WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 297,244: 45,977 82,602 42,766 182,127 131,534 270,870 256,902: 26,374 40,342
Old : 286,537: 45,430 81,150 40,345 175,348 128,007 261,123 249,502: 25,414 37,035
Other: 10,707: 2,895 3,800 74 6,779 3,527 9,748 7,401: 959 3,306
: : :
: : Changes in Commitments from: August 9, 2005 :
: 4,739: 1,861 9,904 -3,315 6,549 -1,453 5,095 5,137: -356 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 27.8 14.4 61.3 44.3 91.1 86.4: 8.9 13.6
Old : 100.0: 15.9 28.3 14.1 61.2 44.7 91.1 87.1: 8.9 12.9
Other: 100.0: 27.0 35.5 0.7 63.3 32.9 91.0 69.1: 9.0 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 76 103 71 47 56 164 198:
Old : 257: 75 110 68 46 56 160 198:
Other: 71: 20 13 6 10 35 32 52:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 27.2 44.8 33.9 30.5 20.4 43.1 25.6
Old : 31.6 28.1 45.8 34.7 31.6 22.5 44.7 28.1
Other: 56.1 31.9 69.5 42.3 53.4 30.4 66.9 39.9
WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 292,505: 44,116 72,698 46,081 175,578 132,987 265,776 251,765: 26,729 40,739
Old : 282,655: 43,898 70,355 44,362 168,403 130,019 256,663 244,735: 25,992 37,919
Other: 9,850: 1,897 4,022 40 7,175 2,968 9,113 7,030: 738 2,820
: : :
: : Changes in Commitments from: August 2, 2005 :
: -5,343: -1,769 11,817 -4,248 6,891 -6,630 874 939: -6,217 -6,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 24.9 15.8 60.0 45.5 90.9 86.1: 9.1 13.9
Old : 100.0: 15.5 24.9 15.7 59.6 46.0 90.8 86.6: 9.2 13.4
Other: 100.0: 19.3 40.8 0.4 72.8 30.1 92.5 71.4: 7.5 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 74 107 75 47 57 164 202:
Old : 255: 72 112 72 46 57 160 201:
Other: 73: 18 17 4 10 35 31 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 27.9 44.5 34.1 30.1 21.4 43.0 26.9
Old : 31.3 28.8 45.6 35.2 31.1 24.1 44.5 29.7
Other: 65.4 33.7 77.8 43.0 63.0 31.4 75.4 40.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 933,395: 123,650 92,347 177,250 486,008 438,706 786,908 708,303: 146,487 225,092
Old : 147,776: 15,407 21,835 31,289 65,484 64,590 112,180 117,714: 35,596 30,062
Other: 785,619: 128,215 90,484 125,990 420,523 374,115 674,728 590,589: 110,891 195,030
: : :
: : Changes in Commitments from: August 9, 2005 :
: 3,875: -10,694 32,522 -7,498 29,079 -28,343 10,887 -3,320: -7,012 7,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 9.9 19.0 52.1 47.0 84.3 75.9: 15.7 24.1
Old : 100.0: 10.4 14.8 21.2 44.3 43.7 75.9 79.7: 24.1 20.3
Other: 100.0: 16.3 11.5 16.0 53.5 47.6 85.9 75.2: 14.1 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 591: 164 112 169 251 255 485 477:
Old : 395: 73 79 74 180 148 292 262:
Other: 580: 163 110 148 197 249 413 459:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 15.7 27.0 21.0 18.3 12.7 25.2 16.6
Old : 13.3 16.9 21.3 27.6 12.8 14.8 19.1 23.7
Other: 20.8 16.0 30.2 21.6 20.2 13.5 28.2 18.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 929,520: 134,343 59,825 184,749 456,929 467,049 776,021 711,623: 153,499 217,898
Old : 222,717: 26,841 51,786 25,580 129,259 109,828 181,680 187,195: 41,037 35,522
Other: 706,804: 147,858 48,394 118,813 327,670 357,221 594,341 524,428: 112,463 182,376
: : :
: : Changes in Commitments from: August 2, 2005 :
: -4,291: -16,464 7,721 1,509 15,903 -17,036 948 -7,805: -5,238 3,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 6.4 19.9 49.2 50.2 83.5 76.6: 16.5 23.4
Old : 100.0: 12.1 23.3 11.5 58.0 49.3 81.6 84.1: 18.4 15.9
Other: 100.0: 20.9 6.8 16.8 46.4 50.5 84.1 74.2: 15.9 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 581: 166 86 168 248 266 482 471:
Old : 433: 75 96 73 181 166 298 293:
Other: 560: 181 71 140 194 255 410 435:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 17.8 26.9 22.9 17.6 13.6 24.8 17.4
Old : 24.6 23.9 33.7 34.8 24.5 23.2 33.5 33.0
Other: 19.6 16.9 26.6 22.4 17.6 14.5 24.4 18.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,357: 2,926 105 610 1,254 5,122 4,790 5,837: 2,567 1,519
Old : 7,355: 2,926 105 610 1,253 5,121 4,789 5,836: 2,566 1,518
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: August 9, 2005 :
: -1,524: -296 5 -61 -728 -1,306 -1,085 -1,362: -439 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 1.4 8.3 17.0 69.6 65.1 79.3: 34.9 20.7
Old : 100.0: 39.8 1.4 8.3 17.0 69.6 65.1 79.4: 34.9 20.6
Other: 100.0: 0.0 0.0 0.0 50.0 50.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 12 5 5 10 14 25 21:
Old : 33: 12 5 5 10 14 25 21:
Other: 1: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 42.3 44.7 59.1 29.1 39.5 41.0 51.4
Old : 29.7 42.3 44.7 59.1 29.1 39.5 41.0 51.4
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,880: 3,222 100 672 1,981 6,428 5,874 7,199: 3,006 1,681
Old : 8,880: 3,222 100 672 1,981 6,428 5,874 7,199: 3,006 1,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -151: 4 24 -201 -135 39 -332 -139: 181 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 1.1 7.6 22.3 72.4 66.2 81.1: 33.8 18.9
Old : 100.0: 36.3 1.1 7.6 22.3 72.4 66.2 81.1: 33.8 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 3 5 11 16 27 23:
Old : 36: 15 3 5 11 16 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 43.2 45.0 61.1 29.3 43.1 42.0 55.8
Old : 29.3 43.2 45.0 61.1 29.3 43.1 42.0 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 354,063: 59,262 25,165 73,719 153,387 168,996 286,367 267,879: 67,695 86,184
Old : 348,485: 58,737 25,386 70,890 152,208 167,570 281,834 263,845: 66,650 84,640
Other: 5,578: 3,344 2,598 10 1,179 1,426 4,533 4,034: 1,045 1,544
: : :
: : Changes in Commitments from: August 9, 2005 :
: 5,856: -1,948 4,280 5,530 7,139 -6,315 10,721 3,494: -4,864 2,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 7.1 20.8 43.3 47.7 80.9 75.7: 19.1 24.3
Old : 100.0: 16.9 7.3 20.3 43.7 48.1 80.9 75.7: 19.1 24.3
Other: 100.0: 60.0 46.6 0.2 21.1 25.6 81.3 72.3: 18.7 27.7
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 115 90 140 114 131 302 300:
Old : 366: 116 90 139 114 131 301 299:
Other: 98: 12 24 2 9 56 23 80:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 21.2 30.3 29.7 18.8 13.3 25.4 18.0
Old : 22.1 21.5 30.6 30.1 19.1 13.6 25.8 18.3
Other: 59.8 37.1 72.4 52.0 59.8 37.1 72.4 52.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 348,206: 61,210 20,885 68,189 146,248 175,311 275,647 264,384: 72,560 83,822
Old : 343,385: 60,861 21,274 65,393 145,545 174,146 271,799 260,813: 71,587 82,572
Other: 4,821: 3,135 2,396 10 703 1,165 3,848 3,571: 973 1,250
: : :
: : Changes in Commitments from: August 2, 2005 :
: -20,539: -10,134 1,397 -3,420 -1,511 -19,219 -15,066 -21,243: -5,474 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 6.0 19.6 42.0 50.3 79.2 75.9: 20.8 24.1
Old : 100.0: 17.7 6.2 19.0 42.4 50.7 79.2 76.0: 20.8 24.0
Other: 100.0: 65.0 49.7 0.2 14.6 24.2 79.8 74.1: 20.2 25.9
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 127 82 136 110 136 303 295:
Old : 367: 126 85 134 110 136 303 293:
Other: 97: 11 24 2 11 55 24 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 20.8 29.9 29.9 18.6 15.0 26.3 20.4
Old : 20.9 21.0 30.3 30.2 18.8 15.2 26.6 20.6
Other: 57.0 38.5 69.0 52.3 57.0 38.5 69.0 52.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 151,242: 20,006 21,933 29,675 82,236 85,463 131,918 137,072: 19,324 14,170
Old : 29,887: 7,236 4,446 7,022 12,680 16,700 26,939 28,167: 2,948 1,719
Other: 121,355: 17,463 22,181 17,960 69,556 68,763 104,979 108,904: 16,376 12,451
: : :
: : Changes in Commitments from: August 9, 2005 :
: 8,257: -5,178 4,980 5,589 10,650 -736 11,061 9,833: -2,805 -1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 14.5 19.6 54.4 56.5 87.2 90.6: 12.8 9.4
Old : 100.0: 24.2 14.9 23.5 42.4 55.9 90.1 94.2: 9.9 5.8
Other: 100.0: 14.4 18.3 14.8 57.3 56.7 86.5 89.7: 13.5 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 36 38 35 47 45 104 106:
Old : 82: 22 17 11 26 32 53 55:
Other: 137: 39 40 32 45 41 99 100:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 27.5 33.7 39.9 21.0 21.5 31.0 29.4
Old : 30.5 34.9 46.9 55.3 26.6 33.6 38.6 42.3
Other: 26.5 29.8 38.0 40.8 25.2 22.8 34.6 31.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 142,985: 25,184 16,953 24,086 71,587 86,199 120,856 127,238: 22,129 15,747
Old : 29,748: 9,004 4,980 5,660 10,886 16,261 25,550 26,901: 4,198 2,847
Other: 113,237: 21,801 17,594 12,805 60,701 69,939 95,307 100,337: 17,931 12,900
: : :
: : Changes in Commitments from: August 2, 2005 :
: -11,459: -8,129 4,742 -3,560 4,950 -15,416 -6,740 -14,234: -4,720 2,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 11.9 16.8 50.1 60.3 84.5 89.0: 15.5 11.0
Old : 100.0: 30.3 16.7 19.0 36.6 54.7 85.9 90.4: 14.1 9.6
Other: 100.0: 19.3 15.5 11.3 53.6 61.8 84.2 88.6: 15.8 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 37 31 28 43 41 99 88:
Old : 79: 15 23 13 26 32 52 57:
Other: 121: 43 27 24 38 35 89 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 29.7 34.2 44.6 22.5 23.8 31.7 35.6
Old : 26.7 33.7 41.0 50.4 24.2 33.2 35.8 43.9
Other: 28.9 34.7 39.5 48.0 27.1 29.7 35.6 38.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 801,951: 83,507 55,849 135,592 436,158 420,327 655,257 611,768: 146,695 190,184
Old : 801,951: 83,507 55,849 135,592 436,158 420,327 655,257 611,768: 146,695 190,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 9,891: 15,634 -12,897 -4,551 -21,865 21,635 -10,783 4,187: 20,674 5,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 7.0 16.9 54.4 52.4 81.7 76.3: 18.3 23.7
Old : 100.0: 10.4 7.0 16.9 54.4 52.4 81.7 76.3: 18.3 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 34 28 42 74 88 127 140:
Old : 168: 34 28 42 74 88 127 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 12.9 29.4 21.4 19.7 9.6 24.1 14.8
Old : 22.1 12.9 29.4 21.4 19.7 9.6 24.1 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 792,060: 67,873 68,745 140,144 458,023 398,692 666,040 607,581: 126,021 184,479
Old : 792,060: 67,873 68,745 140,144 458,023 398,692 666,040 607,581: 126,021 184,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 36,100: 137 -6,506 16,310 17,198 24,438 33,646 34,242: 2,454 1,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 8.7 17.7 57.8 50.3 84.1 76.7: 15.9 23.3
Old : 100.0: 8.6 8.7 17.7 57.8 50.3 84.1 76.7: 15.9 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 35 29 45 74 86 126 143:
Old : 168: 35 29 45 74 86 126 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 11.9 32.5 20.2 21.0 9.7 25.6 14.5
Old : 24.3 11.9 32.5 20.2 21.0 9.7 25.6 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 120,267: 15,301 5,763 21,039 55,198 75,900 91,539 102,702: 28,728 17,565
Old : 22,375: 5,372 919 2,560 9,021 14,288 16,953 17,767: 5,422 4,608
Other: 97,892: 12,282 7,197 16,127 46,178 61,612 74,586 84,935: 23,306 12,957
: : :
: : Changes in Commitments from: August 9, 2005 :
: -2,080: -5,413 1,625 272 7,195 -2,303 2,054 -406: -4,135 -1,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 4.8 17.5 45.9 63.1 76.1 85.4: 23.9 14.6
Old : 100.0: 24.0 4.1 11.4 40.3 63.9 75.8 79.4: 24.2 20.6
Other: 100.0: 12.5 7.4 16.5 47.2 62.9 76.2 86.8: 23.8 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 39 19 34 53 48 107 91:
Old : 86: 25 9 14 35 30 65 48:
Other: 117: 30 28 33 47 42 99 83:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 32.7 26.5 46.3 12.6 28.1 18.1 38.3
Old : 16.0 36.6 29.2 51.3 15.1 32.2 26.3 44.9
Other: 20.6 35.7 28.8 47.9 16.5 31.1 22.8 41.6
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 122,347: 20,714 4,138 20,767 48,003 78,203 89,485 103,109: 32,863 19,239
Old : 27,869: 8,123 765 2,979 9,088 18,221 20,189 21,965: 7,680 5,905
Other: 94,478: 16,575 7,357 13,805 38,915 59,982 69,295 81,144: 25,183 13,334
: : :
: : Changes in Commitments from: August 2, 2005 :
: -5,430: -2,864 2,115 -3,505 1,698 -7,331 -4,671 -8,721: -759 3,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 3.4 17.0 39.2 63.9 73.1 84.3: 26.9 15.7
Old : 100.0: 29.1 2.7 10.7 32.6 65.4 72.4 78.8: 27.6 21.2
Other: 100.0: 17.5 7.8 14.6 41.2 63.5 73.3 85.9: 26.7 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 43 14 32 52 47 113 82:
Old : 85: 27 6 14 35 31 67 48:
Other: 113: 37 21 28 46 38 101 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 36.2 23.6 48.2 12.6 31.3 18.2 42.2
Old : 15.8 38.7 27.1 51.4 15.8 38.7 26.2 48.6
Other: 18.0 38.3 26.6 49.8 15.0 33.3 21.3 44.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,627: 2,742 1,296 1,343 2,030 3,054 6,115 5,693: 1,512 1,934
Old : 7,627: 2,742 1,296 1,343 2,030 3,054 6,115 5,693: 1,512 1,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -155: -65 96 -42 -12 -221 -119 -166: -37 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 17.0 17.6 26.6 40.0 80.2 74.6: 19.8 25.4
Old : 100.0: 36.0 17.0 17.6 26.6 40.0 80.2 74.6: 19.8 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 14 11 10 16 15 36 30:
Old : 47: 14 11 10 16 15 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 31.2 49.7 48.7 33.9 30.2 46.1 40.8
Old : 35.0 31.2 49.7 48.7 33.9 30.2 46.1 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,782: 2,806 1,200 1,384 2,043 3,274 6,233 5,859: 1,549 1,923
Old : 7,782: 2,806 1,200 1,384 2,043 3,274 6,233 5,859: 1,549 1,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -381: -145 -77 -249 -97 -56 -491 -381: 110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 15.4 17.8 26.2 42.1 80.1 75.3: 19.9 24.7
Old : 100.0: 36.1 15.4 17.8 26.2 42.1 80.1 75.3: 19.9 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 19 6 11 12 16 33 31:
Old : 47: 19 6 11 12 16 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 33.1 48.7 49.7 32.6 30.5 44.0 41.5
Old : 34.3 33.1 48.7 49.7 32.6 30.5 44.0 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 372,442: 104,227 101,663 1,131 215,470 159,431 320,828 262,225: 51,614 110,217
Old : 372,442: 104,227 101,663 1,131 215,470 159,431 320,828 262,225: 51,614 110,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 3,695: 1,277 -11,674 -304 6,669 14,340 7,642 2,362: -3,947 1,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 27.3 0.3 57.9 42.8 86.1 70.4: 13.9 29.6
Old : 100.0: 28.0 27.3 0.3 57.9 42.8 86.1 70.4: 13.9 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 17 23 3 45 43 63 68:
Old : 105: 17 23 3 45 43 63 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 15.9 43.9 25.2 28.1 14.8 43.9 24.1
Old : 28.1 15.9 43.9 25.2 28.1 14.8 43.9 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 368,746: 102,950 113,337 1,435 208,801 145,091 313,186 259,863: 55,560 108,883
Old : 368,746: 102,950 113,337 1,435 208,801 145,091 313,186 259,863: 55,560 108,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 7,875: -2,945 624 -704 9,609 6,283 5,960 6,203: 1,915 1,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 30.7 0.4 56.6 39.3 84.9 70.5: 15.1 29.5
Old : 100.0: 27.9 30.7 0.4 56.6 39.3 84.9 70.5: 15.1 29.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 17 26 4 44 40 62 69:
Old : 105: 17 26 4 44 40 62 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 16.2 44.0 24.9 28.0 15.3 44.0 23.8
Old : 28.0 16.2 44.0 24.9 28.0 15.3 44.0 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,760,958: 433,872 372,085 464,806 1,599,367 1,455,327 2,498,044 2,292,218: 262,914 468,740
Old : 2,760,958: 433,872 372,085 464,806 1,599,367 1,455,327 2,498,044 2,292,218: 262,914 468,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -25,316: -43,389 -40,596 -5,681 24,673 38,983 -24,398 -7,295: -918 -18,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 13.5 16.8 57.9 52.7 90.5 83.0: 9.5 17.0
Old : 100.0: 15.7 13.5 16.8 57.9 52.7 90.5 83.0: 9.5 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 43 72 71 108 133 192 237:
Old : 264: 43 72 71 108 133 192 237:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 19.0 46.9 28.9 28.8 15.0 36.6 20.8
Old : 31.9 19.0 46.9 28.9 28.8 15.0 36.6 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,786,273: 477,261 412,681 470,487 1,574,694 1,416,344 2,522,442 2,299,512: 263,831 486,761
Old : 2,786,273: 477,261 412,681 470,487 1,574,694 1,416,344 2,522,442 2,299,512: 263,831 486,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 47,176: 25,638 44,363 3,890 5,899 20,232 35,428 68,485: 11,748 -21,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 14.8 16.9 56.5 50.8 90.5 82.5: 9.5 17.5
Old : 100.0: 17.1 14.8 16.9 56.5 50.8 90.5 82.5: 9.5 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 53 63 70 104 137 188 239:
Old : 263: 53 63 70 104 137 188 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 18.2 44.2 27.4 23.0 14.6 33.4 19.9
Old : 27.3 18.2 44.2 27.4 23.0 14.6 33.4 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,819,118: 162,903 399,701 222,561 1,276,059 868,953 1,661,524 1,491,215: 157,595 327,903
Old : 1,819,118: 162,903 399,701 222,561 1,276,059 868,953 1,661,524 1,491,215: 157,595 327,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -112,667: 10,791 -37,225 -20,182 -98,946 -46,318 -108,337 -103,725: -4,330 -8,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 22.0 12.2 70.1 47.8 91.3 82.0: 8.7 18.0
Old : 100.0: 9.0 22.0 12.2 70.1 47.8 91.3 82.0: 8.7 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 35 49 47 75 92 135 163:
Old : 189: 35 49 47 75 92 135 163:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 17.9 44.7 28.8 27.6 17.5 38.3 25.0
Old : 32.1 17.9 44.7 28.8 27.6 17.5 38.3 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,931,785: 152,113 436,926 242,743 1,375,005 915,272 1,769,860 1,594,940: 161,925 336,845
Old : 1,931,785: 152,113 436,926 242,743 1,375,005 915,272 1,769,860 1,594,940: 161,925 336,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 96,986: -27,313 31,015 18,285 97,331 39,799 88,303 89,098: 8,683 7,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 22.6 12.6 71.2 47.4 91.6 82.6: 8.4 17.4
Old : 100.0: 7.9 22.6 12.6 71.2 47.4 91.6 82.6: 8.4 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 28 56 46 82 97 141 168:
Old : 194: 28 56 46 82 97 141 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 18.8 42.5 30.5 24.6 18.1 34.9 25.8
Old : 29.3 18.8 42.5 30.5 24.6 18.1 34.9 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 605,993: 122,527 40,202 251,098 176,525 279,287 550,150 570,587: 55,843 35,406
Old : 605,993: 122,527 40,202 251,098 176,525 279,287 550,150 570,587: 55,843 35,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 9,864: 8,697 -6,985 24,770 -22,602 -9,430 10,865 8,355: -1,002 1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 6.6 41.4 29.1 46.1 90.8 94.2: 9.2 5.8
Old : 100.0: 20.2 6.6 41.4 29.1 46.1 90.8 94.2: 9.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 32 27 39 49 43 101 89:
Old : 116: 32 27 39 49 43 101 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 35.5 47.7 50.3 15.7 20.3 20.5 26.5
Old : 36.8 35.5 47.7 50.3 15.7 20.3 20.5 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 596,129: 113,830 47,187 226,328 199,127 288,717 539,285 562,232: 56,845 33,897
Old : 596,129: 113,830 47,187 226,328 199,127 288,717 539,285 562,232: 56,845 33,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 13,993: 3,405 -4,744 21,125 -11,777 1,052 12,753 17,433: 1,241 -3,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 7.9 38.0 33.4 48.4 90.5 94.3: 9.5 5.7
Old : 100.0: 19.1 7.9 38.0 33.4 48.4 90.5 94.3: 9.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 36 23 40 46 45 98 92:
Old : 115: 36 23 40 46 45 98 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 34.2 49.0 51.7 17.0 21.9 22.0 28.3
Old : 37.8 34.2 49.0 51.7 17.0 21.9 22.0 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 33,244: 8,534 6,300 736 16,544 18,568 25,814 25,604: 7,430 7,640
Old : 33,244: 8,534 6,300 736 16,544 18,568 25,814 25,604: 7,430 7,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 408: -251 562 -18 342 246 72 790: 336 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 19.0 2.2 49.8 55.9 77.6 77.0: 22.4 23.0
Old : 100.0: 25.7 19.0 2.2 49.8 55.9 77.6 77.0: 22.4 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 15 12 8 20 12 39 28:
Old : 57: 15 12 8 20 12 39 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 43.0 44.4 58.1 30.0 43.0 44.4 58.0
Old : 30.0 43.0 44.4 58.1 30.0 43.0 44.4 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 32,836: 8,784 5,738 754 16,203 18,322 25,741 24,814: 7,095 8,022
Old : 32,836: 8,784 5,738 754 16,203 18,322 25,741 24,814: 7,095 8,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 95: 511 -27 39 -5 -37 544 -25: -449 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 17.5 2.3 49.3 55.8 78.4 75.6: 21.6 24.4
Old : 100.0: 26.8 17.5 2.3 49.3 55.8 78.4 75.6: 21.6 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 14 11 8 19 12 38 26:
Old : 54: 14 11 8 19 12 38 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 42.7 44.8 58.0 30.1 41.6 44.8 56.8
Old : 30.1 42.7 44.8 58.0 30.1 41.6 44.8 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 69,300: 11,579 39,112 3,263 43,527 15,385 58,369 57,760: 10,931 11,540
Old : 69,300: 11,579 39,112 3,263 43,527 15,385 58,369 57,760: 10,931 11,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 5,059: 774 2,399 253 4,377 3,842 5,404 6,495: -345 -1,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 56.4 4.7 62.8 22.2 84.2 83.3: 15.8 16.7
Old : 100.0: 16.7 56.4 4.7 62.8 22.2 84.2 83.3: 15.8 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 22 32 17 20 17 51 57:
Old : 84: 22 32 17 20 17 51 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 31.4 59.3 44.2 49.3 30.8 57.8 42.6
Old : 50.6 31.4 59.3 44.2 49.3 30.8 57.8 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 64,241: 10,805 36,712 3,010 39,150 11,543 52,965 51,265: 11,276 12,976
Old : 64,241: 10,805 36,712 3,010 39,150 11,543 52,965 51,265: 11,276 12,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,752: -1,701 6,201 74 7,736 -2,441 6,109 3,834: -1,356 919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 57.1 4.7 60.9 18.0 82.4 79.8: 17.6 20.2
Old : 100.0: 16.8 57.1 4.7 60.9 18.0 82.4 79.8: 17.6 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 20 30 16 18 15 47 52:
Old : 77: 20 30 16 18 15 47 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 30.8 57.2 42.3 47.2 29.8 55.5 40.8
Old : 48.5 30.8 57.2 42.3 47.2 29.8 55.5 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 38,335: 2,254 4,712 1,273 34,499 31,576 38,026 37,561: 309 774
Old : 38,335: 2,254 4,712 1,273 34,499 31,576 38,026 37,561: 309 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,831: 291 -899 269 1,460 2,768 2,020 2,138: -189 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 12.3 3.3 90.0 82.4 99.2 98.0: 0.8 2.0
Old : 100.0: 5.9 12.3 3.3 90.0 82.4 99.2 98.0: 0.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 7 17 5 21 20 31 39:
Old : 59: 7 17 5 21 20 31 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 54.3 69.6 76.6 50.9 47.7 65.3 65.5
Old : 51.6 54.3 69.6 76.6 50.9 47.7 65.3 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 36,504: 1,963 5,611 1,004 33,039 28,808 36,006 35,423: 498 1,081
Old : 36,504: 1,963 5,611 1,004 33,039 28,808 36,006 35,423: 498 1,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 245: -90 565 0 172 -518 82 47: 163 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 15.4 2.8 90.5 78.9 98.6 97.0: 1.4 3.0
Old : 100.0: 5.4 15.4 2.8 90.5 78.9 98.6 97.0: 1.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 6 18 4 21 19 30 38:
Old : 58: 6 18 4 21 19 30 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 51.5 72.8 73.9 53.5 48.2 68.6 66.1
Old : 54.2 51.5 72.8 73.9 53.5 48.2 68.6 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,801: 1,397 2,126 2,207 14,540 11,614 18,144 15,947: 4,657 6,853
Old : 22,801: 1,397 2,126 2,207 14,540 11,614 18,144 15,947: 4,657 6,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 288: 313 368 -194 276 125 395 298: -107 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 9.3 9.7 63.8 50.9 79.6 69.9: 20.4 30.1
Old : 100.0: 6.1 9.3 9.7 63.8 50.9 79.6 69.9: 20.4 30.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 13 6 15 22 17 39 34:
Old : 44: 13 6 15 22 17 39 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 28.5 56.7 47.4 40.8 26.0 54.3 41.7
Old : 40.8 28.5 56.7 47.4 40.8 26.0 54.3 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,513: 1,084 1,758 2,401 14,264 11,489 17,749 15,649: 4,763 6,863
Old : 22,513: 1,084 1,758 2,401 14,264 11,489 17,749 15,649: 4,763 6,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -3,694: -550 -160 -331 -2,418 -2,585 -3,298 -3,076: -396 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 7.8 10.7 63.4 51.0 78.8 69.5: 21.2 30.5
Old : 100.0: 4.8 7.8 10.7 63.4 51.0 78.8 69.5: 21.2 30.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 9 13 22 17 36 31:
Old : 40: 6 9 13 22 17 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 27.8 56.1 47.2 40.1 25.3 53.3 40.8
Old : 40.1 27.8 56.1 47.2 40.1 25.3 53.3 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 94,959: 14,279 21,488 20,125 48,393 25,861 82,797 67,474: 12,163 27,485
Old : 62,128: 12,843 35,411 2,000 41,624 10,780 56,466 48,191: 5,662 13,937
Other: 32,831: 16,431 1,071 3,130 6,769 15,081 26,331 19,283: 6,500 13,548
: : :
: : Changes in Commitments from: August 9, 2005 :
: -6,323: -1,428 748 -2,398 -508 -1,352 -4,334 -3,003: -1,989 -3,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 22.6 21.2 51.0 27.2 87.2 71.1: 12.8 28.9
Old : 100.0: 20.7 57.0 3.2 67.0 17.4 90.9 77.6: 9.1 22.4
Other: 100.0: 50.0 3.3 9.5 20.6 45.9 80.2 58.7: 19.8 41.3
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 36 48 46 27 31 99 96:
Old : 134: 34 56 19 21 29 67 92:
Other: 82: 39 7 17 18 26 62 46:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 18.5 45.5 29.8 30.9 16.0 45.0 24.2
Old : 47.1 24.2 66.1 36.6 47.1 24.1 66.1 36.6
Other: 31.1 23.7 47.2 32.9 28.1 23.0 44.1 30.4
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 101,282: 15,707 20,740 22,522 48,901 27,214 87,130 70,476: 14,152 30,806
Old : 71,688: 14,619 32,872 6,084 42,252 13,927 62,955 52,883: 8,733 18,805
Other: 29,595: 14,524 1,304 3,003 6,649 13,286 24,176 17,593: 5,419 12,001
: : :
: : Changes in Commitments from: August 2, 2005 :
: -159: 1,641 -182 -2,432 -686 1,103 -1,478 -1,512: 1,320 1,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 20.5 22.2 48.3 26.9 86.0 69.6: 14.0 30.4
Old : 100.0: 20.4 45.9 8.5 58.9 19.4 87.8 73.8: 12.2 26.2
Other: 100.0: 49.1 4.4 10.1 22.5 44.9 81.7 59.4: 18.3 40.6
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 33 57 47 29 34 101 104:
Old : 141: 31 63 31 23 33 79 103:
Other: 75: 33 11 17 16 24 55 46:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 17.5 42.9 27.6 29.1 15.1 42.6 21.8
Old : 40.9 20.3 57.5 30.9 40.9 18.8 57.5 29.2
Other: 32.9 23.3 49.5 34.4 30.9 22.5 47.4 31.2
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,843: 1,040 692 7 341 405 1,388 1,104: 455 738
Old : 1,843: 1,040 692 7 341 405 1,388 1,104: 455 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -485: 239 -77 -222 -141 -57 -124 -356: -360 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 37.6 0.4 18.5 22.0 75.3 59.9: 24.7 40.1
Old : 100.0: 56.4 37.6 0.4 18.5 22.0 75.3 59.9: 24.7 40.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 8 2 4 3 11 12:
Old : 21: 6 8 2 4 3 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 41.7 72.5 54.1 60.5 41.7 72.5 54.0
Old : 60.5 41.7 72.5 54.1 60.5 41.7 72.5 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 146,767: 34,578 42,025 18,340 75,578 57,863 128,496 118,227: 18,271 28,540
Old : 146,767: 34,578 42,025 18,340 75,578 57,863 128,496 118,227: 18,271 28,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 3,253: 1,284 5,185 -857 1,044 -758 1,470 3,570: 1,783 -317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 28.6 12.5 51.5 39.4 87.6 80.6: 12.4 19.4
Old : 100.0: 23.6 28.6 12.5 51.5 39.4 87.6 80.6: 12.4 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 50 69 51 60 83 136 184:
Old : 221: 50 69 51 60 83 136 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 13.1 39.5 22.1 24.0 10.8 39.0 19.2
Old : 24.0 13.1 39.5 22.1 24.0 10.8 39.0 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 143,514: 33,294 36,840 19,197 74,534 58,621 127,025 114,657: 16,489 28,857
Old : 143,514: 33,294 36,840 19,197 74,534 58,621 127,025 114,657: 16,489 28,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -12,145: 1,410 3,651 -7,771 -4,078 -7,355 -10,439 -11,475: -1,707 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 25.7 13.4 51.9 40.8 88.5 79.9: 11.5 20.1
Old : 100.0: 23.2 25.7 13.4 51.9 40.8 88.5 79.9: 11.5 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 45 72 54 57 80 137 181:
Old : 219: 45 72 54 57 80 137 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 12.8 40.4 21.3 24.7 10.2 39.9 18.1
Old : 24.7 12.8 40.4 21.3 24.7 10.2 39.9 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,606: 898 1,352 432 1,218 724 2,547 2,508: 2,058 2,098
Old : 4,606: 898 1,352 432 1,218 724 2,547 2,508: 2,058 2,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 21: -122 227 -26 84 -317 -65 -116: 86 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 29.4 9.4 26.4 15.7 55.3 54.4: 44.7 45.6
Old : 100.0: 19.5 29.4 9.4 26.4 15.7 55.3 54.4: 44.7 45.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 11 19 6 15 11 29 33:
Old : 48: 11 19 6 15 11 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 18.0 32.4 27.5 18.2 16.8 27.8 24.0
Old : 18.6 18.0 32.4 27.5 18.2 16.8 27.8 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,584: 1,020 1,125 458 1,134 1,041 2,612 2,624: 1,972 1,961
Old : 4,584: 1,020 1,125 458 1,134 1,041 2,612 2,624: 1,972 1,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 138: -45 -131 59 4 -24 18 -96: 120 234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 24.5 10.0 24.7 22.7 57.0 57.2: 43.0 42.8
Old : 100.0: 22.2 24.5 10.0 24.7 22.7 57.0 57.2: 43.0 42.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 11 19 6 15 14 30 35:
Old : 49: 11 19 6 15 14 30 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 21.2 32.5 31.2 19.0 19.2 28.2 25.8
Old : 19.6 21.2 32.5 31.2 19.0 19.2 28.2 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 33,429: 10,599 3,951 6,810 9,680 8,816 27,090 19,577: 6,339 13,852
Old : 33,429: 10,599 3,951 6,810 9,680 8,816 27,090 19,577: 6,339 13,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,718: 1,483 1,182 105 -239 577 1,349 1,864: 369 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 11.8 20.4 29.0 26.4 81.0 58.6: 19.0 41.4
Old : 100.0: 31.7 11.8 20.4 29.0 26.4 81.0 58.6: 19.0 41.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 41 24 30 59 55 119 98:
Old : 153: 41 24 30 59 55 119 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 20.4 25.2 27.4 13.7 15.3 22.7 19.0
Old : 15.2 20.4 25.2 27.4 13.7 15.3 22.7 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 31,711: 9,117 2,768 6,705 9,919 8,239 25,741 17,713: 5,970 13,998
Old : 31,711: 9,117 2,768 6,705 9,919 8,239 25,741 17,713: 5,970 13,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,661: 1,698 -164 206 359 1,476 2,262 1,517: 398 1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 8.7 21.1 31.3 26.0 81.2 55.9: 18.8 44.1
Old : 100.0: 28.7 8.7 21.1 31.3 26.0 81.2 55.9: 18.8 44.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 41 25 29 60 55 121 97:
Old : 154: 41 25 29 60 55 121 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 16.5 24.8 23.8 12.2 11.0 20.8 15.2
Old : 15.0 16.5 24.8 23.8 12.2 11.0 20.8 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 117,038: 45,327 18,548 1,295 32,900 78,308 79,522 98,151: 37,516 18,887
Old : 117,038: 45,327 18,548 1,295 32,900 78,308 79,522 98,151: 37,516 18,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 17,806: 10,793 -1,213 -55 3,581 17,925 14,319 16,658: 3,487 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 15.8 1.1 28.1 66.9 67.9 83.9: 32.1 16.1
Old : 100.0: 38.7 15.8 1.1 28.1 66.9 67.9 83.9: 32.1 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 26 15 3 26 27 53 44:
Old : 82: 26 15 3 26 27 53 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 29.5 31.4 49.6 18.4 29.4 31.4 49.3
Old : 18.4 29.5 31.4 49.6 18.4 29.4 31.4 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 99,232: 34,534 19,761 1,350 29,318 60,382 65,203 81,493: 34,029 17,739
Old : 99,232: 34,534 19,761 1,350 29,318 60,382 65,203 81,493: 34,029 17,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,206: 4,646 2,812 -341 -1,974 4,854 2,331 7,325: 1,875 -3,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 19.9 1.4 29.5 60.8 65.7 82.1: 34.3 17.9
Old : 100.0: 34.8 19.9 1.4 29.5 60.8 65.7 82.1: 34.3 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 24 15 3 23 24 48 41:
Old : 75: 24 15 3 23 24 48 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 28.5 32.7 46.4 17.8 28.4 31.6 46.2
Old : 18.0 28.5 32.7 46.4 17.8 28.4 31.6 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 67,410: 6,485 34,107 407 48,828 15,343 55,720 49,857: 11,690 17,553
Old : 67,410: 6,485 34,107 407 48,828 15,343 55,720 49,857: 11,690 17,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -4,411: 440 -4,149 373 -7,391 2,936 -6,578 -840: 2,167 -3,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 50.6 0.6 72.4 22.8 82.7 74.0: 17.3 26.0
Old : 100.0: 9.6 50.6 0.6 72.4 22.8 82.7 74.0: 17.3 26.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 16 2 7 11 13 27:
Old : 35: 4 16 2 7 11 13 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 33.6 79.4 47.9 65.5 33.4 75.7 46.8
Old : 65.5 33.6 79.4 47.9 65.5 33.4 75.7 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 71,821: 6,045 38,256 34 56,219 12,407 62,298 50,697: 9,523 21,124
Old : 71,821: 6,045 38,256 34 56,219 12,407 62,298 50,697: 9,523 21,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -336: 1,412 2,443 -269 -2,660 -678 -1,517 1,496: 1,181 -1,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 53.3 0.0 78.3 17.3 86.7 70.6: 13.3 29.4
Old : 100.0: 8.4 53.3 0.0 78.3 17.3 86.7 70.6: 13.3 29.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 19 1 9 11 13 30:
Old : 39: 3 19 1 9 11 13 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 33.5 84.6 46.2 69.2 33.5 81.6 45.6
Old : 69.2 33.5 84.6 46.2 69.2 33.5 81.6 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 99,095: 75,044 858 262 15,027 92,175 90,333 93,295: 8,762 5,800
Old : 99,095: 75,044 858 262 15,027 92,175 90,333 93,295: 8,762 5,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,636: -694 -542 -166 1,595 1,917 736 1,209: 901 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 0.9 0.3 15.2 93.0 91.2 94.1: 8.8 5.9
Old : 100.0: 75.7 0.9 0.3 15.2 93.0 91.2 94.1: 8.8 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 63 5 3 17 14 81 21:
Old : 94: 63 5 3 17 14 81 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 74.1 42.8 89.9 26.5 73.7 42.8 89.4
Old : 26.5 74.1 42.8 89.9 26.5 73.7 42.8 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 97,459: 75,737 1,400 428 13,432 90,258 89,597 92,086: 7,862 5,373
Old : 97,459: 75,737 1,400 428 13,432 90,258 89,597 92,086: 7,862 5,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,414: 887 -157 217 1,358 2,779 2,462 2,839: -1,048 -1,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 1.4 0.4 13.8 92.6 91.9 94.5: 8.1 5.5
Old : 100.0: 77.7 1.4 0.4 13.8 92.6 91.9 94.5: 8.1 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 64 6 3 17 13 81 22:
Old : 96: 64 6 3 17 13 81 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 69.3 44.9 88.1 29.6 68.9 44.9 87.6
Old : 29.6 69.3 44.9 88.1 29.6 68.9 44.9 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 76,127: 20,468 18,208 776 34,538 36,214 55,781 55,198: 20,346 20,929
Old : 76,127: 20,468 18,208 776 34,538 36,214 55,781 55,198: 20,346 20,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 928: 9,374 -8,386 15 -10,243 11,663 -854 3,292: 1,783 -2,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 23.9 1.0 45.4 47.6 73.3 72.5: 26.7 27.5
Old : 100.0: 26.9 23.9 1.0 45.4 47.6 73.3 72.5: 26.7 27.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 15 15 3 17 24 33 41:
Old : 64: 15 15 3 17 24 33 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 26.5 48.1 41.7 26.7 26.5 40.6 38.5
Old : 32.5 26.5 48.1 41.7 26.7 26.5 40.6 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 75,199: 11,094 26,594 761 44,781 24,551 56,635 51,906: 18,564 23,293
Old : 75,199: 11,094 26,594 761 44,781 24,551 56,635 51,906: 18,564 23,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,653: -1,287 -2,811 -272 702 1,121 -856 -1,962: -797 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 35.4 1.0 59.6 32.6 75.3 69.0: 24.7 31.0
Old : 100.0: 14.8 35.4 1.0 59.6 32.6 75.3 69.0: 24.7 31.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 11 19 4 17 20 31 40:
Old : 58: 11 19 4 17 20 31 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 31.6 56.6 44.4 37.5 31.6 50.8 41.8
Old : 39.8 31.6 56.6 44.4 37.5 31.6 50.8 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 195,062: 10,471 39,202 5,123 147,883 122,186 163,476 166,511: 31,586 28,551
Old : 195,062: 10,471 39,202 5,123 147,883 122,186 163,476 166,511: 31,586 28,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -10,226: -235 -22,711 113 -13,489 19,735 -13,611 -2,864: 3,385 -7,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 20.1 2.6 75.8 62.6 83.8 85.4: 16.2 14.6
Old : 100.0: 5.4 20.1 2.6 75.8 62.6 83.8 85.4: 16.2 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 10 30 7 27 33 42 65:
Old : 82: 10 30 7 27 33 42 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 43.5 65.4 53.8 36.9 29.5 49.5 37.5
Old : 49.7 43.5 65.4 53.8 36.9 29.5 49.5 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 205,288: 10,706 61,913 5,010 161,372 102,452 177,087 169,375: 28,201 35,913
Old : 205,288: 10,706 61,913 5,010 161,372 102,452 177,087 169,375: 28,201 35,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 11,937: 3,753 9,055 -674 8,886 -899 11,966 7,483: -29 4,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 30.2 2.4 78.6 49.9 86.3 82.5: 13.7 17.5
Old : 100.0: 5.2 30.2 2.4 78.6 49.9 86.3 82.5: 13.7 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 12 36 6 28 29 44 67:
Old : 89: 12 36 6 28 29 44 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 36.3 68.5 47.4 37.1 24.0 49.5 33.0
Old : 48.5 36.3 68.5 47.4 37.1 24.0 49.5 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 175,793: 26,335 26,584 13,720 80,716 83,966 120,770 124,270: 55,022 51,523
Old : 175,793: 26,335 26,584 13,720 80,716 83,966 120,770 124,270: 55,022 51,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 4,192: -1,779 2,380 809 3,605 3,512 2,635 6,701: 1,557 -2,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 15.1 7.8 45.9 47.8 68.7 70.7: 31.3 29.3
Old : 100.0: 15.0 15.1 7.8 45.9 47.8 68.7 70.7: 31.3 29.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 32 35 26 29 26 74 74:
Old : 103: 32 35 26 29 26 74 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 29.9 37.6 40.6 20.4 19.8 30.1 28.7
Old : 25.6 29.9 37.6 40.6 20.4 19.8 30.1 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 171,601: 28,114 24,204 12,911 77,110 80,454 118,136 117,569: 53,465 54,032
Old : 171,601: 28,114 24,204 12,911 77,110 80,454 118,136 117,569: 53,465 54,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,433: 3,982 -737 -1,950 -2,923 -1,442 -892 -4,130: -541 2,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 14.1 7.5 44.9 46.9 68.8 68.5: 31.2 31.5
Old : 100.0: 16.4 14.1 7.5 44.9 46.9 68.8 68.5: 31.2 31.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 31 31 23 27 27 70 69:
Old : 98: 31 31 23 27 27 70 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 28.1 37.4 39.1 20.8 19.1 30.6 28.0
Old : 25.5 28.1 37.4 39.1 20.8 19.1 30.6 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 9,004: 4,581 0 0 3,125 8,020 7,706 8,020: 1,298 984
Old : 9,004: 4,581 0 0 3,125 8,020 7,706 8,020: 1,298 984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 0.0 0.0 34.7 89.1 85.6 89.1: 14.4 10.9
Old : 100.0: 50.9 0.0 0.0 34.7 89.1 85.6 89.1: 14.4 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 0 0 5 10 12 10:
Old : 20: 7 0 0 5 10 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 69.7 81.1 85.4 64.8 69.6 76.6 83.3
Old : 69.2 69.7 81.1 85.4 64.8 69.6 76.6 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 74,357: 5,110 1,000 770 63,212 66,389 69,092 68,159: 5,265 6,198
Old : 74,357: 5,110 1,000 770 63,212 66,389 69,092 68,159: 5,265 6,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,921: 226 0 -25 1,722 1,569 1,923 1,544: -2 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 1.3 1.0 85.0 89.3 92.9 91.7: 7.1 8.3
Old : 100.0: 6.9 1.3 1.0 85.0 89.3 92.9 91.7: 7.1 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 1 12 16 14 18:
Old : 24: 2 1 1 12 16 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 60.4 83.5 81.7 53.8 53.1 71.6 70.4
Old : 62.2 60.4 83.5 81.7 53.8 53.1 71.6 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :13,206,863: 744,900 1,009,087 4,037,144 7,427,024 6,456,721 12,209,067 11,502,952: 997,796 1,703,911
Old :13,206,863: 744,900 1,009,087 4,037,144 7,427,024 6,456,721 12,209,067 11,502,952: 997,796 1,703,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -229,264: 76,842 44,597 -291,400 32,329 38,325 -182,228 -208,478: -47,036 -20,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 7.6 30.6 56.2 48.9 92.4 87.1: 7.6 12.9
Old : 100.0: 5.6 7.6 30.6 56.2 48.9 92.4 87.1: 7.6 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 59 67 108 141 150 256 277:
Old : 291: 59 67 108 141 150 256 277:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 15.0 35.9 23.8 19.3 6.3 25.1 10.2
Old : 20.6 15.0 35.9 23.8 19.3 6.3 25.1 10.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :13,436,127: 668,058 964,491 4,328,543 7,394,695 6,418,396 12,391,296 11,711,430: 1,044,831 1,724,697
Old :13,436,127: 668,058 964,491 4,328,543 7,394,695 6,418,396 12,391,296 11,711,430: 1,044,831 1,724,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 513,965: -6,953 6,646 246,384 255,708 180,816 495,138 433,846: 18,827 80,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.2 32.2 55.0 47.8 92.2 87.2: 7.8 12.8
Old : 100.0: 5.0 7.2 32.2 55.0 47.8 92.2 87.2: 7.8 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 60 70 103 142 148 252 273:
Old : 288: 60 70 103 142 148 252 273:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 14.6 35.3 23.3 18.1 6.0 23.7 10.0
Old : 20.0 14.6 35.3 23.3 18.1 6.0 23.7 10.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 731,200: 55,862 53,659 47,054 480,467 520,934 583,382 621,647: 147,818 109,554
Old : 731,200: 55,862 53,659 47,054 480,467 520,934 583,382 621,647: 147,818 109,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 8,669: 2,773 6,193 2,261 -848 1,393 4,186 9,847: 4,484 -1,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 7.3 6.4 65.7 71.2 79.8 85.0: 20.2 15.0
Old : 100.0: 7.6 7.3 6.4 65.7 71.2 79.8 85.0: 20.2 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 58 37 63 99 71 185 143:
Old : 218: 58 37 63 99 71 185 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 31.0 27.8 43.8 18.9 30.4 27.7 43.2
Old : 18.9 31.0 27.8 43.8 18.9 30.4 27.7 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 722,531: 53,089 47,466 44,793 481,315 519,540 579,197 611,800: 143,334 110,731
Old : 722,531: 53,089 47,466 44,793 481,315 519,540 579,197 611,800: 143,334 110,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,042: 474 1,662 1,082 -2,161 1,725 -604 4,470: 1,647 -3,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.6 6.2 66.6 71.9 80.2 84.7: 19.8 15.3
Old : 100.0: 7.3 6.6 6.2 66.6 71.9 80.2 84.7: 19.8 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 49 41 58 94 70 175 137:
Old : 209: 49 41 58 94 70 175 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 31.8 27.8 44.8 18.8 31.0 27.7 43.9
Old : 18.9 31.8 27.8 44.8 18.8 31.0 27.7 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,076,505: 200,007 337,782 28,124 585,504 629,610 813,634 995,515: 262,871 80,990
Old : 1,076,505: 200,007 337,782 28,124 585,504 629,610 813,634 995,515: 262,871 80,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 21,122: 6,643 51,795 2,078 48,471 9,165 57,192 63,038: -36,070 -41,916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 31.4 2.6 54.4 58.5 75.6 92.5: 24.4 7.5
Old : 100.0: 18.6 31.4 2.6 54.4 58.5 75.6 92.5: 24.4 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 48 60 34 63 64 130 139:
Old : 203: 48 60 34 63 64 130 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 22.1 34.8 34.0 19.1 17.6 28.4 28.0
Old : 22.2 22.1 34.8 34.0 19.1 17.6 28.4 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,055,383: 193,364 285,987 26,046 537,032 620,445 756,442 932,478: 298,941 122,905
Old : 1,055,383: 193,364 285,987 26,046 537,032 620,445 756,442 932,478: 298,941 122,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 12,523: 5,508 -10,286 -125 15,457 10,222 20,839 -190: -8,316 12,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 27.1 2.5 50.9 58.8 71.7 88.4: 28.3 11.6
Old : 100.0: 18.3 27.1 2.5 50.9 58.8 71.7 88.4: 28.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 40 54 32 57 66 119 130:
Old : 188: 40 54 32 57 66 119 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 23.4 34.1 34.6 19.9 18.9 29.0 29.5
Old : 23.5 23.4 34.1 34.6 19.9 18.9 29.0 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,323: 1,053 0 0 6,439 10,551 7,492 10,551: 4,831 1,772
Old : 12,323: 1,053 0 0 6,439 10,551 7,492 10,551: 4,831 1,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 125: 0 0 0 -491 -1 -491 -1: 616 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 0.0 52.3 85.6 60.8 85.6: 39.2 14.4
Old : 100.0: 8.5 0.0 0.0 52.3 85.6 60.8 85.6: 39.2 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 0 15 15 17 15:
Old : 27: 2 0 0 15 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 38.4 44.2 65.0 27.3 37.9 41.2 64.0
Old : 28.1 38.4 44.2 65.0 27.3 37.9 41.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,198: 1,053 0 0 6,930 10,552 7,983 10,552: 4,215 1,646
Old : 12,198: 1,053 0 0 6,930 10,552 7,983 10,552: 4,215 1,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -143: -226 -452 0 -97 -375 -323 -827: 180 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.0 0.0 56.8 86.5 65.4 86.5: 34.6 13.5
Old : 100.0: 8.6 0.0 0.0 56.8 86.5 65.4 86.5: 34.6 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 0 17 15 19 15:
Old : 29: 2 0 0 17 15 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 38.8 44.1 65.7 27.1 38.3 41.1 64.6
Old : 28.4 38.8 44.1 65.7 27.1 38.3 41.1 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 32,397: 7,266 1,604 0 18,671 27,737 25,937 29,341: 6,460 3,056
Old : 32,397: 7,266 1,604 0 18,671 27,737 25,937 29,341: 6,460 3,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -640: -58 -255 -5 -1,004 -434 -1,067 -694: 427 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 5.0 0.0 57.6 85.6 80.1 90.6: 19.9 9.4
Old : 100.0: 22.4 5.0 0.0 57.6 85.6 80.1 90.6: 19.9 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 4 0 15 19 19 23:
Old : 36: 4 4 0 15 19 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 56.8 67.3 74.5 52.3 55.3 66.5 70.1
Old : 52.3 56.8 67.3 74.5 52.3 55.3 66.5 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 33,037: 7,324 1,859 5 19,675 28,171 27,004 30,035: 6,033 3,002
Old : 33,037: 7,324 1,859 5 19,675 28,171 27,004 30,035: 6,033 3,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -406: -1,754 441 5 -596 -1,906 -2,345 -1,460: 1,939 1,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 5.6 0.0 59.6 85.3 81.7 90.9: 18.3 9.1
Old : 100.0: 22.2 5.6 0.0 59.6 85.3 81.7 90.9: 18.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 5 1 16 18 21 24:
Old : 37: 5 5 1 16 18 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 56.4 67.9 72.9 54.2 55.1 67.3 68.7
Old : 54.2 56.4 67.9 72.9 54.2 55.1 67.3 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 54,572: 7,176 10,783 419 29,458 34,646 37,054 45,849: 17,518 8,722
Old : 54,572: 7,176 10,783 419 29,458 34,646 37,054 45,849: 17,518 8,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 5,667: -1 2,278 -6 2,236 2,664 2,228 4,936: 3,439 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 19.8 0.8 54.0 63.5 67.9 84.0: 32.1 16.0
Old : 100.0: 13.1 19.8 0.8 54.0 63.5 67.9 84.0: 32.1 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 13 16 2 33 28 48 44:
Old : 79: 13 16 2 33 28 48 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 37.6 34.2 52.0 21.3 32.6 31.2 45.5
Old : 23.1 37.6 34.2 52.0 21.3 32.6 31.2 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 48,904: 7,177 8,506 426 27,222 31,982 34,825 40,913: 14,079 7,991
Old : 48,904: 7,177 8,506 426 27,222 31,982 34,825 40,913: 14,079 7,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -918: 447 1,046 -418 -370 -1,046 -341 -418: -576 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 17.4 0.9 55.7 65.4 71.2 83.7: 28.8 16.3
Old : 100.0: 14.7 17.4 0.9 55.7 65.4 71.2 83.7: 28.8 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 14 14 2 32 25 47 40:
Old : 75: 14 14 2 32 25 47 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 39.1 36.0 55.0 22.0 33.6 32.8 47.8
Old : 24.0 39.1 36.0 55.0 22.0 33.6 32.8 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 324,520: 116,728 75,214 2,782 184,983 194,873 304,493 272,869: 20,028 51,651
Old : 324,520: 116,728 75,214 2,782 184,983 194,873 304,493 272,869: 20,028 51,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 5,296: -16,555 10,931 620 24,882 -24,440 8,946 -12,889: -3,650 18,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 23.2 0.9 57.0 60.0 93.8 84.1: 6.2 15.9
Old : 100.0: 36.0 23.2 0.9 57.0 60.0 93.8 84.1: 6.2 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 60 63 16 44 38 114 108:
Old : 194: 60 63 16 44 38 114 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 33.3 55.8 43.2 31.8 17.6 42.3 25.3
Old : 40.1 33.3 55.8 43.2 31.8 17.6 42.3 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 319,224: 133,283 64,283 2,162 160,101 219,313 295,546 285,758: 23,678 33,466
Old : 319,224: 133,283 64,283 2,162 160,101 219,313 295,546 285,758: 23,678 33,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 10,384: -11,531 482 23 19,926 9,329 8,418 9,834: 1,966 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 20.1 0.7 50.2 68.7 92.6 89.5: 7.4 10.5
Old : 100.0: 41.8 20.1 0.7 50.2 68.7 92.6 89.5: 7.4 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 69 54 12 37 41 116 97:
Old : 191: 69 54 12 37 41 116 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 36.5 50.5 49.6 30.3 25.9 39.6 35.3
Old : 37.8 36.5 50.5 49.6 30.3 25.9 39.6 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 75,027: 27,090 786 0 23,815 65,167 50,905 65,953: 24,122 9,075
Old : 75,027: 27,090 786 0 23,815 65,167 50,905 65,953: 24,122 9,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,356: -2,957 -1,243 0 671 3,846 -2,286 2,603: 3,642 -1,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 1.0 0.0 31.7 86.9 67.8 87.9: 32.2 12.1
Old : 100.0: 36.1 1.0 0.0 31.7 86.9 67.8 87.9: 32.2 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 15 1 0 12 22 27 23:
Old : 45: 15 1 0 12 22 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 40.7 49.4 64.9 36.5 40.2 49.4 64.1
Old : 36.5 40.7 49.4 64.9 36.5 40.2 49.4 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 73,671: 30,047 2,029 0 23,144 61,320 53,191 63,349: 20,480 10,322
Old : 73,671: 30,047 2,029 0 23,144 61,320 53,191 63,349: 20,480 10,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 11,645: 9,498 -1,203 0 1,645 13,011 11,143 11,808: 501 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 2.8 0.0 31.4 83.2 72.2 86.0: 27.8 14.0
Old : 100.0: 40.8 2.8 0.0 31.4 83.2 72.2 86.0: 27.8 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 15 2 0 13 19 28 21:
Old : 43: 15 2 0 13 19 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 37.1 54.5 62.0 41.8 36.8 54.5 61.4
Old : 41.8 37.1 54.5 62.0 41.8 36.8 54.5 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 32,014: 220 4,338 0 27,736 22,214 27,956 26,552: 4,058 5,462
Old : 32,014: 220 4,338 0 27,736 22,214 27,956 26,552: 4,058 5,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,189: -232 209 0 2,349 1,630 2,117 1,838: -928 -649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 13.6 0.0 86.6 69.4 87.3 82.9: 12.7 17.1
Old : 100.0: 0.7 13.6 0.0 86.6 69.4 87.3 82.9: 12.7 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 1 10 0 30 27 31 37:
Old : 56: 1 10 0 30 27 31 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 33.7 67.2 47.7 55.5 33.7 66.4 47.7
Old : 56.2 33.7 67.2 47.7 55.5 33.7 66.4 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 30,825: 452 4,129 0 25,387 20,584 25,839 24,713: 4,986 6,111
Old : 30,825: 452 4,129 0 25,387 20,584 25,839 24,713: 4,986 6,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 52: -6 57 0 340 228 334 285: -282 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 13.4 0.0 82.4 66.8 83.8 80.2: 16.2 19.8
Old : 100.0: 1.5 13.4 0.0 82.4 66.8 83.8 80.2: 16.2 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 2 9 0 28 24 30 33:
Old : 53: 2 9 0 28 24 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 34.9 63.3 49.1 52.9 34.9 62.9 49.1
Old : 53.4 34.9 63.3 49.1 52.9 34.9 62.9 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 230,214: 12,935 46,883 2,812 202,246 169,797 217,993 219,492: 12,221 10,722
Old : 230,214: 12,935 46,883 2,812 202,246 169,797 217,993 219,492: 12,221 10,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 7,333: -1,983 2,572 1,295 10,569 2,863 9,881 6,730: -2,547 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 20.4 1.2 87.9 73.8 94.7 95.3: 5.3 4.7
Old : 100.0: 5.6 20.4 1.2 87.9 73.8 94.7 95.3: 5.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 21 42 14 35 51 62 101:
Old : 128: 21 42 14 35 51 62 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 36.5 71.5 53.5 58.3 33.6 65.6 48.3
Old : 62.5 36.5 71.5 53.5 58.3 33.6 65.6 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 222,881: 14,918 44,311 1,517 191,677 166,934 208,112 212,762: 14,768 10,119
Old : 222,881: 14,918 44,311 1,517 191,677 166,934 208,112 212,762: 14,768 10,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -5,283: -10,357 113 225 6,557 -4,568 -3,575 -4,230: -1,708 -1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 19.9 0.7 86.0 74.9 93.4 95.5: 6.6 4.5
Old : 100.0: 6.7 19.9 0.7 86.0 74.9 93.4 95.5: 6.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 20 38 11 30 50 55 94:
Old : 120: 20 38 11 30 50 55 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 36.2 70.9 52.4 56.8 33.9 64.3 47.8
Old : 61.6 36.2 70.9 52.4 56.8 33.9 64.3 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 50,746: 18,892 9,824 748 16,961 29,386 36,601 39,958: 14,145 10,788
Old : 50,746: 18,892 9,824 748 16,961 29,386 36,601 39,958: 14,145 10,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 5,343: 3,864 2,811 -73 1,339 3,341 5,130 6,079: 213 -736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 19.4 1.5 33.4 57.9 72.1 78.7: 27.9 21.3
Old : 100.0: 37.2 19.4 1.5 33.4 57.9 72.1 78.7: 27.9 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 29 16 3 20 21 51 39:
Old : 82: 29 16 3 20 21 51 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 37.6 28.7 48.5 16.2 37.6 28.7 47.4
Old : 16.2 37.6 28.7 48.5 16.2 37.6 28.7 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 45,403: 15,028 7,013 821 15,622 26,045 31,471 33,879: 13,932 11,524
Old : 45,403: 15,028 7,013 821 15,622 26,045 31,471 33,879: 13,932 11,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4: -832 286 153 68 -711 -611 -272: 615 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 15.4 1.8 34.4 57.4 69.3 74.6: 30.7 25.4
Old : 100.0: 33.1 15.4 1.8 34.4 57.4 69.3 74.6: 30.7 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 28 12 3 19 21 48 36:
Old : 75: 28 12 3 19 21 48 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 38.7 30.0 48.4 19.2 38.7 29.9 47.3
Old : 19.2 38.7 30.0 48.4 19.2 38.7 29.9 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 28,589: 6,599 268 0 17,477 9,437 24,076 9,705: 4,513 18,884
Old : 28,589: 6,599 268 0 17,477 9,437 24,076 9,705: 4,513 18,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,081: 276 -17 0 1,948 722 2,224 705: -143 1,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 0.9 0.0 61.1 33.0 84.2 33.9: 15.8 66.1
Old : 100.0: 23.1 0.9 0.0 61.1 33.0 84.2 33.9: 15.8 66.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 1 0 9 8 18 9:
Old : 26: 9 1 0 9 8 18 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 27.9 70.1 33.0 56.5 25.3 67.6 29.9
Old : 57.6 27.9 70.1 33.0 56.5 25.3 67.6 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 26,508: 6,323 285 0 15,529 8,715 21,852 9,000: 4,656 17,508
Old : 26,508: 6,323 285 0 15,529 8,715 21,852 9,000: 4,656 17,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,157: -182 285 0 1,030 674 848 959: 309 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 1.1 0.0 58.6 32.9 82.4 34.0: 17.6 66.0
Old : 100.0: 23.9 1.1 0.0 58.6 32.9 82.4 34.0: 17.6 66.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 10 1 0 8 7 18 8:
Old : 25: 10 1 0 8 7 18 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 29.5 70.1 34.0 56.2 26.5 65.8 29.6
Old : 59.7 29.5 70.1 34.0 56.2 26.5 65.8 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 35,614: 2,218 2,502 0 16,425 24,240 18,643 26,742: 16,971 8,872
Old : 35,614: 2,218 2,502 0 16,425 24,240 18,643 26,742: 16,971 8,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,131: 715 -494 -29 462 -356 1,148 -879: 983 3,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.0 0.0 46.1 68.1 52.3 75.1: 47.7 24.9
Old : 100.0: 6.2 7.0 0.0 46.1 68.1 52.3 75.1: 47.7 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 9 0 15 20 18 29:
Old : 36: 3 9 0 15 20 18 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 33.5 37.8 56.7 16.0 29.3 24.0 40.1
Old : 25.6 33.5 37.8 56.7 16.0 29.3 24.0 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 33,483: 1,503 2,996 29 15,963 24,596 17,495 27,621: 15,988 5,862
Old : 33,483: 1,503 2,996 29 15,963 24,596 17,495 27,621: 15,988 5,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,672: -112 -555 0 700 2,425 588 1,870: 2,084 802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 8.9 0.1 47.7 73.5 52.3 82.5: 47.7 17.5
Old : 100.0: 4.5 8.9 0.1 47.7 73.5 52.3 82.5: 47.7 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 12 2 15 20 20 32:
Old : 39: 3 12 2 15 20 20 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 38.8 38.4 62.1 15.7 33.9 22.5 44.0
Old : 25.3 38.8 38.4 62.1 15.7 33.9 22.5 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 137,300: 40,297 15,918 23,407 35,528 85,070 99,232 124,395: 38,067 12,905
Old : 137,300: 40,297 15,918 23,407 35,528 85,070 99,232 124,395: 38,067 12,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -2,007: -2,178 3,067 -630 -838 -4,503 -3,646 -2,066: 1,639 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 11.6 17.0 25.9 62.0 72.3 90.6: 27.7 9.4
Old : 100.0: 29.3 11.6 17.0 25.9 62.0 72.3 90.6: 27.7 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 97 39 49 27 36 139 111:
Old : 180: 97 39 49 27 36 139 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 29.5 31.9 47.2 12.8 25.7 17.4 38.2
Old : 23.0 29.5 31.9 47.2 12.8 25.7 17.4 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 139,307: 42,475 12,851 24,037 36,366 89,573 102,878 126,461: 36,429 12,846
Old : 139,307: 42,475 12,851 24,037 36,366 89,573 102,878 126,461: 36,429 12,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,269: -1,041 3,263 1,373 1,556 -2,360 1,888 2,276: -618 -1,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 9.2 17.3 26.1 64.3 73.9 90.8: 26.1 9.2
Old : 100.0: 30.5 9.2 17.3 26.1 64.3 73.9 90.8: 26.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 99 39 52 25 34 143 107:
Old : 180: 99 39 52 25 34 143 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 30.1 33.6 48.6 14.0 26.5 19.3 39.8
Old : 23.8 30.1 33.6 48.6 14.0 26.5 19.3 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 110,988: 41,770 24,948 15,180 39,960 57,116 96,910 97,244: 14,078 13,744
Old : 110,988: 41,770 24,948 15,180 39,960 57,116 96,910 97,244: 14,078 13,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -7,168: -3,161 -1,993 -3,145 513 766 -5,794 -4,372: -1,374 -2,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 22.5 13.7 36.0 51.5 87.3 87.6: 12.7 12.4
Old : 100.0: 37.6 22.5 13.7 36.0 51.5 87.3 87.6: 12.7 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 79 62 50 43 42 150 132:
Old : 199: 79 62 50 43 42 150 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 35.5 34.7 47.5 23.0 32.6 33.9 44.1
Old : 23.5 35.5 34.7 47.5 23.0 32.6 33.9 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 118,156: 44,931 26,941 18,325 39,448 56,350 102,704 101,616: 15,452 16,540
Old : 118,156: 44,931 26,941 18,325 39,448 56,350 102,704 101,616: 15,452 16,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -5,062: -2,017 265 -3,324 651 -2,328 -4,691 -5,388: -371 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 22.8 15.5 33.4 47.7 86.9 86.0: 13.1 14.0
Old : 100.0: 38.0 22.8 15.5 33.4 47.7 86.9 86.0: 13.1 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 69 75 64 44 43 161 146:
Old : 208: 69 75 64 44 43 161 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 34.7 34.3 45.8 22.3 31.4 33.5 42.1
Old : 22.4 34.7 34.3 45.8 22.3 31.4 33.5 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 404,108: 209,234 46,187 62,305 70,705 272,116 342,244 380,609: 61,864 23,499
Old : 404,108: 209,234 46,187 62,305 70,705 272,116 342,244 380,609: 61,864 23,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 62,716: 41,184 400 11,756 4,653 48,207 57,594 60,363: 5,122 2,353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 11.4 15.4 17.5 67.3 84.7 94.2: 15.3 5.8
Old : 100.0: 51.8 11.4 15.4 17.5 67.3 84.7 94.2: 15.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 159 63 68 37 54 227 158:
Old : 288: 159 63 68 37 54 227 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 32.0 36.7 48.8 25.1 29.5 29.8 41.7
Old : 26.3 32.0 36.7 48.8 25.1 29.5 29.8 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 341,392: 168,050 45,787 50,550 66,051 223,909 284,651 320,246: 56,741 21,146
Old : 341,392: 168,050 45,787 50,550 66,051 223,909 284,651 320,246: 56,741 21,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 46,140: 48,821 -4,094 4,287 -5,908 45,387 47,200 45,580: -1,060 560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 13.4 14.8 19.3 65.6 83.4 93.8: 16.6 6.2
Old : 100.0: 49.2 13.4 14.8 19.3 65.6 83.4 93.8: 16.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 151 57 60 41 47 213 147:
Old : 267: 151 57 60 41 47 213 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 32.8 39.2 50.8 26.4 31.6 32.4 43.4
Old : 28.8 32.8 39.2 50.8 26.4 31.6 32.4 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 14,417: 5,689 2,238 490 4,015 9,156 10,194 11,884: 4,223 2,533
Old : 14,417: 5,689 2,238 490 4,015 9,156 10,194 11,884: 4,223 2,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,193: 193 -46 -74 730 376 849 256: 1,344 1,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 15.5 3.4 27.8 63.5 70.7 82.4: 29.3 17.6
Old : 100.0: 39.5 15.5 3.4 27.8 63.5 70.7 82.4: 29.3 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 24 4 10 6 5 40 17:
Old : 44: 24 4 10 6 5 40 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 73.3 55.4 79.3 36.9 58.3 42.0 62.7
Old : 44.4 73.3 55.4 79.3 36.9 58.3 42.0 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,224: 5,496 2,284 564 3,285 8,780 9,345 11,628: 2,879 596
Old : 12,224: 5,496 2,284 564 3,285 8,780 9,345 11,628: 2,879 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 46: 163 -240 -25 182 694 320 429: -274 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 18.7 4.6 26.9 71.8 76.4 95.1: 23.6 4.9
Old : 100.0: 45.0 18.7 4.6 26.9 71.8 76.4 95.1: 23.6 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 24 3 9 6 6 38 17:
Old : 43: 24 3 9 6 6 38 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 82.2 59.5 91.1 44.8 70.6 51.4 78.6
Old : 48.7 82.2 59.5 91.1 44.8 70.6 51.4 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 101,268: 21,830 7,172 8,488 52,624 63,831 82,942 79,491: 18,326 21,777
Old : 95,415: 22,351 7,287 6,601 48,894 62,035 77,846 75,923: 17,569 19,492
Other: 5,853: 1,284 1,689 82 3,730 1,797 5,096 3,568: 757 2,285
: : :
: : Changes in Commitments from: August 9, 2005 :
: 773: 1,713 -888 -843 701 3,141 1,571 1,410: -798 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 7.1 8.4 52.0 63.0 81.9 78.5: 18.1 21.5
Old : 100.0: 23.4 7.6 6.9 51.2 65.0 81.6 79.6: 18.4 20.4
Other: 100.0: 21.9 28.9 1.4 63.7 30.7 87.1 61.0: 12.9 39.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 39 15 22 57 54 107 83:
Old : 132: 39 15 19 57 53 106 79:
Other: 43: 4 10 8 4 26 14 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 32.7 35.3 43.8 19.6 27.1 27.0 33.9
Old : 25.7 34.1 34.0 45.6 18.6 28.7 26.1 35.8
Other: 80.5 37.8 86.3 51.9 80.4 37.8 84.9 51.2
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 100,495: 20,117 8,060 9,331 51,923 60,691 81,371 78,081: 19,124 22,414
Old : 96,250: 20,470 8,078 8,085 48,976 59,619 77,531 75,782: 18,719 20,468
Other: 4,245: 833 1,167 61 2,947 1,072 3,840 2,299: 405 1,946
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,337: -1,028 1,393 893 -372 -3,482 -507 -1,196: 1,844 2,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 8.0 9.3 51.7 60.4 81.0 77.7: 19.0 22.3
Old : 100.0: 21.3 8.4 8.4 50.9 61.9 80.6 78.7: 19.4 21.3
Other: 100.0: 19.6 27.5 1.4 69.4 25.2 90.5 54.2: 9.5 45.8
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 37 20 22 54 51 106 82:
Old : 135: 38 20 21 54 51 106 81:
Other: 38: 4 9 7 4 22 13 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 32.4 35.1 43.0 20.6 26.3 27.5 32.9
Old : 25.9 33.3 34.0 44.2 19.3 27.4 26.5 34.2
Other: 83.5 38.4 89.8 45.8 83.5 38.4 88.0 45.1
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 34,060: 2,215 3,814 716 22,207 20,066 25,138 24,596: 8,922 9,464
Old : 33,971: 2,209 3,812 716 22,203 20,038 25,128 24,566: 8,843 9,405
Other: 89: 6 2 0 4 28 10 30: 79 59
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,879: -886 1,185 138 2,557 1,744 1,809 3,066: 1,070 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 11.2 2.1 65.2 58.9 73.8 72.2: 26.2 27.8
Old : 100.0: 6.5 11.2 2.1 65.4 59.0 74.0 72.3: 26.0 27.7
Other: 100.0: 6.7 2.2 0.0 4.5 31.5 11.2 33.7: 88.8 66.3
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 8 9 3 25 17 35 27:
Old : 44: 8 9 3 24 17 34 27:
Other: 8: 1 1 0 1 5 2 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 53.4 48.2 60.7 26.4 37.1 35.0 42.7
Old : 35.6 53.5 48.4 60.9 26.5 37.2 35.1 42.8
Other: 11.2 31.5 11.2 33.7 11.2 31.5 11.2 33.7
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 31,181: 3,101 2,629 578 19,650 18,323 23,329 21,530: 7,852 9,651
Old : 31,088: 3,101 2,629 578 19,650 18,310 23,329 21,517: 7,759 9,571
Other: 93: 0 0 0 0 13 0 13: 93 80
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,870: 639 558 -89 1,410 1,578 1,960 2,047: 910 823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.4 1.9 63.0 58.8 74.8 69.0: 25.2 31.0
Old : 100.0: 10.0 8.5 1.9 63.2 58.9 75.0 69.2: 25.0 30.8
Other: 100.0: 0.0 0.0 0.0 0.0 14.0 0.0 14.0: 100.0 86.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 9 8 2 24 16 35 24:
Old : 44: 9 8 2 24 16 35 24:
Other: 4: 0 0 0 0 4 0 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 53.5 47.2 59.3 26.2 39.8 35.2 43.9
Old : 34.2 53.6 47.4 59.5 26.3 39.9 35.3 44.0
Other: 0.0 14.0 0.0 14.0 0.0 14.0 0.0 14.0
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 145,468: 19,866 33,775 34,045 77,192 63,409 131,103 131,228: 14,365 14,239
Old : 144,789: 20,066 33,907 33,712 76,686 63,178 130,464 130,796: 14,325 13,992
Other: 679: 132 200 1 506 231 639 432: 40 247
: : :
: : Changes in Commitments from: August 9, 2005 :
: 7,059: 267 10,205 1,730 4,073 -6,872 6,070 5,063: 989 1,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 23.2 23.4 53.1 43.6 90.1 90.2: 9.9 9.8
Old : 100.0: 13.9 23.4 23.3 53.0 43.6 90.1 90.3: 9.9 9.7
Other: 100.0: 19.4 29.5 0.1 74.5 34.0 94.1 63.6: 5.9 36.4
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 81 67 57 70 62 175 165:
Old : 234: 82 67 56 70 62 175 164:
Other: 14: 2 2 1 5 5 7 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 22.2 29.3 30.3 17.8 19.8 26.8 26.1
Old : 18.7 22.2 29.4 30.4 17.9 19.9 27.1 26.2
Other: 80.3 56.1 94.1 63.6 80.3 56.1 94.0 63.5
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 138,408: 19,599 23,569 32,314 73,119 70,281 125,032 126,165: 13,376 12,244
Old : 137,942: 19,687 23,699 32,096 72,816 70,033 124,599 125,829: 13,343 12,114
Other: 466: 130 88 0 303 248 433 336: 33 130
: : :
: : Changes in Commitments from: August 2, 2005 :
: 596: 288 1,662 1,397 975 -1,791 2,660 1,268: -2,064 -672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 17.0 23.3 52.8 50.8 90.3 91.2: 9.7 8.8
Old : 100.0: 14.3 17.2 23.3 52.8 50.8 90.3 91.2: 9.7 8.8
Other: 100.0: 27.9 18.9 0.0 65.0 53.2 92.9 72.1: 7.1 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 66 61 57 73 64 166 158:
Old : 212: 66 61 56 73 64 166 157:
Other: 13: 2 1 0 4 6 6 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 25.8 29.5 34.8 18.5 21.4 27.1 28.3
Old : 18.8 25.9 29.6 34.8 18.5 21.5 27.2 28.4
Other: 85.8 62.0 92.9 72.1 85.8 62.0 92.9 72.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 46,744: 9,315 4,054 11,613 20,548 28,460 41,476 44,126: 5,268 2,618
Old : 40,118: 10,042 4,141 8,241 17,160 25,569 35,443 37,951: 4,674 2,167
Other: 6,627: 293 934 2,351 3,388 2,891 6,032 6,176: 594 451
: : :
: : Changes in Commitments from: August 9, 2005 :
: 870: -3,005 936 2,240 1,970 -1,950 1,204 1,226: -334 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 8.7 24.8 44.0 60.9 88.7 94.4: 11.3 5.6
Old : 100.0: 25.0 10.3 20.5 42.8 63.7 88.3 94.6: 11.7 5.4
Other: 100.0: 4.4 14.1 35.5 51.1 43.6 91.0 93.2: 9.0 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 46 30 26 27 27 84 73:
Old : 109: 51 26 25 26 26 83 71:
Other: 42: 7 19 15 13 8 32 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 45.8 42.5 61.1 17.1 31.2 24.2 37.8
Old : 28.9 49.6 41.2 63.3 18.2 36.1 26.5 43.8
Other: 44.0 54.2 63.5 70.8 19.2 20.6 27.7 25.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 45,874: 12,320 3,117 9,373 18,579 30,410 40,272 42,901: 5,602 2,973
Old : 40,208: 12,292 3,332 6,643 16,150 27,596 35,084 37,570: 5,124 2,638
Other: 5,666: 418 176 2,340 2,429 2,815 5,187 5,331: 478 335
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,065: -99 623 310 950 -310 1,161 623: -96 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 6.8 20.4 40.5 66.3 87.8 93.5: 12.2 6.5
Old : 100.0: 30.6 8.3 16.5 40.2 68.6 87.3 93.4: 12.7 6.6
Other: 100.0: 7.4 3.1 41.3 42.9 49.7 91.6 94.1: 8.4 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 42 30 24 26 25 86 63:
Old : 105: 46 28 24 25 23 85 61:
Other: 39: 11 12 14 12 9 31 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 49.4 38.9 64.3 16.6 36.0 24.8 44.5
Old : 27.5 52.7 37.7 66.3 18.1 40.5 27.2 49.1
Other: 46.4 57.2 64.5 74.3 15.8 21.7 20.2 24.1
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 145,815: 24,708 37,917 11,852 98,151 87,766 134,710 137,534: 11,105 8,281
Old : 5,617: 1,337 367 0 2,640 4,547 3,977 4,914: 1,640 703
Other: 140,198: 23,473 37,652 11,750 95,511 83,219 130,733 132,620: 9,465 7,578
: : :
: : Changes in Commitments from: August 9, 2005 :
: 9,744: 4,784 16,392 1,303 2,809 -9,862 8,897 7,833: 848 1,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 26.0 8.1 67.3 60.2 92.4 94.3: 7.6 5.7
Old : 100.0: 23.8 6.5 0.0 47.0 81.0 70.8 87.5: 29.2 12.5
Other: 100.0: 16.7 26.9 8.4 68.1 59.4 93.2 94.6: 6.8 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 55 57 30 50 36 121 112:
Old : 41: 11 4 0 19 9 30 13:
Other: 172: 53 59 30 49 34 119 110:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 27.9 48.6 41.6 22.3 20.2 35.9 29.0
Old : 31.5 77.4 46.6 85.1 30.6 77.4 45.7 85.1
Other: 33.7 27.4 50.3 41.1 23.0 19.7 37.1 28.7
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 136,071: 19,924 21,525 10,548 95,341 97,628 125,814 129,701: 10,257 6,370
Old : 28,057: 5,342 13,698 179 18,163 11,232 23,684 25,109: 4,373 2,948
Other: 108,014: 15,575 8,820 9,376 77,178 86,396 102,130 104,592: 5,884 3,422
: : :
: : Changes in Commitments from: August 2, 2005 :
: -7,246: 1,050 -1,740 -3,399 -4,139 -2,779 -6,488 -7,918: -758 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 15.8 7.8 70.1 71.7 92.5 95.3: 7.5 4.7
Old : 100.0: 19.0 48.8 0.6 64.7 40.0 84.4 89.5: 15.6 10.5
Other: 100.0: 14.4 8.2 8.7 71.5 80.0 94.6 96.8: 5.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 48 50 31 52 40 120 105:
Old : 111: 32 26 2 40 19 73 47:
Other: 129: 35 36 26 47 39 99 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 31.2 48.7 46.2 21.4 21.0 32.4 29.2
Old : 31.9 35.7 42.2 51.0 27.4 35.6 37.7 48.9
Other: 38.2 36.2 53.7 51.8 25.5 24.0 34.6 33.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 598,297: 179,672 19,682 99,254 234,212 428,045 513,138 546,980: 85,158 51,316
Old : 598,297: 179,672 19,682 99,254 234,212 428,045 513,138 546,980: 85,158 51,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -27,251: -10,829 1,444 -5,527 -2,984 -17,734 -19,339 -21,816: -7,912 -5,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 3.3 16.6 39.1 71.5 85.8 91.4: 14.2 8.6
Old : 100.0: 30.0 3.3 16.6 39.1 71.5 85.8 91.4: 14.2 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 82 29 52 65 59 172 120:
Old : 188: 82 29 52 65 59 172 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 27.1 22.0 44.6 11.5 21.9 19.0 33.9
Old : 12.4 27.1 22.0 44.6 11.5 21.9 19.0 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 625,548: 190,501 18,237 104,781 237,196 445,779 532,478 568,796: 93,070 56,752
Old : 625,548: 190,501 18,237 104,781 237,196 445,779 532,478 568,796: 93,070 56,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 36,716: 16,352 1,707 12,186 11,089 18,092 39,627 31,986: -2,911 4,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 2.9 16.8 37.9 71.3 85.1 90.9: 14.9 9.1
Old : 100.0: 30.5 2.9 16.8 37.9 71.3 85.1 90.9: 14.9 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 84 29 58 64 58 175 123:
Old : 190: 84 29 58 64 58 175 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.0 27.8 21.7 44.4 11.0 21.2 18.6 33.5
Old : 12.0 27.8 21.7 44.4 11.0 21.2 18.6 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 115,922: 21,557 16,548 25,949 58,706 66,123 106,213 108,620: 9,709 7,302
Old : 22,880: 7,924 4,971 94 10,903 15,064 18,921 20,129: 3,959 2,751
Other: 93,042: 16,749 14,693 22,739 47,803 51,059 87,292 88,491: 5,750 4,551
: : :
: : Changes in Commitments from: August 9, 2005 :
: -8,521: -3,006 1,027 -5,740 166 -4,000 -8,579 -8,712: 59 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 14.3 22.4 50.6 57.0 91.6 93.7: 8.4 6.3
Old : 100.0: 34.6 21.7 0.4 47.7 65.8 82.7 88.0: 17.3 12.0
Other: 100.0: 18.0 15.8 24.4 51.4 54.9 93.8 95.1: 6.2 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 97 87 93 92 91 235 230:
Old : 161: 40 35 4 50 48 92 85:
Other: 284: 90 81 85 83 87 214 214:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 19.9 28.4 31.7 15.0 13.0 24.0 20.7
Old : 34.4 44.9 45.4 54.4 30.7 39.6 40.5 47.9
Other: 18.7 20.9 31.9 32.9 18.3 12.7 28.7 21.4
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 124,443: 24,563 15,521 31,689 58,540 70,122 114,793 117,332: 9,650 7,111
Old : 53,012: 17,253 14,829 9,309 20,456 24,626 47,018 48,764: 5,995 4,248
Other: 71,430: 12,218 5,599 17,473 38,085 45,496 67,775 68,568: 3,655 2,863
: : :
: : Changes in Commitments from: August 2, 2005 :
: -312: -487 146 1,070 1,387 -154 1,970 1,062: -2,283 -1,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 12.5 25.5 47.0 56.3 92.2 94.3: 7.8 5.7
Old : 100.0: 32.5 28.0 17.6 38.6 46.5 88.7 92.0: 11.3 8.0
Other: 100.0: 17.1 7.8 24.5 53.3 63.7 94.9 96.0: 5.1 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 124 96 119 104 99 285 263:
Old : 310: 113 86 91 86 75 234 217:
Other: 266: 82 67 82 85 92 213 196:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 19.3 26.8 29.4 14.0 12.8 23.2 20.5
Old : 16.4 25.3 26.7 35.6 15.6 22.6 25.0 32.3
Other: 21.0 23.9 35.0 36.1 19.0 15.5 29.1 22.9
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 20,300: 5,078 2,955 3,208 9,826 11,115 18,112 17,279: 2,188 3,021
Old : 20,300: 5,078 2,955 3,208 9,826 11,115 18,112 17,279: 2,188 3,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -7,238: -8,064 287 -75 1,260 -8,222 -6,879 -8,010: -358 773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 14.6 15.8 48.4 54.8 89.2 85.1: 10.8 14.9
Old : 100.0: 25.0 14.6 15.8 48.4 54.8 89.2 85.1: 10.8 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 13 14 10 9 5 28 25:
Old : 40: 13 14 10 9 5 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 66.4 78.3 76.4 57.5 57.2 67.5 64.1
Old : 59.8 66.4 78.3 76.4 57.5 57.2 67.5 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 27,537: 13,142 2,668 3,283 8,566 19,338 24,991 25,289: 2,546 2,249
Old : 27,537: 13,142 2,668 3,283 8,566 19,338 24,991 25,289: 2,546 2,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 660: 1,359 232 517 -486 249 1,390 998: -730 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 9.7 11.9 31.1 70.2 90.8 91.8: 9.2 8.2
Old : 100.0: 47.7 9.7 11.9 31.1 70.2 90.8 91.8: 9.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 19 13 11 9 7 36 25:
Old : 46: 19 13 11 9 7 36 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 75.2 63.1 83.0 37.7 64.5 59.1 71.2
Old : 37.7 75.2 63.1 83.0 37.7 64.5 59.1 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 245,480: 40,488 23,185 54,172 104,571 135,782 199,232 213,140: 46,248 32,341
Old : 245,480: 40,488 23,185 54,172 104,571 135,782 199,232 213,140: 46,248 32,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 18,401: 5,162 1,779 6,084 4,879 9,652 16,125 17,515: 2,276 887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 9.4 22.1 42.6 55.3 81.2 86.8: 18.8 13.2
Old : 100.0: 16.5 9.4 22.1 42.6 55.3 81.2 86.8: 18.8 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 41 26 32 63 59 121 102:
Old : 135: 41 26 32 63 59 121 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 22.2 25.3 32.8 10.4 11.8 16.2 17.3
Old : 15.7 22.2 25.3 32.8 10.4 11.8 16.2 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 227,079: 35,327 21,406 48,088 99,692 126,131 183,107 195,625: 43,972 31,454
Old : 227,079: 35,327 21,406 48,088 99,692 126,131 183,107 195,625: 43,972 31,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 9,817: 4,052 1,339 2,207 1,635 4,444 7,894 7,990: 1,924 1,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.4 21.2 43.9 55.5 80.6 86.1: 19.4 13.9
Old : 100.0: 15.6 9.4 21.2 43.9 55.5 80.6 86.1: 19.4 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 36 30 36 60 57 117 104:
Old : 131: 36 30 36 60 57 117 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 20.1 25.3 30.9 11.1 11.5 17.3 17.0
Old : 15.5 20.1 25.3 30.9 11.1 11.5 17.3 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 942,891: 64,523 82,519 416,227 382,307 402,057 863,057 900,803: 79,834 42,089
Old : 942,891: 64,523 82,519 416,227 382,307 402,057 863,057 900,803: 79,834 42,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 57,683: 4,259 1,247 26,919 24,818 20,728 55,996 48,894: 1,686 8,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 8.8 44.1 40.5 42.6 91.5 95.5: 8.5 4.5
Old : 100.0: 6.8 8.8 44.1 40.5 42.6 91.5 95.5: 8.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 73 47 86 101 92 218 183:
Old : 226: 73 47 86 101 92 218 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 22.1 31.9 36.6 4.0 7.8 6.5 11.4
Old : 19.3 22.1 31.9 36.6 4.0 7.8 6.5 11.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 885,209: 60,264 81,272 389,308 357,489 381,329 807,061 851,908: 78,148 33,300
Old : 885,209: 60,264 81,272 389,308 357,489 381,329 807,061 851,908: 78,148 33,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 50,280: 11,123 6,275 27,581 11,308 14,347 50,013 48,203: 267 2,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 9.2 44.0 40.4 43.1 91.2 96.2: 8.8 3.8
Old : 100.0: 6.8 9.2 44.0 40.4 43.1 91.2 96.2: 8.8 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 62 52 79 103 93 213 179:
Old : 223: 62 52 79 103 93 213 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 23.8 33.3 37.8 4.6 7.5 7.0 11.2
Old : 20.4 23.8 33.3 37.8 4.6 7.5 7.0 11.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 37,939: 3,436 4,837 1,764 28,658 23,503 33,858 30,104: 4,081 7,835
Old : 37,939: 3,436 4,837 1,764 28,658 23,503 33,858 30,104: 4,081 7,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,564: -1,814 366 1,024 2,994 40 2,204 1,430: 360 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 12.7 4.6 75.5 61.9 89.2 79.3: 10.8 20.7
Old : 100.0: 9.1 12.7 4.6 75.5 61.9 89.2 79.3: 10.8 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 3 2 17 12 20 16:
Old : 25: 2 3 2 17 12 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 40.3 68.2 63.2 39.3 36.3 59.0 58.0
Old : 44.9 40.3 68.2 63.2 39.3 36.3 59.0 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 35,375: 5,250 4,471 740 25,664 23,463 31,654 28,674: 3,721 6,701
Old : 35,375: 5,250 4,471 740 25,664 23,463 31,654 28,674: 3,721 6,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,049: 1,300 578 -599 -1,444 -684 -743 -705: -306 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 12.6 2.1 72.5 66.3 89.5 81.1: 10.5 18.9
Old : 100.0: 14.8 12.6 2.1 72.5 66.3 89.5 81.1: 10.5 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 1 16 12 18 16:
Old : 24: 2 3 1 16 12 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 41.7 70.7 65.3 42.0 38.5 64.1 61.7
Old : 47.8 41.7 70.7 65.3 42.0 38.5 64.1 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 127,255: 12,451 16,004 12,776 90,618 93,817 115,845 122,597: 11,410 4,658
Old : 127,255: 12,451 16,004 12,776 90,618 93,817 115,845 122,597: 11,410 4,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 844: 6,098 -3,200 -1,828 -2,394 5,804 1,876 776: -1,032 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 12.6 10.0 71.2 73.7 91.0 96.3: 9.0 3.7
Old : 100.0: 9.8 12.6 10.0 71.2 73.7 91.0 96.3: 9.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 2 4 24 27 28 32:
Old : 36: 3 2 4 24 27 28 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 32.5 75.1 57.8 50.8 30.7 60.9 51.6
Old : 61.3 32.5 75.1 57.8 50.8 30.7 60.9 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 126,411: 6,353 19,204 14,604 93,012 88,013 113,969 121,821: 12,442 4,590
Old : 126,411: 6,353 19,204 14,604 93,012 88,013 113,969 121,821: 12,442 4,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 3,498: 3,442 -6,244 -1,904 -687 9,608 851 1,460: 2,647 2,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 15.2 11.6 73.6 69.6 90.2 96.4: 9.8 3.6
Old : 100.0: 5.0 15.2 11.6 73.6 69.6 90.2 96.4: 9.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 3 4 24 28 28 33:
Old : 36: 2 3 4 24 28 28 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 38.2 73.4 60.3 52.1 31.1 58.3 49.7
Old : 62.0 38.2 73.4 60.3 52.1 31.1 58.3 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 75,760: 24,117 13,157 2,684 45,184 51,587 71,985 67,428: 3,775 8,332
Old : 75,760: 24,117 13,157 2,684 45,184 51,587 71,985 67,428: 3,775 8,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,848: -12,703 3,020 0 14,455 594 1,752 3,614: 96 -1,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 17.4 3.5 59.6 68.1 95.0 89.0: 5.0 11.0
Old : 100.0: 31.8 17.4 3.5 59.6 68.1 95.0 89.0: 5.0 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 3 1 18 14 20 18:
Old : 27: 2 3 1 18 14 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 38.7 83.3 65.9 58.4 34.0 69.9 58.6
Old : 67.8 38.7 83.3 65.9 58.4 34.0 69.9 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 73,912: 36,820 10,137 2,684 30,729 50,993 70,233 63,814: 3,679 10,098
Old : 73,912: 36,820 10,137 2,684 30,729 50,993 70,233 63,814: 3,679 10,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 706: 2,568 1,208 0 -2,196 -743 372 465: 334 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 13.7 3.6 41.6 69.0 95.0 86.3: 5.0 13.7
Old : 100.0: 49.8 13.7 3.6 41.6 69.0 95.0 86.3: 5.0 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 3 1 14 13 16 17:
Old : 23: 2 3 1 14 13 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 41.1 87.8 65.7 65.5 33.6 75.9 56.8
Old : 71.8 41.1 87.8 65.7 65.5 33.6 75.9 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,009: 0 19,006 3,140 51,060 37,203 54,200 59,349: 5,809 660
Old : 60,009: 0 19,006 3,140 51,060 37,203 54,200 59,349: 5,809 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 4,972: -550 5,236 -1,431 6,530 2,903 4,549 6,708: 423 -1,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 31.7 5.2 85.1 62.0 90.3 98.9: 9.7 1.1
Old : 100.0: 0.0 31.7 5.2 85.1 62.0 90.3 98.9: 9.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 4 4 18 19 22 23:
Old : 26: 0 4 4 18 19 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 45.8 61.8 71.3 26.2 41.0 37.5 50.9
Old : 40.6 45.8 61.8 71.3 26.2 41.0 37.5 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,037: 550 13,770 4,571 44,530 34,300 49,651 52,641: 5,386 2,396
Old : 55,037: 550 13,770 4,571 44,530 34,300 49,651 52,641: 5,386 2,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 5,303: 550 920 1,890 1,707 3,339 4,147 6,149: 1,156 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 25.0 8.3 80.9 62.3 90.2 95.6: 9.8 4.4
Old : 100.0: 1.0 25.0 8.3 80.9 62.3 90.2 95.6: 9.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 3 3 18 17 21 21:
Old : 25: 1 3 3 18 17 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 49.3 59.1 71.8 28.1 37.8 40.6 50.5
Old : 35.7 49.3 59.1 71.8 28.1 37.8 40.6 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,010: 11,990 12,075 3,655 41,565 40,334 57,210 56,064: 4,800 5,946
Old : 62,010: 11,990 12,075 3,655 41,565 40,334 57,210 56,064: 4,800 5,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 4,013: 1,558 2,324 1,001 2,800 -19 5,359 3,306: -1,346 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 19.5 5.9 67.0 65.0 92.3 90.4: 7.7 9.6
Old : 100.0: 19.3 19.5 5.9 67.0 65.0 92.3 90.4: 7.7 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 4 6 21 21 27 28:
Old : 31: 3 4 6 21 21 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 32.4 68.5 53.4 42.0 30.2 53.4 44.8
Old : 48.9 32.4 68.5 53.4 42.0 30.2 53.4 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,997: 10,432 9,751 2,654 38,765 40,353 51,851 52,758: 6,146 5,239
Old : 57,997: 10,432 9,751 2,654 38,765 40,353 51,851 52,758: 6,146 5,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 2,837: 2,729 293 -697 -1,394 1,662 638 1,258: 2,199 1,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 16.8 4.6 66.8 69.6 89.4 91.0: 10.6 9.0
Old : 100.0: 18.0 16.8 4.6 66.8 69.6 89.4 91.0: 10.6 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 3 4 21 21 25 25:
Old : 29: 1 3 4 21 21 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 34.1 68.1 54.5 39.6 31.7 50.5 45.1
Old : 46.4 34.1 68.1 54.5 39.6 31.7 50.5 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,533: 397 0 1,801 53,709 49,844 55,907 51,645: 626 4,888
Old : 56,533: 397 0 1,801 53,709 49,844 55,907 51,645: 626 4,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,459: -666 0 610 1,577 971 1,521 1,581: -62 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 3.2 95.0 88.2 98.9 91.4: 1.1 8.6
Old : 100.0: 0.7 0.0 3.2 95.0 88.2 98.9 91.4: 1.1 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 22 22 23 23:
Old : 25: 1 0 1 22 22 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 42.5 78.6 65.5 55.1 38.2 66.5 56.0
Old : 59.9 42.5 78.6 65.5 55.1 38.2 66.5 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,074: 1,063 0 1,191 52,132 48,873 54,386 50,064: 688 5,010
Old : 55,074: 1,063 0 1,191 52,132 48,873 54,386 50,064: 688 5,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -182: -6 0 -2 -296 62 -304 60: 122 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 2.2 94.7 88.7 98.8 90.9: 1.2 9.1
Old : 100.0: 1.9 0.0 2.2 94.7 88.7 98.8 90.9: 1.2 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 20 21 21 22:
Old : 25: 1 0 1 20 21 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 42.5 81.1 66.1 57.6 38.9 68.8 57.3
Old : 61.9 42.5 81.1 66.1 57.6 38.9 68.8 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,816: 0 15,995 240 56,065 43,716 56,305 59,951: 8,511 4,865
Old : 64,816: 0 15,995 240 56,065 43,716 56,305 59,951: 8,511 4,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,656: 0 2,674 -213 1,829 373 1,616 2,834: 1,040 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.7 0.4 86.5 67.4 86.9 92.5: 13.1 7.5
Old : 100.0: 0.0 24.7 0.4 86.5 67.4 86.9 92.5: 13.1 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 1 24 20 25 22:
Old : 29: 0 2 1 24 20 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 52.0 56.1 77.2 28.9 47.4 47.0 67.2
Old : 34.6 52.0 56.1 77.2 28.9 47.4 47.0 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,160: 0 13,321 453 54,236 43,343 54,689 57,117: 7,471 5,043
Old : 62,160: 0 13,321 453 54,236 43,343 54,689 57,117: 7,471 5,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -219: 0 -1,091 123 -404 844 -281 -124: 62 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.4 0.7 87.3 69.7 88.0 91.9: 12.0 8.1
Old : 100.0: 0.0 21.4 0.7 87.3 69.7 88.0 91.9: 12.0 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 1 24 20 25 22:
Old : 29: 0 2 1 24 20 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 54.6 58.6 76.3 32.5 51.6 49.1 68.2
Old : 38.0 54.6 58.6 76.3 32.5 51.6 49.1 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 82,538: 23,745 10,801 5,463 49,794 61,424 79,002 77,688: 3,536 4,850
Old : 82,538: 23,745 10,801 5,463 49,794 61,424 79,002 77,688: 3,536 4,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -8,732: -3,066 -30,876 0 -5,392 21,465 -8,458 -9,411: -274 679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 13.1 6.6 60.3 74.4 95.7 94.1: 4.3 5.9
Old : 100.0: 28.8 13.1 6.6 60.3 74.4 95.7 94.1: 4.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 3 19 21 22 25:
Old : 27: 3 1 3 19 21 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 50.9 80.5 69.4 50.7 36.0 59.4 49.2
Old : 59.1 50.9 80.5 69.4 50.7 36.0 59.4 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 91,270: 26,811 41,677 5,463 55,186 39,959 87,460 87,099: 3,810 4,171
Old : 91,270: 26,811 41,677 5,463 55,186 39,959 87,460 87,099: 3,810 4,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -2,445: -9,362 -5,444 1,272 6,433 1,609 -1,657 -2,563: -788 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 45.7 6.0 60.5 43.8 95.8 95.4: 4.2 4.6
Old : 100.0: 29.4 45.7 6.0 60.5 43.8 95.8 95.4: 4.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 3 19 20 22 24:
Old : 26: 3 1 3 19 20 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 66.1 82.1 78.8 57.2 60.6 71.4 67.4
Old : 63.2 66.1 82.1 78.8 57.2 60.6 71.4 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,007: 3,013 1,023 2,061 30,060 25,786 35,134 28,870: 2,873 9,137
Old : 38,007: 3,013 1,023 2,061 30,060 25,786 35,134 28,870: 2,873 9,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 3,795: -638 -42 1,116 3,487 1,470 3,965 2,544: -170 1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 2.7 5.4 79.1 67.8 92.4 76.0: 7.6 24.0
Old : 100.0: 7.9 2.7 5.4 79.1 67.8 92.4 76.0: 7.6 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 2 16 17 20 19:
Old : 24: 3 1 2 16 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 37.9 71.8 57.3 38.3 26.6 60.2 40.8
Old : 46.1 37.9 71.8 57.3 38.3 26.6 60.2 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 34,212: 3,651 1,065 945 26,573 24,316 31,169 26,326: 3,043 7,886
Old : 34,212: 3,651 1,065 945 26,573 24,316 31,169 26,326: 3,043 7,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,393: 236 865 -351 904 396 789 910: 604 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.1 2.8 77.7 71.1 91.1 76.9: 8.9 23.1
Old : 100.0: 10.7 3.1 2.8 77.7 71.1 91.1 76.9: 8.9 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 1 16 18 20 19:
Old : 24: 3 1 1 16 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 41.9 69.6 61.3 39.0 29.6 62.5 44.7
Old : 42.2 41.9 69.6 61.3 39.0 29.6 62.5 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,212,777: 326,100 68,268 230,994 633,989 899,984 1,191,083 1,199,246: 21,694 13,531
Old : 1,212,777: 326,100 68,268 230,994 633,989 899,984 1,191,083 1,199,246: 21,694 13,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 34,513: 12,510 1,276 10,270 8,615 19,881 31,395 31,427: 3,118 3,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 5.6 19.0 52.3 74.2 98.2 98.9: 1.8 1.1
Old : 100.0: 26.9 5.6 19.0 52.3 74.2 98.2 98.9: 1.8 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 22 17 36 86 80 123 118:
Old : 130: 22 17 36 86 80 123 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 24.8 43.6 39.9 22.4 16.5 32.2 28.5
Old : 28.4 24.8 43.6 39.9 22.4 16.5 32.2 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,178,264: 313,590 66,992 220,724 625,374 880,103 1,159,688 1,167,819: 18,576 10,445
Old : 1,178,264: 313,590 66,992 220,724 625,374 880,103 1,159,688 1,167,819: 18,576 10,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 58,760: 7,442 5,899 24,287 27,789 30,158 59,518 60,344: -758 -1,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 5.7 18.7 53.1 74.7 98.4 99.1: 1.6 0.9
Old : 100.0: 26.6 5.7 18.7 53.1 74.7 98.4 99.1: 1.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 22 18 35 85 82 121 121:
Old : 130: 22 18 35 85 82 121 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 24.8 43.6 40.4 23.1 16.9 32.8 28.9
Old : 28.4 24.8 43.6 40.4 23.1 16.9 32.8 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 190,499: 25,419 38,607 63,439 100,125 86,060 188,983 188,106: 1,516 2,393
Old : 190,499: 25,419 38,607 63,439 100,125 86,060 188,983 188,106: 1,516 2,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 6,847: 2,231 -6,948 5,259 597 8,086 8,087 6,397: -1,240 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 20.3 33.3 52.6 45.2 99.2 98.7: 0.8 1.3
Old : 100.0: 13.3 20.3 33.3 52.6 45.2 99.2 98.7: 0.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 12 10 19 30 29 51 49:
Old : 53: 12 10 19 30 29 51 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 38.7 55.2 61.9 20.6 17.8 28.6 27.6
Old : 37.9 38.7 55.2 61.9 20.6 17.8 28.6 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 183,652: 23,188 45,555 58,180 99,528 77,974 180,896 181,709: 2,756 1,943
Old : 183,652: 23,188 45,555 58,180 99,528 77,974 180,896 181,709: 2,756 1,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 4,674: -4,160 2,461 2,000 7,254 451 5,094 4,912: -420 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 24.8 31.7 54.2 42.5 98.5 98.9: 1.5 1.1
Old : 100.0: 12.6 24.8 31.7 54.2 42.5 98.5 98.9: 1.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 9 12 17 28 28 47 47:
Old : 50: 9 12 17 28 28 47 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 42.9 57.6 63.3 24.3 25.3 32.2 34.1
Old : 41.1 42.9 57.6 63.3 24.3 25.3 32.2 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 87,477: 21,787 2,867 22,485 42,857 61,825 87,129 87,177: 348 300
Old : 87,477: 21,787 2,867 22,485 42,857 61,825 87,129 87,177: 348 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,218: -46 -1,376 -79 2,242 3,473 2,118 2,018: 100 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 3.3 25.7 49.0 70.7 99.6 99.7: 0.4 0.3
Old : 100.0: 24.9 3.3 25.7 49.0 70.7 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 7 5 10 40 39 51 50:
Old : 55: 7 5 10 40 39 51 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 45.6 65.6 66.8 32.4 37.5 38.7 43.6
Old : 51.5 45.6 65.6 66.8 32.4 37.5 38.7 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 85,259: 21,833 4,243 22,564 40,614 58,352 85,011 85,159: 248 100
Old : 85,259: 21,833 4,243 22,564 40,614 58,352 85,011 85,159: 248 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 6,397: 2,362 -199 2,354 1,788 4,923 6,503 7,077: -106 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 5.0 26.5 47.6 68.4 99.7 99.9: 0.3 0.1
Old : 100.0: 25.6 5.0 26.5 47.6 68.4 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 7 4 10 38 38 49 48:
Old : 53: 7 4 10 38 38 49 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 45.5 66.3 65.9 33.8 37.6 39.9 44.6
Old : 51.5 45.5 66.3 65.9 33.8 37.6 39.9 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE Code-064658
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 780: 280 140 20 360 520 660 680: 120 100
Old : 780: 280 140 20 360 520 660 680: 120 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 17.9 2.6 46.2 66.7 84.6 87.2: 15.4 12.8
Old : 100.0: 35.9 17.9 2.6 46.2 66.7 84.6 87.2: 15.4 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 1 7 9 10 12:
Old : 20: 2 3 1 7 9 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 38.5 76.9 69.2 56.4 38.5 76.9 66.7
Old : 56.4 38.5 76.9 69.2 56.4 38.5 76.9 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 25,582: 2,666 3,064 4,136 18,738 17,621 25,540 24,821: 42 761
Old : 25,582: 2,666 3,064 4,136 18,738 17,621 25,540 24,821: 42 761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,531: 65 991 124 1,342 206 1,531 1,321: 0 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 12.0 16.2 73.2 68.9 99.8 97.0: 0.2 3.0
Old : 100.0: 10.4 12.0 16.2 73.2 68.9 99.8 97.0: 0.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 5 4 19 24 24 29:
Old : 33: 1 5 4 19 24 24 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 46.9 81.7 65.1 54.8 36.3 62.4 47.8
Old : 60.6 46.9 81.7 65.1 54.8 36.3 62.4 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 24,051: 2,601 2,073 4,012 17,396 17,415 24,009 23,500: 42 551
Old : 24,051: 2,601 2,073 4,012 17,396 17,415 24,009 23,500: 42 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -741: 0 210 -36 -623 -325 -659 -151: -82 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.6 16.7 72.3 72.4 99.8 97.7: 0.2 2.3
Old : 100.0: 10.8 8.6 16.7 72.3 72.4 99.8 97.7: 0.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 4 4 19 24 24 29:
Old : 33: 2 4 4 19 24 24 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 46.8 81.2 64.5 55.3 35.4 60.0 47.8
Old : 63.3 46.8 81.2 64.5 55.3 35.4 60.0 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 12,257: 540 3,354 2,842 7,605 5,003 10,987 11,199: 1,270 1,058
Old : 12,257: 540 3,354 2,842 7,605 5,003 10,987 11,199: 1,270 1,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,627: 0 -124 252 699 1,033 951 1,161: 676 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 27.4 23.2 62.0 40.8 89.6 91.4: 10.4 8.6
Old : 100.0: 4.4 27.4 23.2 62.0 40.8 89.6 91.4: 10.4 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 2 3 17 14 22 17:
Old : 28: 3 2 3 17 14 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 59.6 65.8 79.2 30.7 43.0 47.4 58.1
Old : 46.4 59.6 65.8 79.2 30.7 43.0 47.4 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 10,630: 540 3,478 2,590 6,906 3,970 10,036 10,038: 594 592
Old : 10,630: 540 3,478 2,590 6,906 3,970 10,036 10,038: 594 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 426: -42 -84 63 363 405 384 384: 42 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 32.7 24.4 65.0 37.3 94.4 94.4: 5.6 5.6
Old : 100.0: 5.1 32.7 24.4 65.0 37.3 94.4 94.4: 5.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 2 3 17 12 22 15:
Old : 28: 3 2 3 17 12 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 67.5 68.9 84.8 31.2 49.5 49.7 59.8
Old : 46.6 67.5 68.9 84.8 31.2 49.5 49.7 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 11,866: 2,151 2,913 567 8,617 7,744 11,335 11,224: 531 642
Old : 11,866: 2,151 2,913 567 8,617 7,744 11,335 11,224: 531 642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,018: 2 0 0 508 510 510 510: 508 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 24.5 4.8 72.6 65.3 95.5 94.6: 4.5 5.4
Old : 100.0: 18.1 24.5 4.8 72.6 65.3 95.5 94.6: 4.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 3 11 6 14 11:
Old : 20: 2 3 3 11 6 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 84.6 92.5 93.5 75.1 78.8 80.9 81.5
Old : 77.4 84.6 92.5 93.5 75.1 78.8 80.9 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 10,848: 2,149 2,913 567 8,109 7,234 10,825 10,714: 23 134
Old : 10,848: 2,149 2,913 567 8,109 7,234 10,825 10,714: 23 134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: -1,091: 261 -58 21 -843 -972 -561 -1,009: -530 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 26.9 5.2 74.8 66.7 99.8 98.8: 0.2 1.2
Old : 100.0: 19.8 26.9 5.2 74.8 66.7 99.8 98.8: 0.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 3 11 6 14 11:
Old : 20: 2 3 3 11 6 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 87.8 96.5 97.5 72.8 81.5 83.8 84.4
Old : 75.3 87.8 96.5 97.5 72.8 81.5 83.8 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 15,302: 3,100 3,414 3,120 8,922 8,508 15,142 15,042: 160 260
Old : 15,302: 3,100 3,414 3,120 8,922 8,508 15,142 15,042: 160 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 1,948: -180 1,000 260 1,888 888 1,968 2,148: -20 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 22.3 20.4 58.3 55.6 99.0 98.3: 1.0 1.7
Old : 100.0: 20.3 22.3 20.4 58.3 55.6 99.0 98.3: 1.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 2 6 17 19 23 25:
Old : 26: 4 2 6 17 19 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 60.6 75.6 76.8 40.3 43.1 51.3 51.9
Old : 48.5 60.6 75.6 76.8 40.3 43.1 51.3 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 13,354: 3,280 2,414 2,860 7,034 7,620 13,174 12,894: 180 460
Old : 13,354: 3,280 2,414 2,860 7,034 7,620 13,174 12,894: 180 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 428: -240 720 -80 768 -232 448 408: -20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 18.1 21.4 52.7 57.1 98.7 96.6: 1.3 3.4
Old : 100.0: 24.6 18.1 21.4 52.7 57.1 98.7 96.6: 1.3 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 2 5 16 16 22 21:
Old : 23: 4 2 5 16 16 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 60.6 72.5 77.6 34.3 42.0 47.9 49.8
Old : 44.6 60.6 72.5 77.6 34.3 42.0 47.9 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 25,076: 12,390 280 2,010 10,200 22,434 24,600 24,724: 476 352
Old : 25,076: 12,390 280 2,010 10,200 22,434 24,600 24,724: 476 352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 2,770: 1,270 0 810 550 1,980 2,630 2,790: 140 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 1.1 8.0 40.7 89.5 98.1 98.6: 1.9 1.4
Old : 100.0: 49.4 1.1 8.0 40.7 89.5 98.1 98.6: 1.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 1 4 22 23 26 28:
Old : 31: 4 1 4 22 23 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 53.9 82.1 78.1 60.3 49.3 71.1 69.0
Old : 70.1 53.9 82.1 78.1 60.3 49.3 71.1 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 22,306: 11,120 280 1,200 9,650 20,454 21,970 21,934: 336 372
Old : 22,306: 11,120 280 1,200 9,650 20,454 21,970 21,934: 336 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,794: 1,320 0 -40 550 1,834 1,830 1,794: -36 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 1.3 5.4 43.3 91.7 98.5 98.3: 1.5 1.7
Old : 100.0: 49.9 1.3 5.4 43.3 91.7 98.5 98.3: 1.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 4 21 22 25 27:
Old : 30: 4 1 4 21 22 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 59.8 82.1 82.9 62.3 55.7 73.1 73.6
Old : 69.5 59.8 82.1 82.9 62.3 55.7 73.1 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,560,459: 167,863 86,920 466,199 847,477 908,667 1,481,539 1,461,785: 78,920 98,674
Old : 1,560,459: 167,863 86,920 466,199 847,477 908,667 1,481,539 1,461,785: 78,920 98,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 107,945: 12,942 -340 50,848 50,841 54,847 114,631 105,355: -6,687 2,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 5.6 29.9 54.3 58.2 94.9 93.7: 5.1 6.3
Old : 100.0: 10.8 5.6 29.9 54.3 58.2 94.9 93.7: 5.1 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 88 114 131 85 97 260 269:
Old : 317: 88 114 131 85 97 260 269:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 17.5 27.8 28.2 8.8 7.1 13.0 11.1
Old : 19.0 17.5 27.8 28.2 8.8 7.1 13.0 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,452,515: 154,921 87,259 415,351 796,636 853,820 1,366,908 1,356,430: 85,607 96,085
Old : 1,452,515: 154,921 87,259 415,351 796,636 853,820 1,366,908 1,356,430: 85,607 96,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 75,127: 18,337 9,999 20,930 28,155 35,582 67,421 66,510: 7,706 8,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 6.0 28.6 54.8 58.8 94.1 93.4: 5.9 6.6
Old : 100.0: 10.7 6.0 28.6 54.8 58.8 94.1 93.4: 5.9 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 86 120 131 83 95 254 272:
Old : 316: 86 120 131 83 95 254 272:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 17.2 28.5 27.7 9.5 7.3 14.1 11.3
Old : 19.3 17.2 28.5 27.7 9.5 7.3 14.1 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,444: 8,598 5,063 572 2,568 8,189 11,738 13,824: 2,706 620
Old : 14,444: 8,598 5,063 572 2,568 8,189 11,738 13,824: 2,706 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 134: -192 717 295 100 -831 203 181: -69 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 35.1 4.0 17.8 56.7 81.3 95.7: 18.7 4.3
Old : 100.0: 59.5 35.1 4.0 17.8 56.7 81.3 95.7: 18.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 57 18 5 12 25 72 46:
Old : 112: 57 18 5 12 25 72 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 41.0 38.2 58.0 23.8 41.0 37.8 57.6
Old : 23.8 41.0 38.2 58.0 23.8 41.0 37.8 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,310: 8,790 4,346 277 2,468 9,020 11,535 13,643: 2,775 667
Old : 14,310: 8,790 4,346 277 2,468 9,020 11,535 13,643: 2,775 667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 11: -57 106 -8 67 -204 2 -106: 9 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 30.4 1.9 17.2 63.0 80.6 95.3: 19.4 4.7
Old : 100.0: 61.4 30.4 1.9 17.2 63.0 80.6 95.3: 19.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 57 16 2 12 26 71 43:
Old : 111: 57 16 2 12 26 71 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 37.7 37.9 55.3 24.1 37.7 37.9 55.3
Old : 24.1 37.7 37.9 55.3 24.1 37.7 37.9 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 11,667: 8,117 641 8 1,020 10,005 9,145 10,654: 2,522 1,013
Old : 11,667: 8,117 641 8 1,020 10,005 9,145 10,654: 2,522 1,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: -676: -538 -84 0 -150 -368 -688 -452: 12 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 5.5 0.1 8.7 85.8 78.4 91.3: 21.6 8.7
Old : 100.0: 69.6 5.5 0.1 8.7 85.8 78.4 91.3: 21.6 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 28 6 1 7 22 35 29:
Old : 58: 28 6 1 7 22 35 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 52.0 46.4 71.2 32.4 51.7 45.7 70.8
Old : 32.4 52.0 46.4 71.2 32.4 51.7 45.7 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 12,343: 8,655 725 8 1,170 10,373 9,833 11,106: 2,510 1,238
Old : 12,343: 8,655 725 8 1,170 10,373 9,833 11,106: 2,510 1,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 1,402: 1,077 -102 0 212 1,280 1,289 1,178: 113 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 5.9 0.1 9.5 84.0 79.7 90.0: 20.3 10.0
Old : 100.0: 70.1 5.9 0.1 9.5 84.0 79.7 90.0: 20.3 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 27 7 1 7 20 34 28:
Old : 57: 27 7 1 7 20 34 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 48.0 46.9 68.8 33.4 47.6 46.5 68.5
Old : 33.4 48.0 46.9 68.8 33.4 47.6 46.5 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 201,443: 50,651 7,368 34,965 95,053 145,610 180,669 187,943: 20,774 13,500
Old : 201,443: 50,651 7,368 34,965 95,053 145,610 180,669 187,943: 20,774 13,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2005 :
: 11,457: 1,668 -2,117 7,487 697 4,859 9,851 10,229: 1,606 1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 3.7 17.4 47.2 72.3 89.7 93.3: 10.3 6.7
Old : 100.0: 25.1 3.7 17.4 47.2 72.3 89.7 93.3: 10.3 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 65 17 41 75 79 155 125:
Old : 173: 65 17 41 75 79 155 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 22.3 32.2 35.5 12.5 14.7 20.2 22.8
Old : 19.8 22.3 32.2 35.5 12.5 14.7 20.2 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 189,985: 48,983 9,485 27,478 94,357 140,751 170,818 177,714: 19,168 12,272
Old : 189,985: 48,983 9,485 27,478 94,357 140,751 170,818 177,714: 19,168 12,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2005 :
: 8,738: 4,320 -2,194 3,137 1,139 5,610 8,596 6,553: 142 2,185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 5.0 14.5 49.7 74.1 89.9 93.5: 10.1 6.5
Old : 100.0: 25.8 5.0 14.5 49.7 74.1 89.9 93.5: 10.1 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 61 22 41 75 77 157 122:
Old : 175: 61 22 41 75 77 157 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 20.7 33.4 34.6 13.3 13.6 21.7 23.1
Old : 20.6 20.7 33.4 34.6 13.3 13.6 21.7 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2005