WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 20, 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 : 281,695: 45,158 89,539 29,821 183,244 127,162 258,223 246,522: 23,472 35,173
Old : 258,826: 45,013 89,682 21,095 170,686 118,888 236,794 229,665: 22,032 29,161
Other: 22,869: 8,553 8,265 318 12,558 8,274 21,429 16,857: 1,440 6,012
: : :
: : Changes in Commitments from: September 13, 2005 :
: 4,158: -3,521 106 3,617 4,217 547 4,313 4,270: -155 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 31.8 10.6 65.1 45.1 91.7 87.5: 8.3 12.5
Old : 100.0: 17.4 34.6 8.2 65.9 45.9 91.5 88.7: 8.5 11.3
Other: 100.0: 37.4 36.1 1.4 54.9 36.2 93.7 73.7: 6.3 26.3
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 67 112 61 45 59 155 199:
Old : 258: 68 115 50 39 52 140 189:
Other: 107: 28 31 5 14 43 46 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 29.4 49.1 37.8 32.1 24.3 45.7 30.6
Old : 34.9 31.9 50.8 40.0 34.9 29.1 50.1 36.3
Other: 51.9 38.1 66.5 44.9 51.9 36.6 66.4 43.4
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
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 20, 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 : 706,916: 127,751 155,827 43,911 413,415 330,211 585,077 529,949: 121,839 176,967
Old : 668,259: 114,516 160,879 34,569 405,795 308,423 554,880 503,871: 113,379 164,388
Other: 38,657: 20,351 2,064 2,226 7,620 21,788 30,197 26,078: 8,460 12,579
: : :
: : Changes in Commitments from: September 13, 2005 :
: -1,295: 5,445 -3,674 4,963 -9,614 -2,641 794 -1,352: -2,089 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 22.0 6.2 58.5 46.7 82.8 75.0: 17.2 25.0
Old : 100.0: 17.1 24.1 5.2 60.7 46.2 83.0 75.4: 17.0 24.6
Other: 100.0: 52.6 5.3 5.8 19.7 56.4 78.1 67.5: 21.9 32.5
: : :
:# Traders : Number of Traders in Each Category :
All : 540: 126 130 80 175 199 350 372:
Old : 534: 120 137 68 171 197 335 365:
Other: 237: 58 23 5 37 127 97 153:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 18.8 33.1 24.3 23.1 18.3 33.1 23.7
Old : 24.3 18.3 35.0 24.1 24.3 17.8 35.0 23.5
Other: 19.8 32.9 31.3 39.9 18.2 30.7 28.7 36.9
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
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 20, 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 : 5,688: 2,352 732 19 1,095 3,433 3,466 4,184: 2,222 1,504
Old : 5,686: 2,352 732 19 1,094 3,432 3,465 4,183: 2,221 1,503
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: September 13, 2005 :
: -68: 77 144 0 -107 -139 -30 5: -38 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 12.9 0.3 19.3 60.4 60.9 73.6: 39.1 26.4
Old : 100.0: 41.4 12.9 0.3 19.2 60.4 60.9 73.6: 39.1 26.4
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 : 35: 10 7 2 7 15 19 22:
Old : 35: 10 7 2 7 15 19 22:
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 : 37.2 34.2 50.2 52.3 37.2 33.2 49.6 49.6
Old : 37.2 34.2 50.2 52.3 37.2 33.2 49.7 49.6
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 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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 20, 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 : 248,126: 59,238 49,371 18,230 127,698 112,094 205,166 179,695: 42,960 68,431
Old : 239,827: 59,015 50,588 14,124 125,540 109,891 198,679 174,603: 41,148 65,224
Other: 8,299: 4,272 2,832 57 2,158 2,203 6,487 5,092: 1,812 3,207
: : :
: : Changes in Commitments from: September 13, 2005 :
: 3,822: 277 6,346 1,162 4,235 -6,580 5,674 928: -1,852 2,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 19.9 7.3 51.5 45.2 82.7 72.4: 17.3 27.6
Old : 100.0: 24.6 21.1 5.9 52.3 45.8 82.8 72.8: 17.2 27.2
Other: 100.0: 51.5 34.1 0.7 26.0 26.5 78.2 61.4: 21.8 38.6
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 92 95 67 79 103 213 236:
Old : 327: 94 97 58 78 103 207 230:
Other: 92: 15 21 1 13 48 28 70:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 16.6 32.4 24.5 22.6 13.6 32.0 20.5
Old : 23.4 16.8 33.5 24.9 23.4 13.9 33.1 21.0
Other: 53.1 30.7 66.2 44.8 52.4 28.8 63.2 40.8
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 20, 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 : 140,203: 29,744 26,906 13,327 77,564 83,661 120,635 123,894: 19,568 16,309
Old : 135,884: 29,874 26,887 11,308 76,273 82,255 117,455 120,450: 18,429 15,434
Other: 4,319: 1,697 1,846 192 1,291 1,406 3,180 3,444: 1,139 875
: : :
: : Changes in Commitments from: September 13, 2005 :
: 2,820: 2,764 -393 975 835 4,486 4,574 5,068: -1,754 -2,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 19.2 9.5 55.3 59.7 86.0 88.4: 14.0 11.6
Old : 100.0: 22.0 19.8 8.3 56.1 60.5 86.4 88.6: 13.6 11.4
Other: 100.0: 39.3 42.7 4.4 29.9 32.6 73.6 79.7: 26.4 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 38 38 32 47 42 104 104:
Old : 149: 44 39 31 47 40 104 101:
Other: 31: 6 10 4 10 8 18 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 : 24.4 27.8 36.1 39.4 23.9 24.7 33.7 32.4
Old : 24.9 28.6 37.0 40.6 24.7 25.7 34.8 33.6
Other: 53.7 39.1 67.3 58.5 49.1 28.7 55.6 45.6
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 20, 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 : 550,579: 84,012 67,420 1,977 357,160 338,534 443,149 407,931: 107,430 142,648
Old : 550,579: 84,012 67,420 1,977 357,160 338,534 443,149 407,931: 107,430 142,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -57,586: -10,566 -4,049 -15,226 -11,117 -15,768 -36,909 -35,043: -20,677 -22,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.2 0.4 64.9 61.5 80.5 74.1: 19.5 25.9
Old : 100.0: 15.3 12.2 0.4 64.9 61.5 80.5 74.1: 19.5 25.9
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: 31 28 14 56 69 94 104:
Old : 149: 31 28 14 56 69 94 104:
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 : 27.3 16.3 36.9 27.3 23.3 14.5 31.6 23.6
Old : 27.3 16.3 36.9 27.3 23.3 14.5 31.6 23.6
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, September 20, 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 : 125,469: 16,336 12,337 14,789 71,868 78,187 102,993 105,313: 22,476 20,156
Old : 122,657: 17,084 12,336 13,253 70,178 77,106 100,515 102,695: 22,142 19,962
Other: 2,812: 308 1,057 480 1,690 1,081 2,478 2,618: 334 194
: : :
: : Changes in Commitments from: September 13, 2005 :
: 7,683: -197 587 -558 10,900 7,018 10,145 7,047: -2,462 636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 9.8 11.8 57.3 62.3 82.1 83.9: 17.9 16.1
Old : 100.0: 13.9 10.1 10.8 57.2 62.9 81.9 83.7: 18.1 16.3
Other: 100.0: 11.0 37.6 17.1 60.1 38.4 88.1 93.1: 11.9 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 34 28 34 47 43 99 98:
Old : 131: 38 28 34 47 43 99 98:
Other: 26: 2 10 4 13 3 19 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 : 23.5 30.9 34.2 47.1 17.8 27.7 25.9 35.8
Old : 23.5 31.6 34.0 48.1 17.9 28.5 25.9 36.9
Other: 51.3 54.5 74.3 77.9 50.2 47.6 64.3 63.2
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 20, 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 : 6,763: 2,837 1,518 914 1,966 2,688 5,717 5,120: 1,046 1,643
Old : 6,763: 2,837 1,518 914 1,966 2,688 5,717 5,120: 1,046 1,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 47: 43 79 -39 8 54 12 94: 35 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 22.4 13.5 29.1 39.7 84.5 75.7: 15.5 24.3
Old : 100.0: 41.9 22.4 13.5 29.1 39.7 84.5 75.7: 15.5 24.3
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 : 48: 17 10 8 12 15 32 30:
Old : 48: 17 10 8 12 15 32 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 : 39.3 32.8 55.2 49.9 39.3 29.8 53.3 43.8
Old : 39.3 32.8 55.2 49.9 39.3 29.8 53.3 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - 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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 20, 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 : 346,781: 103,394 51,839 2,719 173,710 185,821 279,823 240,379: 66,958 106,402
Old : 346,781: 103,394 51,839 2,719 173,710 185,821 279,823 240,379: 66,958 106,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -40,322: -11,089 -33,791 401 -33,338 94 -44,026 -33,296: 3,704 -7,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 14.9 0.8 50.1 53.6 80.7 69.3: 19.3 30.7
Old : 100.0: 29.8 14.9 0.8 50.1 53.6 80.7 69.3: 19.3 30.7
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 : 102: 17 23 6 40 46 60 72:
Old : 102: 17 23 6 40 46 60 72:
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 : 30.9 16.0 44.1 24.4 29.6 14.8 41.7 22.1
Old : 30.9 16.0 44.1 24.4 29.6 14.8 41.7 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, September 20, 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 : 1,718,813: 380,478 400,132 78,883 1,014,552 927,123 1,473,913 1,406,138: 244,900 312,675
Old : 1,718,813: 380,478 400,132 78,883 1,014,552 927,123 1,473,913 1,406,138: 244,900 312,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -200,437: 7,867 30,277 -128,277 -89,122 -51,704 -209,532 -149,704: 9,095 -50,733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 23.3 4.6 59.0 53.9 85.8 81.8: 14.2 18.2
Old : 100.0: 22.1 23.3 4.6 59.0 53.9 85.8 81.8: 14.2 18.2
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 : 258: 61 56 31 90 107 163 184:
Old : 258: 61 56 31 90 107 163 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 24.0 42.5 35.0 30.7 23.1 39.2 33.7
Old : 33.7 24.0 42.5 35.0 30.7 23.1 39.2 33.7
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, September 20, 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 : 1,136,123: 175,318 272,177 19,714 765,693 613,149 960,725 905,040: 175,398 231,083
Old : 1,136,123: 175,318 272,177 19,714 765,693 613,149 960,725 905,040: 175,398 231,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -64,753: 4,313 -28,746 -981 -48,813 -35,455 -45,481 -65,182: -19,272 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 24.0 1.7 67.4 54.0 84.6 79.7: 15.4 20.3
Old : 100.0: 15.4 24.0 1.7 67.4 54.0 84.6 79.7: 15.4 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 : 176: 40 34 13 67 73 112 115:
Old : 176: 40 34 13 67 73 112 115:
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 23.9 42.2 34.4 31.1 23.0 39.6 32.3
Old : 32.5 23.9 42.2 34.4 31.1 23.0 39.6 32.3
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, September 20, 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 : 502,043: 157,966 88,993 71,302 218,886 306,337 448,154 466,632: 53,889 35,411
Old : 502,043: 157,966 88,993 71,302 218,886 306,337 448,154 466,632: 53,889 35,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 16,200: -26,461 15,261 5,499 33,043 -438 12,081 20,322: 4,119 -4,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 17.7 14.2 43.6 61.0 89.3 92.9: 10.7 7.1
Old : 100.0: 31.5 17.7 14.2 43.6 61.0 89.3 92.9: 10.7 7.1
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 : 152: 39 36 36 64 51 126 100:
Old : 152: 39 36 36 64 51 126 100:
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 23.9 36.1 40.4 18.6 21.2 25.9 30.8
Old : 25.8 23.9 36.1 40.4 18.6 21.2 25.9 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - 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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, September 20, 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 : 33,616: 3,790 6,958 0 23,811 17,109 27,601 24,067: 6,015 9,549
Old : 33,616: 3,790 6,958 0 23,811 17,109 27,601 24,067: 6,015 9,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -18,124: -4,205 782 -2,549 -5,308 -13,628 -12,062 -15,395: -6,062 -2,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 20.7 0.0 70.8 50.9 82.1 71.6: 17.9 28.4
Old : 100.0: 11.3 20.7 0.0 70.8 50.9 82.1 71.6: 17.9 28.4
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 : 46: 8 13 0 16 10 24 23:
Old : 46: 8 13 0 16 10 24 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 : 50.4 46.2 64.9 55.4 50.4 45.9 64.9 55.1
Old : 50.4 46.2 64.9 55.4 50.4 45.9 64.9 55.1
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 20, 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 : 49,554: 19,303 30,394 405 16,179 8,191 35,887 38,990: 13,667 10,564
Old : 49,554: 19,303 30,394 405 16,179 8,191 35,887 38,990: 13,667 10,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -32,971: 2,242 -4,783 -3,019 -30,336 -12,698 -31,113 -20,500: -1,858 -12,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 61.3 0.8 32.6 16.5 72.4 78.7: 27.6 21.3
Old : 100.0: 39.0 61.3 0.8 32.6 16.5 72.4 78.7: 27.6 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 18 24 2 17 4 37 28:
Old : 62: 18 24 2 17 4 37 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 : 38.3 46.5 48.4 58.6 38.3 46.4 48.4 58.5
Old : 38.3 46.5 48.4 58.6 38.3 46.4 48.4 58.5
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, September 20, 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 : 34,080: 8,880 3,804 172 24,824 29,446 33,876 33,422: 204 658
Old : 34,080: 8,880 3,804 172 24,824 29,446 33,876 33,422: 204 658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -5,623: 5,958 -122 -6,466 -4,907 1,236 -5,415 -5,352: -208 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 11.2 0.5 72.8 86.4 99.4 98.1: 0.6 1.9
Old : 100.0: 26.1 11.2 0.5 72.8 86.4 99.4 98.1: 0.6 1.9
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 : 56: 8 16 3 16 20 26 37:
Old : 56: 8 16 3 16 20 26 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 54.0 82.2 76.3 63.3 49.6 76.9 67.8
Old : 67.2 54.0 82.2 76.3 63.3 49.6 76.9 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - 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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 20, 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 : 19,635: 792 2,136 448 12,692 10,703 13,932 13,287: 5,703 6,348
Old : 19,635: 792 2,136 448 12,692 10,703 13,932 13,287: 5,703 6,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 462: -380 -196 -41 215 548 -206 311: 668 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 10.9 2.3 64.6 54.5 71.0 67.7: 29.0 32.3
Old : 100.0: 4.0 10.9 2.3 64.6 54.5 71.0 67.7: 29.0 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 : 36: 6 6 7 19 16 28 26:
Old : 36: 6 6 7 19 16 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 : 43.1 33.6 59.9 50.9 43.1 31.4 58.8 45.1
Old : 43.1 33.6 59.9 50.9 43.1 31.4 58.8 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, September 20, 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 : 107,630: 20,299 21,061 23,202 47,944 30,959 91,445 75,222: 16,185 32,408
Old : 24,840: 13,152 11,159 297 4,999 4,529 18,448 15,985: 6,392 8,855
Other: 82,790: 14,209 16,964 15,843 42,945 26,430 72,997 59,237: 9,793 23,553
: : :
: : Changes in Commitments from: September 13, 2005 :
: 3,845: 737 99 4,043 -132 -236 4,648 3,906: -803 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 19.6 21.6 44.5 28.8 85.0 69.9: 15.0 30.1
Old : 100.0: 52.9 44.9 1.2 20.1 18.2 74.3 64.4: 25.7 35.6
Other: 100.0: 17.2 20.5 19.1 51.9 31.9 88.2 71.6: 11.8 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 53 38 56 25 38 121 105:
Old : 119: 52 24 3 17 26 70 52:
Other: 141: 39 47 42 20 37 94 97:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 15.5 39.3 26.6 28.1 12.8 39.1 22.1
Old : 19.9 30.3 33.1 40.1 19.9 30.2 33.1 40.0
Other: 35.1 16.6 49.4 27.8 35.1 14.4 48.8 23.1
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 20, 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 : 148,681: 38,893 22,237 19,735 71,168 67,373 129,796 109,345: 18,885 39,336
Old : 148,681: 38,893 22,237 19,735 71,168 67,373 129,796 109,345: 18,885 39,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 6,316: 2,441 -1,253 1,536 2,295 5,097 6,272 5,380: 44 936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 15.0 13.3 47.9 45.3 87.3 73.5: 12.7 26.5
Old : 100.0: 26.2 15.0 13.3 47.9 45.3 87.3 73.5: 12.7 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 : 232: 57 49 58 57 99 152 184:
Old : 232: 57 49 58 57 99 152 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 13.1 39.2 21.5 24.7 12.5 37.3 20.4
Old : 24.7 13.1 39.2 21.5 24.7 12.5 37.3 20.4
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 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 20, 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 : 3,809: 1,230 1,517 82 643 545 1,955 2,144: 1,854 1,665
Old : 3,809: 1,230 1,517 82 643 545 1,955 2,144: 1,854 1,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -73: -96 -124 31 27 89 -38 -4: -35 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 39.8 2.2 16.9 14.3 51.3 56.3: 48.7 43.7
Old : 100.0: 32.3 39.8 2.2 16.9 14.3 51.3 56.3: 48.7 43.7
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 : 42: 13 12 4 12 11 27 26:
Old : 42: 13 12 4 12 11 27 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 : 27.6 33.6 38.5 41.1 27.6 33.6 38.5 41.0
Old : 27.6 33.6 38.5 41.1 27.6 33.6 38.5 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, September 20, 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 : 29,063: 12,181 2,945 4,530 7,304 8,818 24,015 16,293: 5,048 12,770
Old : 29,063: 12,181 2,945 4,530 7,304 8,818 24,015 16,293: 5,048 12,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 944: -1,125 -549 769 764 598 408 818: 536 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 10.1 15.6 25.1 30.3 82.6 56.1: 17.4 43.9
Old : 100.0: 41.9 10.1 15.6 25.1 30.3 82.6 56.1: 17.4 43.9
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 : 136: 45 26 24 34 42 99 75:
Old : 136: 45 26 24 34 42 99 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 : 14.6 23.7 25.6 28.7 14.2 18.2 23.3 22.0
Old : 14.6 23.7 25.6 28.7 14.2 18.2 23.3 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 20, 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 : 148,171: 45,536 19,033 2,731 62,809 104,222 111,076 125,986: 37,095 22,185
Old : 148,171: 45,536 19,033 2,731 62,809 104,222 111,076 125,986: 37,095 22,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 6,952: -421 2,668 1,082 3,140 -1,401 3,801 2,349: 3,151 4,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 12.8 1.8 42.4 70.3 75.0 85.0: 25.0 15.0
Old : 100.0: 30.7 12.8 1.8 42.4 70.3 75.0 85.0: 25.0 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 27 18 7 28 30 58 52:
Old : 86: 27 18 7 28 30 58 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 28.4 38.9 47.1 18.2 23.4 27.3 37.1
Old : 22.9 28.4 38.9 47.1 18.2 23.4 27.3 37.1
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, September 20, 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 : 57,198: 2,488 33,398 0 45,590 6,728 48,078 40,126: 9,120 17,072
Old : 57,198: 2,488 33,398 0 45,590 6,728 48,078 40,126: 9,120 17,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -3,647: -1,687 14,257 -147 2,220 -22,808 386 -8,698: -4,033 5,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 58.4 0.0 79.7 11.8 84.1 70.2: 15.9 29.8
Old : 100.0: 4.3 58.4 0.0 79.7 11.8 84.1 70.2: 15.9 29.8
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 : 36: 2 17 0 14 6 16 23:
Old : 36: 2 17 0 14 6 16 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 : 58.2 36.7 72.9 51.3 54.1 36.7 68.8 50.2
Old : 58.2 36.7 72.9 51.3 54.1 36.7 68.8 50.2
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 20, 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 : 74,609: 39,820 4,517 127 28,981 63,710 68,928 68,354: 5,681 6,255
Old : 74,609: 39,820 4,517 127 28,981 63,710 68,928 68,354: 5,681 6,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -13,734: -5,190 -887 -1,386 -5,199 -9,847 -11,775 -12,120: -1,959 -1,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 6.1 0.2 38.8 85.4 92.4 91.6: 7.6 8.4
Old : 100.0: 53.4 6.1 0.2 38.8 85.4 92.4 91.6: 7.6 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 : 75: 40 7 1 14 17 55 24:
Old : 75: 40 7 1 14 17 55 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 : 34.4 76.8 53.6 85.3 34.1 76.8 53.3 85.3
Old : 34.4 76.8 53.6 85.3 34.1 76.8 53.3 85.3
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, September 20, 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 : 67,785: 24,572 13,994 4 22,488 41,168 47,064 55,166: 20,721 12,619
Old : 67,785: 24,572 13,994 4 22,488 41,168 47,064 55,166: 20,721 12,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -23,916: -2,838 5,059 -764 -18,370 -25,986 -21,972 -21,691: -1,944 -2,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 20.6 0.0 33.2 60.7 69.4 81.4: 30.6 18.6
Old : 100.0: 36.2 20.6 0.0 33.2 60.7 69.4 81.4: 30.6 18.6
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 : 51: 17 10 1 12 18 30 28:
Old : 51: 17 10 1 12 18 30 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 : 34.6 36.6 50.0 56.1 29.4 35.2 44.1 51.8
Old : 34.6 36.6 50.0 56.1 29.4 35.2 44.1 51.8
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, September 20, 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 : 127,850: 11,954 59,583 43 93,551 39,459 105,548 99,085: 22,302 28,765
Old : 127,850: 11,954 59,583 43 93,551 39,459 105,548 99,085: 22,302 28,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -61,397: 1,674 14,369 -2,442 -55,626 -74,546 -56,394 -62,619: -5,003 1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 46.6 0.0 73.2 30.9 82.6 77.5: 17.4 22.5
Old : 100.0: 9.4 46.6 0.0 73.2 30.9 82.6 77.5: 17.4 22.5
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 : 80: 15 29 2 26 17 42 47:
Old : 80: 15 29 2 26 17 42 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 : 43.6 29.5 58.4 44.9 43.6 28.4 58.4 43.0
Old : 43.6 29.5 58.4 44.9 43.6 28.4 58.4 43.0
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, September 20, 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 : 118,666: 29,052 30,480 832 52,941 47,456 82,825 78,768: 35,841 39,898
Old : 118,666: 29,052 30,480 832 52,941 47,456 82,825 78,768: 35,841 39,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -44,077: -269 8,744 -762 -35,756 -54,177 -36,787 -46,195: -7,290 2,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 25.7 0.7 44.6 40.0 69.8 66.4: 30.2 33.6
Old : 100.0: 24.5 25.7 0.7 44.6 40.0 69.8 66.4: 30.2 33.6
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 : 95: 32 29 11 25 20 62 55:
Old : 95: 32 29 11 25 20 62 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 : 21.5 33.3 35.9 45.3 21.5 32.0 35.8 43.2
Old : 21.5 33.3 35.9 45.3 21.5 32.0 35.8 43.2
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
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, September 20, 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 : 30,652: 7,964 3,482 285 16,112 20,982 24,361 24,749: 6,291 5,903
Old : 30,652: 7,964 3,482 285 16,112 20,982 24,361 24,749: 6,291 5,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -12,867: 6,754 678 -895 -19,994 -14,487 -14,135 -14,704: 1,268 1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 11.4 0.9 52.6 68.5 79.5 80.7: 20.5 19.3
Old : 100.0: 26.0 11.4 0.9 52.6 68.5 79.5 80.7: 20.5 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 : 21: 2 2 2 10 12 13 15:
Old : 21: 2 2 2 10 12 13 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 : 55.3 43.5 72.5 64.6 53.9 43.4 70.1 63.1
Old : 55.3 43.5 72.5 64.6 53.9 43.4 70.1 63.1
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 20, 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 : 7,460,909: 865,517 712,783 854,753 4,935,775 4,541,392 6,656,045 6,108,928: 804,864 1,351,981
Old : 7,460,909: 865,517 712,783 854,753 4,935,775 4,541,392 6,656,045 6,108,928: 804,864 1,351,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -805,864: -352,139 -88,559 -100,438 -271,188 -504,589 -723,765 -693,586: -82,099 -112,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 9.6 11.5 66.2 60.9 89.2 81.9: 10.8 18.1
Old : 100.0: 11.6 9.6 11.5 66.2 60.9 89.2 81.9: 10.8 18.1
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 : 257: 45 61 81 121 143 210 244:
Old : 257: 45 61 81 121 143 210 244:
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 14.4 50.3 23.9 33.8 11.5 43.5 18.6
Old : 34.6 14.4 50.3 23.9 33.8 11.5 43.5 18.6
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, September 20, 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 : 631,616: 45,453 56,510 2,717 461,303 464,989 509,473 524,216: 122,143 107,400
Old : 631,616: 45,453 56,510 2,717 461,303 464,989 509,473 524,216: 122,143 107,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -111,806: -1,481 -6,135 -12,420 -60,662 -74,647 -74,563 -93,202: -37,243 -18,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 8.9 0.4 73.0 73.6 80.7 83.0: 19.3 17.0
Old : 100.0: 7.2 8.9 0.4 73.0 73.6 80.7 83.0: 19.3 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 29 33 16 81 62 120 101:
Old : 181: 29 33 16 81 62 120 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 30.3 31.8 44.3 21.9 30.3 31.7 44.3
Old : 22.0 30.3 31.8 44.3 21.9 30.3 31.7 44.3
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 20, 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 : 902,479: 152,951 259,300 22,536 448,167 550,450 623,654 832,286: 278,825 70,193
Old : 902,479: 152,951 259,300 22,536 448,167 550,450 623,654 832,286: 278,825 70,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -525,836: -61,311 -129,740 -40,737 -403,191 -273,120 -505,239 -443,597: -20,597 -82,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 28.7 2.5 49.7 61.0 69.1 92.2: 30.9 7.8
Old : 100.0: 16.9 28.7 2.5 49.7 61.0 69.1 92.2: 30.9 7.8
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 : 177: 33 61 12 55 51 96 116:
Old : 177: 33 61 12 55 51 96 116:
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 : 20.5 29.1 31.8 43.9 20.5 28.0 29.4 40.5
Old : 20.5 29.1 31.8 43.9 20.5 28.0 29.4 40.5
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,501: 1,551 427 0 6,556 11,128 8,107 11,555: 4,394 946
Old : 12,501: 1,551 427 0 6,556 11,128 8,107 11,555: 4,394 946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -7,813: 400 0 -505 -6,652 -4,666 -6,757 -5,171: -1,056 -2,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 3.4 0.0 52.4 89.0 64.9 92.4: 35.1 7.6
Old : 100.0: 12.4 3.4 0.0 52.4 89.0 64.9 92.4: 35.1 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 : 34: 3 1 0 18 15 21 16:
Old : 34: 3 1 0 18 15 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 48.3 41.5 67.6 26.6 47.6 41.5 66.3
Old : 26.6 48.3 41.5 67.6 26.6 47.6 41.5 66.3
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, September 20, 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 : 27,055: 6,028 4,029 0 17,525 17,867 23,553 21,896: 3,502 5,159
Old : 27,055: 6,028 4,029 0 17,525 17,867 23,553 21,896: 3,502 5,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -21,799: -1,677 1,261 -3,059 -7,337 -18,676 -12,073 -20,474: -9,726 -1,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 14.9 0.0 64.8 66.0 87.1 80.9: 12.9 19.1
Old : 100.0: 22.3 14.9 0.0 64.8 66.0 87.1 80.9: 12.9 19.1
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 : 36: 4 5 0 18 16 22 21:
Old : 36: 4 5 0 18 16 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 44.7 71.5 60.9 56.8 44.3 71.2 57.5
Old : 56.8 44.7 71.5 60.9 56.8 44.3 71.2 57.5
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, September 20, 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 : 51,728: 5,820 11,790 0 30,614 32,899 36,434 44,689: 15,294 7,039
Old : 51,728: 5,820 11,790 0 30,614 32,899 36,434 44,689: 15,294 7,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -25,032: -1,364 -5,791 -1,131 -19,585 -14,101 -22,080 -21,023: -2,952 -4,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 22.8 0.0 59.2 63.6 70.4 86.4: 29.6 13.6
Old : 100.0: 11.3 22.8 0.0 59.2 63.6 70.4 86.4: 29.6 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 : 78: 10 18 0 34 24 44 42:
Old : 78: 10 18 0 34 24 44 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 : 29.9 33.4 39.9 48.7 28.5 28.7 37.6 43.8
Old : 29.9 33.4 39.9 48.7 28.5 28.7 37.6 43.8
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 20, 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 : 230,722: 100,590 71,916 2,511 112,454 108,647 215,555 183,074: 15,167 47,648
Old : 230,722: 100,590 71,916 2,511 112,454 108,647 215,555 183,074: 15,167 47,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -163,413: -24,593 -10,153 -9,532 -118,577 -129,595 -152,702 -149,280: -10,711 -14,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 31.2 1.1 48.7 47.1 93.4 79.3: 6.6 20.7
Old : 100.0: 43.6 31.2 1.1 48.7 47.1 93.4 79.3: 6.6 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 47 61 11 34 32 90 95:
Old : 166: 47 61 11 34 32 90 95:
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 : 30.7 23.3 46.0 34.5 30.6 17.0 44.2 26.1
Old : 30.7 23.3 46.0 34.5 30.6 17.0 44.2 26.1
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, September 20, 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 : 78,632: 36,201 0 0 16,360 72,611 52,561 72,611: 26,071 6,021
Old : 78,632: 36,201 0 0 16,360 72,611 52,561 72,611: 26,071 6,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -17,735: -84 -3,043 -1,395 -15,910 -10,201 -17,389 -14,639: -346 -3,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 0.0 0.0 20.8 92.3 66.8 92.3: 33.2 7.7
Old : 100.0: 46.0 0.0 0.0 20.8 92.3 66.8 92.3: 33.2 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 : 40: 18 0 0 9 17 27 17:
Old : 40: 18 0 0 9 17 27 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 : 40.1 51.1 51.2 76.1 40.1 51.1 51.2 76.0
Old : 40.1 51.1 51.2 76.1 40.1 51.1 51.2 76.0
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, September 20, 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 : 31,176: 1,178 5,677 0 25,739 20,853 26,917 26,530: 4,259 4,646
Old : 31,176: 1,178 5,677 0 25,739 20,853 26,917 26,530: 4,259 4,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -15,302: 393 -489 -896 -13,561 -11,462 -14,064 -12,847: -1,238 -2,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 18.2 0.0 82.6 66.9 86.3 85.1: 13.7 14.9
Old : 100.0: 3.8 18.2 0.0 82.6 66.9 86.3 85.1: 13.7 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 3 13 0 30 27 33 40:
Old : 62: 3 13 0 30 27 33 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 : 52.0 31.9 62.0 47.6 52.0 30.0 61.9 45.6
Old : 52.0 31.9 62.0 47.6 52.0 30.0 61.9 45.6
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 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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, September 20, 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 : 213,561: 16,580 50,413 208 189,325 151,820 206,113 202,441: 7,448 11,120
Old : 213,561: 16,580 50,413 208 189,325 151,820 206,113 202,441: 7,448 11,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -74,842: -4,491 1,493 -5,195 -45,960 -61,939 -55,646 -65,641: -19,196 -9,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 23.6 0.1 88.7 71.1 96.5 94.8: 3.5 5.2
Old : 100.0: 7.8 23.6 0.1 88.7 71.1 96.5 94.8: 3.5 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 : 121: 20 41 3 34 46 56 88:
Old : 121: 20 41 3 34 46 56 88:
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 : 58.0 42.4 72.2 58.5 55.2 40.7 65.8 52.7
Old : 58.0 42.4 72.2 58.5 55.2 40.7 65.8 52.7
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, September 20, 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 : 47,160: 18,756 18,613 107 18,054 24,149 36,917 42,869: 10,243 4,291
Old : 47,160: 18,756 18,613 107 18,054 24,149 36,917 42,869: 10,243 4,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 3,667: 1,658 2,606 0 3,083 1,985 4,741 4,591: -1,074 -924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 39.5 0.2 38.3 51.2 78.3 90.9: 21.7 9.1
Old : 100.0: 39.8 39.5 0.2 38.3 51.2 78.3 90.9: 21.7 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 : 82: 29 16 1 23 17 52 34:
Old : 82: 29 16 1 23 17 52 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 : 21.4 49.0 35.3 61.0 20.8 49.0 34.2 61.0
Old : 21.4 49.0 35.3 61.0 20.8 49.0 34.2 61.0
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 20, 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 : 34,289: 12,465 1,533 236 16,961 1,490 29,662 3,259: 4,627 31,030
Old : 34,289: 12,465 1,533 236 16,961 1,490 29,662 3,259: 4,627 31,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 5,706: 488 -409 -2 3,749 151 4,235 -260: 1,471 5,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 4.5 0.7 49.5 4.3 86.5 9.5: 13.5 90.5
Old : 100.0: 36.4 4.5 0.7 49.5 4.3 86.5 9.5: 13.5 90.5
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: 12 2 1 7 4 19 7:
Old : 24: 12 2 1 7 4 19 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 7.1 73.4 9.5 60.6 7.1 72.6 8.1
Old : 61.3 7.1 73.4 9.5 60.6 7.1 72.6 8.1
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, September 20, 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 : 39,395: 2,809 2,696 0 15,467 31,093 18,276 33,789: 21,119 5,606
Old : 39,395: 2,809 2,696 0 15,467 31,093 18,276 33,789: 21,119 5,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -2,299: 1,311 -391 -80 -5,844 1,746 -4,613 1,275: 2,314 -3,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.8 0.0 39.3 78.9 46.4 85.8: 53.6 14.2
Old : 100.0: 7.1 6.8 0.0 39.3 78.9 46.4 85.8: 53.6 14.2
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 : 40: 4 9 0 14 23 18 32:
Old : 40: 4 9 0 14 23 18 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 : 24.6 38.8 36.3 63.5 13.4 33.0 16.9 46.0
Old : 24.6 38.8 36.3 63.5 13.4 33.0 16.9 46.0
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, September 20, 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 : 117,718: 49,008 15,548 8,360 27,885 81,784 85,253 105,692: 32,465 12,026
Old : 117,718: 49,008 15,548 8,360 27,885 81,784 85,253 105,692: 32,465 12,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 2,283: 7,004 -10,947 168 -6,213 12,402 959 1,623: 1,324 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 13.2 7.1 23.7 69.5 72.4 89.8: 27.6 10.2
Old : 100.0: 41.6 13.2 7.1 23.7 69.5 72.4 89.8: 27.6 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 : 174: 95 35 23 21 34 120 90:
Old : 174: 95 35 23 21 34 120 90:
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 : 20.2 33.8 33.1 49.3 14.1 28.2 21.0 41.1
Old : 20.2 33.8 33.1 49.3 14.1 28.2 21.0 41.1
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, September 20, 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 : 100,852: 34,780 27,885 11,770 40,430 48,667 86,980 88,322: 13,872 12,530
Old : 100,852: 34,780 27,885 11,770 40,430 48,667 86,980 88,322: 13,872 12,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,523: 1,046 402 755 -505 456 1,296 1,613: 227 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 27.6 11.7 40.1 48.3 86.2 87.6: 13.8 12.4
Old : 100.0: 34.5 27.6 11.7 40.1 48.3 86.2 87.6: 13.8 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 67 65 38 40 36 138 112:
Old : 185: 67 65 38 40 36 138 112:
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 41.3 36.5 51.2 26.2 37.5 35.2 46.9
Old : 26.2 41.3 36.5 51.2 26.2 37.5 35.2 46.9
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - Futures Only, September 20, 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 : 363,315: 219,963 61,837 29,553 58,120 245,197 307,636 336,587: 55,679 26,728
Old : 363,315: 219,963 61,837 29,553 58,120 245,197 307,636 336,587: 55,679 26,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 42,115: 44,678 13,350 2,351 -5,082 23,206 41,947 38,907: 168 3,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 17.0 8.1 16.0 67.5 84.7 92.6: 15.3 7.4
Old : 100.0: 60.5 17.0 8.1 16.0 67.5 84.7 92.6: 15.3 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 : 297: 152 74 33 33 53 209 142:
Old : 297: 152 74 33 33 53 209 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 34.5 39.0 51.4 26.9 33.5 33.4 44.1
Old : 28.8 34.5 39.0 51.4 26.9 33.5 33.4 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - 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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 20, 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 : 10,003: 4,645 2,298 620 2,686 6,168 7,951 9,086: 2,052 917
Old : 10,003: 4,645 2,298 620 2,686 6,168 7,951 9,086: 2,052 917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 704: -94 22 136 114 169 156 327: 548 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 23.0 6.2 26.9 61.7 79.5 90.8: 20.5 9.2
Old : 100.0: 46.4 23.0 6.2 26.9 61.7 79.5 90.8: 20.5 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 18 4 13 6 6 36 21:
Old : 41: 18 4 13 6 6 36 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 : 51.5 75.1 63.8 84.9 46.7 63.6 54.6 72.8
Old : 51.5 75.1 63.8 84.9 46.7 63.6 54.6 72.8
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 20, 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 : 95,001: 34,611 3,359 4,157 34,738 66,837 73,506 74,353: 21,495 20,648
Old : 83,474: 34,249 3,427 913 30,525 62,222 65,687 66,562: 17,787 16,912
Other: 11,527: 3,599 3,169 7 4,213 4,615 7,819 7,791: 3,708 3,736
: : :
: : Changes in Commitments from: September 13, 2005 :
: -3,299: 5,851 -6,908 34 -12,288 1,406 -6,403 -5,468: 3,104 2,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 3.5 4.4 36.6 70.4 77.4 78.3: 22.6 21.7
Old : 100.0: 41.0 4.1 1.1 36.6 74.5 78.7 79.7: 21.3 20.3
Other: 100.0: 31.2 27.5 0.1 36.5 40.0 67.8 67.6: 32.2 32.4
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 54 16 18 42 53 107 78:
Old : 143: 56 15 9 39 52 101 70:
Other: 62: 16 12 1 12 25 28 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 35.4 30.6 45.0 18.7 28.0 26.8 35.7
Old : 20.5 38.7 30.8 48.4 20.5 33.6 29.7 41.7
Other: 43.7 30.4 55.4 49.9 43.7 29.9 55.3 49.0
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, September 20, 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 : 29,924: 5,203 1,826 699 14,316 19,414 20,218 21,939: 9,706 7,985
Old : 29,734: 5,203 1,826 699 14,225 19,353 20,127 21,878: 9,607 7,856
Other: 190: 0 0 0 91 61 91 61: 99 129
: : :
: : Changes in Commitments from: September 13, 2005 :
: -1,915: 1,415 -2,532 -98 -2,024 1,906 -707 -724: -1,208 -1,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 6.1 2.3 47.8 64.9 67.6 73.3: 32.4 26.7
Old : 100.0: 17.5 6.1 2.4 47.8 65.1 67.7 73.6: 32.3 26.4
Other: 100.0: 0.0 0.0 0.0 47.9 32.1 47.9 32.1: 52.1 67.9
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 11 4 4 19 13 30 21:
Old : 38: 11 4 4 19 13 30 21:
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 : 32.2 51.4 47.5 62.9 29.2 48.0 42.1 55.1
Old : 32.1 51.5 47.6 63.1 29.2 48.3 42.1 55.3
Other: 47.9 32.1 47.9 32.1 47.4 31.6 47.4 31.6
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, September 20, 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 : 104,347: 20,329 34,348 4,710 67,747 54,903 92,786 93,961: 11,561 10,386
Old : 103,619: 20,420 34,448 4,519 67,203 54,403 92,142 93,370: 11,477 10,249
Other: 728: 100 91 0 544 500 644 591: 84 137
: : :
: : Changes in Commitments from: September 13, 2005 :
: -224: -125 -229 -222 278 1,172 -69 721: -155 -945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 32.9 4.5 64.9 52.6 88.9 90.0: 11.1 10.0
Old : 100.0: 19.7 33.2 4.4 64.9 52.5 88.9 90.1: 11.1 9.9
Other: 100.0: 13.7 12.5 0.0 74.7 68.7 88.5 81.2: 11.5 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 55 68 38 54 54 135 140:
Old : 202: 55 69 36 54 53 134 138:
Other: 15: 1 1 0 6 7 7 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 31.6 41.0 39.9 25.7 28.4 37.2 35.6
Old : 25.9 31.8 41.2 40.1 25.9 28.6 37.8 35.8
Other: 74.9 71.3 88.5 81.2 74.9 71.3 88.5 81.2
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, September 20, 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 : 23,569: 7,721 5,409 773 11,949 14,993 20,443 21,175: 3,126 2,394
Old : 17,306: 6,326 5,001 0 8,344 10,431 14,670 15,432: 2,636 1,874
Other: 6,263: 1,791 804 377 3,605 4,562 5,773 5,743: 490 520
: : :
: : Changes in Commitments from: September 13, 2005 :
: -126: -233 -803 -412 485 737 -160 -478: 34 352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 22.9 3.3 50.7 63.6 86.7 89.8: 13.3 10.2
Old : 100.0: 36.6 28.9 0.0 48.2 60.3 84.8 89.2: 15.2 10.8
Other: 100.0: 28.6 12.8 6.0 57.6 72.8 92.2 91.7: 7.8 8.3
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 28 30 13 23 14 60 49:
Old : 86: 25 31 0 21 13 46 44:
Other: 39: 13 9 12 11 9 30 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 45.9 51.2 59.9 33.7 41.7 48.1 55.2
Old : 38.2 47.9 54.7 60.4 38.2 47.5 54.4 60.0
Other: 51.2 73.3 73.1 80.8 47.0 71.2 67.2 77.1
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, September 20, 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 : 117,911: 24,943 22,404 2,073 84,820 89,345 111,836 113,822: 6,075 4,089
Old : 102,698: 25,047 22,418 1,622 70,174 74,613 96,843 98,653: 5,855 4,045
Other: 15,213: 77 167 270 14,646 14,732 14,993 15,169: 220 44
: : :
: : Changes in Commitments from: September 13, 2005 :
: 4,041: 1,142 5,505 332 2,588 -1,979 4,062 3,858: -21 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 19.0 1.8 71.9 75.8 94.8 96.5: 5.2 3.5
Old : 100.0: 24.4 21.8 1.6 68.3 72.7 94.3 96.1: 5.7 3.9
Other: 100.0: 0.5 1.1 1.8 96.3 96.8 98.6 99.7: 1.4 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 52 44 16 50 34 107 91:
Old : 155: 52 46 15 49 34 106 90:
Other: 26: 2 3 3 14 12 17 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.1 52.1 51.6 23.8 26.7 34.5 36.3
Old : 34.8 34.0 52.2 48.8 29.8 27.0 43.3 40.1
Other: 66.6 89.1 87.9 97.1 49.0 66.7 62.9 69.8
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, September 20, 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 : 486,938: 189,775 31,513 29,510 186,716 377,587 406,001 438,610: 80,937 48,328
Old : 486,938: 189,775 31,513 29,510 186,716 377,587 406,001 438,610: 80,937 48,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 18,449: 10,372 415 1,402 5,942 10,400 17,716 12,217: 733 6,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 6.5 6.1 38.3 77.5 83.4 90.1: 16.6 9.9
Old : 100.0: 39.0 6.5 6.1 38.3 77.5 83.4 90.1: 16.6 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 : 168: 68 31 37 50 53 143 100:
Old : 168: 68 31 37 50 53 143 100:
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 : 18.2 31.0 29.6 50.0 14.7 25.4 24.8 40.8
Old : 18.2 31.0 29.6 50.0 14.7 25.4 24.8 40.8
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 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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, September 20, 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 : 85,023: 18,598 20,089 9,849 47,577 47,190 76,024 77,128: 8,999 7,895
Old : 84,018: 18,576 20,423 9,407 47,145 46,546 75,128 76,376: 8,890 7,642
Other: 1,005: 388 32 76 432 644 896 752: 109 253
: : :
: : Changes in Commitments from: September 13, 2005 :
: 484: -498 473 788 -719 -1,890 -429 -629: 913 1,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 23.6 11.6 56.0 55.5 89.4 90.7: 10.6 9.3
Old : 100.0: 22.1 24.3 11.2 56.1 55.4 89.4 90.9: 10.6 9.1
Other: 100.0: 38.6 3.2 7.6 43.0 64.1 89.2 74.8: 10.8 25.2
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 95 76 44 93 77 210 181:
Old : 289: 95 79 44 93 77 210 181:
Other: 34: 5 1 3 14 17 19 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 : 18.5 20.6 30.9 32.8 18.1 17.0 28.2 26.7
Old : 18.7 20.9 31.2 33.2 18.4 17.2 28.5 27.0
Other: 49.6 42.4 72.4 61.2 45.1 42.4 62.9 57.5
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, September 20, 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 : 12,289: 7,555 2,435 2,006 651 5,980 10,212 10,421: 2,077 1,868
Old : 12,289: 7,555 2,435 2,006 651 5,980 10,212 10,421: 2,077 1,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -5,860: 3,337 -1,752 -125 -9,437 -2,753 -6,225 -4,630: 365 -1,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 19.8 16.3 5.3 48.7 83.1 84.8: 16.9 15.2
Old : 100.0: 61.5 19.8 16.3 5.3 48.7 83.1 84.8: 16.9 15.2
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 : 38: 13 13 3 4 7 19 22:
Old : 38: 13 13 3 4 7 19 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 : 63.5 60.2 73.6 74.1 50.3 48.8 59.2 60.1
Old : 63.5 60.2 73.6 74.1 50.3 48.8 59.2 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - 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
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 20, 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 : 171,899: 20,460 18,680 25,361 93,017 107,151 138,838 151,192: 33,061 20,707
Old : 171,899: 20,460 18,680 25,361 93,017 107,151 138,838 151,192: 33,061 20,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 2,786: -2,506 739 2,159 3,455 2,237 3,108 5,135: -322 -2,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 10.9 14.8 54.1 62.3 80.8 88.0: 19.2 12.0
Old : 100.0: 11.9 10.9 14.8 54.1 62.3 80.8 88.0: 19.2 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 : 132: 33 29 41 59 56 117 105:
Old : 132: 33 29 41 59 56 117 105:
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 : 18.3 19.5 29.8 28.9 13.5 11.7 18.9 18.7
Old : 18.3 19.5 29.8 28.9 13.5 11.7 18.9 18.7
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, September 20, 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 : 562,344: 70,730 78,011 174,858 237,234 276,148 482,822 529,017: 79,522 33,327
Old : 562,344: 70,730 78,011 174,858 237,234 276,148 482,822 529,017: 79,522 33,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 21,269: 7,711 4,211 6,037 3,841 5,575 17,589 15,823: 3,680 5,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 13.9 31.1 42.2 49.1 85.9 94.1: 14.1 5.9
Old : 100.0: 12.6 13.9 31.1 42.2 49.1 85.9 94.1: 14.1 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 : 204: 61 42 70 95 84 189 164:
Old : 204: 61 42 70 95 84 189 164:
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 : 21.1 26.5 31.1 40.5 7.4 13.7 12.2 20.4
Old : 21.1 26.5 31.1 40.5 7.4 13.7 12.2 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - 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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, September 20, 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 : 41,164: 0 3,204 5,028 30,018 25,943 35,046 34,175: 6,118 6,989
Old : 41,164: 0 3,204 5,028 30,018 25,943 35,046 34,175: 6,118 6,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 79: 0 549 -497 -584 67 -1,081 119: 1,160 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 12.2 72.9 63.0 85.1 83.0: 14.9 17.0
Old : 100.0: 0.0 7.8 12.2 72.9 63.0 85.1 83.0: 14.9 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 2 16 15 18 18:
Old : 23: 0 3 2 16 15 18 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 : 46.7 38.4 68.4 61.1 40.4 30.0 54.9 47.3
Old : 46.7 38.4 68.4 61.1 40.4 30.0 54.9 47.3
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, September 20, 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 : 111,556: 9,574 4,130 1,931 91,836 99,924 103,341 105,985: 8,215 5,571
Old : 111,556: 9,574 4,130 1,931 91,836 99,924 103,341 105,985: 8,215 5,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 3,556: -222 0 0 5,078 2,463 4,856 2,463: -1,300 1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.7 1.7 82.3 89.6 92.6 95.0: 7.4 5.0
Old : 100.0: 8.6 3.7 1.7 82.3 89.6 92.6 95.0: 7.4 5.0
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 : 42: 4 2 5 29 32 35 37:
Old : 42: 4 2 5 29 32 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 36.0 64.6 58.0 50.3 32.3 58.3 52.4
Old : 53.1 36.0 64.6 58.0 50.3 32.3 58.3 52.4
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, September 20, 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 : 60,068: 7,006 8,832 930 45,925 43,340 53,861 53,102: 6,207 6,966
Old : 60,068: 7,006 8,832 930 45,925 43,340 53,861 53,102: 6,207 6,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 784: 1,306 0 -434 -3,093 2,038 -2,221 1,604: 3,005 -820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.7 1.5 76.5 72.2 89.7 88.4: 10.3 11.6
Old : 100.0: 11.7 14.7 1.5 76.5 72.2 89.7 88.4: 10.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 1 19 18 22 21:
Old : 29: 3 2 1 19 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 41.9 76.9 65.2 50.2 33.5 63.7 52.3
Old : 56.3 41.9 76.9 65.2 50.2 33.5 63.7 52.3
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, September 20, 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 : 65,559: 312 17,551 2,249 59,244 43,268 61,805 63,068: 3,754 2,491
Old : 65,559: 312 17,551 2,249 59,244 43,268 61,805 63,068: 3,754 2,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,882: 124 -1,966 549 1,209 3,299 1,882 1,882: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 26.8 3.4 90.4 66.0 94.3 96.2: 5.7 3.8
Old : 100.0: 0.5 26.8 3.4 90.4 66.0 94.3 96.2: 5.7 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 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 : 44.3 51.4 66.3 71.2 36.8 43.1 51.6 56.3
Old : 44.3 51.4 66.3 71.2 36.8 43.1 51.6 56.3
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, September 20, 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 : 65,468: 18,801 13,702 2,620 38,491 41,687 59,912 58,009: 5,556 7,459
Old : 65,468: 18,801 13,702 2,620 38,491 41,687 59,912 58,009: 5,556 7,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 2,812: -200 -492 616 2,365 2,113 2,781 2,237: 31 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 20.9 4.0 58.8 63.7 91.5 88.6: 8.5 11.4
Old : 100.0: 28.7 20.9 4.0 58.8 63.7 91.5 88.6: 8.5 11.4
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 : 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 : 53.4 40.3 73.2 56.7 48.7 39.0 61.2 53.9
Old : 53.4 40.3 73.2 56.7 48.7 39.0 61.2 53.9
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, September 20, 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 : 62,314: 0 3,349 1,701 59,277 51,111 60,978 56,161: 1,336 6,153
Old : 62,314: 0 3,349 1,701 59,277 51,111 60,978 56,161: 1,336 6,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,314: -211 3,349 -896 1,841 -1,264 734 1,189: 580 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 2.7 95.1 82.0 97.9 90.1: 2.1 9.9
Old : 100.0: 0.0 5.4 2.7 95.1 82.0 97.9 90.1: 2.1 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 : 24: 0 1 1 19 20 20 21:
Old : 24: 0 1 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 : 65.8 38.9 83.6 65.3 60.9 37.3 68.8 53.0
Old : 65.8 38.9 83.6 65.3 60.9 37.3 68.8 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - 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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, September 20, 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 : 65,610: 0 11,457 1,206 59,804 47,728 61,010 60,391: 4,600 5,219
Old : 65,610: 0 11,457 1,206 59,804 47,728 61,010 60,391: 4,600 5,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 635: 0 -496 434 50 192 484 130: 151 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.5 1.8 91.2 72.7 93.0 92.0: 7.0 8.0
Old : 100.0: 0.0 17.5 1.8 91.2 72.7 93.0 92.0: 7.0 8.0
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: 0 2 2 23 20 25 22:
Old : 30: 0 2 2 23 20 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 49.5 54.6 75.6 27.1 39.8 42.0 56.7
Old : 30.6 49.5 54.6 75.6 27.1 39.8 42.0 56.7
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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, September 20, 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 : 42,011: 0 2,816 162 34,372 36,000 34,534 38,978: 7,477 3,033
Old : 42,011: 0 2,816 162 34,372 36,000 34,534 38,978: 7,477 3,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.4 81.8 85.7 82.2 92.8: 17.8 7.2
Old : 100.0: 0.0 6.7 0.4 81.8 85.7 82.2 92.8: 17.8 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 13 15 14 16:
Old : 20: 0 1 1 13 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 69.0 75.6 83.8 53.4 68.7 68.7 79.4
Old : 55.2 69.0 75.6 83.8 53.4 68.7 68.7 79.4
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 20, 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 : 67,402: 18,692 0 2,376 39,417 58,591 60,485 60,967: 6,917 6,435
Old : 67,402: 18,692 0 2,376 39,417 58,591 60,485 60,967: 6,917 6,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,170: 248 0 0 -1,224 876 -976 876: 2,146 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 0.0 3.5 58.5 86.9 89.7 90.5: 10.3 9.5
Old : 100.0: 27.7 0.0 3.5 58.5 86.9 89.7 90.5: 10.3 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 : 26: 2 0 2 19 22 21 24:
Old : 26: 2 0 2 19 22 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 48.5 75.2 67.3 39.8 29.7 48.3 40.8
Old : 59.6 48.5 75.2 67.3 39.8 29.7 48.3 40.8
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, September 20, 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 : 47,816: 1,319 0 5,388 36,385 34,355 43,092 39,743: 4,724 8,073
Old : 47,816: 1,319 0 5,388 36,385 34,355 43,092 39,743: 4,724 8,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 3,759: 297 0 706 2,634 4,047 3,637 4,753: 122 -994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 11.3 76.1 71.8 90.1 83.1: 9.9 16.9
Old : 100.0: 2.8 0.0 11.3 76.1 71.8 90.1 83.1: 9.9 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 : 27: 4 0 2 17 18 21 20:
Old : 27: 4 0 2 17 18 21 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 : 43.7 34.5 70.0 59.4 38.4 28.2 53.5 44.7
Old : 43.7 34.5 70.0 59.4 38.4 28.2 53.5 44.7
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, September 20, 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 : 1,321,065: 335,891 78,264 254,511 709,324 976,644 1,299,726 1,309,419: 21,339 11,646
Old : 1,321,065: 335,891 78,264 254,511 709,324 976,644 1,299,726 1,309,419: 21,339 11,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 55,862: 9,369 23,327 10,435 34,581 21,565 54,385 55,327: 1,477 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 5.9 19.3 53.7 73.9 98.4 99.1: 1.6 0.9
Old : 100.0: 25.4 5.9 19.3 53.7 73.9 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 : 132: 27 11 35 85 81 122 118:
Old : 132: 27 11 35 85 81 122 118:
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 : 24.9 26.9 40.7 41.8 17.6 17.5 28.2 29.0
Old : 24.9 26.9 40.7 41.8 17.6 17.5 28.2 29.0
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, September 20, 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 : 242,395: 57,314 54,924 74,076 108,313 111,288 239,703 240,288: 2,692 2,107
Old : 242,395: 57,314 54,924 74,076 108,313 111,288 239,703 240,288: 2,692 2,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 24,095: 6,337 8,832 16,245 1,192 77 23,774 25,154: 321 -1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 22.7 30.6 44.7 45.9 98.9 99.1: 1.1 0.9
Old : 100.0: 23.6 22.7 30.6 44.7 45.9 98.9 99.1: 1.1 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 : 50: 11 8 18 29 31 47 50:
Old : 50: 11 8 18 29 31 47 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 42.4 55.8 64.9 22.9 25.9 31.3 35.4
Old : 33.3 42.4 55.8 64.9 22.9 25.9 31.3 35.4
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, September 20, 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 : 81,358: 24,827 7,480 16,391 39,912 57,207 81,130 81,078: 228 280
Old : 81,358: 24,827 7,480 16,391 39,912 57,207 81,130 81,078: 228 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 506: 1,148 -140 -534 -188 1,000 426 326: 80 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 9.2 20.1 49.1 70.3 99.7 99.7: 0.3 0.3
Old : 100.0: 30.5 9.2 20.1 49.1 70.3 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 7 9 36 38 45 48:
Old : 50: 3 7 9 36 38 45 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 : 58.7 43.9 71.6 63.1 43.8 39.8 50.3 51.3
Old : 58.7 43.9 71.6 63.1 43.8 39.8 50.3 51.3
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, September 20, 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 : 25,603: 2,809 4,768 2,763 20,010 17,563 25,582 25,094: 21 509
Old : 25,603: 2,809 4,768 2,763 20,010 17,563 25,582 25,094: 21 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 362: 487 -443 341 800 592 1,628 490: -1,266 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 18.6 10.8 78.2 68.6 99.9 98.0: 0.1 2.0
Old : 100.0: 11.0 18.6 10.8 78.2 68.6 99.9 98.0: 0.1 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 : 36: 5 3 6 21 23 29 29:
Old : 36: 5 3 6 21 23 29 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 : 58.4 47.9 74.7 70.0 54.9 42.5 64.8 57.0
Old : 58.4 47.9 74.7 70.0 54.9 42.5 64.8 57.0
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, September 20, 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 : 10,696: 936 3,341 2,576 6,676 4,271 10,188 10,188: 508 508
Old : 10,696: 936 3,341 2,576 6,676 4,271 10,188 10,188: 508 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 739: 676 -172 785 126 126 1,587 739: -848 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 31.2 24.1 62.4 39.9 95.3 95.3: 4.7 4.7
Old : 100.0: 8.8 31.2 24.1 62.4 39.9 95.3 95.3: 4.7 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 : 30: 4 3 4 18 11 24 16:
Old : 30: 4 3 4 18 11 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 57.1 61.5 85.5 26.1 48.2 45.3 63.9
Old : 38.2 57.1 61.5 85.5 26.1 48.2 45.3 63.9
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, September 20, 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 : 17,950: 3,852 3,920 1,660 11,998 12,110 17,510 17,690: 440 260
Old : 17,950: 3,852 3,920 1,660 11,998 12,110 17,510 17,690: 440 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 902: 552 740 -520 950 630 982 850: -80 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 21.8 9.2 66.8 67.5 97.5 98.6: 2.5 1.4
Old : 100.0: 21.5 21.8 9.2 66.8 67.5 97.5 98.6: 2.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 3 7 18 19 25 26:
Old : 31: 4 3 7 18 19 25 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 : 46.1 54.8 70.0 75.4 41.7 48.0 56.3 63.3
Old : 46.1 54.8 70.0 75.4 41.7 48.0 56.3 63.3
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, September 20, 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 : 24,526: 11,790 160 1,680 10,298 22,374 23,768 24,214: 758 312
Old : 24,526: 11,790 160 1,680 10,298 22,374 23,768 24,214: 758 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 760: -60 -80 140 500 640 580 700: 180 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 0.7 6.8 42.0 91.2 96.9 98.7: 3.1 1.3
Old : 100.0: 48.1 0.7 6.8 42.0 91.2 96.9 98.7: 3.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 1 5 21 24 27 29:
Old : 32: 5 1 5 21 24 27 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 : 67.6 55.1 79.8 78.1 59.1 52.1 69.8 72.7
Old : 67.6 55.1 79.8 78.1 59.1 52.1 69.8 72.7
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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, September 20, 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 : 8,498: 2,960 120 660 4,830 7,478 8,450 8,258: 48 240
Old : 8,498: 2,960 120 660 4,830 7,478 8,450 8,258: 48 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 1.4 7.8 56.8 88.0 99.4 97.2: 0.6 2.8
Old : 100.0: 34.8 1.4 7.8 56.8 88.0 99.4 97.2: 0.6 2.8
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 : 21: 2 1 2 12 14 14 17:
Old : 21: 2 1 2 12 14 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 : 70.6 63.2 91.8 85.3 57.2 62.7 70.3 69.5
Old : 70.6 63.2 91.8 85.3 57.2 62.7 70.3 69.5
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 20, 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 : 846,588: 110,078 123,181 142,188 532,544 511,803 784,810 777,172: 61,778 69,416
Old : 846,588: 110,078 123,181 142,188 532,544 511,803 784,810 777,172: 61,778 69,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -26,259: -4,560 295 -1,969 -2,282 -15,185 -8,811 -16,859: -17,448 -9,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 14.6 16.8 62.9 60.5 92.7 91.8: 7.3 8.2
Old : 100.0: 13.0 14.6 16.8 62.9 60.5 92.7 91.8: 7.3 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 63 90 83 74 84 196 201:
Old : 247: 63 90 83 74 84 196 201:
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 : 24.9 16.2 36.8 26.9 20.0 11.1 26.7 17.8
Old : 24.9 16.2 36.8 26.9 20.0 11.1 26.7 17.8
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, September 20, 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 : 13,368: 9,032 5,107 112 1,437 7,487 10,581 12,706: 2,787 662
Old : 13,368: 9,032 5,107 112 1,437 7,487 10,581 12,706: 2,787 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 81: 431 -1,858 -18 -645 2,147 -232 271: 313 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 38.2 0.8 10.7 56.0 79.2 95.0: 20.8 5.0
Old : 100.0: 67.6 38.2 0.8 10.7 56.0 79.2 95.0: 20.8 5.0
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 : 112: 60 15 4 13 26 77 42:
Old : 112: 60 15 4 13 26 77 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 : 22.1 36.5 34.3 53.7 22.1 36.4 34.3 53.3
Old : 22.1 36.5 34.3 53.7 22.1 36.4 34.3 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - 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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, September 20, 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 : 13,480: 10,126 783 49 848 10,999 11,023 11,831: 2,457 1,649
Old : 13,480: 10,126 783 49 848 10,999 11,023 11,831: 2,457 1,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,520: 1,743 -131 -177 -102 1,295 1,464 987: 56 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 5.8 0.4 6.3 81.6 81.8 87.8: 18.2 12.2
Old : 100.0: 75.1 5.8 0.4 6.3 81.6 81.8 87.8: 18.2 12.2
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 : 58: 29 7 1 5 21 35 28:
Old : 58: 29 7 1 5 21 35 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 : 34.3 45.6 51.4 66.7 34.3 45.3 51.4 66.4
Old : 34.3 45.6 51.4 66.7 34.3 45.3 51.4 66.4
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, September 20, 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 : 138,657: 29,894 4,025 8,789 84,988 116,925 123,671 129,739: 14,986 8,918
Old : 138,657: 29,894 4,025 8,789 84,988 116,925 123,671 129,739: 14,986 8,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 731: -2,713 -1,299 175 4,562 3,181 2,024 2,057: -1,293 -1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 2.9 6.3 61.3 84.3 89.2 93.6: 10.8 6.4
Old : 100.0: 21.6 2.9 6.3 61.3 84.3 89.2 93.6: 10.8 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 : 143: 47 15 33 61 74 119 111:
Old : 143: 47 15 33 61 74 119 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 25.9 38.4 40.1 16.4 18.9 25.2 28.6
Old : 23.4 25.9 38.4 40.1 16.4 18.9 25.2 28.6
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 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
Updated September 30, 2005