WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 13, 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 : 277,537: 48,679 89,433 26,204 179,027 126,615 253,910 242,252: 23,627 35,285
Old : 258,505: 47,756 86,072 20,751 168,246 121,536 236,753 228,359: 21,752 30,146
Other: 19,032: 6,035 8,473 341 10,781 5,079 17,157 13,893: 1,875 5,139
: : :
: : Changes in Commitments from: September 6, 2005 :
: 15,985: 4,271 -1,629 6,355 3,804 8,729 14,430 13,455: 1,555 2,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 32.2 9.4 64.5 45.6 91.5 87.3: 8.5 12.7
Old : 100.0: 18.5 33.3 8.0 65.1 47.0 91.6 88.3: 8.4 11.7
Other: 100.0: 31.7 44.5 1.8 56.6 26.7 90.1 73.0: 9.9 27.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 75 103 58 42 55 155 190:
Old : 260: 72 112 50 38 51 143 186:
Other: 94: 25 26 6 12 39 40 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 31.2 49.1 40.1 32.6 25.8 46.1 32.3
Old : 34.9 33.4 50.1 41.6 34.9 30.1 49.4 37.1
Other: 53.8 38.4 67.6 45.8 53.8 38.1 67.6 45.5
WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 6, 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 : 261,552: 44,408 91,062 19,849 175,223 117,886 239,480 228,797: 22,072 32,755
Old : 246,189: 43,700 88,868 15,783 166,085 113,113 225,568 217,764: 20,621 28,425
Other: 15,363: 4,579 6,065 195 9,138 4,773 13,912 11,033: 1,451 4,330
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,330: 3,292 4,687 -1,837 -124 164 1,331 3,014: -1 -1,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 34.8 7.6 67.0 45.1 91.6 87.5: 8.4 12.5
Old : 100.0: 17.8 36.1 6.4 67.5 45.9 91.6 88.5: 8.4 11.5
Other: 100.0: 29.8 39.5 1.3 59.5 31.1 90.6 71.8: 9.4 28.2
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 64 114 51 43 51 146 187:
Old : 256: 67 117 42 37 50 131 185:
Other: 86: 22 24 5 13 34 38 60:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 30.3 52.0 39.1 34.9 25.2 49.2 31.2
Old : 37.0 32.1 53.6 40.7 37.0 28.3 52.2 35.5
Other: 47.3 38.6 66.6 47.2 46.5 38.5 64.9 45.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 13, 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 : 708,211: 122,306 159,501 38,948 423,029 332,852 584,283 531,301: 123,928 176,910
Old : 671,804: 109,783 164,808 30,101 416,247 312,005 556,131 506,914: 115,673 164,890
Other: 36,407: 20,302 2,472 1,068 6,782 20,847 28,152 24,387: 8,255 12,020
: : :
: : Changes in Commitments from: September 6, 2005 :
: -863: -10,030 8,740 -1,100 9,527 -9,657 -1,603 -2,017: 740 1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 22.5 5.5 59.7 47.0 82.5 75.0: 17.5 25.0
Old : 100.0: 16.3 24.5 4.5 62.0 46.4 82.8 75.5: 17.2 24.5
Other: 100.0: 55.8 6.8 2.9 18.6 57.3 77.3 67.0: 22.7 33.0
: : :
:# Traders : Number of Traders in Each Category :
All : 541: 130 127 83 176 199 354 372:
Old : 537: 127 134 72 172 198 343 365:
Other: 238: 51 31 5 34 127 88 161:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 19.0 34.6 24.6 24.5 18.4 34.4 24.0
Old : 25.8 18.5 36.4 24.3 25.8 17.9 36.2 23.6
Other: 19.9 32.0 32.3 38.8 18.6 32.0 31.0 38.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 6, 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 : 709,074: 132,336 150,761 40,048 413,502 342,509 585,886 533,318: 123,188 175,756
Old : 672,498: 117,731 153,911 31,699 408,422 322,052 557,852 507,662: 114,646 164,836
Other: 36,576: 20,723 2,968 2,231 5,080 20,457 28,034 25,656: 8,542 10,920
: : :
: : Changes in Commitments from: August 30, 2005 :
: -4,920: 10,602 -76 -3,119 -9,244 -2,198 -1,761 -5,393: -3,159 473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 21.3 5.6 58.3 48.3 82.6 75.2: 17.4 24.8
Old : 100.0: 17.5 22.9 4.7 60.7 47.9 83.0 75.5: 17.0 24.5
Other: 100.0: 56.7 8.1 6.1 13.9 55.9 76.6 70.1: 23.4 29.9
: : :
:# Traders : Number of Traders in Each Category :
All : 546: 133 123 92 171 204 362 377:
Old : 542: 128 130 82 168 203 351 372:
Other: 232: 51 29 5 35 122 90 153:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.2 34.3 24.8 24.1 18.5 33.8 24.2
Old : 25.4 18.7 36.1 24.5 25.4 18.0 35.5 23.9
Other: 19.1 34.4 30.5 42.0 16.6 32.2 27.6 38.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 13, 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 : 5,756: 2,275 588 19 1,202 3,572 3,496 4,179: 2,260 1,577
Old : 5,754: 2,275 588 19 1,201 3,571 3,495 4,178: 2,259 1,576
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: September 6, 2005 :
: -117: -108 0 -46 -100 -5 -254 -51: 137 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 10.2 0.3 20.9 62.1 60.7 72.6: 39.3 27.4
Old : 100.0: 39.5 10.2 0.3 20.9 62.1 60.7 72.6: 39.3 27.4
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: 9 6 2 9 14 20 20:
Old : 33: 9 6 2 9 14 20 20:
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 : 36.9 36.9 51.7 55.0 36.9 36.9 51.4 54.6
Old : 36.9 36.9 51.8 55.0 36.9 36.9 51.4 54.6
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 - Futures Only, September 6, 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 : 5,873: 2,383 588 65 1,302 3,577 3,750 4,230: 2,123 1,643
Old : 5,871: 2,383 588 64 1,301 3,576 3,748 4,228: 2,123 1,643
Other: 2: 0 0 1 1 1 2 2: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -223: -143 33 35 11 -400 -97 -332: -126 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 10.0 1.1 22.2 60.9 63.9 72.0: 36.1 28.0
Old : 100.0: 40.6 10.0 1.1 22.2 60.9 63.8 72.0: 36.2 28.0
Other: 100.0: 0.0 0.0 50.0 50.0 50.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 11 7 3 9 14 23 21:
Old : 36: 11 7 3 9 14 23 21:
Other: 2: 0 0 1 1 1 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 36.4 51.2 53.5 35.3 36.1 50.7 53.2
Old : 35.3 36.4 51.2 53.5 35.3 36.1 50.8 53.2
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 13, 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 : 244,304: 58,961 43,025 17,068 123,463 118,674 199,492 178,767: 44,812 65,537
Old : 236,359: 58,734 44,109 13,177 121,101 116,198 193,012 173,484: 43,347 62,875
Other: 7,945: 4,081 2,770 37 2,362 2,476 6,480 5,283: 1,465 2,662
: : :
: : Changes in Commitments from: September 6, 2005 :
: -1,205: -1,057 4,196 2,106 1,978 -6,488 3,027 -186: -4,232 -1,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 17.6 7.0 50.5 48.6 81.7 73.2: 18.3 26.8
Old : 100.0: 24.8 18.7 5.6 51.2 49.2 81.7 73.4: 18.3 26.6
Other: 100.0: 51.4 34.9 0.5 29.7 31.2 81.6 66.5: 18.4 33.5
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 98 87 66 78 106 217 234:
Old : 331: 100 92 58 77 105 211 228:
Other: 96: 16 24 1 13 48 29 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 18.4 33.9 26.0 23.4 14.9 33.3 22.1
Old : 24.2 18.6 35.0 26.5 24.2 15.3 34.5 22.8
Other: 55.5 30.7 68.8 46.4 55.5 28.7 66.0 42.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 6, 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 : 245,509: 60,018 38,829 14,962 121,485 125,162 196,465 178,953: 49,044 66,556
Old : 239,207: 59,949 39,235 12,154 119,481 123,262 191,584 174,651: 47,623 64,556
Other: 6,302: 2,877 2,402 0 2,004 1,900 4,881 4,302: 1,421 2,000
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,600: 4,452 5,275 -579 -4,171 -5,371 -298 -675: 1,898 2,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 15.8 6.1 49.5 51.0 80.0 72.9: 20.0 27.1
Old : 100.0: 25.1 16.4 5.1 49.9 51.5 80.1 73.0: 19.9 27.0
Other: 100.0: 45.7 38.1 0.0 31.8 30.1 77.5 68.3: 22.5 31.7
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 100 84 61 78 106 216 228:
Old : 333: 102 84 56 77 105 213 222:
Other: 92: 11 23 0 11 50 22 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 19.7 34.3 28.1 24.2 16.9 34.0 24.4
Old : 24.9 20.1 35.2 28.6 24.9 17.2 34.9 25.0
Other: 59.6 33.3 70.4 47.6 59.6 33.3 70.4 47.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 13, 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 : 137,383: 26,980 27,299 12,352 76,729 79,175 116,061 118,826: 21,322 18,557
Old : 133,691: 27,517 27,361 10,684 75,251 78,230 113,452 116,275: 20,239 17,416
Other: 3,692: 1,049 1,524 82 1,478 945 2,609 2,551: 1,083 1,141
: : :
: : Changes in Commitments from: September 6, 2005 :
: 1,170: 880 3,391 -441 771 -2,839 1,210 111: -40 1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 19.9 9.0 55.9 57.6 84.5 86.5: 15.5 13.5
Old : 100.0: 20.6 20.5 8.0 56.3 58.5 84.9 87.0: 15.1 13.0
Other: 100.0: 28.4 41.3 2.2 40.0 25.6 70.7 69.1: 29.3 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 32 41 27 47 35 95 95:
Old : 140: 38 41 26 47 35 95 94:
Other: 23: 4 8 3 9 4 15 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.9 36.1 40.0 24.0 25.3 34.4 33.7
Old : 24.7 29.7 36.9 41.1 24.7 26.5 35.4 35.2
Other: 54.6 45.6 66.6 64.0 47.4 34.8 53.0 49.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 6, 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 : 136,213: 26,100 23,908 12,793 75,958 82,014 114,851 118,715: 21,362 17,498
Old : 133,081: 26,922 23,881 11,232 74,567 81,169 112,721 116,282: 20,360 16,799
Other: 3,132: 696 1,545 43 1,391 845 2,130 2,433: 1,002 699
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,514: 2,037 2,189 -2,381 -1,258 -1,604 -1,602 -1,796: 4,116 4,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 17.6 9.4 55.8 60.2 84.3 87.2: 15.7 12.8
Old : 100.0: 20.2 17.9 8.4 56.0 61.0 84.7 87.4: 15.3 12.6
Other: 100.0: 22.2 49.3 1.4 44.4 27.0 68.0 77.7: 32.0 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 31 38 29 45 36 97 92:
Old : 138: 39 37 28 45 36 97 91:
Other: 22: 3 9 3 9 3 14 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 29.3 35.8 40.6 24.1 24.1 34.5 33.2
Old : 24.7 30.0 36.6 41.5 24.7 25.1 35.3 34.4
Other: 59.9 55.5 65.3 73.3 41.5 42.8 46.9 55.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 13, 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 : 608,165: 94,578 71,469 17,203 368,277 354,302 480,058 442,974: 128,107 165,191
Old : 608,165: 94,578 71,469 17,203 368,277 354,302 480,058 442,974: 128,107 165,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -64,433: -2,251 -2,326 -9,376 -47,196 -45,605 -58,823 -57,307: -5,610 -7,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 11.8 2.8 60.6 58.3 78.9 72.8: 21.1 27.2
Old : 100.0: 15.6 11.8 2.8 60.6 58.3 78.9 72.8: 21.1 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 29 31 23 59 75 102 117:
Old : 156: 29 31 23 59 75 102 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 16.0 33.4 25.3 21.5 13.7 28.8 22.4
Old : 24.3 16.0 33.4 25.3 21.5 13.7 28.8 22.4
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 - Futures Only, September 6, 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 : 672,598: 96,829 73,795 26,579 415,473 399,907 538,881 500,281: 133,717 172,317
Old : 672,598: 96,829 73,795 26,579 415,473 399,907 538,881 500,281: 133,717 172,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 36,604: 9,397 5,950 -6,243 10,472 -5,771 13,626 -6,064: 22,978 42,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 11.0 4.0 61.8 59.5 80.1 74.4: 19.9 25.6
Old : 100.0: 14.4 11.0 4.0 61.8 59.5 80.1 74.4: 19.9 25.6
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 : 160: 27 30 20 69 78 108 119:
Old : 160: 27 30 20 69 78 108 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 17.8 32.6 26.5 20.0 13.9 27.2 22.2
Old : 23.3 17.8 32.6 26.5 20.0 13.9 27.2 22.2
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 - Futures Only, September 13, 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 : 117,786: 16,533 11,750 15,347 60,968 71,169 92,848 98,266: 24,938 19,520
Old : 115,861: 16,761 11,604 14,863 59,600 70,193 91,224 96,660: 24,637 19,201
Other: 1,925: 117 491 139 1,368 976 1,624 1,606: 301 319
: : :
: : Changes in Commitments from: September 6, 2005 :
: 3,677: -1,038 2,856 252 3,949 -259 3,163 2,849: 514 828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 10.0 13.0 51.8 60.4 78.8 83.4: 21.2 16.6
Old : 100.0: 14.5 10.0 12.8 51.4 60.6 78.7 83.4: 21.3 16.6
Other: 100.0: 6.1 25.5 7.2 71.1 50.7 84.4 83.4: 15.6 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 32 27 29 42 39 91 88:
Old : 120: 36 25 29 42 39 91 88:
Other: 21: 2 5 3 13 3 16 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 33.0 30.4 45.4 16.1 30.7 24.4 38.0
Old : 19.3 33.6 30.0 46.1 16.2 31.3 24.2 38.7
Other: 55.1 64.4 74.4 81.6 55.1 60.7 69.1 72.6
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, September 6, 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 : 114,109: 17,571 8,894 15,095 57,019 71,428 89,685 95,417: 24,424 18,692
Old : 112,286: 17,833 8,890 14,599 55,736 70,442 88,168 93,931: 24,118 18,355
Other: 1,823: 55 321 179 1,283 986 1,517 1,486: 306 337
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,229: 1,945 1,344 1,027 -607 -1,129 2,365 1,242: -136 987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 7.8 13.2 50.0 62.6 78.6 83.6: 21.4 16.4
Old : 100.0: 15.9 7.9 13.0 49.6 62.7 78.5 83.7: 21.5 16.3
Other: 100.0: 3.0 17.6 9.8 70.4 54.1 83.2 81.5: 16.8 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 36 23 28 46 42 98 87:
Old : 124: 39 23 28 46 42 98 87:
Other: 19: 1 5 3 11 3 14 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.4 29.5 45.7 15.5 30.8 23.7 38.6
Old : 18.4 35.0 29.1 46.3 15.5 31.4 23.5 39.4
Other: 56.0 60.1 75.0 77.0 56.0 56.3 69.0 67.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 13, 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 : 6,716: 2,794 1,439 953 1,958 2,634 5,705 5,026: 1,011 1,690
Old : 6,716: 2,794 1,439 953 1,958 2,634 5,705 5,026: 1,011 1,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 152: 46 170 88 129 -221 263 37: -111 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 21.4 14.2 29.2 39.2 84.9 74.8: 15.1 25.2
Old : 100.0: 41.6 21.4 14.2 29.2 39.2 84.9 74.8: 15.1 25.2
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: 16 8 9 12 15 31 30:
Old : 46: 16 8 9 12 15 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 32.9 56.1 49.1 39.9 29.2 54.0 41.4
Old : 40.0 32.9 56.1 49.1 39.9 29.2 54.0 41.4
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 - Futures Only, September 6, 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 : 6,564: 2,748 1,269 865 1,829 2,855 5,442 4,989: 1,122 1,575
Old : 6,564: 2,748 1,269 865 1,829 2,855 5,442 4,989: 1,122 1,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -451: -45 -125 -187 -114 -144 -346 -456: -105 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 19.3 13.2 27.9 43.5 82.9 76.0: 17.1 24.0
Old : 100.0: 41.9 19.3 13.2 27.9 43.5 82.9 76.0: 17.1 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 : 47: 15 8 8 12 16 32 28:
Old : 47: 15 8 8 12 16 32 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 : 35.6 31.4 51.6 51.3 35.6 28.9 49.7 41.3
Old : 35.6 31.4 51.6 51.3 35.6 28.9 49.7 41.3
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 - Futures Only, September 13, 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 : 387,103: 114,483 85,630 2,318 207,048 185,727 323,849 273,675: 63,254 113,428
Old : 387,103: 114,483 85,630 2,318 207,048 185,727 323,849 273,675: 63,254 113,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -964: 3,473 3,601 -4,613 -4,375 -5,271 -5,515 -6,283: 4,551 5,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 22.1 0.6 53.5 48.0 83.7 70.7: 16.3 29.3
Old : 100.0: 29.6 22.1 0.6 53.5 48.0 83.7 70.7: 16.3 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 : 111: 17 29 6 44 46 64 78:
Old : 111: 17 29 6 44 46 64 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 13.9 44.2 22.1 27.3 12.7 41.2 20.7
Old : 29.0 13.9 44.2 22.1 27.3 12.7 41.2 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 6, 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 : 388,067: 111,010 82,029 6,931 211,423 190,998 329,364 279,958: 58,703 108,109
Old : 388,067: 111,010 82,029 6,931 211,423 190,998 329,364 279,958: 58,703 108,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 12,396: 1,980 -5,140 -3,422 7,617 22,112 6,175 13,550: 6,221 -1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 21.1 1.8 54.5 49.2 84.9 72.1: 15.1 27.9
Old : 100.0: 28.6 21.1 1.8 54.5 49.2 84.9 72.1: 15.1 27.9
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 : 105: 13 25 6 44 47 61 75:
Old : 105: 13 25 6 44 47 61 75:
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 : 29.5 17.8 46.0 26.2 27.9 16.6 43.1 25.0
Old : 29.5 17.8 46.0 26.2 27.9 16.6 43.1 25.0
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 - Futures Only, September 13, 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 : 1,919,250: 372,611 369,855 207,160 1,103,674 978,827 1,683,445 1,555,842: 235,805 363,408
Old : 1,919,250: 372,611 369,855 207,160 1,103,674 978,827 1,683,445 1,555,842: 235,805 363,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 61,726: -6,445 1,188 67,241 18,004 50,860 78,800 119,289: -17,074 -57,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 19.3 10.8 57.5 51.0 87.7 81.1: 12.3 18.9
Old : 100.0: 19.4 19.3 10.8 57.5 51.0 87.7 81.1: 12.3 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 : 266: 61 64 40 90 108 166 199:
Old : 266: 61 64 40 90 108 166 199:
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 : 37.0 23.2 47.8 32.1 32.9 21.7 41.2 28.0
Old : 37.0 23.2 47.8 32.1 32.9 21.7 41.2 28.0
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 - Futures Only, September 6, 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 : 1,857,524: 379,056 368,667 139,919 1,085,670 927,967 1,604,645 1,436,553: 252,879 420,971
Old : 1,857,524: 379,056 368,667 139,919 1,085,670 927,967 1,604,645 1,436,553: 252,879 420,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 22,757: 12,096 28,410 -21,026 18,302 -50,316 9,372 -42,932: 13,385 65,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 19.8 7.5 58.4 50.0 86.4 77.3: 13.6 22.7
Old : 100.0: 20.4 19.8 7.5 58.4 50.0 86.4 77.3: 13.6 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 62 58 34 87 102 163 182:
Old : 256: 62 58 34 87 102 163 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 21.9 52.2 31.1 39.4 21.4 48.9 28.8
Old : 42.0 21.9 52.2 31.1 39.4 21.4 48.9 28.8
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 - Futures Only, September 13, 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 : 1,200,876: 171,005 300,923 20,695 814,506 648,604 1,006,206 970,222: 194,670 230,654
Old : 1,200,876: 171,005 300,923 20,695 814,506 648,604 1,006,206 970,222: 194,670 230,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -110,371: 5,377 -39,605 -675 -121,437 -47,607 -116,735 -87,887: 6,364 -22,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 25.1 1.7 67.8 54.0 83.8 80.8: 16.2 19.2
Old : 100.0: 14.2 25.1 1.7 67.8 54.0 83.8 80.8: 16.2 19.2
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 : 176: 37 41 17 66 73 108 126:
Old : 176: 37 41 17 66 73 108 126:
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 : 33.2 24.0 44.4 34.5 32.1 23.1 41.9 32.8
Old : 33.2 24.0 44.4 34.5 32.1 23.1 41.9 32.8
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 - Futures Only, September 6, 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 : 1,311,247: 165,628 340,528 21,370 935,943 696,211 1,122,941 1,058,109: 188,306 253,138
Old : 1,311,247: 165,628 340,528 21,370 935,943 696,211 1,122,941 1,058,109: 188,306 253,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -71,030: 18,027 -29,204 -20,824 -111,679 -4,306 -114,476 -54,334: 43,446 -16,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 26.0 1.6 71.4 53.1 85.6 80.7: 14.4 19.3
Old : 100.0: 12.6 26.0 1.6 71.4 53.1 85.6 80.7: 14.4 19.3
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 : 179: 35 45 14 65 74 104 129:
Old : 179: 35 45 14 65 74 104 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 22.8 48.6 34.6 33.1 20.5 41.9 30.5
Old : 36.4 22.8 48.6 34.6 33.1 20.5 41.9 30.5
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 - Futures Only, September 13, 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 : 485,843: 184,427 73,732 65,803 185,843 306,775 436,073 446,310: 49,770 39,533
Old : 485,843: 184,427 73,732 65,803 185,843 306,775 436,073 446,310: 49,770 39,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 72,619: 8,009 14,388 12,415 47,428 44,874 67,852 71,677: 4,767 942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 15.2 13.5 38.3 63.1 89.8 91.9: 10.2 8.1
Old : 100.0: 38.0 15.2 13.5 38.3 63.1 89.8 91.9: 10.2 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 : 131: 36 29 33 53 53 107 97:
Old : 131: 36 29 33 53 53 107 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 : 32.8 31.4 47.0 43.0 24.4 20.9 32.5 27.9
Old : 32.8 31.4 47.0 43.0 24.4 20.9 32.5 27.9
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 - Futures Only, September 6, 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 : 413,224: 176,418 59,344 53,388 138,415 261,901 368,221 374,633: 45,003 38,591
Old : 413,224: 176,418 59,344 53,388 138,415 261,901 368,221 374,633: 45,003 38,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -5,438: 21,748 12,772 3,810 -29,206 -33,064 -3,648 -16,482: -1,790 11,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 14.4 12.9 33.5 63.4 89.1 90.7: 10.9 9.3
Old : 100.0: 42.7 14.4 12.9 33.5 63.4 89.1 90.7: 10.9 9.3
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 : 106: 22 26 28 43 45 82 83:
Old : 106: 22 26 28 43 45 82 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 37.5 55.0 48.6 31.4 29.3 40.9 37.2
Old : 39.6 37.5 55.0 48.6 31.4 29.3 40.9 37.2
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 - Futures Only, September 13, 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 : 51,740: 7,995 6,176 2,549 29,119 30,737 39,663 39,462: 12,077 12,278
Old : 51,740: 7,995 6,176 2,549 29,119 30,737 39,663 39,462: 12,077 12,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 17,760: 438 1,132 2,331 10,463 9,120 13,232 12,583: 4,528 5,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 11.9 4.9 56.3 59.4 76.7 76.3: 23.3 23.7
Old : 100.0: 15.5 11.9 4.9 56.3 59.4 76.7 76.3: 23.3 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 : 57: 13 11 9 27 19 45 34:
Old : 57: 13 11 9 27 19 45 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 : 32.5 43.2 46.9 57.6 19.8 25.5 29.0 35.6
Old : 32.5 43.2 46.9 57.6 19.8 25.5 29.0 35.6
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 - Futures Only, September 6, 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 : 33,980: 7,557 5,044 218 18,656 21,617 26,431 26,879: 7,549 7,101
Old : 33,980: 7,557 5,044 218 18,656 21,617 26,431 26,879: 7,549 7,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,547: 656 -1,014 171 2,948 3,627 3,775 2,784: -228 763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 14.8 0.6 54.9 63.6 77.8 79.1: 22.2 20.9
Old : 100.0: 22.2 14.8 0.6 54.9 63.6 77.8 79.1: 22.2 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 13 8 2 22 14 36 23:
Old : 52: 13 8 2 22 14 36 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 : 30.5 49.5 48.0 63.4 29.9 42.9 43.6 56.8
Old : 30.5 49.5 48.0 63.4 29.9 42.9 43.6 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 - Futures Only, September 13, 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 : 82,525: 17,061 35,177 3,424 46,515 20,889 67,000 59,490: 15,525 23,035
Old : 82,525: 17,061 35,177 3,424 46,515 20,889 67,000 59,490: 15,525 23,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 10,662: 2,528 -563 2,303 1,173 3,196 6,004 4,936: 4,658 5,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 42.6 4.1 56.4 25.3 81.2 72.1: 18.8 27.9
Old : 100.0: 20.7 42.6 4.1 56.4 25.3 81.2 72.1: 18.8 27.9
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 : 80: 20 29 15 25 22 54 57:
Old : 80: 20 29 15 25 22 54 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 : 49.5 25.4 57.9 36.7 49.5 25.1 57.1 36.0
Old : 49.5 25.4 57.9 36.7 49.5 25.1 57.1 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 6, 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 : 71,863: 14,533 35,740 1,121 45,342 17,693 60,996 54,554: 10,867 17,309
Old : 71,863: 14,533 35,740 1,121 45,342 17,693 60,996 54,554: 10,867 17,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,985: 2,682 254 193 -3,054 -924 -179 -477: 3,164 3,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 49.7 1.6 63.1 24.6 84.9 75.9: 15.1 24.1
Old : 100.0: 20.2 49.7 1.6 63.1 24.6 84.9 75.9: 15.1 24.1
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 : 77: 18 30 8 19 14 43 46:
Old : 77: 18 30 8 19 14 43 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 : 57.3 27.5 66.7 40.1 57.3 27.2 66.3 39.7
Old : 57.3 27.5 66.7 40.1 57.3 27.2 66.3 39.7
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 - Futures Only, September 13, 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 : 39,703: 2,922 3,926 6,638 29,731 28,210 39,291 38,774: 412 929
Old : 39,703: 2,922 3,926 6,638 29,731 28,210 39,291 38,774: 412 929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -738: 492 -508 2,195 -2,529 -1,453 158 234: -896 -972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 9.9 16.7 74.9 71.1 99.0 97.7: 1.0 2.3
Old : 100.0: 7.4 9.9 16.7 74.9 71.1 99.0 97.7: 1.0 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 : 56: 8 16 4 17 21 27 39:
Old : 56: 8 16 4 17 21 27 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 : 59.8 50.8 77.4 76.9 46.6 40.4 59.7 56.5
Old : 59.8 50.8 77.4 76.9 46.6 40.4 59.7 56.5
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 - Futures Only, September 6, 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 : 40,441: 2,430 4,434 4,443 32,260 29,663 39,133 38,540: 1,308 1,901
Old : 40,441: 2,430 4,434 4,443 32,260 29,663 39,133 38,540: 1,308 1,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,167: -696 -84 2,600 -4,000 -4,711 -2,096 -2,195: -71 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 11.0 11.0 79.8 73.3 96.8 95.3: 3.2 4.7
Old : 100.0: 6.0 11.0 11.0 79.8 73.3 96.8 95.3: 3.2 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 : 56: 8 16 4 19 20 29 38:
Old : 56: 8 16 4 19 20 29 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 : 53.3 49.8 72.7 74.8 45.8 38.7 59.1 54.9
Old : 53.3 49.8 72.7 74.8 45.8 38.7 59.1 54.9
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 - Futures Only, September 13, 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 : 19,173: 1,172 2,332 489 12,477 10,155 14,138 12,976: 5,035 6,197
Old : 19,173: 1,172 2,332 489 12,477 10,155 14,138 12,976: 5,035 6,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 315: 39 107 -81 -45 -99 -87 -73: 402 388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 12.2 2.6 65.1 53.0 73.7 67.7: 26.3 32.3
Old : 100.0: 6.1 12.2 2.6 65.1 53.0 73.7 67.7: 26.3 32.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 7 8 19 15 28 26:
Old : 35: 5 7 8 19 15 28 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 : 42.8 34.0 60.2 52.1 42.8 31.7 59.7 46.2
Old : 42.8 34.0 60.2 52.1 42.8 31.7 59.7 46.2
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 - Futures Only, September 6, 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 : 18,858: 1,133 2,225 570 12,522 10,254 14,225 13,049: 4,633 5,809
Old : 18,858: 1,133 2,225 570 12,522 10,254 14,225 13,049: 4,633 5,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,594: -314 -179 -29 -2,004 -1,768 -2,347 -1,976: -247 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 11.8 3.0 66.4 54.4 75.4 69.2: 24.6 30.8
Old : 100.0: 6.0 11.8 3.0 66.4 54.4 75.4 69.2: 24.6 30.8
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 : 37: 5 8 8 20 16 29 28:
Old : 37: 5 8 8 20 16 29 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 : 41.8 33.6 59.9 52.9 41.8 31.0 59.0 46.8
Old : 41.8 33.6 59.9 52.9 41.8 31.0 59.0 46.8
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 - Futures Only, September 13, 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 : 103,785: 19,562 20,962 19,159 48,076 31,195 86,797 71,316: 16,988 32,469
Old : 34,630: 13,350 17,598 464 14,228 6,578 28,042 24,640: 6,588 9,990
Other: 69,155: 14,256 11,408 10,651 33,848 24,617 58,755 46,676: 10,400 22,479
: : :
: : Changes in Commitments from: September 6, 2005 :
: -1,494: -164 -266 -3,129 -16 1,326 -3,309 -2,069: 1,815 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 20.2 18.5 46.3 30.1 83.6 68.7: 16.4 31.3
Old : 100.0: 38.6 50.8 1.3 41.1 19.0 81.0 71.2: 19.0 28.8
Other: 100.0: 20.6 16.5 15.4 48.9 35.6 85.0 67.5: 15.0 32.5
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 43 41 49 23 37 105 99:
Old : 123: 44 34 5 18 27 65 64:
Other: 120: 34 31 34 20 35 80 82:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 16.3 40.2 27.0 28.9 13.3 40.1 22.6
Old : 26.2 31.2 39.8 44.1 26.2 31.2 39.8 44.0
Other: 30.3 16.9 44.6 27.6 30.3 15.4 44.3 23.7
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, September 6, 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 : 105,279: 19,726 21,228 22,288 48,092 29,869 90,106 73,385: 15,173 31,894
Old : 56,703: 16,706 34,935 98 34,242 9,102 51,046 44,135: 5,657 12,568
Other: 48,576: 21,951 5,224 3,259 13,850 20,767 39,060 29,250: 9,516 19,326
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,107: 2,397 -1,379 946 -987 2,144 2,356 1,711: 751 1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 20.2 21.2 45.7 28.4 85.6 69.7: 14.4 30.3
Old : 100.0: 29.5 61.6 0.2 60.4 16.1 90.0 77.8: 10.0 22.2
Other: 100.0: 45.2 10.8 6.7 28.5 42.8 80.4 60.2: 19.6 39.8
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 42 44 53 22 34 108 100:
Old : 137: 43 50 1 17 27 60 78:
Other: 113: 46 23 22 18 30 76 64:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.2 40.8 32.0 28.4 15.7 39.6 23.7
Old : 41.7 33.0 60.4 46.9 41.7 33.0 60.4 46.9
Other: 22.7 21.0 40.3 28.4 22.4 20.4 38.4 27.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 13, 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 : 142,365: 36,452 23,490 18,199 68,873 62,276 123,524 103,965: 18,841 38,400
Old : 142,365: 36,452 23,490 18,199 68,873 62,276 123,524 103,965: 18,841 38,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 6,001: -1,103 -11,282 5,878 698 5,514 5,473 110: 528 5,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 16.5 12.8 48.4 43.7 86.8 73.0: 13.2 27.0
Old : 100.0: 25.6 16.5 12.8 48.4 43.7 86.8 73.0: 13.2 27.0
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 : 220: 57 49 54 56 90 142 175:
Old : 220: 57 49 54 56 90 142 175:
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 : 25.7 12.8 40.9 21.5 25.7 12.5 39.6 20.8
Old : 25.7 12.8 40.9 21.5 25.7 12.5 39.6 20.8
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 - Futures Only, September 6, 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 : 136,364: 37,555 34,772 12,321 68,175 56,762 118,051 103,855: 18,313 32,509
Old : 136,364: 37,555 34,772 12,321 68,175 56,762 118,051 103,855: 18,313 32,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 207: 1,513 -1,667 101 -2,128 -251 -514 -1,817: 721 2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 25.5 9.0 50.0 41.6 86.6 76.2: 13.4 23.8
Old : 100.0: 27.5 25.5 9.0 50.0 41.6 86.6 76.2: 13.4 23.8
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 : 207: 47 59 45 55 78 123 168:
Old : 207: 47 59 45 55 78 123 168:
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 : 26.2 14.2 42.4 23.3 26.2 14.0 40.7 22.7
Old : 26.2 14.2 42.4 23.3 26.2 14.0 40.7 22.7
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 - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,882: 1,326 1,641 51 616 456 1,993 2,148: 1,889 1,734
Old : 3,882: 1,326 1,641 51 616 456 1,993 2,148: 1,889 1,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -156: 278 36 -113 -241 -63 -76 -140: -80 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 42.3 1.3 15.9 11.7 51.3 55.3: 48.7 44.7
Old : 100.0: 34.2 42.3 1.3 15.9 11.7 51.3 55.3: 48.7 44.7
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 : 44: 16 12 6 13 12 30 29:
Old : 44: 16 12 6 13 12 30 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 : 24.3 34.2 35.9 41.7 24.3 34.2 34.9 41.7
Old : 24.3 34.2 35.9 41.7 24.3 34.2 34.9 41.7
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 - Futures Only, September 6, 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 : 4,038: 1,048 1,605 164 857 519 2,069 2,288: 1,969 1,750
Old : 4,038: 1,048 1,605 164 857 519 2,069 2,288: 1,969 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -306: -11 -300 103 -296 -54 -204 -251: -102 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 39.7 4.1 21.2 12.9 51.2 56.7: 48.8 43.3
Old : 100.0: 26.0 39.7 4.1 21.2 12.9 51.2 56.7: 48.8 43.3
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 : 43: 14 12 4 13 9 28 25:
Old : 43: 14 12 4 13 9 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 : 23.9 29.3 36.1 39.4 21.9 29.3 31.6 38.5
Old : 23.9 29.3 36.1 39.4 21.9 29.3 31.6 38.5
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 - Futures Only, September 13, 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 : 28,119: 13,306 3,494 3,761 6,540 8,220 23,607 15,475: 4,512 12,644
Old : 28,119: 13,306 3,494 3,761 6,540 8,220 23,607 15,475: 4,512 12,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 1,203: 891 -895 470 -209 8 1,152 -417: 51 1,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 12.4 13.4 23.3 29.2 84.0 55.0: 16.0 45.0
Old : 100.0: 47.3 12.4 13.4 23.3 29.2 84.0 55.0: 16.0 45.0
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 : 127: 45 24 22 29 37 92 68:
Old : 127: 45 24 22 29 37 92 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 : 16.5 25.2 27.7 30.6 16.5 20.6 26.5 24.6
Old : 16.5 25.2 27.7 30.6 16.5 20.6 26.5 24.6
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 - Futures Only, September 6, 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 : 26,916: 12,415 4,389 3,291 6,749 8,212 22,455 15,892: 4,461 11,024
Old : 26,916: 12,415 4,389 3,291 6,749 8,212 22,455 15,892: 4,461 11,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -19: 486 -518 -276 -192 465 18 -329: -37 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 16.3 12.2 25.1 30.5 83.4 59.0: 16.6 41.0
Old : 100.0: 46.1 16.3 12.2 25.1 30.5 83.4 59.0: 16.6 41.0
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 : 119: 42 24 29 27 29 93 64:
Old : 119: 42 24 29 27 29 93 64:
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 27.5 30.6 34.0 17.8 25.5 28.6 30.1
Old : 19.0 27.5 30.6 34.0 17.8 25.5 28.6 30.1
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 - Futures Only, September 13, 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 : 141,219: 45,957 16,365 1,649 59,669 105,623 107,275 123,637: 33,944 17,582
Old : 141,219: 45,957 16,365 1,649 59,669 105,623 107,275 123,637: 33,944 17,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 23,768: -466 -65 600 17,300 17,589 17,434 18,124: 6,334 5,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 11.6 1.2 42.3 74.8 76.0 87.5: 24.0 12.5
Old : 100.0: 32.5 11.6 1.2 42.3 74.8 76.0 87.5: 24.0 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 28 15 8 30 29 63 47:
Old : 85: 28 15 8 30 29 63 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 : 20.7 27.7 36.9 48.4 18.4 24.1 27.3 41.4
Old : 20.7 27.7 36.9 48.4 18.4 24.1 27.3 41.4
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 - Futures Only, September 6, 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 : 117,451: 46,423 16,430 1,049 42,369 88,034 89,841 105,513: 27,610 11,938
Old : 117,451: 46,423 16,430 1,049 42,369 88,034 89,841 105,513: 27,610 11,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 6,298: 1,519 440 441 3,489 6,494 5,449 7,375: 849 -1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 14.0 0.9 36.1 75.0 76.5 89.8: 23.5 10.2
Old : 100.0: 39.5 14.0 0.9 36.1 75.0 76.5 89.8: 23.5 10.2
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 : 82: 29 13 7 23 26 57 41:
Old : 82: 29 13 7 23 26 57 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 : 25.0 31.1 40.0 55.2 24.0 30.9 34.3 53.2
Old : 25.0 31.1 40.0 55.2 24.0 30.9 34.3 53.2
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 - Futures Only, September 13, 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 : 60,845: 4,175 19,141 147 43,370 29,536 47,692 48,824: 13,153 12,021
Old : 60,845: 4,175 19,141 147 43,370 29,536 47,692 48,824: 13,153 12,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -627: -10,769 3,412 -375 6,471 -7,915 -4,673 -4,878: 4,046 4,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 31.5 0.2 71.3 48.5 78.4 80.2: 21.6 19.8
Old : 100.0: 6.9 31.5 0.2 71.3 48.5 78.4 80.2: 21.6 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 : 41: 5 16 1 15 19 20 36:
Old : 41: 5 16 1 15 19 20 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 : 51.9 29.2 67.1 43.8 44.7 21.3 54.1 32.7
Old : 51.9 29.2 67.1 43.8 44.7 21.3 54.1 32.7
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 - Futures Only, September 6, 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 : 61,472: 14,944 15,729 522 36,899 37,451 52,365 53,702: 9,107 7,770
Old : 61,472: 14,944 15,729 522 36,899 37,451 52,365 53,702: 9,107 7,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -6,249: 10,936 -20,155 521 -26,682 14,716 -15,225 -4,918: 8,976 -1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 25.6 0.8 60.0 60.9 85.2 87.4: 14.8 12.6
Old : 100.0: 24.3 25.6 0.8 60.0 60.9 85.2 87.4: 14.8 12.6
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 : 39: 9 12 2 7 16 17 29:
Old : 39: 9 12 2 7 16 17 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 : 56.9 42.3 74.3 57.1 43.7 27.9 57.0 40.0
Old : 56.9 42.3 74.3 57.1 43.7 27.9 57.0 40.0
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 - Futures Only, September 13, 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 : 88,343: 45,010 5,404 1,513 34,180 73,557 80,703 80,474: 7,640 7,869
Old : 88,343: 45,010 5,404 1,513 34,180 73,557 80,703 80,474: 7,640 7,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 12,591: -12 3,460 858 7,897 6,773 8,743 11,091: 3,848 1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 6.1 1.7 38.7 83.3 91.4 91.1: 8.6 8.9
Old : 100.0: 50.9 6.1 1.7 38.7 83.3 91.4 91.1: 8.6 8.9
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 : 81: 42 9 8 21 18 68 31:
Old : 81: 42 9 8 21 18 68 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 : 30.2 65.8 49.7 81.7 29.0 57.1 46.6 73.0
Old : 30.2 65.8 49.7 81.7 29.0 57.1 46.6 73.0
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 - Futures Only, September 6, 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 : 75,752: 45,022 1,944 655 26,283 66,784 71,960 69,383: 3,792 6,369
Old : 75,752: 45,022 1,944 655 26,283 66,784 71,960 69,383: 3,792 6,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 5,155: 5,351 -2,963 174 -1,327 8,373 4,198 5,584: 957 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 2.6 0.9 34.7 88.2 95.0 91.6: 5.0 8.4
Old : 100.0: 59.4 2.6 0.9 34.7 88.2 95.0 91.6: 5.0 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 43 9 5 19 16 64 28:
Old : 81: 43 9 5 19 16 64 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 : 30.1 68.4 47.9 81.5 30.1 65.5 47.3 78.1
Old : 30.1 68.4 47.9 81.5 30.1 65.5 47.3 78.1
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 - Futures Only, September 13, 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 : 91,701: 27,410 8,935 768 40,858 67,154 69,036 76,857: 22,665 14,844
Old : 91,701: 27,410 8,935 768 40,858 67,154 69,036 76,857: 22,665 14,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 11,179: 1,470 -6,009 707 3,254 5,241 5,431 -61: 5,748 11,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 9.7 0.8 44.6 73.2 75.3 83.8: 24.7 16.2
Old : 100.0: 29.9 9.7 0.8 44.6 73.2 75.3 83.8: 24.7 16.2
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 : 59: 19 9 4 16 26 38 36:
Old : 59: 19 9 4 16 26 38 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 : 29.0 38.1 47.1 55.7 27.0 33.6 39.6 49.7
Old : 29.0 38.1 47.1 55.7 27.0 33.6 39.6 49.7
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 - Futures Only, September 6, 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 : 80,522: 25,940 14,944 61 37,604 61,913 63,605 76,918: 16,917 3,604
Old : 80,522: 25,940 14,944 61 37,604 61,913 63,605 76,918: 16,917 3,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,926: 7,552 -5,655 41 -7,430 14,529 163 8,915: 2,763 -5,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 18.6 0.1 46.7 76.9 79.0 95.5: 21.0 4.5
Old : 100.0: 32.2 18.6 0.1 46.7 76.9 79.0 95.5: 21.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 16 18 4 19 24 39 42:
Old : 65: 16 18 4 19 24 39 42:
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 : 37.3 39.7 53.7 59.4 22.2 29.0 36.0 44.3
Old : 37.3 39.7 53.7 59.4 22.2 29.0 36.0 44.3
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 - Futures Only, September 13, 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 : 189,247: 10,280 45,214 2,485 149,177 114,005 161,942 161,704: 27,305 27,543
Old : 189,247: 10,280 45,214 2,485 149,177 114,005 161,942 161,704: 27,305 27,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 13,261: 2,263 2,825 1,031 -2,795 -7,753 499 -3,897: 12,762 17,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 23.9 1.3 78.8 60.2 85.6 85.4: 14.4 14.6
Old : 100.0: 5.4 23.9 1.3 78.8 60.2 85.6 85.4: 14.4 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 : 89: 16 28 7 29 32 49 64:
Old : 89: 16 28 7 29 32 49 64:
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 : 38.9 43.1 61.3 53.6 37.2 29.5 51.5 36.7
Old : 38.9 43.1 61.3 53.6 37.2 29.5 51.5 36.7
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 - Futures Only, September 6, 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 : 175,986: 8,017 42,389 1,454 151,972 121,758 161,443 165,601: 14,543 10,385
Old : 175,986: 8,017 42,389 1,454 151,972 121,758 161,443 165,601: 14,543 10,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,259: 76 -13,217 312 -5,107 13,750 -4,719 845: 2,460 -3,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 24.1 0.8 86.4 69.2 91.7 94.1: 8.3 5.9
Old : 100.0: 4.6 24.1 0.8 86.4 69.2 91.7 94.1: 8.3 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 : 83: 13 28 6 25 30 42 60:
Old : 83: 13 28 6 25 30 42 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 51.3 68.8 63.4 38.9 33.5 54.4 42.3
Old : 43.4 51.3 68.8 63.4 38.9 33.5 54.4 42.3
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 - Futures Only, September 13, 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 : 162,743: 29,321 21,736 1,594 88,697 101,633 119,612 124,963: 43,131 37,780
Old : 162,743: 29,321 21,736 1,594 88,697 101,633 119,612 124,963: 43,131 37,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 1,725: -9,447 6,486 587 8,406 -7,969 -454 -896: 2,179 2,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 13.4 1.0 54.5 62.4 73.5 76.8: 26.5 23.2
Old : 100.0: 18.0 13.4 1.0 54.5 62.4 73.5 76.8: 26.5 23.2
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 : 87: 33 19 12 28 29 66 55:
Old : 87: 33 19 12 28 29 66 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 34.6 42.9 49.4 24.0 30.0 34.6 40.5
Old : 28.2 34.6 42.9 49.4 24.0 30.0 34.6 40.5
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 - Futures Only, September 6, 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 : 161,018: 38,768 15,250 1,007 80,291 109,602 120,066 125,859: 40,952 35,159
Old : 161,018: 38,768 15,250 1,007 80,291 109,602 120,066 125,859: 40,952 35,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 7,287: 12,303 -14,834 -162 -10,468 21,504 1,673 6,508: 5,614 779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 9.5 0.6 49.9 68.1 74.6 78.2: 25.4 21.8
Old : 100.0: 24.1 9.5 0.6 49.9 68.1 74.6 78.2: 25.4 21.8
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 : 97: 43 15 11 27 31 73 54:
Old : 97: 43 15 11 27 31 73 54:
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 : 26.8 36.6 39.8 52.2 21.9 32.3 32.5 44.4
Old : 26.8 36.6 39.8 52.2 21.9 32.3 32.5 44.4
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 - Futures Only, September 13, 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 : 11,677: 5,465 0 222 4,488 10,510 10,175 10,732: 1,502 945
Old : 11,677: 5,465 0 222 4,488 10,510 10,175 10,732: 1,502 945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 2,081: 214 0 222 1,437 1,900 1,873 2,122: 208 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 0.0 1.9 38.4 90.0 87.1 91.9: 12.9 8.1
Old : 100.0: 46.8 0.0 1.9 38.4 90.0 87.1 91.9: 12.9 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 : 24: 8 0 1 7 13 15 14:
Old : 24: 8 0 1 7 13 15 14:
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 72.2 76.8 85.1 53.3 60.4 64.2 69.9
Old : 59.8 72.2 76.8 85.1 53.3 60.4 64.2 69.9
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 - Futures Only, September 6, 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 : 9,596: 5,251 0 0 3,051 8,610 8,302 8,610: 1,294 986
Old : 9,596: 5,251 0 0 3,051 8,610 8,302 8,610: 1,294 986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 186: 374 0 0 -201 415 173 415: 13 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 0.0 0.0 31.8 89.7 86.5 89.7: 13.5 10.3
Old : 100.0: 54.7 0.0 0.0 31.8 89.7 86.5 89.7: 13.5 10.3
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 : 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 : 68.0 71.1 81.0 87.0 63.5 71.1 76.5 83.2
Old : 68.0 71.1 81.0 87.0 63.5 71.1 76.5 83.2
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 - Futures Only, September 13, 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 : 43,519: 1,210 2,804 1,180 36,106 35,469 38,496 39,453: 5,023 4,066
Old : 43,519: 1,210 2,804 1,180 36,106 35,469 38,496 39,453: 5,023 4,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 6.4 2.7 83.0 81.5 88.5 90.7: 11.5 9.3
Old : 100.0: 2.8 6.4 2.7 83.0 81.5 88.5 90.7: 11.5 9.3
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 : 20: 2 2 2 12 13 14 17:
Old : 20: 2 2 2 12 13 14 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 : 67.2 50.8 80.6 74.1 53.1 44.2 61.4 58.8
Old : 67.2 50.8 80.6 74.1 53.1 44.2 61.4 58.8
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 - Futures Only, September 13, 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 : 8,266,773: 1,217,656 801,342 955,191 5,206,963 5,045,981 7,379,810 6,802,514: 886,963 1,464,259
Old : 8,266,773: 1,217,656 801,342 955,191 5,206,963 5,045,981 7,379,810 6,802,514: 886,963 1,464,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -30,011: -50,579 -93,959 112,559 41,475 99,294 103,455 117,894: -133,466 -147,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 9.7 11.6 63.0 61.0 89.3 82.3: 10.7 17.7
Old : 100.0: 14.7 9.7 11.6 63.0 61.0 89.3 82.3: 10.7 17.7
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 : 274: 52 64 86 133 150 231 256:
Old : 274: 52 64 86 133 150 231 256:
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 : 31.0 13.9 45.9 23.8 30.1 11.4 39.8 18.7
Old : 31.0 13.9 45.9 23.8 30.1 11.4 39.8 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, September 6, 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 : 8,296,784: 1,268,235 895,301 842,632 5,165,488 4,946,687 7,276,355 6,684,620: 1,020,429 1,612,164
Old : 8,296,784: 1,268,235 895,301 842,632 5,165,488 4,946,687 7,276,355 6,684,620: 1,020,429 1,612,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -221,256: 293,599 -87,740 -128,526 -405,768 56,484 -240,695 -159,782: 19,439 -61,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 10.8 10.2 62.3 59.6 87.7 80.6: 12.3 19.4
Old : 100.0: 15.3 10.8 10.2 62.3 59.6 87.7 80.6: 12.3 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 : 270: 44 68 85 128 146 225 249:
Old : 270: 44 68 85 128 146 225 249:
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 : 31.3 13.9 45.4 23.9 30.4 11.2 40.8 18.4
Old : 31.3 13.9 45.4 23.9 30.4 11.2 40.8 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, September 13, 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 : 743,422: 46,934 62,645 15,137 521,965 539,636 584,036 617,418: 159,386 126,004
Old : 743,422: 46,934 62,645 15,137 521,965 539,636 584,036 617,418: 159,386 126,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 55,978: 3,235 4,056 1,566 35,761 24,671 40,562 30,293: 15,416 25,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 8.4 2.0 70.2 72.6 78.6 83.1: 21.4 16.9
Old : 100.0: 6.3 8.4 2.0 70.2 72.6 78.6 83.1: 21.4 16.9
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 : 191: 35 39 32 96 70 154 118:
Old : 191: 35 39 32 96 70 154 118:
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 : 18.5 31.5 28.6 44.4 18.2 26.0 26.6 38.6
Old : 18.5 31.5 28.6 44.4 18.2 26.0 26.6 38.6
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 - Futures Only, September 6, 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 : 687,444: 43,699 58,589 13,571 486,204 514,965 543,474 587,125: 143,970 100,319
Old : 687,444: 43,699 58,589 13,571 486,204 514,965 543,474 587,125: 143,970 100,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 25,436: -6,048 -1,719 3,765 18,348 15,197 16,065 17,243: 9,371 8,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 8.5 2.0 70.7 74.9 79.1 85.4: 20.9 14.6
Old : 100.0: 6.4 8.5 2.0 70.7 74.9 79.1 85.4: 20.9 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 : 182: 33 33 24 85 66 132 110:
Old : 182: 33 33 24 85 66 132 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 32.9 29.3 46.8 19.7 30.8 28.8 44.4
Old : 19.8 32.9 29.3 46.8 19.7 30.8 28.8 44.4
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 - Futures Only, September 13, 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 : 1,428,315: 214,262 389,040 63,273 851,358 823,570 1,128,893 1,275,883: 299,422 152,432
Old : 1,428,315: 214,262 389,040 63,273 851,358 823,570 1,128,893 1,275,883: 299,422 152,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 226,567: 5,718 26,955 9,953 176,842 140,692 192,513 177,600: 34,054 48,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 27.2 4.4 59.6 57.7 79.0 89.3: 21.0 10.7
Old : 100.0: 15.0 27.2 4.4 59.6 57.7 79.0 89.3: 21.0 10.7
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 : 213: 41 69 44 74 77 140 165:
Old : 213: 41 69 44 74 77 140 165:
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 : 22.9 21.2 38.1 34.8 16.6 13.1 25.5 20.4
Old : 22.9 21.2 38.1 34.8 16.6 13.1 25.5 20.4
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 - Futures Only, September 6, 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 : 1,201,748: 208,544 362,085 53,320 674,516 682,878 936,380 1,098,283: 265,368 103,465
Old : 1,201,748: 208,544 362,085 53,320 674,516 682,878 936,380 1,098,283: 265,368 103,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 98,104: 25,968 38,649 24,201 19,322 42,948 69,491 105,798: 28,613 -7,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 30.1 4.4 56.1 56.8 77.9 91.4: 22.1 8.6
Old : 100.0: 17.4 30.1 4.4 56.1 56.8 77.9 91.4: 22.1 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 : 213: 45 66 26 63 70 126 144:
Old : 213: 45 66 26 63 70 126 144:
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 : 22.7 19.5 36.4 32.7 18.2 15.0 27.8 23.7
Old : 22.7 19.5 36.4 32.7 18.2 15.0 27.8 23.7
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 - Futures Only, September 13, 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 : 20,314: 1,151 427 505 13,208 15,794 14,864 16,726: 5,450 3,588
Old : 20,314: 1,151 427 505 13,208 15,794 14,864 16,726: 5,450 3,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 6,816: -288 -103 505 5,629 5,450 5,846 5,852: 970 964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.1 2.5 65.0 77.7 73.2 82.3: 26.8 17.7
Old : 100.0: 5.7 2.1 2.5 65.0 77.7 73.2 82.3: 26.8 17.7
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 : 34: 3 1 1 21 16 24 18:
Old : 34: 3 1 1 21 16 24 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 : 37.9 44.1 50.3 62.8 16.4 22.7 25.2 38.8
Old : 37.9 44.1 50.3 62.8 16.4 22.7 25.2 38.8
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 - Futures Only, September 6, 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 : 13,498: 1,439 530 0 7,579 10,344 9,018 10,874: 4,480 2,624
Old : 13,498: 1,439 530 0 7,579 10,344 9,018 10,874: 4,480 2,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 664: 410 0 0 728 119 1,138 119: -474 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.9 0.0 56.1 76.6 66.8 80.6: 33.2 19.4
Old : 100.0: 10.7 3.9 0.0 56.1 76.6 66.8 80.6: 33.2 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 : 32: 4 1 0 18 14 22 15:
Old : 32: 4 1 0 18 14 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 : 25.8 35.0 41.1 60.1 25.4 34.2 38.0 57.9
Old : 25.8 35.0 41.1 60.1 25.4 34.2 38.0 57.9
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 - Futures Only, September 13, 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 : 48,854: 7,705 2,768 3,059 24,862 36,543 35,626 42,370: 13,228 6,484
Old : 48,854: 7,705 2,768 3,059 24,862 36,543 35,626 42,370: 13,228 6,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 13,172: 95 1,017 2,943 6,846 4,925 9,884 8,885: 3,288 4,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 5.7 6.3 50.9 74.8 72.9 86.7: 27.1 13.3
Old : 100.0: 15.8 5.7 6.3 50.9 74.8 72.9 86.7: 27.1 13.3
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 : 44: 6 7 3 25 19 33 27:
Old : 44: 6 7 3 25 19 33 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 : 33.8 44.6 49.2 68.6 31.1 43.2 40.0 55.4
Old : 33.8 44.6 49.2 68.6 31.1 43.2 40.0 55.4
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 - Futures Only, September 6, 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 : 35,682: 7,610 1,751 116 18,016 31,618 25,742 33,485: 9,940 2,197
Old : 35,682: 7,610 1,751 116 18,016 31,618 25,742 33,485: 9,940 2,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,186: 171 -416 115 -1,128 1,525 -842 1,224: 2,028 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 4.9 0.3 50.5 88.6 72.1 93.8: 27.9 6.2
Old : 100.0: 21.3 4.9 0.3 50.5 88.6 72.1 93.8: 27.9 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 : 39: 5 4 2 20 17 26 22:
Old : 39: 5 4 2 20 17 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 59.6 55.7 80.4 40.6 58.4 53.0 75.0
Old : 40.8 59.6 55.7 80.4 40.6 58.4 53.0 75.0
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 - Futures Only, September 13, 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 : 76,760: 7,184 17,581 1,131 50,199 47,000 58,514 65,712: 18,246 11,048
Old : 76,760: 7,184 17,581 1,131 50,199 47,000 58,514 65,712: 18,246 11,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 18,411: 758 1,307 1,115 15,903 13,494 17,776 15,916: 635 2,495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 22.9 1.5 65.4 61.2 76.2 85.6: 23.8 14.4
Old : 100.0: 9.4 22.9 1.5 65.4 61.2 76.2 85.6: 23.8 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 : 80: 11 20 6 36 34 51 57:
Old : 80: 11 20 6 36 34 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 : 25.9 26.7 39.8 44.2 22.2 19.8 30.5 34.2
Old : 25.9 26.7 39.8 44.2 22.2 19.8 30.5 34.2
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 - Futures Only, September 6, 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 : 58,349: 6,426 16,274 16 34,296 33,506 40,738 49,796: 17,611 8,553
Old : 58,349: 6,426 16,274 16 34,296 33,506 40,738 49,796: 17,611 8,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 381: 362 157 16 3,660 506 4,038 679: -3,657 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 27.9 0.0 58.8 57.4 69.8 85.3: 30.2 14.7
Old : 100.0: 11.0 27.9 0.0 58.8 57.4 69.8 85.3: 30.2 14.7
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 : 82: 11 22 1 34 29 46 51:
Old : 82: 11 22 1 34 29 46 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 30.4 37.4 48.6 24.2 24.7 33.3 40.9
Old : 27.0 30.4 37.4 48.6 24.2 24.7 33.3 40.9
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 - Futures Only, September 13, 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 : 394,135: 125,183 82,069 12,043 231,031 238,242 368,257 332,354: 25,878 61,781
Old : 394,135: 125,183 82,069 12,043 231,031 238,242 368,257 332,354: 25,878 61,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 59,322: 11,069 2,714 8,789 33,856 42,066 53,714 53,569: 5,608 5,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 20.8 3.1 58.6 60.4 93.4 84.3: 6.6 15.7
Old : 100.0: 31.8 20.8 3.1 58.6 60.4 93.4 84.3: 6.6 15.7
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 : 207: 71 60 25 48 52 135 122:
Old : 207: 71 60 25 48 52 135 122:
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 : 38.5 30.0 52.0 39.3 26.1 15.6 34.5 23.5
Old : 38.5 30.0 52.0 39.3 26.1 15.6 34.5 23.5
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 - Futures Only, September 6, 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 : 334,813: 114,114 79,355 3,254 197,175 196,176 314,543 278,785: 20,270 56,028
Old : 334,813: 114,114 79,355 3,254 197,175 196,176 314,543 278,785: 20,270 56,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -133: 7,820 -12,210 1,735 -14,090 22,355 -4,535 11,880: 4,402 -12,013
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 23.7 1.0 58.9 58.6 93.9 83.3: 6.1 16.7
Old : 100.0: 34.1 23.7 1.0 58.9 58.6 93.9 83.3: 6.1 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 : 199: 70 57 12 43 41 120 104:
Old : 199: 70 57 12 43 41 120 104:
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 : 40.0 29.0 55.3 40.2 30.0 17.8 40.8 26.0
Old : 40.0 29.0 55.3 40.2 30.0 17.8 40.8 26.0
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 - Futures Only, September 13, 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 : 96,367: 36,285 3,043 1,395 32,270 82,812 69,950 87,250: 26,417 9,117
Old : 96,367: 36,285 3,043 1,395 32,270 82,812 69,950 87,250: 26,417 9,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 31,075: 15,487 1,578 1,395 1,028 26,307 17,910 29,280: 13,165 1,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 3.2 1.4 33.5 85.9 72.6 90.5: 27.4 9.5
Old : 100.0: 37.7 3.2 1.4 33.5 85.9 72.6 90.5: 27.4 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 19 3 3 14 22 35 26:
Old : 49: 19 3 3 14 22 35 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 : 31.8 36.8 47.1 61.2 29.3 35.0 39.9 59.3
Old : 31.8 36.8 47.1 61.2 29.3 35.0 39.9 59.3
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 - Futures Only, September 6, 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 : 65,292: 20,798 1,465 0 31,242 56,505 52,040 57,970: 13,252 7,322
Old : 65,292: 20,798 1,465 0 31,242 56,505 52,040 57,970: 13,252 7,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 4,193: 6,656 -1,812 0 -4,000 6,521 2,656 4,709: 1,537 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 2.2 0.0 47.8 86.5 79.7 88.8: 20.3 11.2
Old : 100.0: 31.9 2.2 0.0 47.8 86.5 79.7 88.8: 20.3 11.2
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 : 42: 14 2 0 15 19 29 21:
Old : 42: 14 2 0 15 19 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 43.2 55.8 70.9 32.4 37.7 45.7 61.3
Old : 39.6 43.2 55.8 70.9 32.4 37.7 45.7 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, September 13, 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 : 46,478: 785 6,166 896 39,300 32,315 40,981 39,377: 5,497 7,101
Old : 46,478: 785 6,166 896 39,300 32,315 40,981 39,377: 5,497 7,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 8,337: 564 21 841 7,146 6,460 8,551 7,322: -214 1,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 13.3 1.9 84.6 69.5 88.2 84.7: 11.8 15.3
Old : 100.0: 1.7 13.3 1.9 84.6 69.5 88.2 84.7: 11.8 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 : 64: 3 15 5 37 30 44 46:
Old : 64: 3 15 5 37 30 44 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 : 59.3 29.7 67.4 46.1 48.5 25.9 54.6 36.6
Old : 59.3 29.7 67.4 46.1 48.5 25.9 54.6 36.6
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 - Futures Only, September 6, 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 : 38,141: 221 6,145 55 32,154 25,855 32,430 32,055: 5,711 6,086
Old : 38,141: 221 6,145 55 32,154 25,855 32,430 32,055: 5,711 6,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 926: -559 -77 55 986 1,160 482 1,138: 444 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 16.1 0.1 84.3 67.8 85.0 84.0: 15.0 16.0
Old : 100.0: 0.6 16.1 0.1 84.3 67.8 85.0 84.0: 15.0 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 1 15 1 29 27 31 42:
Old : 58: 1 15 1 29 27 31 42:
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 33.4 69.9 46.8 59.3 32.8 66.7 46.1
Old : 62.5 33.4 69.9 46.8 59.3 32.8 66.7 46.1
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 - Futures Only, September 13, 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 : 288,403: 21,071 48,920 5,403 235,285 213,759 261,759 268,082: 26,644 20,321
Old : 288,403: 21,071 48,920 5,403 235,285 213,759 261,759 268,082: 26,644 20,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 47,598: 301 -1,130 4,137 30,175 35,050 34,613 38,057: 12,985 9,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 17.0 1.9 81.6 74.1 90.8 93.0: 9.2 7.0
Old : 100.0: 7.3 17.0 1.9 81.6 74.1 90.8 93.0: 9.2 7.0
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 : 123: 22 34 14 41 56 70 97:
Old : 123: 22 34 14 41 56 70 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 : 55.3 36.0 65.7 54.5 43.8 28.9 50.2 40.9
Old : 55.3 36.0 65.7 54.5 43.8 28.9 50.2 40.9
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 - Futures Only, September 6, 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 : 240,805: 20,770 50,050 1,266 205,110 178,709 227,146 230,025: 13,659 10,780
Old : 240,805: 20,770 50,050 1,266 205,110 178,709 227,146 230,025: 13,659 10,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -9,002: 4,294 -4,013 370 -15,411 -4,749 -10,747 -8,392: 1,745 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 20.8 0.5 85.2 74.2 94.3 95.5: 5.7 4.5
Old : 100.0: 8.6 20.8 0.5 85.2 74.2 94.3 95.5: 5.7 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 : 126: 23 38 9 37 50 65 93:
Old : 126: 23 38 9 37 50 65 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 37.2 69.5 54.4 55.2 34.2 62.8 47.7
Old : 59.3 37.2 69.5 54.4 55.2 34.2 62.8 47.7
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 - Futures Only, September 13, 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 : 43,493: 17,098 16,007 107 14,971 22,164 32,176 38,278: 11,317 5,215
Old : 43,493: 17,098 16,007 107 14,971 22,164 32,176 38,278: 11,317 5,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -22,305: -3,240 2,875 -6,115 -6,357 -12,127 -15,712 -15,367: -6,593 -6,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 36.8 0.2 34.4 51.0 74.0 88.0: 26.0 12.0
Old : 100.0: 39.3 36.8 0.2 34.4 51.0 74.0 88.0: 26.0 12.0
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 : 78: 28 17 1 20 16 48 34:
Old : 78: 28 17 1 20 16 48 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 : 19.4 49.2 33.1 59.9 19.4 49.2 32.6 59.9
Old : 19.4 49.2 33.1 59.9 19.4 49.2 32.6 59.9
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 - Futures Only, September 6, 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 : 65,798: 20,338 13,132 6,222 21,328 34,291 47,888 53,645: 17,910 12,153
Old : 65,798: 20,338 13,132 6,222 21,328 34,291 47,888 53,645: 17,910 12,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 11,597: 797 202 5,865 3,089 3,051 9,751 9,118: 1,846 2,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 20.0 9.5 32.4 52.1 72.8 81.5: 27.2 18.5
Old : 100.0: 30.9 20.0 9.5 32.4 52.1 72.8 81.5: 27.2 18.5
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 : 86: 24 20 15 23 27 58 53:
Old : 86: 24 20 15 23 27 58 53:
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 : 16.3 36.5 28.3 49.4 13.0 36.5 24.1 45.0
Old : 16.3 36.5 28.3 49.4 13.0 36.5 24.1 45.0
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 - Futures Only, September 13, 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 : 28,583: 11,977 1,942 238 13,212 1,339 25,427 3,519: 3,156 25,064
Old : 28,583: 11,977 1,942 238 13,212 1,339 25,427 3,519: 3,156 25,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -10,463: 5,033 -543 -3,251 -7,615 -9,643 -5,833 -13,437: -4,630 2,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 6.8 0.8 46.2 4.7 89.0 12.3: 11.0 87.7
Old : 100.0: 41.9 6.8 0.8 46.2 4.7 89.0 12.3: 11.0 87.7
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 : 28: 14 4 1 7 4 22 8:
Old : 28: 14 4 1 7 4 22 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 : 57.1 7.9 71.6 12.3 57.1 7.9 70.5 10.4
Old : 57.1 7.9 71.6 12.3 57.1 7.9 70.5 10.4
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 - Futures Only, September 6, 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 : 39,046: 6,944 2,485 3,489 20,827 10,982 31,260 16,956: 7,786 22,090
Old : 39,046: 6,944 2,485 3,489 20,827 10,982 31,260 16,956: 7,786 22,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 7,513: 388 596 3,310 1,649 -385 5,347 3,521: 2,166 3,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 6.4 8.9 53.3 28.1 80.1 43.4: 19.9 56.6
Old : 100.0: 17.8 6.4 8.9 53.3 28.1 80.1 43.4: 19.9 56.6
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 : 39: 13 5 9 13 10 28 23:
Old : 39: 13 5 9 13 10 28 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 : 46.6 22.3 57.6 30.7 45.9 21.0 55.2 27.1
Old : 46.6 22.3 57.6 30.7 45.9 21.0 55.2 27.1
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 - Futures Only, September 13, 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 : 41,694: 1,498 3,087 80 21,311 29,347 22,889 32,514: 18,805 9,180
Old : 41,694: 1,498 3,087 80 21,311 29,347 22,889 32,514: 18,805 9,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 2,210: 0 181 80 1,763 801 1,843 1,062: 367 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 7.4 0.2 51.1 70.4 54.9 78.0: 45.1 22.0
Old : 100.0: 3.6 7.4 0.2 51.1 70.4 54.9 78.0: 45.1 22.0
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 : 44: 4 11 1 20 23 25 34:
Old : 44: 4 11 1 20 23 25 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 : 27.9 36.8 38.8 59.0 14.1 28.2 19.1 35.3
Old : 27.9 36.8 38.8 59.0 14.1 28.2 19.1 35.3
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 - Futures Only, September 6, 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 : 39,484: 1,498 2,906 0 19,548 28,546 21,046 31,452: 18,438 8,032
Old : 39,484: 1,498 2,906 0 19,548 28,546 21,046 31,452: 18,438 8,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,039: -212 -164 -45 929 3,391 672 3,182: 1,367 -1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 7.4 0.0 49.5 72.3 53.3 79.7: 46.7 20.3
Old : 100.0: 3.8 7.4 0.0 49.5 72.3 53.3 79.7: 46.7 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 10 0 16 24 20 34:
Old : 42: 4 10 0 16 24 20 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 : 29.4 41.8 40.6 61.3 14.2 31.2 19.6 38.0
Old : 29.4 41.8 40.6 61.3 14.2 31.2 19.6 38.0
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 - Futures Only, September 13, 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 : 115,435: 42,004 26,495 8,192 34,098 69,382 84,294 104,069: 31,141 11,366
Old : 115,435: 42,004 26,495 8,192 34,098 69,382 84,294 104,069: 31,141 11,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 3,260: 2,779 1,836 223 669 841 3,671 2,900: -411 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 23.0 7.1 29.5 60.1 73.0 90.2: 27.0 9.8
Old : 100.0: 36.4 23.0 7.1 29.5 60.1 73.0 90.2: 27.0 9.8
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 : 169: 90 40 21 23 27 120 82:
Old : 169: 90 40 21 23 27 120 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 30.2 34.5 46.3 15.9 25.1 21.5 39.2
Old : 23.3 30.2 34.5 46.3 15.9 25.1 21.5 39.2
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 - Futures Only, September 6, 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 : 112,175: 39,225 24,659 7,969 33,429 68,541 80,623 101,169: 31,552 11,006
Old : 112,175: 39,225 24,659 7,969 33,429 68,541 80,623 101,169: 31,552 11,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -8,128: -4,592 -7,508 17 -1,654 1,353 -6,229 -6,138: -1,899 -1,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 22.0 7.1 29.8 61.1 71.9 90.2: 28.1 9.8
Old : 100.0: 35.0 22.0 7.1 29.8 61.1 71.9 90.2: 28.1 9.8
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 : 165: 86 37 26 24 28 118 84:
Old : 165: 86 37 26 24 28 118 84:
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 29.9 34.4 47.0 15.7 25.3 21.7 40.3
Old : 23.0 29.9 34.4 47.0 15.7 25.3 21.7 40.3
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 - Futures Only, September 13, 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 : 99,329: 33,734 27,483 11,015 40,935 48,211 85,684 86,709: 13,645 12,620
Old : 99,329: 33,734 27,483 11,015 40,935 48,211 85,684 86,709: 13,645 12,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -6,510: -5,092 -1,576 -1,522 809 -3,224 -5,805 -6,322: -705 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 27.7 11.1 41.2 48.5 86.3 87.3: 13.7 12.7
Old : 100.0: 34.0 27.7 11.1 41.2 48.5 86.3 87.3: 13.7 12.7
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 : 177: 63 61 33 43 37 131 109:
Old : 177: 63 61 33 43 37 131 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 40.7 35.9 51.2 25.8 37.2 35.6 47.2
Old : 25.8 40.7 35.9 51.2 25.8 37.2 35.6 47.2
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 - Futures Only, September 6, 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 : 105,839: 38,826 29,059 12,537 40,126 51,435 91,489 93,031: 14,350 12,808
Old : 105,839: 38,826 29,059 12,537 40,126 51,435 91,489 93,031: 14,350 12,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,073: 1,535 1,123 -419 -286 508 830 1,212: 243 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 27.5 11.8 37.9 48.6 86.4 87.9: 13.6 12.1
Old : 100.0: 36.7 27.5 11.8 37.9 48.6 86.4 87.9: 13.6 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 : 187: 67 63 41 42 37 144 114:
Old : 187: 67 63 41 42 37 144 114:
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 : 24.6 39.9 34.7 50.0 24.6 36.1 34.3 45.8
Old : 24.6 39.9 34.7 50.0 24.6 36.1 34.3 45.8
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 - Futures Only, September 13, 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 : 321,200: 175,285 48,487 27,202 63,202 221,991 265,689 297,680: 55,511 23,520
Old : 321,200: 175,285 48,487 27,202 63,202 221,991 265,689 297,680: 55,511 23,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 22,008: 15,363 3,817 625 6,741 16,913 22,729 21,355: -721 653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 15.1 8.5 19.7 69.1 82.7 92.7: 17.3 7.3
Old : 100.0: 54.6 15.1 8.5 19.7 69.1 82.7 92.7: 17.3 7.3
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 : 267: 137 65 31 33 48 195 124:
Old : 267: 137 65 31 33 48 195 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 37.9 38.4 57.3 25.8 37.0 31.6 49.9
Old : 28.9 37.9 38.4 57.3 25.8 37.0 31.6 49.9
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 - Futures Only, September 6, 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 : 299,192: 159,922 44,670 26,577 56,461 205,078 242,960 276,325: 56,232 22,867
Old : 299,192: 159,922 44,670 26,577 56,461 205,078 242,960 276,325: 56,232 22,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 7,298: 1,081 -4,338 3,345 -2,374 6,593 2,052 5,600: 5,246 1,698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 14.9 8.9 18.9 68.5 81.2 92.4: 18.8 7.6
Old : 100.0: 53.5 14.9 8.9 18.9 68.5 81.2 92.4: 18.8 7.6
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 : 242: 124 57 28 31 45 176 114:
Old : 242: 124 57 28 31 45 176 114:
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 : 28.9 38.3 38.3 57.6 25.2 37.2 31.7 50.0
Old : 28.9 38.3 38.3 57.6 25.2 37.2 31.7 50.0
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 - Futures Only, September 13, 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 : 9,299: 4,739 2,276 484 2,572 5,999 7,795 8,759: 1,504 540
Old : 9,299: 4,739 2,276 484 2,572 5,999 7,795 8,759: 1,504 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -17: 41 15 -57 -35 -60 -51 -102: 34 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 24.5 5.2 27.7 64.5 83.8 94.2: 16.2 5.8
Old : 100.0: 51.0 24.5 5.2 27.7 64.5 83.8 94.2: 16.2 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 : 39: 18 4 11 6 6 34 19:
Old : 39: 18 4 11 6 6 34 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 : 53.9 79.0 67.4 88.8 50.5 68.1 59.0 77.7
Old : 53.9 79.0 67.4 88.8 50.5 68.1 59.0 77.7
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 - Futures Only, September 6, 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 : 9,316: 4,698 2,261 541 2,607 6,059 7,846 8,861: 1,470 455
Old : 9,316: 4,698 2,261 541 2,607 6,059 7,846 8,861: 1,470 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 26: 3 -29 21 -36 35 -12 27: 38 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 24.3 5.8 28.0 65.0 84.2 95.1: 15.8 4.9
Old : 100.0: 50.4 24.3 5.8 28.0 65.0 84.2 95.1: 15.8 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 : 39: 18 3 11 6 6 34 19:
Old : 39: 18 3 11 6 6 34 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 : 53.9 79.8 67.6 89.5 50.4 68.6 58.9 77.9
Old : 53.9 79.8 67.6 89.5 50.4 68.6 58.9 77.9
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 - Futures Only, September 13, 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 : 98,300: 28,760 10,267 4,123 47,026 65,431 79,909 79,821: 18,391 18,479
Old : 89,259: 28,630 10,343 1,310 42,912 61,741 72,852 73,394: 16,407 15,865
Other: 9,041: 2,912 2,706 31 4,114 3,690 7,057 6,427: 1,984 2,614
: : :
: : Changes in Commitments from: September 6, 2005 :
: 3,868: 5,406 1,017 287 -2,568 2,972 3,125 4,276: 743 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 10.4 4.2 47.8 66.6 81.3 81.2: 18.7 18.8
Old : 100.0: 32.1 11.6 1.5 48.1 69.2 81.6 82.2: 18.4 17.8
Other: 100.0: 32.2 29.9 0.3 45.5 40.8 78.1 71.1: 21.9 28.9
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 54 20 24 44 57 106 95:
Old : 154: 56 20 11 41 56 101 83:
Other: 65: 12 16 2 13 25 27 41:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 33.6 36.9 44.2 19.5 27.0 28.4 34.3
Old : 27.2 35.8 37.9 46.7 23.8 31.0 33.8 39.6
Other: 55.3 35.3 65.2 50.5 55.3 35.3 65.2 50.5
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 6, 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 : 94,432: 23,354 9,250 3,836 49,594 62,459 76,784 75,545: 17,648 18,887
Old : 87,081: 23,936 9,241 786 46,328 60,958 71,050 70,985: 16,031 16,096
Other: 7,351: 2,467 3,058 1 3,266 1,501 5,734 4,560: 1,617 2,791
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,908: -3,932 2,576 -26 364 -5,771 -3,594 -3,221: 1,686 1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 9.8 4.1 52.5 66.1 81.3 80.0: 18.7 20.0
Old : 100.0: 27.5 10.6 0.9 53.2 70.0 81.6 81.5: 18.4 18.5
Other: 100.0: 33.6 41.6 0.0 44.4 20.4 78.0 62.0: 22.0 38.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 43 16 19 41 54 88 86:
Old : 134: 43 17 9 41 53 87 76:
Other: 54: 10 12 1 11 22 22 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 33.9 41.5 45.1 23.3 26.8 31.8 34.8
Old : 31.5 36.5 42.6 48.1 26.5 30.1 35.8 39.2
Other: 59.5 32.9 70.4 49.7 59.5 32.9 70.4 49.1
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, September 13, 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 : 31,839: 3,788 4,358 797 16,340 17,508 20,925 22,663: 10,914 9,176
Old : 31,650: 3,788 4,358 797 16,249 17,447 20,834 22,602: 10,816 9,048
Other: 189: 0 0 0 91 61 91 61: 98 128
: : :
: : Changes in Commitments from: September 6, 2005 :
: 3,810: 1,538 -1,249 109 46 3,087 1,693 1,947: 2,117 1,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 13.7 2.5 51.3 55.0 65.7 71.2: 34.3 28.8
Old : 100.0: 12.0 13.8 2.5 51.3 55.1 65.8 71.4: 34.2 28.6
Other: 100.0: 0.0 0.0 0.0 48.1 32.3 48.1 32.3: 51.9 67.7
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 10 9 5 22 15 34 28:
Old : 45: 10 9 5 22 15 34 28:
Other: 6: 0 0 0 3 4 3 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 : 31.4 48.5 43.8 58.8 27.2 45.1 36.6 51.2
Old : 31.4 48.8 43.8 59.0 27.1 45.3 36.6 51.5
Other: 48.1 32.3 48.1 32.3 47.6 31.7 47.6 31.7
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, September 6, 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 : 28,029: 2,250 5,607 688 16,294 14,421 19,232 20,716: 8,797 7,313
Old : 27,910: 2,250 5,605 688 16,263 14,393 19,201 20,686: 8,709 7,224
Other: 119: 0 2 0 31 28 31 30: 88 89
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,875: 200 427 115 -3,233 -3,066 -2,918 -2,524: 43 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 20.0 2.5 58.1 51.5 68.6 73.9: 31.4 26.1
Old : 100.0: 8.1 20.1 2.5 58.3 51.6 68.8 74.1: 31.2 25.9
Other: 100.0: 0.0 1.7 0.0 26.1 23.5 26.1 25.2: 73.9 74.8
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 7 10 4 24 17 33 30:
Old : 47: 7 10 4 23 17 32 30:
Other: 8: 0 1 0 2 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 : 30.5 48.2 43.1 57.3 30.5 46.3 40.4 53.2
Old : 30.5 48.4 43.2 57.5 30.5 46.5 40.5 53.4
Other: 26.1 23.5 26.1 25.2 26.1 23.5 26.1 25.2
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, September 13, 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 : 104,571: 20,454 34,577 4,932 67,469 53,731 92,855 93,240: 11,716 11,331
Old : 103,857: 20,545 34,677 4,741 66,925 53,268 92,211 92,686: 11,646 11,171
Other: 714: 100 91 0 544 463 644 554: 70 160
: : :
: : Changes in Commitments from: September 6, 2005 :
: -2,527: -657 -7,409 89 -1,040 5,494 -1,608 -1,826: -919 -701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 33.1 4.7 64.5 51.4 88.8 89.2: 11.2 10.8
Old : 100.0: 19.8 33.4 4.6 64.4 51.3 88.8 89.2: 11.2 10.8
Other: 100.0: 14.0 12.7 0.0 76.2 64.8 90.2 77.6: 9.8 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 51 66 36 51 49 126 131:
Old : 190: 51 67 34 51 49 125 130:
Other: 14: 1 1 0 6 6 7 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 : 25.2 31.1 40.2 39.0 25.2 27.8 36.6 34.6
Old : 25.4 31.3 40.4 39.3 25.4 28.0 37.2 34.8
Other: 76.3 69.2 90.2 77.6 76.3 69.2 90.2 77.6
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, September 6, 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 : 107,098: 21,111 41,986 4,843 68,509 48,237 94,463 95,066: 12,635 12,032
Old : 106,364: 21,191 42,135 4,602 67,995 47,801 93,788 94,538: 12,576 11,826
Other: 734: 160 91 1 514 436 675 528: 59 206
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,719: 1,100 -1,631 896 634 2,697 2,630 1,962: 89 757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 39.2 4.5 64.0 45.0 88.2 88.8: 11.8 11.2
Old : 100.0: 19.9 39.6 4.3 63.9 44.9 88.2 88.9: 11.8 11.1
Other: 100.0: 21.8 12.4 0.1 70.0 59.4 92.0 71.9: 8.0 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 58 75 41 53 44 133 141:
Old : 204: 57 77 39 53 44 132 140:
Other: 15: 2 1 1 6 6 8 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 : 24.5 28.5 38.9 36.8 24.5 26.4 37.2 33.8
Old : 24.7 28.7 39.1 37.0 24.7 26.5 37.7 34.0
Other: 74.3 63.6 92.0 71.9 74.3 63.6 91.8 71.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, September 13, 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 : 23,695: 7,954 6,212 1,185 11,464 14,256 20,603 21,653: 3,092 2,042
Old : 18,346: 7,028 6,190 0 8,717 10,440 15,745 16,630: 2,601 1,716
Other: 5,349: 1,797 893 314 2,747 3,816 4,858 5,023: 491 326
: : :
: : Changes in Commitments from: September 6, 2005 :
: 60: 163 810 -305 34 -576 -108 -71: 168 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 26.2 5.0 48.4 60.2 87.0 91.4: 13.0 8.6
Old : 100.0: 38.3 33.7 0.0 47.5 56.9 85.8 90.6: 14.2 9.4
Other: 100.0: 33.6 16.7 5.9 51.4 71.3 90.8 93.9: 9.2 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 28 32 13 26 14 64 51:
Old : 93: 29 31 0 26 13 55 44:
Other: 40: 12 11 10 12 8 32 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 44.1 50.2 60.5 33.9 43.6 49.5 59.6
Old : 39.5 45.2 54.7 60.0 39.5 44.8 54.3 59.6
Other: 45.6 71.4 70.2 81.3 43.8 70.6 66.5 78.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, September 6, 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 : 23,635: 7,791 5,402 1,490 11,430 14,832 20,711 21,724: 2,924 1,911
Old : 18,707: 7,455 5,710 0 8,768 11,454 16,223 17,164: 2,484 1,543
Other: 4,928: 1,606 962 220 2,662 3,378 4,488 4,560: 440 368
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,133: -107 601 -1 -926 -1,874 -1,034 -1,274: -99 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 22.9 6.3 48.4 62.8 87.6 91.9: 12.4 8.1
Old : 100.0: 39.9 30.5 0.0 46.9 61.2 86.7 91.8: 13.3 8.2
Other: 100.0: 32.6 19.5 4.5 54.0 68.5 91.1 92.5: 8.9 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 30 29 14 25 14 63 51:
Old : 93: 29 31 0 25 13 54 44:
Other: 37: 14 8 8 11 7 29 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 47.7 50.4 63.2 33.9 47.0 49.8 62.2
Old : 38.7 43.8 53.5 62.6 38.7 43.4 53.1 61.8
Other: 47.2 75.5 71.7 83.5 45.8 75.3 68.3 82.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, September 13, 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 : 113,870: 23,801 16,899 1,741 82,232 91,324 107,774 109,964: 6,096 3,906
Old : 100,065: 23,961 17,137 1,144 69,091 77,979 94,196 96,260: 5,869 3,805
Other: 13,805: 238 160 199 13,141 13,345 13,578 13,704: 227 101
: : :
: : Changes in Commitments from: September 6, 2005 :
: -1,307: 3,242 -2,899 420 -3,612 2,901 50 422: -1,357 -1,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 14.8 1.5 72.2 80.2 94.6 96.6: 5.4 3.4
Old : 100.0: 23.9 17.1 1.1 69.0 77.9 94.1 96.2: 5.9 3.8
Other: 100.0: 1.7 1.2 1.4 95.2 96.7 98.4 99.3: 1.6 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 45 38 12 49 34 103 78:
Old : 142: 45 40 11 48 34 102 77:
Other: 24: 3 1 3 14 11 17 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 37.7 53.5 56.0 23.3 28.2 33.0 37.1
Old : 35.6 35.7 54.4 53.7 29.9 29.4 42.3 41.8
Other: 63.3 88.7 86.8 97.6 47.7 68.1 63.1 69.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, September 6, 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 : 115,177: 20,559 19,798 1,321 85,844 88,423 107,724 109,542: 7,453 5,635
Old : 101,750: 20,709 19,970 936 72,865 75,358 94,510 96,264: 7,240 5,486
Other: 13,427: 182 160 53 12,979 13,065 13,214 13,278: 213 149
: : :
: : Changes in Commitments from: August 30, 2005 :
: -16,884: -4,974 -19,396 -1,371 -9,192 5,798 -15,537 -14,969: -1,347 -1,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 17.2 1.1 74.5 76.8 93.5 95.1: 6.5 4.9
Old : 100.0: 20.4 19.6 0.9 71.6 74.1 92.9 94.6: 7.1 5.4
Other: 100.0: 1.4 1.2 0.4 96.7 97.3 98.4 98.9: 1.6 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 41 37 10 50 36 96 80:
Old : 139: 42 37 9 49 36 95 79:
Other: 23: 2 1 2 15 10 17 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 37.2 55.1 53.7 23.3 26.6 35.7 36.0
Old : 36.6 34.6 56.2 51.5 30.0 28.3 44.0 40.2
Other: 64.9 88.5 89.1 98.4 48.9 65.7 64.7 69.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, September 13, 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 : 468,489: 179,403 31,098 28,108 180,774 367,187 388,285 426,393: 80,204 42,096
Old : 468,489: 179,403 31,098 28,108 180,774 367,187 388,285 426,393: 80,204 42,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -15,145: 7,057 -11,642 -19,949 2,964 30,600 -9,928 -991: -5,217 -14,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 6.6 6.0 38.6 78.4 82.9 91.0: 17.1 9.0
Old : 100.0: 38.3 6.6 6.0 38.6 78.4 82.9 91.0: 17.1 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 : 168: 66 32 38 54 53 143 102:
Old : 168: 66 32 38 54 53 143 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 30.9 28.1 48.1 14.9 25.3 24.7 39.3
Old : 17.2 30.9 28.1 48.1 14.9 25.3 24.7 39.3
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 - Futures Only, September 6, 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 : 483,634: 172,346 42,740 48,057 177,810 336,587 398,213 427,384: 85,421 56,250
Old : 483,634: 172,346 42,740 48,057 177,810 336,587 398,213 427,384: 85,421 56,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 8,649: 9,054 -3,408 2,492 -9,241 -1,107 2,305 -2,023: 6,344 10,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 8.8 9.9 36.8 69.6 82.3 88.4: 17.7 11.6
Old : 100.0: 35.6 8.8 9.9 36.8 69.6 82.3 88.4: 17.7 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 : 181: 66 40 49 57 50 160 109:
Old : 181: 66 40 49 57 50 160 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 28.0 24.6 44.9 14.4 24.9 23.3 38.1
Old : 14.4 28.0 24.6 44.9 14.4 24.9 23.3 38.1
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 - Futures Only, September 13, 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 : 84,539: 19,096 19,616 9,061 48,296 49,080 76,453 77,757: 8,086 6,782
Old : 83,584: 19,067 20,054 8,534 47,975 48,412 75,576 77,000: 8,008 6,584
Other: 955: 492 25 64 321 668 877 757: 78 198
: : :
: : Changes in Commitments from: September 6, 2005 :
: -954: -2,186 697 359 1,584 -2,280 -243 -1,224: -711 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 23.2 10.7 57.1 58.1 90.4 92.0: 9.6 8.0
Old : 100.0: 22.8 24.0 10.2 57.4 57.9 90.4 92.1: 9.6 7.9
Other: 100.0: 51.5 2.6 6.7 33.6 69.9 91.8 79.3: 8.2 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 84 78 44 91 78 204 181:
Old : 285: 85 81 44 91 78 204 181:
Other: 35: 6 1 2 14 17 20 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 21.7 33.2 34.2 19.5 17.3 30.5 26.1
Old : 20.1 22.0 33.6 34.5 19.7 17.5 30.8 26.4
Other: 59.7 40.8 77.8 64.6 53.0 40.8 68.9 61.5
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, September 6, 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 : 85,493: 21,282 18,919 8,702 46,712 51,360 76,696 78,981: 8,797 6,512
Old : 84,637: 21,228 19,389 8,226 46,467 50,679 75,921 78,294: 8,716 6,343
Other: 856: 524 0 6 245 681 775 687: 81 169
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,737: 1,088 -292 1,437 -470 1,877 2,055 3,022: 682 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 22.1 10.2 54.6 60.1 89.7 92.4: 10.3 7.6
Old : 100.0: 25.1 22.9 9.7 54.9 59.9 89.7 92.5: 10.3 7.5
Other: 100.0: 61.2 0.0 0.7 28.6 79.6 90.5 80.3: 9.5 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 84 77 36 91 83 199 179:
Old : 283: 83 79 36 90 83 197 179:
Other: 29: 4 0 1 10 17 14 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 21.9 34.1 34.5 20.5 17.7 31.2 26.5
Old : 20.7 22.0 34.4 34.7 20.7 17.8 31.5 26.6
Other: 66.1 45.6 83.8 70.7 65.4 45.6 83.1 70.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, September 13, 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 : 18,149: 4,218 4,187 2,131 10,088 8,733 16,437 15,051: 1,712 3,098
Old : 18,149: 4,218 4,187 2,131 10,088 8,733 16,437 15,051: 1,712 3,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -2,717: -1,662 -7,048 -572 -1,058 4,481 -3,292 -3,139: 575 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 23.1 11.7 55.6 48.1 90.6 82.9: 9.4 17.1
Old : 100.0: 23.2 23.1 11.7 55.6 48.1 90.6 82.9: 9.4 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 : 41: 9 19 5 7 8 20 29:
Old : 41: 9 19 5 7 8 20 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 : 63.5 57.8 84.1 69.6 53.2 40.5 61.9 48.0
Old : 63.5 57.8 84.1 69.6 53.2 40.5 61.9 48.0
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 - Futures Only, September 6, 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 : 20,866: 5,880 11,235 2,703 11,146 4,252 19,729 18,190: 1,137 2,676
Old : 20,866: 5,880 11,235 2,703 11,146 4,252 19,729 18,190: 1,137 2,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,369: -632 8,713 293 4,616 -6,071 4,277 2,935: -908 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 53.8 13.0 53.4 20.4 94.6 87.2: 5.4 12.8
Old : 100.0: 28.2 53.8 13.0 53.4 20.4 94.6 87.2: 5.4 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 : 41: 8 19 8 8 6 21 30:
Old : 41: 8 19 8 8 6 21 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 : 67.8 47.0 86.1 67.5 65.9 43.2 76.0 58.3
Old : 67.8 47.0 86.1 67.5 65.9 43.2 76.0 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 20,549: 8,134 419 0 8,399 16,092 16,533 16,511: 4,016 4,038
Old : 20,549: 8,134 419 0 8,399 16,092 16,533 16,511: 4,016 4,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 2.0 0.0 40.9 78.3 80.5 80.3: 19.5 19.7
Old : 100.0: 39.6 2.0 0.0 40.9 78.3 80.5 80.3: 19.5 19.7
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 : 20: 5 1 0 6 13 11 14:
Old : 20: 5 1 0 6 13 11 14:
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 : 48.8 44.1 70.0 64.3 42.3 38.0 57.9 54.0
Old : 48.8 44.1 70.0 64.3 42.3 38.0 57.9 54.0
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 - Futures Only, September 13, 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 : 169,113: 22,966 17,941 23,202 89,562 104,914 135,730 146,057: 33,383 23,056
Old : 169,113: 22,966 17,941 23,202 89,562 104,914 135,730 146,057: 33,383 23,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -9,633: -7,341 -489 -676 425 -9,077 -7,592 -10,242: -2,041 609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 10.6 13.7 53.0 62.0 80.3 86.4: 19.7 13.6
Old : 100.0: 13.6 10.6 13.7 53.0 62.0 80.3 86.4: 19.7 13.6
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 : 129: 36 28 41 56 56 116 103:
Old : 129: 36 28 41 56 56 116 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 19.3 28.9 29.0 13.4 13.7 18.7 20.3
Old : 17.7 19.3 28.9 29.0 13.4 13.7 18.7 20.3
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 - Futures Only, September 6, 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 : 178,746: 30,307 18,430 23,878 89,137 113,991 143,322 156,299: 35,424 22,447
Old : 178,746: 30,307 18,430 23,878 89,137 113,991 143,322 156,299: 35,424 22,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -4,262: -1,029 -3,565 -209 -1,419 2,591 -2,657 -1,183: -1,605 -3,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 10.3 13.4 49.9 63.8 80.2 87.4: 19.8 12.6
Old : 100.0: 17.0 10.3 13.4 49.9 63.8 80.2 87.4: 19.8 12.6
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 : 128: 35 27 40 56 56 117 99:
Old : 128: 35 27 40 56 56 117 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 21.5 27.7 31.8 12.7 15.3 18.6 21.9
Old : 16.6 21.5 27.7 31.8 12.7 15.3 18.6 21.9
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 - Futures Only, September 13, 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 : 541,075: 63,019 73,800 168,821 233,393 270,573 465,233 513,194: 75,842 27,881
Old : 541,075: 63,019 73,800 168,821 233,393 270,573 465,233 513,194: 75,842 27,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 21,348: 2,706 4,883 7,342 7,515 13,150 17,563 25,375: 3,785 -4,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.6 31.2 43.1 50.0 86.0 94.8: 14.0 5.2
Old : 100.0: 11.6 13.6 31.2 43.1 50.0 86.0 94.8: 14.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 57 45 65 96 81 190 159:
Old : 206: 57 45 65 96 81 190 159:
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 25.5 29.6 39.2 6.9 12.8 11.0 19.6
Old : 19.0 25.5 29.6 39.2 6.9 12.8 11.0 19.6
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 - Futures Only, September 6, 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 : 519,727: 60,313 68,917 161,479 225,878 257,423 447,670 487,819: 72,057 31,908
Old : 519,727: 60,313 68,917 161,479 225,878 257,423 447,670 487,819: 72,057 31,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 21,766: -170 -762 11,739 7,514 8,748 19,083 19,725: 2,683 2,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.3 31.1 43.5 49.5 86.1 93.9: 13.9 6.1
Old : 100.0: 11.6 13.3 31.1 43.5 49.5 86.1 93.9: 13.9 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 58 44 72 95 80 190 163:
Old : 204: 58 44 72 95 80 190 163:
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 : 18.7 23.9 29.5 37.1 7.2 12.0 11.4 18.7
Old : 18.7 23.9 29.5 37.1 7.2 12.0 11.4 18.7
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 - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 41,085: 0 2,655 5,525 30,602 25,876 36,127 34,056: 4,958 7,029
Old : 41,085: 0 2,655 5,525 30,602 25,876 36,127 34,056: 4,958 7,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 164: 0 -939 596 -434 147 162 -196: 2 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 13.4 74.5 63.0 87.9 82.9: 12.1 17.1
Old : 100.0: 0.0 6.5 13.4 74.5 63.0 87.9 82.9: 12.1 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 : 23: 0 3 2 16 14 18 17:
Old : 23: 0 3 2 16 14 18 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 : 46.8 41.8 71.3 64.6 39.3 32.8 58.7 52.4
Old : 46.8 41.8 71.3 64.6 39.3 32.8 58.7 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 40,921: 0 3,594 4,929 31,036 25,729 35,965 34,252: 4,956 6,669
Old : 40,921: 0 3,594 4,929 31,036 25,729 35,965 34,252: 4,956 6,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -815: -2,688 -205 2,380 -2,016 -3,018 -2,324 -843: 1,509 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.8 12.0 75.8 62.9 87.9 83.7: 12.1 16.3
Old : 100.0: 0.0 8.8 12.0 75.8 62.9 87.9 83.7: 12.1 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 : 23: 0 3 2 16 14 18 17:
Old : 23: 0 3 2 16 14 18 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 : 45.5 43.1 70.6 66.0 39.4 33.2 59.4 53.0
Old : 45.5 43.1 70.6 66.0 39.4 33.2 59.4 53.0
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 - Futures Only, September 13, 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 : 108,000: 9,796 4,130 1,931 86,758 97,461 98,485 103,522: 9,515 4,478
Old : 108,000: 9,796 4,130 1,931 86,758 97,461 98,485 103,522: 9,515 4,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 2,006: 321 -1,170 -2,465 3,995 5,757 1,851 2,122: 155 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 3.8 1.8 80.3 90.2 91.2 95.9: 8.8 4.1
Old : 100.0: 9.1 3.8 1.8 80.3 90.2 91.2 95.9: 8.8 4.1
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 : 38: 4 2 5 26 30 32 35:
Old : 38: 4 2 5 26 30 32 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 : 54.9 35.9 67.0 58.0 51.9 32.0 59.2 52.5
Old : 54.9 35.9 67.0 58.0 51.9 32.0 59.2 52.5
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 - Futures Only, September 6, 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 : 105,994: 9,475 5,300 4,396 82,763 91,704 96,634 101,400: 9,360 4,594
Old : 105,994: 9,475 5,300 4,396 82,763 91,704 96,634 101,400: 9,360 4,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -6,430: -656 -60 -916 -2,082 -5,030 -3,654 -6,006: -2,776 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.0 4.1 78.1 86.5 91.2 95.7: 8.8 4.3
Old : 100.0: 8.9 5.0 4.1 78.1 86.5 91.2 95.7: 8.8 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 : 38: 4 2 4 25 29 30 34:
Old : 38: 4 2 4 25 29 30 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 : 54.2 36.6 67.6 58.4 50.3 33.0 59.2 53.4
Old : 54.2 36.6 67.6 58.4 50.3 33.0 59.2 53.4
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 - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,284: 5,700 8,832 1,364 49,018 41,302 56,082 51,498: 3,202 7,786
Old : 59,284: 5,700 8,832 1,364 49,018 41,302 56,082 51,498: 3,202 7,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -54: 780 -1,989 -151 192 1,410 821 -730: -875 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 14.9 2.3 82.7 69.7 94.6 86.9: 5.4 13.1
Old : 100.0: 9.6 14.9 2.3 82.7 69.7 94.6 86.9: 5.4 13.1
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: 3 2 1 20 17 23 20:
Old : 29: 3 2 1 20 17 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 42.1 79.5 65.7 50.5 34.8 66.3 53.8
Old : 56.9 42.1 79.5 65.7 50.5 34.8 66.3 53.8
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 - Futures Only, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,338: 4,920 10,821 1,515 48,826 39,892 55,261 52,228: 4,077 7,110
Old : 59,338: 4,920 10,821 1,515 48,826 39,892 55,261 52,228: 4,077 7,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -16,711: -12,572 -3,746 -1,169 -2,792 -11,624 -16,533 -16,539: -178 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 18.2 2.6 82.3 67.2 93.1 88.0: 6.9 12.0
Old : 100.0: 8.3 18.2 2.6 82.3 67.2 93.1 88.0: 6.9 12.0
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: 2 3 2 20 17 23 21:
Old : 29: 2 3 2 20 17 23 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 : 57.0 39.8 80.5 63.5 50.9 34.8 66.8 53.9
Old : 57.0 39.8 80.5 63.5 50.9 34.8 66.8 53.9
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 - Futures Only, September 13, 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 : 63,677: 188 19,517 1,700 58,035 39,969 59,923 61,186: 3,754 2,491
Old : 63,677: 188 19,517 1,700 58,035 39,969 59,923 61,186: 3,754 2,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -1,331: 0 -5,618 276 -608 4,011 -332 -1,331: -999 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 30.6 2.7 91.1 62.8 94.1 96.1: 5.9 3.9
Old : 100.0: 0.3 30.6 2.7 91.1 62.8 94.1 96.1: 5.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 3 21 20 24 24:
Old : 27: 1 3 3 21 20 24 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 : 41.9 51.8 64.1 72.7 35.0 44.0 50.4 58.7
Old : 41.9 51.8 64.1 72.7 35.0 44.0 50.4 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, September 6, 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 : 65,008: 188 25,135 1,424 58,643 35,958 60,255 62,517: 4,753 2,491
Old : 65,008: 188 25,135 1,424 58,643 35,958 60,255 62,517: 4,753 2,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -3,768: 188 4,993 -2,016 -3,256 -6,902 -5,084 -3,925: 1,316 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 38.7 2.2 90.2 55.3 92.7 96.2: 7.3 3.8
Old : 100.0: 0.3 38.7 2.2 90.2 55.3 92.7 96.2: 7.3 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 : 27: 1 3 4 21 20 25 24:
Old : 27: 1 3 4 21 20 25 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 : 43.1 53.1 64.7 72.4 32.3 45.6 46.9 58.9
Old : 43.1 53.1 64.7 72.4 32.3 45.6 46.9 58.9
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 - Futures Only, September 13, 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 : 62,656: 19,001 14,194 2,004 36,126 39,574 57,131 55,772: 5,525 6,884
Old : 62,656: 19,001 14,194 2,004 36,126 39,574 57,131 55,772: 5,525 6,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 6,546: 4,906 1,172 888 759 2,627 6,553 4,687: -7 1,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 22.7 3.2 57.7 63.2 91.2 89.0: 8.8 11.0
Old : 100.0: 30.3 22.7 3.2 57.7 63.2 91.2 89.0: 8.8 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 : 29: 2 5 4 19 19 23 26:
Old : 29: 2 5 4 19 19 23 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 : 52.9 42.1 72.3 59.1 48.4 40.8 60.7 56.4
Old : 52.9 42.1 72.3 59.1 48.4 40.8 60.7 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, September 6, 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 : 56,110: 14,095 13,022 1,116 35,367 36,947 50,578 51,085: 5,532 5,025
Old : 56,110: 14,095 13,022 1,116 35,367 36,947 50,578 51,085: 5,532 5,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -8,034: -28 -1,219 -1,646 -5,739 -4,084 -7,413 -6,949: -621 -1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 23.2 2.0 63.0 65.8 90.1 91.0: 9.9 9.0
Old : 100.0: 25.1 23.2 2.0 63.0 65.8 90.1 91.0: 9.9 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 : 30: 2 4 3 20 21 23 27:
Old : 30: 2 4 3 20 21 23 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 : 48.5 39.5 69.4 58.5 43.5 37.8 56.3 55.2
Old : 48.5 39.5 69.4 58.5 43.5 37.8 56.3 55.2
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 - Futures Only, September 13, 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 : 61,000: 211 0 2,597 57,436 52,375 60,244 54,972: 756 6,028
Old : 61,000: 211 0 2,597 57,436 52,375 60,244 54,972: 756 6,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 400: -192 0 608 -237 176 179 784: 221 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 4.3 94.2 85.9 98.8 90.1: 1.2 9.9
Old : 100.0: 0.3 0.0 4.3 94.2 85.9 98.8 90.1: 1.2 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 20 20 21 21:
Old : 25: 1 0 1 20 20 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 : 62.9 39.5 80.9 66.1 55.8 38.1 65.0 53.1
Old : 62.9 39.5 80.9 66.1 55.8 38.1 65.0 53.1
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 - Futures Only, September 6, 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 : 60,600: 403 0 1,989 57,673 52,199 60,065 54,188: 535 6,412
Old : 60,600: 403 0 1,989 57,673 52,199 60,065 54,188: 535 6,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,443: 403 -2,219 43 -2,678 -1,367 -2,232 -3,543: -211 1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 3.3 95.2 86.1 99.1 89.4: 0.9 10.6
Old : 100.0: 0.7 0.0 3.3 95.2 86.1 99.1 89.4: 0.9 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 19 20 20 21:
Old : 24: 1 0 1 19 20 20 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 : 65.7 39.7 82.5 66.8 57.8 37.3 65.4 52.8
Old : 65.7 39.7 82.5 66.8 57.8 37.3 65.4 52.8
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 - Futures Only, September 13, 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 : 64,975: 0 11,953 772 59,754 47,536 60,526 60,261: 4,449 4,714
Old : 64,975: 0 11,953 772 59,754 47,536 60,526 60,261: 4,449 4,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -525: 0 -4,670 710 1,776 3,734 2,486 -226: -3,011 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.4 1.2 92.0 73.2 93.2 92.7: 6.8 7.3
Old : 100.0: 0.0 18.4 1.2 92.0 73.2 93.2 92.7: 6.8 7.3
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 : 31: 0 2 2 23 22 25 24:
Old : 31: 0 2 2 23 22 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 50.1 56.0 76.8 24.3 43.8 38.9 54.3
Old : 33.8 50.1 56.0 76.8 24.3 43.8 38.9 54.3
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 - Futures Only, September 6, 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 : 65,500: 0 16,623 62 57,978 43,802 58,040 60,487: 7,460 5,013
Old : 65,500: 0 16,623 62 57,978 43,802 58,040 60,487: 7,460 5,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -3,162: 0 1,166 -460 -2,656 -3,818 -3,116 -3,112: -46 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.4 0.1 88.5 66.9 88.6 92.3: 11.4 7.7
Old : 100.0: 0.0 25.4 0.1 88.5 66.9 88.6 92.3: 11.4 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 22 20 23 22:
Old : 28: 0 2 1 22 20 23 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 : 34.9 49.5 57.1 78.8 25.1 47.7 40.1 57.9
Old : 34.9 49.5 57.1 78.8 25.1 47.7 40.1 57.9
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 - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,232: 18,444 0 2,376 40,641 57,715 61,461 60,091: 4,771 6,141
Old : 66,232: 18,444 0 2,376 40,641 57,715 61,461 60,091: 4,771 6,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -1,148: -3,820 -565 -544 2,671 -74 -1,693 -1,183: 545 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 0.0 3.6 61.4 87.1 92.8 90.7: 7.2 9.3
Old : 100.0: 27.8 0.0 3.6 61.4 87.1 92.8 90.7: 7.2 9.3
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 : 26: 2 0 2 18 22 20 24:
Old : 26: 2 0 2 18 22 20 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 : 60.2 49.0 77.1 67.3 41.1 29.8 50.0 40.6
Old : 60.2 49.0 77.1 67.3 41.1 29.8 50.0 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,380: 22,264 565 2,920 37,970 57,789 63,154 61,274: 4,226 6,106
Old : 67,380: 22,264 565 2,920 37,970 57,789 63,154 61,274: 4,226 6,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -8,444: -3,267 -270 -1,213 -4,408 -7,561 -8,888 -9,044: 444 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 0.8 4.3 56.4 85.8 93.7 90.9: 6.3 9.1
Old : 100.0: 33.0 0.8 4.3 56.4 85.8 93.7 90.9: 6.3 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 : 27: 3 1 3 18 21 21 25:
Old : 27: 3 1 3 18 21 21 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 : 58.6 49.9 76.2 67.9 42.2 31.0 50.7 42.1
Old : 58.6 49.9 76.2 67.9 42.2 31.0 50.7 42.1
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 - Futures Only, September 13, 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 : 44,057: 1,022 0 4,682 33,751 30,308 39,455 34,990: 4,602 9,067
Old : 44,057: 1,022 0 4,682 33,751 30,308 39,455 34,990: 4,602 9,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 6,130: -370 -648 1,520 4,281 6,238 5,431 7,110: 699 -980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 10.6 76.6 68.8 89.6 79.4: 10.4 20.6
Old : 100.0: 2.3 0.0 10.6 76.6 68.8 89.6 79.4: 10.4 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 0 2 17 16 20 18:
Old : 24: 3 0 2 17 16 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 : 46.1 33.7 71.8 58.1 39.3 29.9 53.7 44.1
Old : 46.1 33.7 71.8 58.1 39.3 29.9 53.7 44.1
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 - Futures Only, September 6, 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 : 37,927: 1,392 648 3,162 29,470 24,070 34,024 27,880: 3,903 10,047
Old : 37,927: 1,392 648 3,162 29,470 24,070 34,024 27,880: 3,903 10,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -4,426: 325 -2,935 382 -6,887 -1,827 -6,180 -4,380: 1,754 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.7 8.3 77.7 63.5 89.7 73.5: 10.3 26.5
Old : 100.0: 3.7 1.7 8.3 77.7 63.5 89.7 73.5: 10.3 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 2 17 15 21 17:
Old : 24: 3 1 2 17 15 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 31.3 70.0 56.8 37.3 26.5 51.9 37.7
Old : 47.6 31.3 70.0 56.8 37.3 26.5 51.9 37.7
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 - Futures Only, September 13, 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 : 1,265,203: 326,522 54,937 244,076 674,743 955,079 1,245,341 1,254,092: 19,862 11,111
Old : 1,265,203: 326,522 54,937 244,076 674,743 955,079 1,245,341 1,254,092: 19,862 11,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 34,749: 4,119 -570 5,497 24,047 28,427 33,663 33,354: 1,086 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 4.3 19.3 53.3 75.5 98.4 99.1: 1.6 0.9
Old : 100.0: 25.8 4.3 19.3 53.3 75.5 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 : 128: 26 12 35 81 79 118 116:
Old : 128: 26 12 35 81 79 118 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 26.7 41.4 41.7 18.8 17.2 29.1 29.3
Old : 26.5 26.7 41.4 41.7 18.8 17.2 29.1 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, September 6, 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 : 1,230,454: 322,403 55,507 238,579 650,696 926,652 1,211,678 1,220,738: 18,776 9,716
Old : 1,230,454: 322,403 55,507 238,579 650,696 926,652 1,211,678 1,220,738: 18,776 9,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 19,523: 5,129 1,604 5,531 11,169 15,221 21,829 22,356: -2,306 -2,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 4.5 19.4 52.9 75.3 98.5 99.2: 1.5 0.8
Old : 100.0: 26.2 4.5 19.4 52.9 75.3 98.5 99.2: 1.5 0.8
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 : 127: 28 10 35 81 79 117 116:
Old : 127: 28 10 35 81 79 117 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 26.0 42.3 40.7 19.7 16.7 29.3 28.4
Old : 26.9 26.0 42.3 40.7 19.7 16.7 29.3 28.4
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 - Futures Only, September 13, 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 : 218,300: 50,977 46,092 57,831 107,121 111,211 215,929 215,134: 2,371 3,166
Old : 218,300: 50,977 46,092 57,831 107,121 111,211 215,929 215,134: 2,371 3,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 13,468: 750 4,479 5,903 6,817 3,939 13,470 14,321: -2 -853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 21.1 26.5 49.1 50.9 98.9 98.5: 1.1 1.5
Old : 100.0: 23.4 21.1 26.5 49.1 50.9 98.9 98.5: 1.1 1.5
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 : 51: 13 7 18 29 30 48 49:
Old : 51: 13 7 18 29 30 48 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 : 32.0 44.8 56.0 62.5 22.7 26.2 34.0 36.3
Old : 32.0 44.8 56.0 62.5 22.7 26.2 34.0 36.3
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 - Futures Only, September 6, 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 : 204,832: 50,227 41,613 51,928 100,304 107,272 202,459 200,813: 2,373 4,019
Old : 204,832: 50,227 41,613 51,928 100,304 107,272 202,459 200,813: 2,373 4,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 13,171: 8,456 2,408 -633 5,365 10,926 13,188 12,701: -17 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 20.3 25.4 49.0 52.4 98.8 98.0: 1.2 2.0
Old : 100.0: 24.5 20.3 25.4 49.0 52.4 98.8 98.0: 1.2 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 : 50: 12 7 17 29 30 47 48:
Old : 50: 12 7 17 29 30 47 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 : 34.6 43.5 58.0 62.8 25.6 24.8 35.4 36.8
Old : 34.6 43.5 58.0 62.8 25.6 24.8 35.4 36.8
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 - Futures Only, September 13, 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 : 80,852: 23,679 7,620 16,925 40,100 56,207 80,704 80,752: 148 100
Old : 80,852: 23,679 7,620 16,925 40,100 56,207 80,704 80,752: 148 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 810: 1,740 1,440 -1,260 700 1,050 1,180 1,230: -370 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 9.4 20.9 49.6 69.5 99.8 99.9: 0.2 0.1
Old : 100.0: 29.3 9.4 20.9 49.6 69.5 99.8 99.9: 0.2 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 : 51: 3 8 9 36 38 45 49:
Old : 51: 3 8 9 36 38 45 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 : 58.8 44.4 71.7 65.3 42.6 40.2 49.4 51.2
Old : 58.8 44.4 71.7 65.3 42.6 40.2 49.4 51.2
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 - Futures Only, September 6, 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 : 80,042: 21,939 6,180 18,185 39,400 55,157 79,524 79,522: 518 520
Old : 80,042: 21,939 6,180 18,185 39,400 55,157 79,524 79,522: 518 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -5,942: -3,143 440 -1,617 -1,395 -4,868 -6,155 -6,045: 213 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 7.7 22.7 49.2 68.9 99.4 99.4: 0.6 0.6
Old : 100.0: 27.4 7.7 22.7 49.2 68.9 99.4 99.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 7 9 36 36 45 47:
Old : 50: 3 7 9 36 36 45 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 : 57.1 44.0 70.9 65.9 40.5 40.5 46.7 49.8
Old : 57.1 44.0 70.9 65.9 40.5 40.5 46.7 49.8
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 - Futures Only, September 13, 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 : 25,241: 2,322 5,211 2,422 19,210 16,971 23,954 24,604: 1,287 637
Old : 25,241: 2,322 5,211 2,422 19,210 16,971 23,954 24,604: 1,287 637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 176: 208 143 -225 841 522 824 440: -648 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 20.6 9.6 76.1 67.2 94.9 97.5: 5.1 2.5
Old : 100.0: 9.2 20.6 9.6 76.1 67.2 94.9 97.5: 5.1 2.5
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 : 34: 2 4 5 20 23 26 28:
Old : 34: 2 4 5 20 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 : 58.9 49.7 75.8 70.3 55.4 42.7 64.6 56.7
Old : 58.9 49.7 75.8 70.3 55.4 42.7 64.6 56.7
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 - Futures Only, September 6, 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 : 25,065: 2,114 5,068 2,647 18,369 16,449 23,130 24,164: 1,935 901
Old : 25,065: 2,114 5,068 2,647 18,369 16,449 23,130 24,164: 1,935 901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,988: -44 322 -571 -909 -1,483 -1,524 -1,732: -464 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 20.2 10.6 73.3 65.6 92.3 96.4: 7.7 3.6
Old : 100.0: 8.4 20.2 10.6 73.3 65.6 92.3 96.4: 7.7 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 : 32: 2 4 4 19 23 24 28:
Old : 32: 2 4 4 19 23 24 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 : 55.8 50.4 73.6 68.6 51.0 40.9 60.3 53.0
Old : 55.8 50.4 73.6 68.6 51.0 40.9 60.3 53.0
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 - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,957: 260 3,513 1,791 6,550 4,145 8,601 9,449: 1,356 508
Old : 9,957: 260 3,513 1,791 6,550 4,145 8,601 9,449: 1,356 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -302: 0 -466 -42 -218 248 -260 -260: -42 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 35.3 18.0 65.8 41.6 86.4 94.9: 13.6 5.1
Old : 100.0: 2.6 35.3 18.0 65.8 41.6 86.4 94.9: 13.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 3 18 11 22 15:
Old : 28: 2 3 3 18 11 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 : 35.3 64.1 60.3 87.7 28.0 53.5 48.7 69.1
Old : 35.3 64.1 60.3 87.7 28.0 53.5 48.7 69.1
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 - Futures Only, September 6, 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 : 10,259: 260 3,979 1,833 6,768 3,897 8,861 9,709: 1,398 550
Old : 10,259: 260 3,979 1,833 6,768 3,897 8,861 9,709: 1,398 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,935: -322 -257 -295 -1,444 -917 -2,061 -1,469: 126 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 38.8 17.9 66.0 38.0 86.4 94.6: 13.6 5.4
Old : 100.0: 2.5 38.8 17.9 66.0 38.0 86.4 94.6: 13.6 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 : 28: 2 3 3 18 11 22 15:
Old : 28: 2 3 3 18 11 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 : 38.4 67.6 61.3 88.9 31.3 56.9 50.6 70.4
Old : 38.4 67.6 61.3 88.9 31.3 56.9 50.6 70.4
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 - Futures Only, September 13, 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 : 17,048: 3,300 3,180 2,180 11,048 11,480 16,528 16,840: 520 208
Old : 17,048: 3,300 3,180 2,180 11,048 11,480 16,528 16,840: 520 208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 948: 100 -40 -220 880 1,228 760 968: 188 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 18.7 12.8 64.8 67.3 96.9 98.8: 3.1 1.2
Old : 100.0: 19.4 18.7 12.8 64.8 67.3 96.9 98.8: 3.1 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 : 29: 3 3 6 19 19 25 25:
Old : 29: 3 3 6 19 19 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 : 45.9 57.1 73.0 77.0 40.9 46.7 57.9 61.5
Old : 45.9 57.1 73.0 77.0 40.9 46.7 57.9 61.5
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 - Futures Only, September 6, 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 : 16,100: 3,200 3,220 2,400 10,168 10,252 15,768 15,872: 332 228
Old : 16,100: 3,200 3,220 2,400 10,168 10,252 15,768 15,872: 332 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -762: -160 146 -600 -174 -306 -934 -760: 172 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 20.0 14.9 63.2 63.7 97.9 98.6: 2.1 1.4
Old : 100.0: 19.9 20.0 14.9 63.2 63.7 97.9 98.6: 2.1 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 : 26: 3 3 6 16 16 22 22:
Old : 26: 3 3 6 16 16 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 57.6 76.7 77.4 42.5 45.5 58.7 59.1
Old : 48.0 57.6 76.7 77.4 42.5 45.5 58.7 59.1
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 - Futures Only, September 13, 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 : 23,766: 11,850 240 1,540 9,798 21,734 23,188 23,514: 578 252
Old : 23,766: 11,850 240 1,540 9,798 21,734 23,188 23,514: 578 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -320: 0 0 60 -92 -120 -32 -60: -288 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 1.0 6.5 41.2 91.4 97.6 98.9: 2.4 1.1
Old : 100.0: 49.9 1.0 6.5 41.2 91.4 97.6 98.9: 2.4 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 : 30: 5 1 5 19 20 25 25:
Old : 30: 5 1 5 19 20 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 : 69.8 56.8 83.5 80.0 61.7 54.2 74.1 75.3
Old : 69.8 56.8 83.5 80.0 61.7 54.2 74.1 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, September 6, 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 : 24,086: 11,850 240 1,480 9,890 21,854 23,220 23,574: 866 512
Old : 24,086: 11,850 240 1,480 9,890 21,854 23,220 23,574: 866 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -990: 470 -40 -470 -1,070 -360 -1,070 -870: 80 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 1.0 6.1 41.1 90.7 96.4 97.9: 3.6 2.1
Old : 100.0: 49.2 1.0 6.1 41.1 90.7 96.4 97.9: 3.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 5 19 20 25 25:
Old : 30: 5 1 5 19 20 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 : 68.6 56.3 82.4 79.2 60.7 53.6 73.1 74.5
Old : 68.6 56.3 82.4 79.2 60.7 53.6 73.1 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, September 13, 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 : 872,847: 114,638 122,886 144,157 534,826 526,988 793,621 794,031: 79,226 78,816
Old : 872,847: 114,638 122,886 144,157 534,826 526,988 793,621 794,031: 79,226 78,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -24,713: -26,139 6,203 -17,245 9,924 -13,472 -33,460 -24,514: 8,747 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 14.1 16.5 61.3 60.4 90.9 91.0: 9.1 9.0
Old : 100.0: 13.1 14.1 16.5 61.3 60.4 90.9 91.0: 9.1 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 : 261: 71 90 96 74 83 209 216:
Old : 261: 71 90 96 74 83 209 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 15.7 34.5 25.6 18.0 9.8 24.7 16.6
Old : 23.0 15.7 34.5 25.6 18.0 9.8 24.7 16.6
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 - Futures Only, September 6, 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 : 897,560: 140,777 116,683 161,402 524,902 540,460 827,081 818,545: 70,479 79,015
Old : 897,560: 140,777 116,683 161,402 524,902 540,460 827,081 818,545: 70,479 79,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -16,862: -1,814 -6,548 -5,777 -7,708 3,270 -15,299 -9,055: -1,563 -7,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 13.0 18.0 58.5 60.2 92.1 91.2: 7.9 8.8
Old : 100.0: 15.7 13.0 18.0 58.5 60.2 92.1 91.2: 7.9 8.8
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 : 267: 78 92 95 74 83 217 212:
Old : 267: 78 92 95 74 83 217 212:
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 15.7 33.3 26.3 16.6 11.1 23.0 18.1
Old : 22.2 15.7 33.3 26.3 16.6 11.1 23.0 18.1
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 - Futures Only, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,287: 8,601 6,965 130 2,082 5,340 10,813 12,435: 2,474 852
Old : 13,287: 8,601 6,965 130 2,082 5,340 10,813 12,435: 2,474 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -28: 209 267 -106 -209 -275 -106 -114: 78 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 52.4 1.0 15.7 40.2 81.4 93.6: 18.6 6.4
Old : 100.0: 64.7 52.4 1.0 15.7 40.2 81.4 93.6: 18.6 6.4
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 : 108: 56 16 2 13 25 71 41:
Old : 108: 56 16 2 13 25 71 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 : 26.4 47.1 39.9 61.9 26.4 46.4 39.9 60.8
Old : 26.4 47.1 39.9 61.9 26.4 46.4 39.9 60.8
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 - Futures Only, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,315: 8,392 6,698 236 2,291 5,615 10,919 12,549: 2,396 766
Old : 13,315: 8,392 6,698 236 2,291 5,615 10,919 12,549: 2,396 766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,484: 32 817 -420 -929 -1,700 -1,317 -1,303: -167 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 50.3 1.8 17.2 42.2 82.0 94.2: 18.0 5.8
Old : 100.0: 63.0 50.3 1.8 17.2 42.2 82.0 94.2: 18.0 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 : 104: 53 16 2 15 24 70 40:
Old : 104: 53 16 2 15 24 70 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 : 26.3 46.4 39.9 61.7 26.3 45.3 39.9 59.7
Old : 26.3 46.4 39.9 61.7 26.3 45.3 39.9 59.7
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 - Futures Only, September 13, 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 : 11,960: 8,383 914 226 950 9,704 9,559 10,844: 2,401 1,116
Old : 11,960: 8,383 914 226 950 9,704 9,559 10,844: 2,401 1,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 641: 601 96 -19 -55 458 527 535: 114 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 7.6 1.9 7.9 81.1 79.9 90.7: 20.1 9.3
Old : 100.0: 70.1 7.6 1.9 7.9 81.1 79.9 90.7: 20.1 9.3
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 : 59: 25 10 3 7 22 35 32:
Old : 59: 25 10 3 7 22 35 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 : 30.1 46.7 47.0 68.9 30.1 46.3 47.0 68.5
Old : 30.1 46.7 47.0 68.9 30.1 46.3 47.0 68.5
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 - Futures Only, September 6, 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 : 11,319: 7,782 818 245 1,005 9,246 9,032 10,309: 2,287 1,010
Old : 11,319: 7,782 818 245 1,005 9,246 9,032 10,309: 2,287 1,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 484: 347 112 178 -100 61 425 351: 59 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 7.2 2.2 8.9 81.7 79.8 91.1: 20.2 8.9
Old : 100.0: 68.8 7.2 2.2 8.9 81.7 79.8 91.1: 20.2 8.9
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 : 58: 24 9 3 8 23 35 32:
Old : 58: 24 9 3 8 23 35 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 : 31.9 47.2 47.8 67.3 31.9 46.8 47.8 66.9
Old : 31.9 47.2 47.8 67.3 31.9 46.8 47.8 66.9
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 - Futures Only, September 13, 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 : 137,926: 32,607 5,324 8,614 80,426 113,744 121,647 127,682: 16,279 10,244
Old : 137,926: 32,607 5,324 8,614 80,426 113,744 121,647 127,682: 16,279 10,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -1,799: -3,058 -435 2,343 513 -2,888 -202 -980: -1,597 -819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 3.9 6.2 58.3 82.5 88.2 92.6: 11.8 7.4
Old : 100.0: 23.6 3.9 6.2 58.3 82.5 88.2 92.6: 11.8 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 55 14 33 57 67 122 105:
Old : 145: 55 14 33 57 67 122 105:
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 : 22.5 25.1 37.7 40.2 16.7 19.0 25.1 29.6
Old : 22.5 25.1 37.7 40.2 16.7 19.0 25.1 29.6
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 - Futures Only, September 6, 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 : 139,725: 35,665 5,759 6,271 79,913 116,632 121,849 128,662: 17,876 11,063
Old : 139,725: 35,665 5,759 6,271 79,913 116,632 121,849 128,662: 17,876 11,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -14,077: -4,093 -1,443 -953 -8,433 -9,535 -13,479 -11,931: -598 -2,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 4.1 4.5 57.2 83.5 87.2 92.1: 12.8 7.9
Old : 100.0: 25.5 4.1 4.5 57.2 83.5 87.2 92.1: 12.8 7.9
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 : 149: 55 15 29 55 73 122 105:
Old : 149: 55 15 29 55 73 122 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 24.4 37.2 40.1 16.6 20.4 26.3 30.8
Old : 21.9 24.4 37.2 40.1 16.6 20.4 26.3 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2005