WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 27, 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 : 281,887: 44,270 81,125 34,433 178,821 128,980 257,524 244,538: 24,363 37,349
Old : 255,011: 44,141 82,818 23,124 164,889 119,072 232,154 225,014: 22,857 29,997
Other: 26,876: 10,923 9,101 515 13,932 9,908 25,370 19,524: 1,506 7,352
: : :
: : Changes in Commitments from: September 20, 2005 :
: 192: -888 -8,414 4,612 -4,423 1,818 -699 -1,984: 891 2,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 28.8 12.2 63.4 45.8 91.4 86.8: 8.6 13.2
Old : 100.0: 17.3 32.5 9.1 64.7 46.7 91.0 88.2: 9.0 11.8
Other: 100.0: 40.6 33.9 1.9 51.8 36.9 94.4 72.6: 5.6 27.4
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 62 114 69 40 60 158 203:
Old : 260: 62 123 54 36 55 139 195:
Other: 122: 37 32 8 12 48 53 84:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 29.2 48.9 36.6 32.2 22.8 45.9 28.9
Old : 35.5 32.2 51.3 39.6 35.5 28.9 50.8 35.4
Other: 47.5 32.8 62.7 41.1 47.0 32.3 62.0 39.7
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
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 27, 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 : 720,223: 130,965 160,622 50,055 415,169 327,199 596,189 537,876: 124,034 182,347
Old : 679,036: 117,989 165,870 40,304 404,599 304,582 562,892 510,756: 116,144 168,280
Other: 41,187: 20,659 2,435 2,068 10,570 22,617 33,297 27,120: 7,890 14,067
: : :
: : Changes in Commitments from: September 20, 2005 :
: 13,307: 3,214 4,795 6,144 1,754 -3,012 11,112 7,927: 2,195 5,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 22.3 6.9 57.6 45.4 82.8 74.7: 17.2 25.3
Old : 100.0: 17.4 24.4 5.9 59.6 44.9 82.9 75.2: 17.1 24.8
Other: 100.0: 50.2 5.9 5.0 25.7 54.9 80.8 65.8: 19.2 34.2
: : :
:# Traders : Number of Traders in Each Category :
All : 531: 128 128 90 174 187 358 362:
Old : 525: 122 135 81 171 185 347 355:
Other: 232: 58 24 6 36 121 97 149:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.1 33.5 23.4 22.5 17.9 32.6 23.0
Old : 23.7 17.7 35.4 23.2 23.7 17.5 34.5 22.9
Other: 20.1 31.1 32.0 37.8 18.8 29.5 30.2 35.6
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
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 27, 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 : 5,888: 2,544 570 22 1,093 3,562 3,659 4,154: 2,229 1,734
Old : 5,885: 2,544 570 22 1,092 3,561 3,658 4,153: 2,227 1,732
Other: 3: 0 0 0 1 1 1 1: 2 2
: : :
: : Changes in Commitments from: September 20, 2005 :
: 200: 192 -162 3 -2 129 193 -30: 7 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 9.7 0.4 18.6 60.5 62.1 70.6: 37.9 29.4
Old : 100.0: 43.2 9.7 0.4 18.6 60.5 62.2 70.6: 37.8 29.4
Other: 100.0: 0.0 0.0 0.0 33.3 33.3 33.3 33.3: 66.7 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 6 2 7 15 20 21:
Old : 35: 11 6 2 7 15 20 21:
Other: 1: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 34.5 49.8 51.8 36.3 34.2 49.1 49.0
Old : 36.3 34.5 49.8 51.8 36.3 34.2 49.1 49.1
Other: 33.3 33.3 33.3 33.3 0.0 0.0 0.0 0.0
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 27, 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 : 253,289: 56,245 54,331 22,371 130,414 106,992 209,030 183,694: 44,259 69,595
Old : 245,189: 56,054 55,458 18,429 128,172 104,533 202,655 178,420: 42,534 66,769
Other: 8,100: 4,017 2,699 116 2,242 2,459 6,375 5,274: 1,725 2,826
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,163: -2,993 4,960 4,141 2,716 -5,102 3,864 3,999: 1,299 1,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 21.5 8.8 51.5 42.2 82.5 72.5: 17.5 27.5
Old : 100.0: 22.9 22.6 7.5 52.3 42.6 82.7 72.8: 17.3 27.2
Other: 100.0: 49.6 33.3 1.4 27.7 30.4 78.7 65.1: 21.3 34.9
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 85 104 67 82 95 211 238:
Old : 326: 88 107 59 81 93 206 231:
Other: 92: 14 21 4 14 46 29 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 15.1 30.9 22.6 21.7 11.8 30.4 18.6
Old : 22.4 15.1 31.9 22.9 22.4 11.9 31.4 18.9
Other: 54.5 26.3 68.9 43.7 53.8 25.3 65.6 39.5
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 142,078: 29,984 24,900 13,496 78,412 85,228 121,892 123,624: 20,186 18,454
Old : 137,667: 29,981 24,972 11,447 77,283 83,756 118,711 120,175: 18,956 17,492
Other: 4,411: 1,765 1,690 287 1,129 1,472 3,181 3,449: 1,230 962
: : :
: : Changes in Commitments from: September 20, 2005 :
: 1,875: 240 -2,006 169 848 1,567 1,257 -270: 618 2,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 17.5 9.5 55.2 60.0 85.8 87.0: 14.2 13.0
Old : 100.0: 21.8 18.1 8.3 56.1 60.8 86.2 87.3: 13.8 12.7
Other: 100.0: 40.0 38.3 6.5 25.6 33.4 72.1 78.2: 27.9 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 37 33 27 48 47 98 103:
Old : 143: 41 34 25 48 46 98 100:
Other: 29: 6 9 3 10 7 17 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 24.6 36.1 38.1 24.1 21.0 34.1 29.5
Old : 25.1 25.4 37.1 39.2 24.9 21.7 35.3 30.5
Other: 54.2 39.0 67.0 58.5 46.6 24.8 52.9 42.4
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 27, 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 : 555,673: 97,867 81,370 5,121 340,533 312,036 443,521 398,527: 112,152 157,146
Old : 555,673: 97,867 81,370 5,121 340,533 312,036 443,521 398,527: 112,152 157,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,094: 13,855 13,950 3,144 -16,627 -26,498 372 -9,404: 4,722 14,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 14.6 0.9 61.3 56.2 79.8 71.7: 20.2 28.3
Old : 100.0: 17.6 14.6 0.9 61.3 56.2 79.8 71.7: 20.2 28.3
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 : 147: 24 31 17 54 70 87 109:
Old : 147: 24 31 17 54 70 87 109:
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 : 26.0 15.8 35.4 26.3 23.1 14.0 31.0 22.7
Old : 26.0 15.8 35.4 26.3 23.1 14.0 31.0 22.7
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, September 27, 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 : 126,912: 18,010 15,091 15,006 69,164 76,456 102,180 106,553: 24,732 20,359
Old : 124,030: 18,863 15,283 13,320 67,425 75,375 99,608 103,978: 24,422 20,052
Other: 2,882: 282 943 551 1,739 1,081 2,572 2,575: 310 307
: : :
: : Changes in Commitments from: September 20, 2005 :
: 1,443: 1,674 2,754 217 -2,704 -1,731 -813 1,240: 2,256 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 11.9 11.8 54.5 60.2 80.5 84.0: 19.5 16.0
Old : 100.0: 15.2 12.3 10.7 54.4 60.8 80.3 83.8: 19.7 16.2
Other: 100.0: 9.8 32.7 19.1 60.3 37.5 89.2 89.3: 10.8 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 33 32 36 50 46 101 107:
Old : 136: 39 31 36 50 46 101 107:
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 : 23.4 29.2 32.9 44.1 15.5 26.7 23.6 33.1
Old : 23.3 29.9 32.6 45.1 15.6 27.4 23.6 33.9
Other: 50.6 54.5 74.9 77.7 48.9 45.7 62.8 61.0
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 27, 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 : 6,410: 2,592 1,258 787 1,895 3,206 5,274 5,251: 1,136 1,159
Old : 6,410: 2,592 1,258 787 1,895 3,206 5,274 5,251: 1,136 1,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -353: -245 -260 -127 -71 518 -443 131: 90 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 19.6 12.3 29.6 50.0 82.3 81.9: 17.7 18.1
Old : 100.0: 40.4 19.6 12.3 29.6 50.0 82.3 81.9: 17.7 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 : 46: 17 7 9 11 15 32 28:
Old : 46: 17 7 9 11 15 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 39.3 53.8 57.0 38.1 35.5 52.0 51.0
Old : 38.1 39.3 53.8 57.0 38.1 35.5 52.0 51.0
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 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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 27, 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 : 335,847: 87,199 45,639 1,661 175,552 181,883 264,412 229,183: 71,435 106,664
Old : 335,847: 87,199 45,639 1,661 175,552 181,883 264,412 229,183: 71,435 106,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -10,934: -16,195 -6,200 -1,058 1,842 -3,938 -15,411 -11,196: 4,477 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 13.6 0.5 52.3 54.2 78.7 68.2: 21.3 31.8
Old : 100.0: 26.0 13.6 0.5 52.3 54.2 78.7 68.2: 21.3 31.8
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 : 98: 16 20 4 40 48 58 70:
Old : 98: 16 20 4 40 48 58 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 14.2 45.3 23.2 31.5 13.0 44.3 21.0
Old : 31.5 14.2 45.3 23.2 31.5 13.0 44.3 21.0
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, September 27, 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 : 1,630,494: 382,286 358,753 37,346 977,101 866,586 1,396,733 1,262,685: 233,761 367,809
Old : 1,630,494: 382,286 358,753 37,346 977,101 866,586 1,396,733 1,262,685: 233,761 367,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -88,319: 1,808 -41,379 -41,537 -37,451 -60,537 -77,180 -143,453: -11,139 55,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 22.0 2.3 59.9 53.1 85.7 77.4: 14.3 22.6
Old : 100.0: 23.4 22.0 2.3 59.9 53.1 85.7 77.4: 14.3 22.6
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 : 246: 60 51 30 85 108 153 181:
Old : 246: 60 51 30 85 108 153 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 25.3 45.8 34.6 32.7 24.9 43.2 33.0
Old : 33.7 25.3 45.8 34.6 32.7 24.9 43.2 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, September 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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, September 27, 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 : 1,125,468: 185,330 262,121 17,528 768,061 604,939 970,919 884,588: 154,549 240,880
Old : 1,125,468: 185,330 262,121 17,528 768,061 604,939 970,919 884,588: 154,549 240,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -10,655: 10,012 -10,056 -2,186 2,368 -8,210 10,194 -20,452: -20,849 9,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 23.3 1.6 68.2 53.7 86.3 78.6: 13.7 21.4
Old : 100.0: 16.5 23.3 1.6 68.2 53.7 86.3 78.6: 13.7 21.4
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 : 172: 38 38 14 65 68 108 115:
Old : 172: 38 38 14 65 68 108 115:
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 : 31.1 23.8 42.3 33.1 29.7 22.7 39.0 30.7
Old : 31.1 23.8 42.3 33.1 29.7 22.7 39.0 30.7
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, September 27, 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 : 463,968: 134,792 81,724 70,708 207,597 273,987 413,097 426,419: 50,871 37,549
Old : 463,968: 134,792 81,724 70,708 207,597 273,987 413,097 426,419: 50,871 37,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -38,075: -23,174 -7,269 -594 -11,289 -32,350 -35,057 -40,213: -3,018 2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 17.6 15.2 44.7 59.1 89.0 91.9: 11.0 8.1
Old : 100.0: 29.1 17.6 15.2 44.7 59.1 89.0 91.9: 11.0 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 38 32 35 58 53 118 98:
Old : 142: 38 32 35 58 53 118 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 23.9 35.0 41.1 16.3 18.9 23.8 30.4
Old : 23.4 23.9 35.0 41.1 16.3 18.9 23.8 30.4
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, September 27, 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 : 34,568: 4,323 7,029 6 23,338 16,950 27,667 23,985: 6,901 10,583
Old : 34,568: 4,323 7,029 6 23,338 16,950 27,667 23,985: 6,901 10,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 952: 533 71 6 -473 -159 66 -82: 886 1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 20.3 0.0 67.5 49.0 80.0 69.4: 20.0 30.6
Old : 100.0: 12.5 20.3 0.0 67.5 49.0 80.0 69.4: 20.0 30.6
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 : 47: 8 13 2 17 10 27 23:
Old : 47: 8 13 2 17 10 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 44.5 63.9 54.2 48.4 44.2 63.9 53.9
Old : 48.4 44.5 63.9 54.2 48.4 44.2 63.9 53.9
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 27, 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 : 48,631: 19,695 26,875 357 12,787 11,812 32,839 39,044: 15,792 9,587
Old : 48,631: 19,695 26,875 357 12,787 11,812 32,839 39,044: 15,792 9,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -923: 392 -3,519 -48 -3,392 3,621 -3,048 54: 2,125 -977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 55.3 0.7 26.3 24.3 67.5 80.3: 32.5 19.7
Old : 100.0: 40.5 55.3 0.7 26.3 24.3 67.5 80.3: 32.5 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 : 63: 16 24 3 13 13 31 38:
Old : 63: 16 24 3 13 13 31 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 45.0 48.2 55.1 37.0 44.6 48.2 54.8
Old : 37.0 45.0 48.2 55.1 37.0 44.6 48.2 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, September 27, 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 : 33,678: 8,544 3,881 172 24,751 28,896 33,467 32,949: 211 729
Old : 33,678: 8,544 3,881 172 24,751 28,896 33,467 32,949: 211 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -402: -336 77 0 -73 -550 -409 -473: 7 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 11.5 0.5 73.5 85.8 99.4 97.8: 0.6 2.2
Old : 100.0: 25.4 11.5 0.5 73.5 85.8 99.4 97.8: 0.6 2.2
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 : 56: 7 17 3 16 20 25 38:
Old : 56: 7 17 3 16 20 25 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 53.3 83.1 74.8 64.1 48.2 77.7 66.1
Old : 68.0 53.3 83.1 74.8 64.1 48.2 77.7 66.1
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 27, 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 : 20,061: 671 2,119 599 13,042 10,812 14,312 13,530: 5,749 6,531
Old : 20,061: 671 2,119 599 13,042 10,812 14,312 13,530: 5,749 6,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 426: -121 -17 151 350 109 380 243: 46 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 10.6 3.0 65.0 53.9 71.3 67.4: 28.7 32.6
Old : 100.0: 3.3 10.6 3.0 65.0 53.9 71.3 67.4: 28.7 32.6
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 : 35: 5 7 7 18 16 27 26:
Old : 35: 5 7 7 18 16 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 : 43.6 32.8 60.1 50.0 43.6 30.5 58.8 44.0
Old : 43.6 32.8 60.1 50.0 43.6 30.5 58.8 44.0
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, September 27, 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 : 111,504: 22,732 22,453 23,106 49,657 32,556 95,495 78,115: 16,009 33,389
Old : 18,435: 8,660 7,987 100 4,875 3,283 13,635 11,370: 4,800 7,065
Other: 93,069: 18,742 19,136 18,336 44,782 29,273 81,860 66,745: 11,209 26,324
: : :
: : Changes in Commitments from: September 20, 2005 :
: 3,874: 2,433 1,392 -96 1,713 1,597 4,050 2,893: -176 981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 20.1 20.7 44.5 29.2 85.6 70.1: 14.4 29.9
Old : 100.0: 47.0 43.3 0.5 26.4 17.8 74.0 61.7: 26.0 38.3
Other: 100.0: 20.1 20.6 19.7 48.1 31.5 88.0 71.7: 12.0 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 51 45 59 26 40 126 111:
Old : 100: 41 23 3 14 22 57 46:
Other: 158: 46 53 45 22 40 108 105:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 15.6 38.8 27.7 27.7 13.1 38.3 22.6
Old : 20.2 27.1 36.5 37.8 20.2 26.9 36.5 37.7
Other: 32.5 16.2 45.8 28.5 32.5 14.4 45.2 23.0
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,085: 584 347 7 25 46 616 400: 469 685
Old : 1,085: 584 347 7 25 46 616 400: 469 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 32.0 0.6 2.3 4.2 56.8 36.9: 43.2 63.1
Old : 100.0: 53.8 32.0 0.6 2.3 4.2 56.8 36.9: 43.2 63.1
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 : 20: 10 8 3 1 2 13 11:
Old : 20: 10 8 3 1 2 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 22.6 49.1 34.2 36.4 22.1 49.1 33.6
Old : 36.4 22.6 49.1 34.2 36.4 22.1 49.1 33.6
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 27, 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 : 154,724: 43,581 24,243 20,516 71,337 69,455 135,434 114,214: 19,290 40,510
Old : 154,724: 43,581 24,243 20,516 71,337 69,455 135,434 114,214: 19,290 40,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 6,043: 4,688 2,006 781 169 2,082 5,638 4,869: 405 1,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 15.7 13.3 46.1 44.9 87.5 73.8: 12.5 26.2
Old : 100.0: 28.2 15.7 13.3 46.1 44.9 87.5 73.8: 12.5 26.2
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 : 242: 64 46 56 62 105 159 189:
Old : 242: 64 46 56 62 105 159 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 12.2 38.4 20.3 24.3 11.8 36.4 19.4
Old : 24.3 12.2 38.4 20.3 24.3 11.8 36.4 19.4
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 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 27, 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 : 3,808: 1,243 1,048 132 658 885 2,033 2,065: 1,775 1,743
Old : 3,808: 1,243 1,048 132 658 885 2,033 2,065: 1,775 1,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -1: 13 -469 50 15 340 78 -79: -79 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 27.5 3.5 17.3 23.2 53.4 54.2: 46.6 45.8
Old : 100.0: 32.6 27.5 3.5 17.3 23.2 53.4 54.2: 46.6 45.8
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 : 50: 13 15 7 12 15 31 32:
Old : 50: 13 15 7 12 15 31 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 : 28.2 24.6 38.1 32.7 28.2 24.1 38.1 32.1
Old : 28.2 24.6 38.1 32.7 28.2 24.1 38.1 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, September 27, 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 : 30,350: 12,217 2,985 4,677 7,896 9,814 24,790 17,476: 5,560 12,874
Old : 30,350: 12,217 2,985 4,677 7,896 9,814 24,790 17,476: 5,560 12,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 1,287: 36 40 147 592 996 775 1,183: 512 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 9.8 15.4 26.0 32.3 81.7 57.6: 18.3 42.4
Old : 100.0: 40.3 9.8 15.4 26.0 32.3 81.7 57.6: 18.3 42.4
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 : 148: 45 23 26 39 48 104 85:
Old : 148: 45 23 26 39 48 104 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 23.4 24.5 28.2 13.3 17.5 22.0 21.2
Old : 14.0 23.4 24.5 28.2 13.3 17.5 22.0 21.2
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 27, 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 : 110,057: 50,520 7,424 689 24,420 85,327 75,629 93,440: 34,428 16,617
Old : 110,057: 50,520 7,424 689 24,420 85,327 75,629 93,440: 34,428 16,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -38,114: 4,984 -11,609 -2,042 -38,389 -18,895 -35,447 -32,546: -2,667 -5,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 6.7 0.6 22.2 77.5 68.7 84.9: 31.3 15.1
Old : 100.0: 45.9 6.7 0.6 22.2 77.5 68.7 84.9: 31.3 15.1
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 : 81: 28 15 6 18 25 49 43:
Old : 81: 28 15 6 18 25 49 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 35.6 40.2 56.8 26.9 35.3 40.2 56.5
Old : 26.9 35.6 40.2 56.8 26.9 35.3 40.2 56.5
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, September 27, 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 : 76,757: 6,138 49,869 0 64,282 6,296 70,420 56,165: 6,337 20,592
Old : 76,757: 6,138 49,869 0 64,282 6,296 70,420 56,165: 6,337 20,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 19,559: 3,650 16,471 0 18,692 -432 22,342 16,039: -2,783 3,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 65.0 0.0 83.7 8.2 91.7 73.2: 8.3 26.8
Old : 100.0: 8.0 65.0 0.0 83.7 8.2 91.7 73.2: 8.3 26.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 26 0 16 6 20 32:
Old : 49: 4 26 0 16 6 20 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 37.4 74.1 48.9 54.3 37.4 71.4 48.5
Old : 56.3 37.4 74.1 48.9 54.3 37.4 71.4 48.5
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 27, 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 : 79,975: 40,077 7,415 53 34,851 66,808 74,981 74,276: 4,994 5,699
Old : 79,975: 40,077 7,415 53 34,851 66,808 74,981 74,276: 4,994 5,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,366: 257 2,898 -74 5,870 3,098 6,053 5,922: -687 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 9.3 0.1 43.6 83.5 93.8 92.9: 6.2 7.1
Old : 100.0: 50.1 9.3 0.1 43.6 83.5 93.8 92.9: 6.2 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 : 78: 40 9 1 14 18 55 27:
Old : 78: 40 9 1 14 18 55 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 : 37.6 75.5 53.7 85.4 37.3 75.5 53.4 85.4
Old : 37.6 75.5 53.7 85.4 37.3 75.5 53.4 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - 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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, September 27, 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 : 77,440: 27,581 25,018 63 30,404 35,853 58,048 60,934: 19,392 16,506
Old : 77,440: 27,581 25,018 63 30,404 35,853 58,048 60,934: 19,392 16,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 9,655: 3,009 11,024 59 7,916 -5,315 10,984 5,768: -1,329 3,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 32.3 0.1 39.3 46.3 75.0 78.7: 25.0 21.3
Old : 100.0: 35.6 32.3 0.1 39.3 46.3 75.0 78.7: 25.0 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 : 54: 17 12 2 16 16 35 28:
Old : 54: 17 12 2 16 16 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 : 33.9 34.3 50.0 54.8 31.0 34.1 44.8 50.2
Old : 33.9 34.3 50.0 54.8 31.0 34.1 44.8 50.2
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, September 27, 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 : 138,571: 13,469 72,535 43 101,617 33,591 115,129 106,169: 23,442 32,402
Old : 138,571: 13,469 72,535 43 101,617 33,591 115,129 106,169: 23,442 32,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 10,721: 1,515 12,952 0 8,066 -5,868 9,581 7,084: 1,140 3,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 52.3 0.0 73.3 24.2 83.1 76.6: 16.9 23.4
Old : 100.0: 9.7 52.3 0.0 73.3 24.2 83.1 76.6: 16.9 23.4
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 : 94: 19 40 2 25 16 45 57:
Old : 94: 19 40 2 25 16 45 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 : 40.0 25.1 57.2 39.5 40.0 22.7 56.4 35.5
Old : 40.0 25.1 57.2 39.5 40.0 22.7 56.4 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - 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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, September 27, 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 : 135,698: 32,927 34,530 1,192 64,263 56,575 98,382 92,297: 37,316 43,401
Old : 135,698: 32,927 34,530 1,192 64,263 56,575 98,382 92,297: 37,316 43,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 17,032: 3,875 4,050 360 11,322 9,119 15,557 13,529: 1,475 3,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 25.4 0.9 47.4 41.7 72.5 68.0: 27.5 32.0
Old : 100.0: 24.3 25.4 0.9 47.4 41.7 72.5 68.0: 27.5 32.0
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 : 101: 33 30 10 28 21 66 56:
Old : 101: 33 30 10 28 21 66 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 34.5 34.4 45.9 19.1 33.2 34.2 44.5
Old : 19.2 34.5 34.4 45.9 19.1 33.2 34.2 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, September 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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, September 27, 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 : 36,616: 9,330 2,528 6 19,676 25,688 29,012 28,222: 7,604 8,394
Old : 36,616: 9,330 2,528 6 19,676 25,688 29,012 28,222: 7,604 8,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,964: 1,366 -954 -279 3,564 4,706 4,651 3,473: 1,313 2,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 6.9 0.0 53.7 70.2 79.2 77.1: 20.8 22.9
Old : 100.0: 25.5 6.9 0.0 53.7 70.2 79.2 77.1: 20.8 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 9 13 12 14:
Old : 20: 2 1 1 9 13 12 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 : 54.4 51.2 74.2 70.8 53.9 51.1 73.0 70.7
Old : 54.4 51.2 74.2 70.8 53.9 51.1 73.0 70.7
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, September 27, 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 : 7,857,468: 859,436 790,429 960,281 5,179,455 4,678,397 6,999,172 6,429,107: 858,296 1,428,361
Old : 7,857,468: 859,436 790,429 960,281 5,179,455 4,678,397 6,999,172 6,429,107: 858,296 1,428,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 396,559: -6,081 77,646 105,528 243,680 137,005 343,127 320,179: 53,432 76,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 10.1 12.2 65.9 59.5 89.1 81.8: 10.9 18.2
Old : 100.0: 10.9 10.1 12.2 65.9 59.5 89.1 81.8: 10.9 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 : 263: 44 66 90 115 144 211 256:
Old : 263: 44 66 90 115 144 211 256:
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 : 33.3 14.7 50.8 23.2 32.5 10.6 43.3 17.0
Old : 33.3 14.7 50.8 23.2 32.5 10.6 43.3 17.0
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, September 27, 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 : 635,113: 49,354 60,436 2,145 451,003 470,522 502,502 533,103: 132,611 102,010
Old : 635,113: 49,354 60,436 2,145 451,003 470,522 502,502 533,103: 132,611 102,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 3,497: 3,901 3,926 -572 -10,300 5,533 -6,971 8,887: 10,468 -5,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 9.5 0.3 71.0 74.1 79.1 83.9: 20.9 16.1
Old : 100.0: 7.8 9.5 0.3 71.0 74.1 79.1 83.9: 20.9 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 32 35 16 79 63 120 105:
Old : 184: 32 35 16 79 63 120 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 29.7 31.4 43.4 21.8 29.7 31.4 43.4
Old : 21.8 29.7 31.4 43.4 21.8 29.7 31.4 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, September 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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 27, 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 : 948,507: 180,570 236,800 10,447 492,962 599,141 683,979 846,388: 264,528 102,119
Old : 948,507: 180,570 236,800 10,447 492,962 599,141 683,979 846,388: 264,528 102,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 46,028: 27,619 -22,500 -12,089 44,795 48,691 60,325 14,102: -14,297 31,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 25.0 1.1 52.0 63.2 72.1 89.2: 27.9 10.8
Old : 100.0: 19.0 25.0 1.1 52.0 63.2 72.1 89.2: 27.9 10.8
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 : 180: 36 57 13 60 51 106 111:
Old : 180: 36 57 13 60 51 106 111:
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 : 20.5 29.4 32.9 44.8 20.4 27.4 30.9 39.9
Old : 20.5 29.4 32.9 44.8 20.4 27.4 30.9 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, September 27, 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 : 12,621: 1,786 427 0 6,992 11,469 8,778 11,896: 3,843 725
Old : 12,621: 1,786 427 0 6,992 11,469 8,778 11,896: 3,843 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 120: 235 0 0 436 341 671 341: -551 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 3.4 0.0 55.4 90.9 69.6 94.3: 30.4 5.7
Old : 100.0: 14.2 3.4 0.0 55.4 90.9 69.6 94.3: 30.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 1 0 20 16 24 17:
Old : 37: 4 1 0 20 16 24 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 : 25.5 50.1 40.6 69.2 25.5 49.4 40.6 68.0
Old : 25.5 50.1 40.6 69.2 25.5 49.4 40.6 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, September 27, 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 : 30,029: 6,197 5,108 68 19,947 20,245 26,212 25,421: 3,817 4,608
Old : 30,029: 6,197 5,108 68 19,947 20,245 26,212 25,421: 3,817 4,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 2,974: 169 1,079 68 2,422 2,378 2,659 3,525: 315 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 17.0 0.2 66.4 67.4 87.3 84.7: 12.7 15.3
Old : 100.0: 20.6 17.0 0.2 66.4 67.4 87.3 84.7: 12.7 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 : 39: 4 7 1 18 18 22 26:
Old : 39: 4 7 1 18 18 22 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 : 55.3 43.1 72.4 57.9 52.1 41.4 68.9 55.8
Old : 55.3 43.1 72.4 57.9 52.1 41.4 68.9 55.8
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, September 27, 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 : 56,422: 5,518 12,776 243 29,878 34,721 35,639 47,740: 20,783 8,682
Old : 56,422: 5,518 12,776 243 29,878 34,721 35,639 47,740: 20,783 8,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 4,694: -302 986 243 -736 1,822 -795 3,051: 5,489 1,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 22.6 0.4 53.0 61.5 63.2 84.6: 36.8 15.4
Old : 100.0: 9.8 22.6 0.4 53.0 61.5 63.2 84.6: 36.8 15.4
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 : 76: 10 19 1 31 23 42 42:
Old : 76: 10 19 1 31 23 42 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 : 25.9 28.2 34.6 45.0 24.6 24.5 32.8 40.4
Old : 25.9 28.2 34.6 45.0 24.6 24.5 32.8 40.4
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 27, 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 : 265,593: 88,509 85,325 2,832 160,231 103,627 251,572 191,784: 14,021 73,809
Old : 265,593: 88,509 85,325 2,832 160,231 103,627 251,572 191,784: 14,021 73,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 34,871: -12,081 13,409 321 47,777 -5,020 36,017 8,710: -1,146 26,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 32.1 1.1 60.3 39.0 94.7 72.2: 5.3 27.8
Old : 100.0: 33.3 32.1 1.1 60.3 39.0 94.7 72.2: 5.3 27.8
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 : 168: 47 58 8 43 31 95 92:
Old : 168: 47 58 8 43 31 95 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 20.1 54.2 31.9 33.4 16.2 48.6 25.9
Old : 39.0 20.1 54.2 31.9 33.4 16.2 48.6 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, September 27, 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 : 63,181: 23,527 582 0 16,703 54,112 40,230 54,694: 22,951 8,487
Old : 63,181: 23,527 582 0 16,703 54,112 40,230 54,694: 22,951 8,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -15,451: -12,674 582 0 343 -18,499 -12,331 -17,917: -3,120 2,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 0.9 0.0 26.4 85.6 63.7 86.6: 36.3 13.4
Old : 100.0: 37.2 0.9 0.0 26.4 85.6 63.7 86.6: 36.3 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 16 1 0 9 14 25 15:
Old : 36: 16 1 0 9 14 25 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 : 41.2 51.6 50.0 77.7 41.2 51.5 49.5 76.5
Old : 41.2 51.6 50.0 77.7 41.2 51.5 49.5 76.5
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, September 27, 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 : 31,597: 672 5,889 0 26,164 21,198 26,836 27,087: 4,761 4,510
Old : 31,597: 672 5,889 0 26,164 21,198 26,836 27,087: 4,761 4,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 421: -506 212 0 425 345 -81 557: 502 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 18.6 0.0 82.8 67.1 84.9 85.7: 15.1 14.3
Old : 100.0: 2.1 18.6 0.0 82.8 67.1 84.9 85.7: 15.1 14.3
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: 1 14 0 30 28 31 42:
Old : 62: 1 14 0 30 28 31 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 30.6 63.3 46.1 54.1 28.7 63.3 44.2
Old : 54.1 30.6 63.3 46.1 54.1 28.7 63.3 44.2
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, September 27, 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 : 220,599: 13,753 49,126 349 199,484 157,945 213,586 207,420: 7,013 13,179
Old : 220,599: 13,753 49,126 349 199,484 157,945 213,586 207,420: 7,013 13,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 7,038: -2,827 -1,287 141 10,159 6,125 7,473 4,979: -435 2,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 22.3 0.2 90.4 71.6 96.8 94.0: 3.2 6.0
Old : 100.0: 6.2 22.3 0.2 90.4 71.6 96.8 94.0: 3.2 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 19 37 2 34 48 54 86:
Old : 119: 19 37 2 34 48 54 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 40.6 74.1 56.2 58.7 39.4 67.9 50.5
Old : 60.9 40.6 74.1 56.2 58.7 39.4 67.9 50.5
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, September 27, 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 : 52,548: 20,244 19,355 249 20,250 26,965 40,743 46,569: 11,805 5,979
Old : 52,548: 20,244 19,355 249 20,250 26,965 40,743 46,569: 11,805 5,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,388: 1,488 742 142 2,196 2,816 3,826 3,700: 1,562 1,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 36.8 0.5 38.5 51.3 77.5 88.6: 22.5 11.4
Old : 100.0: 38.5 36.8 0.5 38.5 51.3 77.5 88.6: 22.5 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 : 86: 31 19 2 21 18 52 39:
Old : 86: 31 19 2 21 18 52 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 : 22.7 46.0 38.2 57.2 21.4 46.0 35.8 57.2
Old : 22.7 46.0 38.2 57.2 21.4 46.0 35.8 57.2
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 27, 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 : 33,706: 11,050 1,873 321 19,362 2,038 30,733 4,232: 2,973 29,474
Old : 33,706: 11,050 1,873 321 19,362 2,038 30,733 4,232: 2,973 29,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -583: -1,415 340 85 2,401 548 1,071 973: -1,654 -1,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 5.6 1.0 57.4 6.0 91.2 12.6: 8.8 87.4
Old : 100.0: 32.8 5.6 1.0 57.4 6.0 91.2 12.6: 8.8 87.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 12 3 1 9 3 21 7:
Old : 26: 12 3 1 9 3 21 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 : 63.0 9.5 75.1 12.6 59.6 7.1 71.6 8.1
Old : 63.0 9.5 75.1 12.6 59.6 7.1 71.6 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 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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, September 27, 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 : 38,119: 2,284 2,696 0 16,105 30,712 18,389 33,408: 19,730 4,711
Old : 38,119: 2,284 2,696 0 16,105 30,712 18,389 33,408: 19,730 4,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -1,276: -525 0 0 638 -381 113 -381: -1,389 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.1 0.0 42.2 80.6 48.2 87.6: 51.8 12.4
Old : 100.0: 6.0 7.1 0.0 42.2 80.6 48.2 87.6: 51.8 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 : 41: 4 9 0 16 23 20 32:
Old : 41: 4 9 0 16 23 20 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 39.4 37.0 64.6 13.2 35.4 18.6 48.9
Old : 25.7 39.4 37.0 64.6 13.2 35.4 18.6 48.9
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, September 27, 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 : 118,954: 50,616 13,317 9,938 25,821 84,503 86,375 107,758: 32,579 11,196
Old : 118,954: 50,616 13,317 9,938 25,821 84,503 86,375 107,758: 32,579 11,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 1,236: 1,608 -2,231 1,578 -2,064 2,719 1,122 2,066: 114 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 11.2 8.4 21.7 71.0 72.6 90.6: 27.4 9.4
Old : 100.0: 42.6 11.2 8.4 21.7 71.0 72.6 90.6: 27.4 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 94 34 24 18 36 121 85:
Old : 170: 94 34 24 18 36 121 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.4 31.2 51.5 13.4 29.6 20.2 43.2
Old : 19.0 35.4 31.2 51.5 13.4 29.6 20.2 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, September 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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, September 27, 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 : 104,395: 37,483 28,266 11,902 41,364 51,799 90,749 91,967: 13,646 12,428
Old : 104,395: 37,483 28,266 11,902 41,364 51,799 90,749 91,967: 13,646 12,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 3,543: 2,703 381 132 934 3,132 3,769 3,645: -226 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 27.1 11.4 39.6 49.6 86.9 88.1: 13.1 11.9
Old : 100.0: 35.9 27.1 11.4 39.6 49.6 86.9 88.1: 13.1 11.9
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 : 186: 65 66 42 40 36 140 116:
Old : 186: 65 66 42 40 36 140 116:
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 : 26.8 41.7 37.5 51.4 26.8 38.0 36.5 47.3
Old : 26.8 41.7 37.5 51.4 26.8 38.0 36.5 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, September 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
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - Futures Only, September 27, 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 : 366,819: 219,648 53,548 34,288 53,912 248,026 307,848 335,862: 58,971 30,957
Old : 366,819: 219,648 53,548 34,288 53,912 248,026 307,848 335,862: 58,971 30,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 3,504: -315 -8,289 4,735 -4,208 2,829 212 -725: 3,292 4,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 14.6 9.3 14.7 67.6 83.9 91.6: 16.1 8.4
Old : 100.0: 59.9 14.6 9.3 14.7 67.6 83.9 91.6: 16.1 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 : 280: 150 65 43 29 52 211 133:
Old : 280: 150 65 43 29 52 211 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 35.5 37.8 53.1 26.6 34.1 31.9 46.0
Old : 28.5 35.5 37.8 53.1 26.6 34.1 31.9 46.0
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 27, 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 : 9,727: 4,514 2,196 550 2,769 6,271 7,833 9,017: 1,894 710
Old : 9,727: 4,514 2,196 550 2,769 6,271 7,833 9,017: 1,894 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -276: -131 -102 -70 83 103 -118 -69: -158 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 22.6 5.7 28.5 64.5 80.5 92.7: 19.5 7.3
Old : 100.0: 46.4 22.6 5.7 28.5 64.5 80.5 92.7: 19.5 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 : 36: 15 3 11 5 6 30 19:
Old : 36: 15 3 11 5 6 30 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 : 56.0 78.6 67.4 87.8 48.1 66.5 56.5 74.8
Old : 56.0 78.6 67.4 87.8 48.1 66.5 56.5 74.8
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 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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 101,256: 38,862 3,985 4,813 35,934 71,501 79,609 80,299: 21,647 20,957
Old : 87,050: 37,476 4,257 647 30,393 64,349 68,516 69,253: 18,534 17,797
Other: 14,206: 5,391 3,733 161 5,541 7,152 11,093 11,046: 3,113 3,160
: : :
: : Changes in Commitments from: September 20, 2005 :
: 6,255: 4,251 626 656 1,196 4,664 6,103 5,946: 152 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 3.9 4.8 35.5 70.6 78.6 79.3: 21.4 20.7
Old : 100.0: 43.1 4.9 0.7 34.9 73.9 78.7 79.6: 21.3 20.4
Other: 100.0: 37.9 26.3 1.1 39.0 50.3 78.1 77.8: 21.9 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 59 17 14 45 54 112 77:
Old : 147: 59 16 6 39 52 103 69:
Other: 72: 17 13 2 16 28 33 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 34.6 29.5 46.0 17.5 28.1 25.0 35.5
Old : 19.3 39.2 29.5 49.5 19.3 35.2 29.5 43.6
Other: 42.0 48.7 54.6 62.5 42.0 48.7 54.6 61.3
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, September 27, 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 : 29,759: 6,001 552 367 13,148 20,287 19,516 21,206: 10,243 8,553
Old : 29,535: 6,001 548 365 13,054 20,219 19,420 21,132: 10,115 8,403
Other: 224: 0 4 2 94 68 96 74: 128 150
: : :
: : Changes in Commitments from: September 20, 2005 :
: -165: 798 -1,274 -332 -1,168 873 -702 -733: 537 568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 1.9 1.2 44.2 68.2 65.6 71.3: 34.4 28.7
Old : 100.0: 20.3 1.9 1.2 44.2 68.5 65.8 71.5: 34.2 28.5
Other: 100.0: 0.0 1.8 0.9 42.0 30.4 42.9 33.0: 57.1 67.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 13 4 4 17 18 32 24:
Old : 43: 13 4 4 16 18 31 24:
Other: 9: 0 1 1 4 5 5 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 47.8 46.7 59.0 29.0 47.7 43.0 54.4
Old : 30.7 48.0 46.8 59.2 28.9 47.8 43.1 54.6
Other: 42.0 31.7 42.9 33.0 41.5 30.8 41.5 31.7
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 107,674: 21,760 31,310 5,610 67,071 60,353 94,441 97,273: 13,233 10,401
Old : 106,893: 21,848 31,424 5,408 66,486 59,810 93,742 96,642: 13,151 10,251
Other: 781: 114 88 0 585 543 699 631: 82 150
: : :
: : Changes in Commitments from: September 20, 2005 :
: 3,327: 1,431 -3,038 900 -676 5,450 1,655 3,312: 1,672 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 29.1 5.2 62.3 56.1 87.7 90.3: 12.3 9.7
Old : 100.0: 20.4 29.4 5.1 62.2 56.0 87.7 90.4: 12.3 9.6
Other: 100.0: 14.6 11.3 0.0 74.9 69.5 89.5 80.8: 10.5 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 63 63 38 49 55 138 133:
Old : 200: 63 64 36 49 55 137 132:
Other: 15: 2 1 0 6 6 8 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 : 25.8 33.2 41.3 41.2 25.4 28.4 36.7 35.4
Old : 26.0 33.4 41.6 41.2 25.6 28.5 37.4 35.6
Other: 75.0 73.1 89.5 80.8 75.0 73.1 89.5 80.8
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, September 27, 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 : 23,204: 7,957 3,864 1,092 10,949 16,292 19,998 21,248: 3,206 1,956
Old : 15,925: 6,628 3,788 7 6,760 10,540 13,395 14,335: 2,530 1,590
Other: 7,279: 2,069 816 345 4,189 5,752 6,603 6,913: 676 366
: : :
: : Changes in Commitments from: September 20, 2005 :
: -365: 236 -1,545 319 -1,000 1,299 -445 73: 80 -438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 16.7 4.7 47.2 70.2 86.2 91.6: 13.8 8.4
Old : 100.0: 41.6 23.8 0.0 42.4 66.2 84.1 90.0: 15.9 10.0
Other: 100.0: 28.4 11.2 4.7 57.5 79.0 90.7 95.0: 9.3 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 33 21 16 20 14 63 43:
Old : 80: 27 26 1 18 13 45 40:
Other: 43: 17 7 12 12 10 32 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 49.1 49.7 64.1 34.1 45.5 46.8 59.2
Old : 37.8 52.2 54.6 64.9 37.8 51.8 53.9 64.5
Other: 50.4 72.3 69.0 83.2 45.3 71.9 62.6 79.5
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, September 27, 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 : 125,462: 26,111 30,171 1,816 89,484 88,385 117,411 120,372: 8,051 5,090
Old : 109,984: 26,203 30,351 1,318 74,636 73,293 102,157 104,962: 7,827 5,022
Other: 15,478: 248 160 158 14,848 15,092 15,254 15,410: 224 68
: : :
: : Changes in Commitments from: September 20, 2005 :
: 7,551: 1,168 7,767 -257 4,664 -960 5,575 6,550: 1,976 1,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 24.0 1.4 71.3 70.4 93.6 95.9: 6.4 4.1
Old : 100.0: 23.8 27.6 1.2 67.9 66.6 92.9 95.4: 7.1 4.6
Other: 100.0: 1.6 1.0 1.0 95.9 97.5 98.6 99.6: 1.4 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 50 50 14 50 34 105 94:
Old : 158: 49 52 13 48 34 103 93:
Other: 26: 3 1 3 16 13 19 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 : 31.2 31.4 49.7 46.9 22.6 22.3 34.1 32.0
Old : 31.8 31.0 49.7 44.1 28.1 22.0 42.4 34.7
Other: 63.7 89.3 85.8 97.1 45.8 67.3 60.9 70.4
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, September 27, 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 : 460,099: 172,305 33,726 22,899 185,478 360,286 380,682 416,911: 79,417 43,188
Old : 460,099: 172,305 33,726 22,899 185,478 360,286 380,682 416,911: 79,417 43,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -26,839: -17,470 2,213 -6,611 -1,238 -17,301 -25,319 -21,699: -1,520 -5,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 7.3 5.0 40.3 78.3 82.7 90.6: 17.3 9.4
Old : 100.0: 37.4 7.3 5.0 40.3 78.3 82.7 90.6: 17.3 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 73 28 33 51 52 144 95:
Old : 167: 73 28 33 51 52 144 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 : 18.2 31.7 29.3 52.9 15.5 26.4 24.8 43.2
Old : 18.2 31.7 29.3 52.9 15.5 26.4 24.8 43.2
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 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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, September 27, 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 : 86,506: 19,503 21,580 9,622 48,535 46,974 77,660 78,176: 8,846 8,330
Old : 85,514: 19,536 21,871 9,229 47,990 46,295 76,755 77,395: 8,759 8,119
Other: 992: 345 87 15 545 679 905 781: 87 211
: : :
: : Changes in Commitments from: September 20, 2005 :
: 1,483: 905 1,491 -227 958 -216 1,636 1,048: -153 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 24.9 11.1 56.1 54.3 89.8 90.4: 10.2 9.6
Old : 100.0: 22.8 25.6 10.8 56.1 54.1 89.8 90.5: 10.2 9.5
Other: 100.0: 34.8 8.8 1.5 54.9 68.4 91.2 78.7: 8.8 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 94 79 49 96 75 214 189:
Old : 294: 96 83 49 95 75 213 189:
Other: 37: 5 3 4 14 18 21 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.5 30.6 31.3 18.8 16.8 28.9 25.9
Old : 19.3 19.7 31.0 31.6 19.0 17.0 29.3 26.2
Other: 56.7 43.9 76.9 64.3 55.9 43.9 73.2 61.4
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, September 27, 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 : 17,573: 12,695 3,131 2,007 630 11,059 15,332 16,197: 2,241 1,376
Old : 17,573: 12,695 3,131 2,007 630 11,059 15,332 16,197: 2,241 1,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,284: 5,140 696 1 -21 5,079 5,120 5,776: 164 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 17.8 11.4 3.6 62.9 87.2 92.2: 12.8 7.8
Old : 100.0: 72.2 17.8 11.4 3.6 62.9 87.2 92.2: 12.8 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 : 45: 23 9 2 6 6 30 17:
Old : 45: 23 9 2 6 6 30 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 : 54.1 72.6 66.9 85.3 47.2 66.0 57.5 75.6
Old : 54.1 72.6 66.9 85.3 47.2 66.0 57.5 75.6
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, September 27, 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 : 174,458: 20,930 16,007 24,798 96,056 112,919 141,784 153,724: 32,674 20,734
Old : 174,458: 20,930 16,007 24,798 96,056 112,919 141,784 153,724: 32,674 20,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 2,559: 470 -2,673 -563 3,039 5,768 2,946 2,532: -387 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 9.2 14.2 55.1 64.7 81.3 88.1: 18.7 11.9
Old : 100.0: 12.0 9.2 14.2 55.1 64.7 81.3 88.1: 18.7 11.9
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: 33 26 39 64 61 119 107:
Old : 132: 33 26 39 64 61 119 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 19.9 28.9 28.8 13.1 12.7 19.4 19.6
Old : 18.3 19.9 28.9 28.8 13.1 12.7 19.4 19.6
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, September 27, 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 : 537,929: 57,512 76,438 167,263 243,658 262,274 468,433 505,975: 69,496 31,954
Old : 537,929: 57,512 76,438 167,263 243,658 262,274 468,433 505,975: 69,496 31,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -24,415: -13,218 -1,573 -7,595 6,424 -13,874 -14,389 -23,042: -10,026 -1,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 14.2 31.1 45.3 48.8 87.1 94.1: 12.9 5.9
Old : 100.0: 10.7 14.2 31.1 45.3 48.8 87.1 94.1: 12.9 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 : 198: 56 42 64 94 80 184 154:
Old : 198: 56 42 64 94 80 184 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 27.7 31.9 42.4 8.4 14.5 12.7 20.2
Old : 21.0 27.7 31.9 42.4 8.4 14.5 12.7 20.2
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, September 27, 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 : 41,541: 982 3,131 4,275 30,290 26,844 35,547 34,250: 5,994 7,291
Old : 41,541: 982 3,131 4,275 30,290 26,844 35,547 34,250: 5,994 7,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 377: 982 -73 -753 272 901 501 75: -124 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 7.5 10.3 72.9 64.6 85.6 82.4: 14.4 17.6
Old : 100.0: 2.4 7.5 10.3 72.9 64.6 85.6 82.4: 14.4 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 2 17 16 19 19:
Old : 24: 1 2 2 17 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 36.1 67.5 58.4 39.2 29.7 53.8 45.1
Old : 46.1 36.1 67.5 58.4 39.2 29.7 53.8 45.1
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, September 27, 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 : 111,935: 9,574 4,130 1,993 91,684 100,851 103,251 106,974: 8,684 4,961
Old : 111,935: 9,574 4,130 1,993 91,684 100,851 103,251 106,974: 8,684 4,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 379: 0 0 62 -152 927 -90 989: 469 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.7 1.8 81.9 90.1 92.2 95.6: 7.8 4.4
Old : 100.0: 8.6 3.7 1.8 81.9 90.1 92.2 95.6: 7.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 2 5 28 33 34 38:
Old : 42: 4 2 5 28 33 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 35.0 64.7 56.8 49.6 32.2 58.0 52.3
Old : 53.1 35.0 64.7 56.8 49.6 32.2 58.0 52.3
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, September 27, 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 : 59,392: 7,502 8,832 434 48,263 42,642 56,199 51,908: 3,193 7,484
Old : 59,392: 7,502 8,832 434 48,263 42,642 56,199 51,908: 3,193 7,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -676: 496 0 -496 2,338 -698 2,338 -1,194: -3,014 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 14.9 0.7 81.3 71.8 94.6 87.4: 5.4 12.6
Old : 100.0: 12.6 14.9 0.7 81.3 71.8 94.6 87.4: 5.4 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 1 21 17 24 20:
Old : 31: 3 2 1 21 17 24 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 : 55.5 42.1 76.9 65.8 51.6 33.6 67.6 54.1
Old : 55.5 42.1 76.9 65.8 51.6 33.6 67.6 54.1
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, September 27, 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 : 68,680: 188 18,600 2,675 61,461 44,242 64,324 65,517: 4,356 3,163
Old : 68,680: 188 18,600 2,675 61,461 44,242 64,324 65,517: 4,356 3,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 3,121: -124 1,049 426 2,217 974 2,519 2,449: 602 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 27.1 3.9 89.5 64.4 93.7 95.4: 6.3 4.6
Old : 100.0: 0.3 27.1 3.9 89.5 64.4 93.7 95.4: 6.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 44.2 51.6 65.5 68.7 36.0 41.8 49.2 53.6
Old : 44.2 51.6 65.5 68.7 36.0 41.8 49.2 53.6
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, September 27, 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 : 66,442: 19,014 13,919 2,742 39,298 42,690 61,054 59,351: 5,388 7,091
Old : 66,442: 19,014 13,919 2,742 39,298 42,690 61,054 59,351: 5,388 7,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 974: 213 217 122 807 1,003 1,142 1,342: -168 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 20.9 4.1 59.1 64.3 91.9 89.3: 8.1 10.7
Old : 100.0: 28.6 20.9 4.1 59.1 64.3 91.9 89.3: 8.1 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 : 30: 2 5 4 20 19 24 26:
Old : 30: 2 5 4 20 19 24 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 39.8 72.5 56.2 47.8 38.4 59.5 53.5
Old : 52.9 39.8 72.5 56.2 47.8 38.4 59.5 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, September 27, 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 : 64,798: 0 6,391 517 61,195 51,519 61,712 58,427: 3,086 6,371
Old : 64,798: 0 6,391 517 61,195 51,519 61,712 58,427: 3,086 6,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 2,484: 0 3,042 -1,184 1,918 408 734 2,266: 1,750 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 0.8 94.4 79.5 95.2 90.2: 4.8 9.8
Old : 100.0: 0.0 9.9 0.8 94.4 79.5 95.2 90.2: 4.8 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 : 26: 0 1 1 21 22 22 23:
Old : 26: 0 1 1 21 22 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 40.8 81.0 65.6 58.2 39.3 67.2 56.3
Old : 63.8 40.8 81.0 65.6 58.2 39.3 67.2 56.3
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, September 27, 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 : 66,201: 0 11,425 1,034 60,515 48,386 61,549 60,845: 4,652 5,356
Old : 66,201: 0 11,425 1,034 60,515 48,386 61,549 60,845: 4,652 5,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 591: 0 -32 -172 711 658 539 454: 52 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.3 1.6 91.4 73.1 93.0 91.9: 7.0 8.1
Old : 100.0: 0.0 17.3 1.6 91.4 73.1 93.0 91.9: 7.0 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 32.4 48.5 55.6 75.1 25.6 37.6 41.5 54.0
Old : 32.4 48.5 55.6 75.1 25.6 37.6 41.5 54.0
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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, September 27, 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 : 42,464: 0 3,091 162 34,248 35,812 34,410 39,065: 8,054 3,399
Old : 42,464: 0 3,091 162 34,248 35,812 34,410 39,065: 8,054 3,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 453: 0 275 0 -124 -188 -124 87: 577 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.4 80.7 84.3 81.0 92.0: 19.0 8.0
Old : 100.0: 0.0 7.3 0.4 80.7 84.3 81.0 92.0: 19.0 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 : 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 : 54.6 68.4 74.8 83.4 52.9 68.0 69.0 80.0
Old : 54.6 68.4 74.8 83.4 52.9 68.0 69.0 80.0
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 27, 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 : 67,814: 17,700 0 2,500 41,386 58,852 61,586 61,352: 6,228 6,462
Old : 67,814: 17,700 0 2,500 41,386 58,852 61,586 61,352: 6,228 6,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 412: -992 0 124 1,969 261 1,101 385: -689 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 0.0 3.7 61.0 86.8 90.8 90.5: 9.2 9.5
Old : 100.0: 26.1 0.0 3.7 61.0 86.8 90.8 90.5: 9.2 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 : 27: 2 0 2 20 23 22 25:
Old : 27: 2 0 2 20 23 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 48.2 74.9 66.5 38.0 29.2 46.2 40.5
Old : 57.8 48.2 74.9 66.5 38.0 29.2 46.2 40.5
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, September 27, 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 : 47,473: 1,131 1,157 4,755 37,560 33,399 43,446 39,311: 4,027 8,162
Old : 47,473: 1,131 1,157 4,755 37,560 33,399 43,446 39,311: 4,027 8,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -343: -188 1,157 -633 1,175 -956 354 -432: -697 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.4 10.0 79.1 70.4 91.5 82.8: 8.5 17.2
Old : 100.0: 2.4 2.4 10.0 79.1 70.4 91.5 82.8: 8.5 17.2
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 : 28: 4 2 3 16 18 22 21:
Old : 28: 4 2 3 16 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 : 42.4 33.7 69.8 58.9 40.1 27.3 55.6 42.8
Old : 42.4 33.7 69.8 58.9 40.1 27.3 55.6 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - 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
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders - Futures Only, September 27, 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 : 46,416: 2,170 2,697 0 43,661 43,024 45,831 45,721: 585 695
Old : 46,416: 2,170 2,697 0 43,661 43,024 45,831 45,721: 585 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.8 0.0 94.1 92.7 98.7 98.5: 1.3 1.5
Old : 100.0: 4.7 5.8 0.0 94.1 92.7 98.7 98.5: 1.3 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 : 20: 2 2 0 12 8 14 10:
Old : 20: 2 2 0 12 8 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.6 84.7 93.4 95.8 68.3 68.4 75.9 78.0
Old : 83.6 84.7 93.4 95.8 68.3 68.4 75.9 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, September 27, 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 : 48,967: 2,170 2,883 0 44,167 44,430 46,337 47,313: 2,630 1,654
Old : 48,967: 2,170 2,883 0 44,167 44,430 46,337 47,313: 2,630 1,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 5.9 0.0 90.2 90.7 94.6 96.6: 5.4 3.4
Old : 100.0: 4.4 5.9 0.0 90.2 90.7 94.6 96.6: 5.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 0 16 16 18 18:
Old : 29: 2 2 0 16 16 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 : 72.6 68.2 86.1 84.1 35.4 30.4 42.1 40.9
Old : 72.6 68.2 86.1 84.1 35.4 30.4 42.1 40.9
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 27, 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 : 1,330,191: 356,372 76,819 232,654 721,897 1,006,379 1,310,923 1,315,852: 19,268 14,339
Old : 1,330,191: 356,372 76,819 232,654 721,897 1,006,379 1,310,923 1,315,852: 19,268 14,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 9,126: 20,481 -1,445 -21,857 12,573 29,735 11,197 6,433: -2,071 2,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.8 17.5 54.3 75.7 98.6 98.9: 1.4 1.1
Old : 100.0: 26.8 5.8 17.5 54.3 75.7 98.6 98.9: 1.4 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 : 141: 26 14 36 91 85 130 123:
Old : 141: 26 14 36 91 85 130 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 26.3 37.9 41.2 17.7 16.5 26.9 28.3
Old : 23.9 26.3 37.9 41.2 17.7 16.5 26.9 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, September 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, September 27, 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 : 299,875: 72,470 59,856 109,632 111,167 127,551 293,269 297,039: 6,606 2,836
Old : 299,875: 72,470 59,856 109,632 111,167 127,551 293,269 297,039: 6,606 2,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 57,480: 15,156 4,932 35,556 2,854 16,263 53,566 56,751: 3,914 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 20.0 36.6 37.1 42.5 97.8 99.1: 2.2 0.9
Old : 100.0: 24.2 20.0 36.6 37.1 42.5 97.8 99.1: 2.2 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 : 55: 16 8 20 28 30 50 52:
Old : 55: 16 8 20 28 30 50 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 : 35.7 42.0 57.3 66.1 21.3 23.1 28.1 32.5
Old : 35.7 42.0 57.3 66.1 21.3 23.1 28.1 32.5
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, September 27, 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 : 81,023: 24,507 7,072 16,031 40,235 57,660 80,773 80,763: 250 260
Old : 81,023: 24,507 7,072 16,031 40,235 57,660 80,773 80,763: 250 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -335: -320 -408 -360 323 453 -357 -315: 22 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 8.7 19.8 49.7 71.2 99.7 99.7: 0.3 0.3
Old : 100.0: 30.2 8.7 19.8 49.7 71.2 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 40 45 50:
Old : 50: 3 7 9 36 40 45 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 : 57.1 43.8 70.4 62.5 42.6 39.0 49.4 49.8
Old : 57.1 43.8 70.4 62.5 42.6 39.0 49.4 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, September 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, September 27, 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 : 27,475: 2,981 5,096 2,561 21,912 19,309 27,454 26,966: 21 509
Old : 27,475: 2,981 5,096 2,561 21,912 19,309 27,454 26,966: 21 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 1,872: 172 328 -202 1,902 1,746 1,872 1,872: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 18.5 9.3 79.8 70.3 99.9 98.1: 0.1 1.9
Old : 100.0: 10.8 18.5 9.3 79.8 70.3 99.9 98.1: 0.1 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 : 36: 5 3 6 22 23 30 29:
Old : 36: 5 3 6 22 23 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 : 57.9 51.4 72.3 72.5 54.7 48.0 65.3 61.5
Old : 57.9 51.4 72.3 72.5 54.7 48.0 65.3 61.5
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, September 27, 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 : 10,822: 1,062 3,341 2,576 6,676 4,397 10,314 10,314: 508 508
Old : 10,822: 1,062 3,341 2,576 6,676 4,397 10,314 10,314: 508 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 126: 126 0 0 0 126 126 126: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 30.9 23.8 61.7 40.6 95.3 95.3: 4.7 4.7
Old : 100.0: 9.8 30.9 23.8 61.7 40.6 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 17 12 23 17:
Old : 30: 4 3 4 17 12 23 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 : 38.9 56.4 61.2 84.5 25.0 48.4 43.3 63.9
Old : 38.9 56.4 61.2 84.5 25.0 48.4 43.3 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 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, September 27, 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 : 17,942: 3,852 3,680 1,900 11,730 12,082 17,482 17,662: 460 280
Old : 17,942: 3,852 3,680 1,900 11,730 12,082 17,482 17,662: 460 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -8: 0 -240 240 -268 -28 -28 -28: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 20.5 10.6 65.4 67.3 97.4 98.4: 2.6 1.6
Old : 100.0: 21.5 20.5 10.6 65.4 67.3 97.4 98.4: 2.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 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 : 46.7 53.7 69.6 74.6 41.5 47.9 56.0 62.9
Old : 46.7 53.7 69.6 74.6 41.5 47.9 56.0 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - 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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, September 27, 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 : 24,356: 11,560 240 1,750 10,408 22,174 23,718 24,164: 638 192
Old : 24,356: 11,560 240 1,750 10,408 22,174 23,718 24,164: 638 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -170: -230 80 70 110 -200 -50 -50: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 1.0 7.2 42.7 91.0 97.4 99.2: 2.6 0.8
Old : 100.0: 47.5 1.0 7.2 42.7 91.0 97.4 99.2: 2.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 2 4 21 24 26 29:
Old : 32: 4 2 4 21 24 26 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 : 68.1 55.0 80.3 76.6 59.1 52.3 69.8 69.8
Old : 68.1 55.0 80.3 76.6 59.1 52.3 69.8 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - 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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, September 27, 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 : 8,674: 2,120 120 820 5,726 7,494 8,666 8,434: 8 240
Old : 8,674: 2,120 120 820 5,726 7,494 8,666 8,434: 8 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 176: -840 0 160 896 16 216 176: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 1.4 9.5 66.0 86.4 99.9 97.2: 0.1 2.8
Old : 100.0: 24.4 1.4 9.5 66.0 86.4 99.9 97.2: 0.1 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 : 22: 2 1 2 14 14 16 17:
Old : 22: 2 1 2 14 14 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 64.4 90.6 85.0 55.9 63.5 70.9 70.6
Old : 67.7 64.4 90.6 85.0 55.9 63.5 70.9 70.6
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 27, 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 : 851,214: 107,481 133,810 146,110 541,508 502,633 795,099 782,553: 56,115 68,661
Old : 851,214: 107,481 133,810 146,110 541,508 502,633 795,099 782,553: 56,115 68,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 4,626: -2,597 10,629 3,922 8,964 -9,170 10,289 5,381: -5,663 -755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 15.7 17.2 63.6 59.0 93.4 91.9: 6.6 8.1
Old : 100.0: 12.6 15.7 17.2 63.6 59.0 93.4 91.9: 6.6 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 : 258: 61 99 94 77 83 205 214:
Old : 258: 61 99 94 77 83 205 214:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.0 37.6 26.2 21.1 10.9 27.7 17.1
Old : 25.8 16.0 37.6 26.2 21.1 10.9 27.7 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - 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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, September 27, 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 : 13,218: 8,954 4,038 136 1,402 8,506 10,492 12,680: 2,726 538
Old : 13,218: 8,954 4,038 136 1,402 8,506 10,492 12,680: 2,726 538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -150: -78 -1,069 24 -35 1,019 -89 -26: -61 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 30.5 1.0 10.6 64.4 79.4 95.9: 20.6 4.1
Old : 100.0: 67.7 30.5 1.0 10.6 64.4 79.4 95.9: 20.6 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 : 111: 59 14 3 11 27 73 42:
Old : 111: 59 14 3 11 27 73 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 : 21.7 33.9 32.9 53.5 21.7 33.9 32.9 53.5
Old : 21.7 33.9 32.9 53.5 21.7 33.9 32.9 53.5
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 12,884: 9,536 606 22 460 10,562 10,018 11,190: 2,866 1,694
Old : 12,884: 9,536 606 22 460 10,562 10,018 11,190: 2,866 1,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -596: -590 -177 -27 -388 -437 -1,005 -641: 409 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 4.7 0.2 3.6 82.0 77.8 86.9: 22.2 13.1
Old : 100.0: 74.0 4.7 0.2 3.6 82.0 77.8 86.9: 22.2 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 : 56: 28 6 3 8 20 37 28:
Old : 56: 28 6 3 8 20 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 : 35.8 46.1 52.0 69.0 35.8 45.8 51.9 68.5
Old : 35.8 46.1 52.0 69.0 35.8 45.8 51.9 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, September 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, September 27, 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 : 146,536: 22,773 4,077 13,630 94,447 118,790 130,850 136,497: 15,686 10,039
Old : 146,536: 22,773 4,077 13,630 94,447 118,790 130,850 136,497: 15,686 10,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 7,879: -7,121 52 4,841 9,459 1,865 7,179 6,758: 700 1,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 2.8 9.3 64.5 81.1 89.3 93.1: 10.7 6.9
Old : 100.0: 15.5 2.8 9.3 64.5 81.1 89.3 93.1: 10.7 6.9
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 : 143: 44 14 32 69 74 124 111:
Old : 143: 44 14 32 69 74 124 111:
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 : 24.2 23.7 39.5 37.5 16.5 18.0 25.7 27.2
Old : 24.2 23.7 39.5 37.5 16.5 18.0 25.7 27.2
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
Updated October 7, 2005