3 17 12 22 15
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,866
COMMITMENTS
2,151 2,913 567 8,617 7,744 11,335 11,224 531 642
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,018)
2 0 0 508 510 510 510 508 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 24.5 4.8 72.6 65.3 95.5 94.6 4.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 11 6 14 11
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,848
COMMITMENTS
2,149 2,913 567 8,109 7,234 10,825 10,714 23 134
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: -1,091)
261 -58 21 -843 -972 -561 -1,009 -530 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 26.9 5.2 74.8 66.7 99.8 98.8 0.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 11 6 14 11
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,302
COMMITMENTS
3,100 3,414 3,120 8,922 8,508 15,142 15,042 160 260
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 1,948)
-180 1,000 260 1,888 888 1,968 2,148 -20 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 22.3 20.4 58.3 55.6 99.0 98.3 1.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 6 17 19 23 25
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,354
COMMITMENTS
3,280 2,414 2,860 7,034 7,620 13,174 12,894 180 460
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 428)
-240 720 -80 768 -232 448 408 -20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 18.1 21.4 52.7 57.1 98.7 96.6 1.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 5 16 16 22 21
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,076
COMMITMENTS
12,390 280 2,010 10,200 22,434 24,600 24,724 476 352
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 2,770)
1,270 0 810 550 1,980 2,630 2,790 140 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.4 1.1 8.0 40.7 89.5 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 1 4 22 23 26 28
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,306
COMMITMENTS
11,120 280 1,200 9,650 20,454 21,970 21,934 336 372
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,794)
1,320 0 -40 550 1,834 1,830 1,794 -36 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 1.3 5.4 43.3 91.7 98.5 98.3 1.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 4 21 22 25 27
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 957,767
COMMITMENTS
154,463 114,068 181,002 552,971 578,683 888,436 873,753 69,331 84,014
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 70,252)
15,063 9,656 18,557 43,712 45,034 77,332 73,247 -7,080 -2,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 11.9 18.9 57.7 60.4 92.8 91.2 7.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
88 84 102 82 90 238 224
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 887,515
COMMITMENTS
139,400 104,412 162,445 509,259 533,649 811,104 800,506 76,411 87,009
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 47,336)
18,339 9,421 1,707 18,808 25,321 38,854 36,449 8,482 10,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 11.8 18.3 57.4 60.1 91.4 90.2 8.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
86 97 104 80 91 232 238
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,444
COMMITMENTS
8,598 5,063 572 2,568 8,189 11,738 13,824 2,706 620
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 134)
-192 717 295 100 -831 203 181 -69 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.5 35.1 4.0 17.8 56.7 81.3 95.7 18.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
57 18 5 12 25 72 46
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,310
COMMITMENTS
8,790 4,346 277 2,468 9,020 11,535 13,643 2,775 667
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 11)
-57 106 -8 67 -204 2 -106 9 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.4 30.4 1.9 17.2 63.0 80.6 95.3 19.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
57 16 2 12 26 71 43
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,659
COMMITMENTS
8,117 641 8 1,020 10,005 9,145 10,654 2,514 1,005
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: -675)
-538 -83 0 -150 -368 -688 -451 13 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.6 5.5 0.1 8.7 85.8 78.4 91.4 21.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
28 6 1 7 22 35 29
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,334
COMMITMENTS
8,655 724 8 1,170 10,373 9,833 11,105 2,501 1,229
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 1,402)
1,077 -102 0 212 1,280 1,289 1,178 113 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.2 5.9 0.1 9.5 84.1 79.7 90.0 20.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
27 7 1 7 20 34 28
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 08/16/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 160,920
COMMITMENTS
51,164 7,259 9,301 82,513 133,897 142,978 150,457 17,942 10,463
CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST: 3,849)
1,862 -1,974 1,795 -915 3,425 2,742 3,246 1,107 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 4.5 5.8 51.3 83.2 88.9 93.5 11.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
61 17 33 73 78 148 117
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 08/09/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 157,071
COMMITMENTS
49,302 9,233 7,506 83,428 130,472 140,236 147,211 16,835 9,860
CHANGES FROM 08/02/05 (CHANGE IN OPEN INTEREST: 4,214)
4,453 -2,642 372 -695 4,429 4,130 2,159 84 2,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 5.9 4.8 53.1 83.1 89.3 93.7 10.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
60 17 32 72 74 148 110
Updated August 26, 2005