WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 297,221: 55,543 70,668 45,537 170,136 139,804 271,216 256,009: 26,005 41,212
Old : 262,047: 55,380 73,714 29,655 153,342 127,707 238,377 231,076: 23,670 30,971
Other: 35,174: 15,355 12,146 690 16,794 12,097 32,839 24,933: 2,335 10,241
: : :
: : Changes in Commitments from: September 27, 2005 :
: 15,334: 11,273 -10,457 11,104 -8,685 10,824 13,692 11,471: 1,642 3,863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 23.8 15.3 57.2 47.0 91.3 86.1: 8.7 13.9
Old : 100.0: 21.1 28.1 11.3 58.5 48.7 91.0 88.2: 9.0 11.8
Other: 100.0: 43.7 34.5 2.0 47.7 34.4 93.4 70.9: 6.6 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 73 110 79 43 64 180 205:
Old : 267: 70 115 64 38 58 160 193:
Other: 136: 43 37 7 15 53 62 93:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 30.5 44.8 37.5 29.2 23.7 42.2 28.9
Old : 32.6 34.5 47.3 41.5 32.6 31.2 47.3 37.1
Other: 44.2 21.0 59.3 29.8 43.3 19.8 58.1 28.4
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
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 4, 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 : 749,162: 146,255 165,277 52,074 417,670 339,785 615,999 557,136: 133,163 192,026
Old : 705,814: 131,261 169,795 43,611 406,283 315,285 581,155 528,691: 124,659 177,123
Other: 43,348: 22,086 2,574 1,371 11,387 24,500 34,844 28,445: 8,504 14,903
: : :
: : Changes in Commitments from: September 27, 2005 :
: 28,939: 15,290 4,655 2,019 2,501 12,586 19,810 19,260: 9,129 9,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 22.1 7.0 55.8 45.4 82.2 74.4: 17.8 25.6
Old : 100.0: 18.6 24.1 6.2 57.6 44.7 82.3 74.9: 17.7 25.1
Other: 100.0: 51.0 5.9 3.2 26.3 56.5 80.4 65.6: 19.6 34.4
: : :
:# Traders : Number of Traders in Each Category :
All : 539: 146 117 94 176 187 374 362:
Old : 532: 141 125 83 173 184 362 352:
Other: 232: 61 22 7 35 123 98 150:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.5 33.0 23.7 21.5 18.0 31.3 22.8
Old : 22.8 18.0 34.7 23.4 22.6 17.5 32.9 22.5
Other: 21.0 31.3 33.3 38.0 20.3 30.9 31.1 37.1
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
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 4, 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 : 6,413: 2,814 449 78 1,098 4,713 3,990 5,240: 2,423 1,173
Old : 6,408: 2,814 449 77 1,095 4,712 3,986 5,238: 2,422 1,170
Other: 5: 0 0 1 3 1 4 2: 1 3
: : :
: : Changes in Commitments from: September 27, 2005 :
: 525: 270 -121 56 5 1,151 331 1,086: 194 -561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 7.0 1.2 17.1 73.5 62.2 81.7: 37.8 18.3
Old : 100.0: 43.9 7.0 1.2 17.1 73.5 62.2 81.7: 37.8 18.3
Other: 100.0: 0.0 0.0 20.0 60.0 20.0 80.0 40.0: 20.0 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 12 5 3 7 16 21 22:
Old : 36: 12 5 3 7 16 21 22:
Other: 3: 0 0 1 2 1 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 42.7 51.2 60.1 36.7 38.8 49.3 56.1
Old : 36.7 42.7 51.2 60.2 36.7 38.9 49.4 56.1
Other: 80.0 40.0 80.0 40.0 40.0 0.0 40.0 0.0
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 4, 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 : 267,206: 57,675 55,468 24,390 139,835 113,097 221,900 192,955: 45,306 74,251
Old : 258,245: 57,733 56,462 19,725 136,884 110,401 214,342 186,588: 43,903 71,657
Other: 8,961: 4,535 3,599 72 2,951 2,696 7,558 6,367: 1,403 2,594
: : :
: : Changes in Commitments from: September 27, 2005 :
: 13,917: 1,430 1,137 2,019 9,421 6,105 12,870 9,261: 1,047 4,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 20.8 9.1 52.3 42.3 83.0 72.2: 17.0 27.8
Old : 100.0: 22.4 21.9 7.6 53.0 42.8 83.0 72.3: 17.0 27.7
Other: 100.0: 50.6 40.2 0.8 32.9 30.1 84.3 71.1: 15.7 28.9
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 84 100 69 86 98 215 238:
Old : 324: 89 101 62 86 96 211 232:
Other: 95: 15 23 3 16 44 32 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 : 20.1 14.3 29.0 21.3 20.1 10.0 28.2 15.8
Old : 20.8 14.4 29.9 21.6 20.8 10.1 29.1 16.1
Other: 53.2 24.9 67.1 45.4 52.9 24.7 65.5 42.7
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 4, 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 : 153,305: 36,834 12,176 14,660 75,972 111,544 127,466 138,380: 25,839 14,925
Old : 148,486: 36,619 11,979 12,864 74,590 109,764 124,073 134,607: 24,413 13,879
Other: 4,819: 1,875 1,857 136 1,382 1,780 3,393 3,773: 1,426 1,046
: : :
: : Changes in Commitments from: September 27, 2005 :
: 11,227: 6,850 -12,724 1,164 -2,440 26,316 5,574 14,756: 5,653 -3,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 7.9 9.6 49.6 72.8 83.1 90.3: 16.9 9.7
Old : 100.0: 24.7 8.1 8.7 50.2 73.9 83.6 90.7: 16.4 9.3
Other: 100.0: 38.9 38.5 2.8 28.7 36.9 70.4 78.3: 29.6 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 43 25 30 48 47 107 92:
Old : 138: 48 24 28 48 46 107 89:
Other: 31: 5 11 3 10 10 16 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 : 23.4 33.4 34.0 48.2 22.6 28.0 32.1 40.4
Old : 23.9 34.3 34.9 49.5 23.3 29.0 33.2 42.0
Other: 53.1 35.7 65.8 53.2 46.3 24.3 51.0 40.2
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 4, 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 : 582,145: 96,177 97,922 4,187 362,260 306,695 462,624 408,804: 119,521 173,341
Old : 582,145: 96,177 97,922 4,187 362,260 306,695 462,624 408,804: 119,521 173,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 26,472: -1,690 16,552 -934 21,727 -5,341 19,103 10,277: 7,369 16,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 16.8 0.7 62.2 52.7 79.5 70.2: 20.5 29.8
Old : 100.0: 16.5 16.8 0.7 62.2 52.7 79.5 70.2: 20.5 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 : 155: 24 33 19 57 76 90 119:
Old : 155: 24 33 19 57 76 90 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 14.9 34.3 25.0 21.7 13.2 29.6 21.2
Old : 24.9 14.9 34.3 25.0 21.7 13.2 29.6 21.2
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, October 4, 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 : 130,923: 20,462 19,237 15,249 68,801 74,560 104,512 109,046: 26,411 21,877
Old : 127,290: 20,813 19,472 13,918 66,658 72,683 101,389 106,073: 25,901 21,217
Other: 3,633: 323 439 657 2,143 1,877 3,123 2,973: 510 660
: : :
: : Changes in Commitments from: September 27, 2005 :
: 4,011: 2,452 4,146 243 -363 -1,896 2,332 2,493: 1,679 1,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 14.7 11.6 52.6 56.9 79.8 83.3: 20.2 16.7
Old : 100.0: 16.4 15.3 10.9 52.4 57.1 79.7 83.3: 20.3 16.7
Other: 100.0: 8.9 12.1 18.1 59.0 51.7 86.0 81.8: 14.0 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 33 36 33 47 46 96 108:
Old : 138: 36 36 33 47 45 96 107:
Other: 27: 4 7 3 14 6 21 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 28.4 33.8 40.4 16.5 25.3 24.7 31.4
Old : 23.3 28.9 33.5 41.1 16.8 25.8 24.6 32.1
Other: 53.2 50.5 72.3 71.4 41.9 41.8 54.0 52.7
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,041: 2,998 1,006 879 1,903 4,039 5,780 5,924: 1,261 1,117
Old : 7,041: 2,998 1,006 879 1,903 4,039 5,780 5,924: 1,261 1,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 631: 406 -252 92 8 833 506 673: 125 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 14.3 12.5 27.0 57.4 82.1 84.1: 17.9 15.9
Old : 100.0: 42.6 14.3 12.5 27.0 57.4 82.1 84.1: 17.9 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 17 6 9 11 15 32 27:
Old : 46: 17 6 9 11 15 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 39.5 50.0 55.8 33.8 33.1 48.9 49.4
Old : 33.8 39.5 50.0 55.8 33.8 33.1 48.9 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 4, 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 : 335,140: 83,571 65,457 1,323 186,377 163,420 271,271 230,200: 63,869 104,940
Old : 335,140: 83,571 65,457 1,323 186,377 163,420 271,271 230,200: 63,869 104,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -707: -3,628 19,818 -338 10,825 -18,463 6,859 1,017: -7,566 -1,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 19.5 0.4 55.6 48.8 80.9 68.7: 19.1 31.3
Old : 100.0: 24.9 19.5 0.4 55.6 48.8 80.9 68.7: 19.1 31.3
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 : 108: 21 22 4 42 45 64 70:
Old : 108: 21 22 4 42 45 64 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 : 31.4 14.9 43.6 23.3 31.4 13.7 42.4 21.6
Old : 31.4 14.9 43.6 23.3 31.4 13.7 42.4 21.6
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, October 4, 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 : 1,641,098: 389,329 380,552 20,796 1,008,755 852,066 1,418,880 1,253,414: 222,218 387,684
Old : 1,641,098: 389,329 380,552 20,796 1,008,755 852,066 1,418,880 1,253,414: 222,218 387,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 10,604: 7,043 21,799 -16,550 31,654 -14,520 22,147 -9,271: -11,543 19,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 23.2 1.3 61.5 51.9 86.5 76.4: 13.5 23.6
Old : 100.0: 23.7 23.2 1.3 61.5 51.9 86.5 76.4: 13.5 23.6
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 : 249: 60 55 34 83 106 151 187:
Old : 249: 60 55 34 83 106 151 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 26.6 47.9 34.4 31.8 26.0 46.2 32.9
Old : 33.4 26.6 47.9 34.4 31.8 26.0 46.2 32.9
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, October 4, 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 : 1,214,256: 236,492 343,786 21,813 813,152 574,857 1,071,457 940,456: 142,799 273,800
Old : 1,214,256: 236,492 343,786 21,813 813,152 574,857 1,071,457 940,456: 142,799 273,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 88,788: 51,162 81,665 4,285 45,091 -30,082 100,538 55,868: -11,750 32,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 28.3 1.8 67.0 47.3 88.2 77.5: 11.8 22.5
Old : 100.0: 19.5 28.3 1.8 67.0 47.3 88.2 77.5: 11.8 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 : 180: 43 35 21 66 71 113 123:
Old : 180: 43 35 21 66 71 113 123:
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 : 31.1 26.3 41.6 36.4 30.4 25.1 39.5 34.1
Old : 31.1 26.3 41.6 36.4 30.4 25.1 39.5 34.1
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 4, 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 : 353,263: 100,555 71,260 51,285 157,861 198,556 309,701 321,101: 43,562 32,162
Old : 353,263: 100,555 71,260 51,285 157,861 198,556 309,701 321,101: 43,562 32,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -110,705: -34,237 -10,464 -19,423 -49,736 -75,431 -103,396 -105,318: -7,309 -5,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 20.2 14.5 44.7 56.2 87.7 90.9: 12.3 9.1
Old : 100.0: 28.5 20.2 14.5 44.7 56.2 87.7 90.9: 12.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 34 25 30 48 46 99 84:
Old : 120: 34 25 30 48 46 99 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 26.1 33.1 39.4 18.2 22.8 26.5 32.7
Old : 22.5 26.1 33.1 39.4 18.2 22.8 26.5 32.7
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, October 4, 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 : 35,810: 4,954 6,318 410 23,533 18,174 28,897 24,902: 6,913 10,908
Old : 35,810: 4,954 6,318 410 23,533 18,174 28,897 24,902: 6,913 10,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,242: 631 -711 404 195 1,224 1,230 917: 12 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 17.6 1.1 65.7 50.8 80.7 69.5: 19.3 30.5
Old : 100.0: 13.8 17.6 1.1 65.7 50.8 80.7 69.5: 19.3 30.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 10 14 3 18 12 31 26:
Old : 52: 10 14 3 18 12 31 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 40.3 61.1 51.3 46.7 37.8 61.1 48.8
Old : 46.7 40.3 61.1 51.3 46.7 37.8 61.1 48.8
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, October 4, 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 : 53,360: 23,585 29,814 529 11,402 13,847 35,516 44,190: 17,844 9,170
Old : 53,360: 23,585 29,814 529 11,402 13,847 35,516 44,190: 17,844 9,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 4,729: 3,890 2,939 172 -1,385 2,035 2,677 5,146: 2,052 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 55.9 1.0 21.4 26.0 66.6 82.8: 33.4 17.2
Old : 100.0: 44.2 55.9 1.0 21.4 26.0 66.6 82.8: 33.4 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 : 67: 20 25 3 15 10 38 35:
Old : 67: 20 25 3 15 10 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 46.5 42.7 57.8 32.8 46.4 41.9 57.6
Old : 32.8 46.5 42.7 57.8 32.8 46.4 41.9 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, September 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, October 4, 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 : 33,490: 8,664 3,745 62 24,311 28,953 33,037 32,760: 453 730
Old : 33,490: 8,664 3,745 62 24,311 28,953 33,037 32,760: 453 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -188: 120 -136 -110 -440 57 -430 -189: 242 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 11.2 0.2 72.6 86.5 98.6 97.8: 1.4 2.2
Old : 100.0: 25.9 11.2 0.2 72.6 86.5 98.6 97.8: 1.4 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 : 55: 7 17 3 15 20 24 38:
Old : 55: 7 17 3 15 20 24 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 : 68.3 54.6 84.1 75.4 64.4 49.4 78.2 66.7
Old : 68.3 54.6 84.1 75.4 64.4 49.4 78.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, September 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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 4, 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 : 17,677: 366 2,096 401 12,009 8,483 12,776 10,980: 4,901 6,697
Old : 17,677: 366 2,096 401 12,009 8,483 12,776 10,980: 4,901 6,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -2,384: -305 -23 -198 -1,033 -2,329 -1,536 -2,550: -848 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 11.9 2.3 67.9 48.0 72.3 62.1: 27.7 37.9
Old : 100.0: 2.1 11.9 2.3 67.9 48.0 72.3 62.1: 27.7 37.9
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 : 32: 5 7 7 17 12 26 22:
Old : 32: 5 7 7 17 12 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 33.2 60.3 49.4 46.2 30.4 59.6 43.1
Old : 46.2 33.2 60.3 49.4 46.2 30.4 59.6 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, October 4, 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 : 113,443: 24,485 23,356 22,457 48,905 34,076 95,847 79,889: 17,596 33,554
Old : 113,443: 24,485 23,356 22,457 48,905 34,076 95,847 79,889: 17,596 33,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,939: 1,753 903 -649 -752 1,520 352 1,774: 1,587 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 20.6 19.8 43.1 30.0 84.5 70.4: 15.5 29.6
Old : 100.0: 21.6 20.6 19.8 43.1 30.0 84.5 70.4: 15.5 29.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 53 44 52 24 41 122 106:
Old : 164: 53 44 52 24 41 122 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 15.6 38.8 27.3 27.6 14.1 38.1 23.0
Old : 27.6 15.6 38.8 27.3 27.6 14.1 38.1 23.0
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
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, October 4, 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 : 164,709: 50,871 22,650 21,928 71,656 75,572 144,455 120,150: 20,254 44,559
Old : 164,709: 50,871 22,650 21,928 71,656 75,572 144,455 120,150: 20,254 44,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 9,985: 7,290 -1,593 1,412 319 6,117 9,021 5,936: 964 4,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 13.8 13.3 43.5 45.9 87.7 72.9: 12.3 27.1
Old : 100.0: 30.9 13.8 13.3 43.5 45.9 87.7 72.9: 12.3 27.1
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 : 248: 66 48 57 58 107 164 188:
Old : 248: 66 48 57 58 107 164 188:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 11.6 37.5 19.4 23.2 10.6 35.5 17.2
Old : 23.2 11.6 37.5 19.4 23.2 10.6 35.5 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, October 4, 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 : 3,968: 1,184 773 211 704 1,317 2,099 2,301: 1,869 1,667
Old : 3,968: 1,184 773 211 704 1,317 2,099 2,301: 1,869 1,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 160: -59 -275 79 46 432 66 236: 94 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 19.5 5.3 17.7 33.2 52.9 58.0: 47.1 42.0
Old : 100.0: 29.8 19.5 5.3 17.7 33.2 52.9 58.0: 47.1 42.0
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 : 51: 13 12 6 11 21 29 35:
Old : 51: 13 12 6 11 21 29 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 19.3 37.5 29.6 28.7 19.3 36.5 28.7
Old : 28.7 19.3 37.5 29.6 28.7 19.3 36.5 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, October 4, 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 : 30,276: 11,765 2,479 5,123 7,611 10,058 24,499 17,660: 5,777 12,616
Old : 30,276: 11,765 2,479 5,123 7,611 10,058 24,499 17,660: 5,777 12,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -74: -452 -506 446 -285 244 -291 184: 217 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 8.2 16.9 25.1 33.2 80.9 58.3: 19.1 41.7
Old : 100.0: 38.9 8.2 16.9 25.1 33.2 80.9 58.3: 19.1 41.7
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 : 145: 46 21 25 34 49 96 87:
Old : 145: 46 21 25 34 49 96 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 22.2 26.5 27.0 13.6 15.5 23.6 18.7
Old : 15.1 22.2 26.5 27.0 13.6 15.5 23.6 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, September 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, October 4, 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 : 108,178: 47,026 8,995 762 25,285 82,651 73,073 92,408: 35,105 15,770
Old : 108,178: 47,026 8,995 762 25,285 82,651 73,073 92,408: 35,105 15,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,879: -3,494 1,571 73 865 -2,676 -2,556 -1,032: 677 -847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 8.3 0.7 23.4 76.4 67.5 85.4: 32.5 14.6
Old : 100.0: 43.5 8.3 0.7 23.4 76.4 67.5 85.4: 32.5 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 27 18 5 17 25 46 46:
Old : 83: 27 18 5 17 25 46 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 32.4 40.5 54.7 26.7 31.6 40.4 54.0
Old : 26.7 32.4 40.5 54.7 26.7 31.6 40.4 54.0
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, October 4, 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 : 87,779: 9,973 57,099 0 69,953 8,884 79,926 65,983: 7,853 21,796
Old : 87,779: 9,973 57,099 0 69,953 8,884 79,926 65,983: 7,853 21,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 11,022: 3,835 7,230 0 5,671 2,588 9,506 9,818: 1,516 1,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 65.0 0.0 79.7 10.1 91.1 75.2: 8.9 24.8
Old : 100.0: 11.4 65.0 0.0 79.7 10.1 91.1 75.2: 8.9 24.8
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 : 52: 4 30 0 15 7 19 37:
Old : 52: 4 30 0 15 7 19 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 : 55.3 33.5 76.3 46.3 53.9 33.5 74.8 46.3
Old : 55.3 33.5 76.3 46.3 53.9 33.5 74.8 46.3
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, October 4, 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 : 81,286: 60,168 3,894 0 14,360 72,660 74,528 76,554: 6,758 4,732
Old : 81,286: 60,168 3,894 0 14,360 72,660 74,528 76,554: 6,758 4,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,311: 20,091 -3,521 -53 -20,491 5,852 -453 2,278: 1,764 -967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 4.8 0.0 17.7 89.4 91.7 94.2: 8.3 5.8
Old : 100.0: 74.0 4.8 0.0 17.7 89.4 91.7 94.2: 8.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 53 8 0 16 17 69 25:
Old : 91: 53 8 0 16 17 69 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 : 30.6 73.7 51.0 86.1 30.6 73.7 51.0 86.1
Old : 30.6 73.7 51.0 86.1 30.6 73.7 51.0 86.1
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, October 4, 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 : 89,889: 20,074 36,934 4 53,557 34,590 73,635 71,528: 16,254 18,361
Old : 89,889: 20,074 36,934 4 53,557 34,590 73,635 71,528: 16,254 18,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 12,449: -7,507 11,916 -59 23,153 -1,263 15,587 10,594: -3,138 1,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 41.1 0.0 59.6 38.5 81.9 79.6: 18.1 20.4
Old : 100.0: 22.3 41.1 0.0 59.6 38.5 81.9 79.6: 18.1 20.4
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 : 61: 17 15 1 20 16 38 31:
Old : 61: 17 15 1 20 16 38 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 37.0 51.6 54.4 27.1 37.0 46.2 49.7
Old : 31.0 37.0 51.6 54.4 27.1 37.0 46.2 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, September 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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 4, 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 : 167,979: 16,352 79,651 43 125,981 56,416 142,376 136,110: 25,603 31,869
Old : 167,979: 16,352 79,651 43 125,981 56,416 142,376 136,110: 25,603 31,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 29,408: 2,883 7,116 0 24,364 22,825 27,247 29,941: 2,161 -533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 47.4 0.0 75.0 33.6 84.8 81.0: 15.2 19.0
Old : 100.0: 9.7 47.4 0.0 75.0 33.6 84.8 81.0: 15.2 19.0
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 : 99: 21 41 2 26 17 48 59:
Old : 99: 21 41 2 26 17 48 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 29.2 60.9 45.1 40.7 29.2 60.9 44.1
Old : 40.7 29.2 60.9 45.1 40.7 29.2 60.9 44.1
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, October 4, 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 : 143,338: 34,646 36,544 812 68,778 56,196 104,236 93,552: 39,102 49,786
Old : 143,338: 34,646 36,544 812 68,778 56,196 104,236 93,552: 39,102 49,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 7,640: 1,719 2,014 -380 4,515 -379 5,854 1,255: 1,786 6,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 25.5 0.6 48.0 39.2 72.7 65.3: 27.3 34.7
Old : 100.0: 24.2 25.5 0.6 48.0 39.2 72.7 65.3: 27.3 34.7
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 : 113: 36 35 7 29 25 67 65:
Old : 113: 36 35 7 29 25 67 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 33.4 33.4 42.6 19.2 32.0 32.3 41.2
Old : 19.2 33.4 33.4 42.6 19.2 32.0 32.3 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, September 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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, October 4, 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 : 39,084: 9,022 3,401 6 23,527 25,681 32,555 29,088: 6,529 9,996
Old : 39,084: 9,022 3,401 6 23,527 25,681 32,555 29,088: 6,529 9,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 2,468: -308 873 0 3,851 -7 3,543 866: -1,075 1,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 8.7 0.0 60.2 65.7 83.3 74.4: 16.7 25.6
Old : 100.0: 23.1 8.7 0.0 60.2 65.7 83.3 74.4: 16.7 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 1 10 13 13 15:
Old : 21: 2 2 1 10 13 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 : 52.1 51.7 72.3 66.4 51.3 48.1 68.0 61.6
Old : 52.1 51.7 72.3 66.4 51.3 48.1 68.0 61.6
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 8,172,516: 835,777 1,084,247 1,039,748 5,334,814 4,589,663 7,210,339 6,713,658: 962,177 1,458,858
Old : 8,172,516: 835,777 1,084,247 1,039,748 5,334,814 4,589,663 7,210,339 6,713,658: 962,177 1,458,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 315,048: -23,659 293,818 79,467 155,359 -88,734 211,167 284,551: 103,881 30,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 13.3 12.7 65.3 56.2 88.2 82.1: 11.8 17.9
Old : 100.0: 10.2 13.3 12.7 65.3 56.2 88.2 82.1: 11.8 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 49 65 86 120 142 214 255:
Old : 267: 49 65 86 120 142 214 255:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 13.7 50.6 21.9 31.7 9.9 43.7 16.4
Old : 32.5 13.7 50.6 21.9 31.7 9.9 43.7 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - 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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, October 4, 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 : 630,502: 49,777 61,079 1,906 447,967 469,653 499,650 532,638: 130,852 97,864
Old : 630,502: 49,777 61,079 1,906 447,967 469,653 499,650 532,638: 130,852 97,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -4,611: 423 643 -239 -3,036 -869 -2,852 -465: -1,759 -4,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 9.7 0.3 71.0 74.5 79.2 84.5: 20.8 15.5
Old : 100.0: 7.9 9.7 0.3 71.0 74.5 79.2 84.5: 20.8 15.5
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 : 185: 30 36 16 81 63 120 106:
Old : 185: 30 36 16 81 63 120 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 30.3 30.6 44.1 21.5 30.3 30.5 44.0
Old : 21.6 30.3 30.6 44.1 21.5 30.3 30.5 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - 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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, October 4, 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 : 956,849: 187,216 245,858 20,480 501,267 572,196 708,963 838,534: 247,886 118,315
Old : 956,849: 187,216 245,858 20,480 501,267 572,196 708,963 838,534: 247,886 118,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 8,342: 6,646 9,058 10,033 8,305 -26,945 24,984 -7,854: -16,642 16,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 25.7 2.1 52.4 59.8 74.1 87.6: 25.9 12.4
Old : 100.0: 19.6 25.7 2.1 52.4 59.8 74.1 87.6: 25.9 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 : 186: 42 56 16 56 58 109 119:
Old : 186: 42 56 16 56 58 109 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 27.8 33.0 42.9 19.9 26.1 30.4 38.4
Old : 20.7 27.8 33.0 42.9 19.9 26.1 30.4 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, October 4, 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 : 12,780: 1,940 427 0 6,660 11,324 8,600 11,751: 4,180 1,029
Old : 12,780: 1,940 427 0 6,660 11,324 8,600 11,751: 4,180 1,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 159: 154 0 0 -332 -145 -178 -145: 337 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 3.3 0.0 52.1 88.6 67.3 91.9: 32.7 8.1
Old : 100.0: 15.2 3.3 0.0 52.1 88.6 67.3 91.9: 32.7 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 : 35: 5 1 0 18 14 23 15:
Old : 35: 5 1 0 18 14 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 49.5 38.9 69.6 25.0 48.9 38.9 68.6
Old : 25.0 49.5 38.9 69.6 25.0 48.9 38.9 68.6
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 33,351: 7,323 3,681 98 21,655 25,512 29,076 29,291: 4,275 4,060
Old : 33,351: 7,323 3,681 98 21,655 25,512 29,076 29,291: 4,275 4,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 3,322: 1,126 -1,427 30 1,708 5,267 2,864 3,870: 458 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 11.0 0.3 64.9 76.5 87.2 87.8: 12.8 12.2
Old : 100.0: 22.0 11.0 0.3 64.9 76.5 87.2 87.8: 12.8 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 : 44: 7 4 1 20 21 27 26:
Old : 44: 7 4 1 20 21 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 : 55.0 44.4 70.2 61.2 52.3 44.3 66.1 60.8
Old : 55.0 44.4 70.2 61.2 52.3 44.3 66.1 60.8
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 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, October 4, 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 : 56,366: 9,452 9,622 1,198 28,581 35,546 39,231 46,366: 17,135 10,000
Old : 56,366: 9,452 9,622 1,198 28,581 35,546 39,231 46,366: 17,135 10,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -56: 3,934 -3,154 955 -1,297 825 3,592 -1,374: -3,648 1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 17.1 2.1 50.7 63.1 69.6 82.3: 30.4 17.7
Old : 100.0: 16.8 17.1 2.1 50.7 63.1 69.6 82.3: 30.4 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 13 16 1 32 23 46 39:
Old : 77: 13 16 1 32 23 46 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 : 27.1 27.8 37.5 43.9 25.9 23.6 35.2 39.0
Old : 27.1 27.8 37.5 43.9 25.9 23.6 35.2 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, September 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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, October 4, 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 : 269,833: 106,204 81,610 2,568 128,308 119,632 237,080 203,810: 32,753 66,023
Old : 269,833: 106,204 81,610 2,568 128,308 119,632 237,080 203,810: 32,753 66,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 4,240: 17,695 -3,715 -264 -31,923 16,005 -14,492 12,026: 18,732 -7,786
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 30.2 1.0 47.6 44.3 87.9 75.5: 12.1 24.5
Old : 100.0: 39.4 30.2 1.0 47.6 44.3 87.9 75.5: 12.1 24.5
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 : 186: 66 60 10 37 36 108 101:
Old : 186: 66 60 10 37 36 108 101:
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 : 33.0 19.8 45.9 31.5 27.5 14.5 39.8 24.2
Old : 33.0 19.8 45.9 31.5 27.5 14.5 39.8 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, October 4, 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 : 69,587: 29,452 582 0 16,799 60,544 46,251 61,126: 23,336 8,461
Old : 69,587: 29,452 582 0 16,799 60,544 46,251 61,126: 23,336 8,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 6,406: 5,925 0 0 96 6,432 6,021 6,432: 385 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 0.8 0.0 24.1 87.0 66.5 87.8: 33.5 12.2
Old : 100.0: 42.3 0.8 0.0 24.1 87.0 66.5 87.8: 33.5 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 : 35: 16 1 0 9 13 25 14:
Old : 35: 16 1 0 9 13 25 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 : 44.3 56.0 52.3 77.4 44.3 55.7 52.3 77.1
Old : 44.3 56.0 52.3 77.4 44.3 55.7 52.3 77.1
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 32,198: 669 6,045 0 26,744 21,574 27,413 27,619: 4,785 4,579
Old : 32,198: 669 6,045 0 26,744 21,574 27,413 27,619: 4,785 4,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 601: -3 156 0 580 376 577 532: 24 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 18.8 0.0 83.1 67.0 85.1 85.8: 14.9 14.2
Old : 100.0: 2.1 18.8 0.0 83.1 67.0 85.1 85.8: 14.9 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 : 64: 1 14 0 31 28 32 42:
Old : 64: 1 14 0 31 28 32 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 : 54.2 30.9 63.2 46.4 54.1 29.1 63.1 44.5
Old : 54.2 30.9 63.2 46.4 54.1 29.1 63.1 44.5
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 230,566: 17,026 52,858 122 204,653 161,884 221,801 214,864: 8,765 15,702
Old : 230,566: 17,026 52,858 122 204,653 161,884 221,801 214,864: 8,765 15,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 9,967: 3,273 3,732 -227 5,169 3,939 8,215 7,444: 1,752 2,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 22.9 0.1 88.8 70.2 96.2 93.2: 3.8 6.8
Old : 100.0: 7.4 22.9 0.1 88.8 70.2 96.2 93.2: 3.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 19 44 3 37 47 58 92:
Old : 127: 19 44 3 37 47 58 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 : 62.9 38.4 74.3 53.6 61.2 37.9 68.6 48.7
Old : 62.9 38.4 74.3 53.6 61.2 37.9 68.6 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, September 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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 4, 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 : 52,991: 17,033 17,304 1,140 22,349 29,008 40,522 47,452: 12,469 5,539
Old : 52,991: 17,033 17,304 1,140 22,349 29,008 40,522 47,452: 12,469 5,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 443: -3,211 -2,051 891 2,099 2,043 -221 883: 664 -440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 32.7 2.2 42.2 54.7 76.5 89.5: 23.5 10.5
Old : 100.0: 32.1 32.7 2.2 42.2 54.7 76.5 89.5: 23.5 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 29 18 3 19 23 48 44:
Old : 85: 29 18 3 19 23 48 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 46.5 39.8 55.5 23.3 46.5 36.5 55.4
Old : 26.6 46.5 39.8 55.5 23.3 46.5 36.5 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 4, 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 : 35,013: 8,548 3,119 626 22,107 2,526 31,281 6,271: 3,732 28,742
Old : 35,013: 8,548 3,119 626 22,107 2,526 31,281 6,271: 3,732 28,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,307: -2,502 1,246 305 2,745 488 548 2,039: 759 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 8.9 1.8 63.1 7.2 89.3 17.9: 10.7 82.1
Old : 100.0: 24.4 8.9 1.8 63.1 7.2 89.3 17.9: 10.7 82.1
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: 14 3 1 10 4 24 8:
Old : 30: 14 3 1 10 4 24 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 13.0 67.0 17.9 53.1 10.8 63.6 12.7
Old : 56.5 13.0 67.0 17.9 53.1 10.8 63.6 12.7
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, October 4, 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 : 36,299: 1,819 2,796 150 17,579 29,143 19,548 32,089: 16,751 4,210
Old : 36,299: 1,819 2,796 150 17,579 29,143 19,548 32,089: 16,751 4,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,820: -465 100 150 1,474 -1,569 1,159 -1,319: -2,979 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.7 0.4 48.4 80.3 53.9 88.4: 46.1 11.6
Old : 100.0: 5.0 7.7 0.4 48.4 80.3 53.9 88.4: 46.1 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 : 46: 4 10 1 20 26 24 37:
Old : 46: 4 10 1 20 26 24 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 : 25.1 40.0 37.2 63.5 13.3 34.4 20.1 46.3
Old : 25.1 40.0 37.2 63.5 13.3 34.4 20.1 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, September 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
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, October 4, 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 : 125,742: 55,195 12,413 11,276 26,807 90,271 93,278 113,960: 32,464 11,782
Old : 125,742: 55,195 12,413 11,276 26,807 90,271 93,278 113,960: 32,464 11,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 6,788: 4,579 -904 1,338 986 5,768 6,903 6,202: -115 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 9.9 9.0 21.3 71.8 74.2 90.6: 25.8 9.4
Old : 100.0: 43.9 9.9 9.0 21.3 71.8 74.2 90.6: 25.8 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 : 179: 94 40 24 20 38 125 92:
Old : 179: 94 40 24 20 38 125 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 : 19.1 33.3 30.9 50.1 13.2 28.3 20.0 41.6
Old : 19.1 33.3 30.9 50.1 13.2 28.3 20.0 41.6
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, October 4, 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 : 107,932: 40,996 31,475 10,998 42,715 53,881 94,709 96,354: 13,223 11,578
Old : 107,932: 40,996 31,475 10,998 42,715 53,881 94,709 96,354: 13,223 11,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 3,537: 3,513 3,209 -904 1,351 2,082 3,960 4,387: -423 -850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 29.2 10.2 39.6 49.9 87.7 89.3: 12.3 10.7
Old : 100.0: 38.0 29.2 10.2 39.6 49.9 87.7 89.3: 12.3 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 : 196: 68 69 43 43 38 143 125:
Old : 196: 68 69 43 43 38 143 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 40.6 37.4 51.8 27.0 36.9 36.9 47.8
Old : 27.0 40.6 37.4 51.8 27.0 36.9 36.9 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - 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
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - Futures Only, October 4, 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 : 363,529: 229,464 57,966 26,620 51,172 253,896 307,256 338,482: 56,273 25,047
Old : 363,529: 229,464 57,966 26,620 51,172 253,896 307,256 338,482: 56,273 25,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -3,290: 9,816 4,418 -7,668 -2,740 5,870 -592 2,620: -2,698 -5,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 15.9 7.3 14.1 69.8 84.5 93.1: 15.5 6.9
Old : 100.0: 63.1 15.9 7.3 14.1 69.8 84.5 93.1: 15.5 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 : 278: 148 64 32 30 52 201 131:
Old : 278: 148 64 32 30 52 201 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 36.3 39.1 52.3 27.1 34.1 33.1 45.6
Old : 29.0 36.3 39.1 52.3 27.1 34.1 33.1 45.6
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 4, 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 : 10,358: 4,921 2,328 550 2,788 6,422 8,259 9,300: 2,099 1,058
Old : 10,358: 4,921 2,328 550 2,788 6,422 8,259 9,300: 2,099 1,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 631: 407 132 0 19 151 426 283: 205 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 22.5 5.3 26.9 62.0 79.7 89.8: 20.3 10.2
Old : 100.0: 47.5 22.5 5.3 26.9 62.0 79.7 89.8: 20.3 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 : 41: 19 3 12 6 6 35 21:
Old : 41: 19 3 12 6 6 35 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 : 52.4 76.9 64.3 85.1 45.6 65.3 54.1 72.3
Old : 52.4 76.9 64.3 85.1 45.6 65.3 54.1 72.3
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 4, 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 : 114,813: 45,916 7,790 4,471 41,231 79,390 91,618 91,651: 23,195 23,162
Old : 96,387: 41,886 6,249 1,088 34,900 70,388 77,874 77,725: 18,513 18,662
Other: 18,426: 7,276 4,787 137 6,331 9,002 13,744 13,926: 4,682 4,500
: : :
: : Changes in Commitments from: September 27, 2005 :
: 13,557: 7,054 3,805 -342 5,297 7,889 12,009 11,352: 1,548 2,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 6.8 3.9 35.9 69.1 79.8 79.8: 20.2 20.2
Old : 100.0: 43.5 6.5 1.1 36.2 73.0 80.8 80.6: 19.2 19.4
Other: 100.0: 39.5 26.0 0.7 34.4 48.9 74.6 75.6: 25.4 24.4
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 64 22 18 46 63 119 97:
Old : 166: 67 20 9 39 60 108 87:
Other: 88: 19 16 3 17 39 36 58:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 33.4 28.2 44.2 15.2 26.1 22.5 33.3
Old : 18.6 38.7 28.4 47.9 18.4 33.6 27.6 40.8
Other: 40.9 43.0 51.4 54.9 40.9 42.7 50.3 54.7
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, October 4, 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 : 32,977: 8,436 495 391 14,507 23,208 23,334 24,094: 9,643 8,883
Old : 32,406: 8,420 486 316 14,330 23,062 23,066 23,864: 9,340 8,542
Other: 571: 56 49 35 177 146 268 230: 303 341
: : :
: : Changes in Commitments from: September 27, 2005 :
: 3,218: 2,435 -57 24 1,359 2,921 3,818 2,888: -600 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 1.5 1.2 44.0 70.4 70.8 73.1: 29.2 26.9
Old : 100.0: 26.0 1.5 1.0 44.2 71.2 71.2 73.6: 28.8 26.4
Other: 100.0: 9.8 8.6 6.1 31.0 25.6 46.9 40.3: 53.1 59.7
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 18 4 2 22 20 41 25:
Old : 52: 19 3 2 21 20 40 25:
Other: 11: 1 2 1 4 4 6 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 : 26.4 48.5 43.3 59.7 23.0 47.1 37.4 54.2
Old : 26.9 49.0 43.9 60.4 23.2 47.7 37.8 55.1
Other: 37.1 37.7 46.9 40.3 36.1 31.5 40.8 34.2
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, October 4, 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 : 110,391: 23,572 25,796 7,776 65,880 68,011 97,228 101,583: 13,163 8,808
Old : 109,406: 23,660 25,861 7,544 65,175 67,315 96,379 100,720: 13,027 8,686
Other: 985: 144 167 0 705 696 849 863: 136 122
: : :
: : Changes in Commitments from: September 27, 2005 :
: 2,717: 1,812 -5,514 2,166 -1,191 7,658 2,787 4,310: -70 -1,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 23.4 7.0 59.7 61.6 88.1 92.0: 11.9 8.0
Old : 100.0: 21.6 23.6 6.9 59.6 61.5 88.1 92.1: 11.9 7.9
Other: 100.0: 14.6 17.0 0.0 71.6 70.7 86.2 87.6: 13.8 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 63 58 42 47 55 144 128:
Old : 200: 63 59 40 47 55 143 127:
Other: 20: 3 4 0 6 7 9 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 36.4 41.3 45.1 25.1 30.1 35.3 36.5
Old : 26.3 36.2 41.7 44.9 25.3 30.3 36.0 36.8
Other: 66.8 75.7 85.9 85.6 66.8 75.7 85.9 85.6
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, October 4, 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 : 25,034: 9,550 4,342 1,431 10,645 17,763 21,626 23,536: 3,408 1,498
Old : 15,053: 7,682 3,715 0 4,735 10,251 12,417 13,966: 2,636 1,087
Other: 9,981: 2,782 1,541 517 5,910 7,512 9,209 9,570: 772 411
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,830: 1,593 478 339 -304 1,471 1,628 2,288: 202 -458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 17.3 5.7 42.5 71.0 86.4 94.0: 13.6 6.0
Old : 100.0: 51.0 24.7 0.0 31.5 68.1 82.5 92.8: 17.5 7.2
Other: 100.0: 27.9 15.4 5.2 59.2 75.3 92.3 95.9: 7.7 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 41 17 15 20 17 72 40:
Old : 80: 35 18 0 17 15 52 33:
Other: 50: 17 11 13 14 11 34 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 49.2 46.3 66.1 30.8 45.2 42.5 60.8
Old : 30.5 54.0 46.9 69.2 30.5 53.6 46.1 68.8
Other: 45.4 64.4 65.9 80.2 42.5 62.1 59.4 74.5
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, October 4, 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 : 124,673: 25,438 28,446 1,621 89,586 87,280 116,645 117,347: 8,028 7,326
Old : 109,088: 25,633 28,617 1,097 74,632 72,063 101,362 101,777: 7,726 7,311
Other: 15,585: 171 195 158 14,954 15,217 15,283 15,570: 302 15
: : :
: : Changes in Commitments from: September 27, 2005 :
: -789: -673 -1,725 -195 102 -1,105 -766 -3,025: -23 2,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 22.8 1.3 71.9 70.0 93.6 94.1: 6.4 5.9
Old : 100.0: 23.5 26.2 1.0 68.4 66.1 92.9 93.3: 7.1 6.7
Other: 100.0: 1.1 1.3 1.0 96.0 97.6 98.1 99.9: 1.9 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 47 48 10 51 37 104 94:
Old : 158: 48 51 9 49 37 102 93:
Other: 27: 3 2 3 15 13 18 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 : 31.2 30.7 49.4 46.6 22.5 21.7 33.6 32.3
Old : 30.8 30.3 48.6 43.7 27.8 21.3 40.5 34.3
Other: 62.1 89.3 85.9 97.4 45.3 67.5 62.7 72.4
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, October 4, 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 : 458,136: 164,891 34,755 31,538 182,075 345,989 378,504 412,282: 79,632 45,854
Old : 458,136: 164,891 34,755 31,538 182,075 345,989 378,504 412,282: 79,632 45,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,963: -7,414 1,029 8,639 -3,403 -14,297 -2,178 -4,629: 215 2,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 7.6 6.9 39.7 75.5 82.6 90.0: 17.4 10.0
Old : 100.0: 36.0 7.6 6.9 39.7 75.5 82.6 90.0: 17.4 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 69 25 32 48 52 137 93:
Old : 161: 69 25 32 48 52 137 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 30.7 27.1 49.7 14.9 26.6 24.1 42.9
Old : 16.0 30.7 27.1 49.7 14.9 26.6 24.1 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - 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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, October 4, 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 : 87,370: 19,833 21,869 10,147 48,333 48,156 78,313 80,172: 9,057 7,198
Old : 85,695: 19,822 22,295 9,441 47,567 47,005 76,830 78,741: 8,865 6,954
Other: 1,675: 493 56 224 766 1,151 1,483 1,431: 192 244
: : :
: : Changes in Commitments from: September 27, 2005 :
: 864: 330 289 525 -202 1,182 653 1,996: 211 -1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 25.0 11.6 55.3 55.1 89.6 91.8: 10.4 8.2
Old : 100.0: 23.1 26.0 11.0 55.5 54.9 89.7 91.9: 10.3 8.1
Other: 100.0: 29.4 3.3 13.4 45.7 68.7 88.5 85.4: 11.5 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 90 82 51 98 79 215 193:
Old : 295: 91 85 50 98 78 214 192:
Other: 40: 7 2 5 15 20 23 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 : 19.0 19.5 30.9 31.5 18.8 16.6 29.1 25.5
Old : 19.4 19.9 31.5 32.0 19.1 17.0 29.7 26.0
Other: 45.9 44.2 70.4 64.6 35.6 40.2 51.3 52.4
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, October 4, 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 : 19,561: 13,955 2,816 2,004 409 13,248 16,368 18,068: 3,193 1,493
Old : 19,561: 13,955 2,816 2,004 409 13,248 16,368 18,068: 3,193 1,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,988: 1,260 -315 -3 -221 2,189 1,036 1,871: 952 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 14.4 10.2 2.1 67.7 83.7 92.4: 16.3 7.6
Old : 100.0: 71.3 14.4 10.2 2.1 67.7 83.7 92.4: 16.3 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 : 47: 27 10 3 4 5 34 16:
Old : 47: 27 10 3 4 5 34 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 : 48.7 79.7 63.1 88.4 44.1 72.5 54.7 79.2
Old : 48.7 79.7 63.1 88.4 44.1 72.5 54.7 79.2
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, October 4, 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 : 167,990: 21,550 16,404 22,321 91,784 108,675 135,655 147,400: 32,335 20,590
Old : 167,990: 21,550 16,404 22,321 91,784 108,675 135,655 147,400: 32,335 20,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -6,468: 620 397 -2,477 -4,272 -4,244 -6,129 -6,324: -339 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 9.8 13.3 54.6 64.7 80.8 87.7: 19.2 12.3
Old : 100.0: 12.8 9.8 13.3 54.6 64.7 80.8 87.7: 19.2 12.3
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 : 134: 33 24 40 63 63 117 109:
Old : 134: 33 24 40 63 63 117 109:
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 : 18.7 19.4 30.1 28.7 13.7 13.6 20.2 20.0
Old : 18.7 19.4 30.1 28.7 13.7 13.6 20.2 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, September 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, October 4, 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 : 552,970: 64,673 67,898 182,936 237,671 263,285 485,280 514,119: 67,690 38,851
Old : 552,970: 64,673 67,898 182,936 237,671 263,285 485,280 514,119: 67,690 38,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 15,041: 7,161 -8,540 15,673 -5,987 1,011 16,847 8,144: -1,806 6,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 12.3 33.1 43.0 47.6 87.8 93.0: 12.2 7.0
Old : 100.0: 11.7 12.3 33.1 43.0 47.6 87.8 93.0: 12.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 61 38 67 90 79 183 154:
Old : 196: 61 38 67 90 79 183 154:
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 : 21.6 27.7 31.8 41.5 8.5 14.1 12.7 19.9
Old : 21.6 27.7 31.8 41.5 8.5 14.1 12.7 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, September 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
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, October 4, 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 : 99,355: 9,681 3,244 3,065 76,616 83,198 89,362 89,507: 9,993 9,848
Old : 99,355: 9,681 3,244 3,065 76,616 83,198 89,362 89,507: 9,993 9,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -12,580: 107 -886 1,072 -15,068 -17,653 -13,889 -17,467: 1,309 4,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 3.3 3.1 77.1 83.7 89.9 90.1: 10.1 9.9
Old : 100.0: 9.7 3.3 3.1 77.1 83.7 89.9 90.1: 10.1 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 : 36: 5 1 5 25 26 31 31:
Old : 36: 5 1 5 25 26 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 34.7 63.2 58.0 46.2 31.8 55.6 52.7
Old : 49.5 34.7 63.2 58.0 46.2 31.8 55.6 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - 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
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, October 4, 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 : 65,172: 2 23,682 1,515 57,431 35,876 58,948 61,073: 6,224 4,099
Old : 65,172: 2 23,682 1,515 57,431 35,876 58,948 61,073: 6,224 4,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -3,508: -186 5,082 -1,160 -4,030 -8,366 -5,376 -4,444: 1,868 936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 36.3 2.3 88.1 55.0 90.4 93.7: 9.6 6.3
Old : 100.0: 0.0 36.3 2.3 88.1 55.0 90.4 93.7: 9.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 4 3 17 16 20 21:
Old : 25: 1 4 3 17 16 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 : 44.0 55.7 66.7 71.9 38.6 51.9 56.5 64.8
Old : 44.0 55.7 66.7 71.9 38.6 51.9 56.5 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, September 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, October 4, 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 : 67,331: 25,185 12,984 2,436 32,289 45,456 59,910 60,876: 7,421 6,455
Old : 67,331: 25,185 12,984 2,436 32,289 45,456 59,910 60,876: 7,421 6,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 889: 6,171 -935 -306 -7,009 2,766 -1,144 1,525: 2,033 -636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 19.3 3.6 48.0 67.5 89.0 90.4: 11.0 9.6
Old : 100.0: 37.4 19.3 3.6 48.0 67.5 89.0 90.4: 11.0 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 5 3 15 16 20 22:
Old : 26: 3 5 3 15 16 20 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 : 58.0 42.1 75.5 59.8 50.1 40.9 61.0 55.2
Old : 58.0 42.1 75.5 59.8 50.1 40.9 61.0 55.2
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, October 4, 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 : 62,290: 0 4,579 665 59,302 47,579 59,967 52,823: 2,323 9,467
Old : 62,290: 0 4,579 665 59,302 47,579 59,967 52,823: 2,323 9,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -2,508: 0 -1,812 148 -1,893 -3,940 -1,745 -5,604: -763 3,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.4 1.1 95.2 76.4 96.3 84.8: 3.7 15.2
Old : 100.0: 0.0 7.4 1.1 95.2 76.4 96.3 84.8: 3.7 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 : 21: 0 1 1 15 17 16 18:
Old : 21: 0 1 1 15 17 16 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 : 65.6 38.6 81.9 64.4 60.1 37.5 69.6 55.7
Old : 65.6 38.6 81.9 64.4 60.1 37.5 69.6 55.7
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, October 4, 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 : 62,246: 0 11,555 375 53,549 43,386 53,924 55,316: 8,322 6,930
Old : 62,246: 0 11,555 375 53,549 43,386 53,924 55,316: 8,322 6,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -3,955: 0 130 -659 -6,966 -5,000 -7,625 -5,529: 3,670 1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.6 0.6 86.0 69.7 86.6 88.9: 13.4 11.1
Old : 100.0: 0.0 18.6 0.6 86.0 69.7 86.6 88.9: 13.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 19 13 21 15:
Old : 24: 0 2 2 19 13 21 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 : 34.1 52.2 57.8 78.5 27.7 41.9 42.5 58.1
Old : 34.1 52.2 57.8 78.5 27.7 41.9 42.5 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, September 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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, October 4, 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 : 42,475: 0 1,053 462 35,439 36,886 35,901 38,401: 6,574 4,074
Old : 42,475: 0 1,053 462 35,439 36,886 35,901 38,401: 6,574 4,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 11: 0 -2,038 300 1,191 1,074 1,491 -664: -1,480 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 1.1 83.4 86.8 84.5 90.4: 15.5 9.6
Old : 100.0: 0.0 2.5 1.1 83.4 86.8 84.5 90.4: 15.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 13 12 14 13:
Old : 20: 0 1 1 13 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 69.1 77.7 85.1 60.0 68.8 72.4 80.9
Old : 61.3 69.1 77.7 85.1 60.0 68.8 72.4 80.9
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, October 4, 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 : 54,212: 9,473 1,208 2,666 34,410 43,584 46,549 47,458: 7,663 6,754
Old : 54,212: 9,473 1,208 2,666 34,410 43,584 46,549 47,458: 7,663 6,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -13,602: -8,227 1,208 166 -6,976 -15,268 -15,037 -13,894: 1,435 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 2.2 4.9 63.5 80.4 85.9 87.5: 14.1 12.5
Old : 100.0: 17.5 2.2 4.9 63.5 80.4 85.9 87.5: 14.1 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 3 14 19 17 23:
Old : 24: 3 1 3 14 19 17 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 : 57.2 41.6 74.3 61.0 35.7 29.3 47.4 39.7
Old : 57.2 41.6 74.3 61.0 35.7 29.3 47.4 39.7
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
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
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, October 4, 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 : 1,262,871: 351,575 75,421 205,540 688,666 969,240 1,245,781 1,250,201: 17,090 12,670
Old : 1,262,871: 351,575 75,421 205,540 688,666 969,240 1,245,781 1,250,201: 17,090 12,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -67,320: -4,797 -1,398 -27,114 -33,231 -37,139 -65,142 -65,651: -2,178 -1,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 6.0 16.3 54.5 76.7 98.6 99.0: 1.4 1.0
Old : 100.0: 27.8 6.0 16.3 54.5 76.7 98.6 99.0: 1.4 1.0
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 : 131: 26 12 29 86 81 120 114:
Old : 131: 26 12 29 86 81 120 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 25.7 39.6 42.2 19.5 18.8 28.5 30.4
Old : 25.6 25.7 39.6 42.2 19.5 18.8 28.5 30.4
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, October 4, 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 : 213,701: 67,360 47,282 48,684 94,432 116,208 210,476 212,174: 3,225 1,527
Old : 213,701: 67,360 47,282 48,684 94,432 116,208 210,476 212,174: 3,225 1,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -86,174: -5,110 -12,574 -60,948 -16,735 -11,343 -82,793 -84,865: -3,381 -1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 22.1 22.8 44.2 54.4 98.5 99.3: 1.5 0.7
Old : 100.0: 31.5 22.1 22.8 44.2 54.4 98.5 99.3: 1.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 11 8 15 27 26 44 43:
Old : 47: 11 8 15 27 26 44 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 : 32.2 50.3 53.8 66.9 29.7 32.0 40.1 44.0
Old : 32.2 50.3 53.8 66.9 29.7 32.0 40.1 44.0
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, October 4, 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 : 75,340: 26,370 7,040 10,442 38,340 57,738 75,152 75,220: 188 120
Old : 75,340: 26,370 7,040 10,442 38,340 57,738 75,152 75,220: 188 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -5,683: 1,863 -32 -5,589 -1,895 78 -5,621 -5,543: -62 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 9.3 13.9 50.9 76.6 99.8 99.8: 0.2 0.2
Old : 100.0: 35.0 9.3 13.9 50.9 76.6 99.8 99.8: 0.2 0.2
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 : 49: 4 6 9 36 39 46 48:
Old : 49: 4 6 9 36 39 46 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 : 57.9 45.1 70.0 62.3 49.4 41.0 54.8 52.7
Old : 57.9 45.1 70.0 62.3 49.4 41.0 54.8 52.7
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, October 4, 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 : 26,220: 4,163 4,928 1,802 20,255 18,981 26,220 25,711: 0 509
Old : 26,220: 4,163 4,928 1,802 20,255 18,981 26,220 25,711: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,255: 1,182 -168 -759 -1,657 -328 -1,234 -1,255: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 18.8 6.9 77.3 72.4 100.0 98.1: 0.0 1.9
Old : 100.0: 15.9 18.8 6.9 77.3 72.4 100.0 98.1: 0.0 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 : 35: 4 3 5 21 21 28 26:
Old : 35: 4 3 5 21 21 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 : 57.9 55.9 75.0 76.3 54.6 52.5 70.2 66.7
Old : 57.9 55.9 75.0 76.3 54.6 52.5 70.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,348: 684 2,648 2,450 5,706 3,742 8,840 8,840: 508 508
Old : 9,348: 684 2,648 2,450 5,706 3,742 8,840 8,840: 508 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,474: -378 -693 -126 -970 -655 -1,474 -1,474: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 28.3 26.2 61.0 40.0 94.6 94.6: 5.4 5.4
Old : 100.0: 7.3 28.3 26.2 61.0 40.0 94.6 94.6: 5.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 2 3 14 10 19 14:
Old : 24: 4 2 3 14 10 19 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 : 37.7 54.5 61.6 81.8 24.8 45.1 43.6 56.3
Old : 37.7 54.5 61.6 81.8 24.8 45.1 43.6 56.3
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 16,602: 3,472 3,540 1,680 10,930 10,912 16,082 16,132: 520 470
Old : 16,602: 3,472 3,540 1,680 10,930 10,912 16,082 16,132: 520 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,340: -380 -140 -220 -800 -1,170 -1,400 -1,530: 60 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 21.3 10.1 65.8 65.7 96.9 97.2: 3.1 2.8
Old : 100.0: 20.9 21.3 10.1 65.8 65.7 96.9 97.2: 3.1 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 : 29: 4 3 7 18 18 25 25:
Old : 29: 4 3 7 18 18 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 54.7 69.6 77.2 41.7 47.1 55.0 63.1
Old : 46.4 54.7 69.6 77.2 41.7 47.1 55.0 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, September 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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, October 4, 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 : 24,216: 11,330 120 1,560 10,378 22,344 23,268 24,024: 948 192
Old : 24,216: 11,330 120 1,560 10,378 22,344 23,268 24,024: 948 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -140: -230 -120 -190 -30 170 -450 -140: 310 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 0.5 6.4 42.9 92.3 96.1 99.2: 3.9 0.8
Old : 100.0: 46.8 0.5 6.4 42.9 92.3 96.1 99.2: 3.9 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 : 29: 2 1 3 20 24 23 27:
Old : 29: 2 1 3 20 24 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 54.6 79.9 76.5 60.0 51.2 70.3 68.7
Old : 68.3 54.6 79.9 76.5 60.0 51.2 70.3 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, September 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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, October 4, 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 : 8,600: 1,960 120 820 5,816 7,380 8,596 8,320: 4 280
Old : 8,600: 1,960 120 820 5,816 7,380 8,596 8,320: 4 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -74: -160 0 0 90 -114 -70 -114: -4 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 1.4 9.5 67.6 85.8 100.0 96.7: 0.0 3.3
Old : 100.0: 22.8 1.4 9.5 67.6 85.8 100.0 96.7: 0.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 13 9 15 12:
Old : 20: 2 1 2 13 9 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 72.9 91.2 90.8 56.0 71.9 73.8 75.4
Old : 67.9 72.9 91.2 90.8 56.0 71.9 73.8 75.4
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, October 4, 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 : 866,124: 118,480 145,731 157,792 529,094 490,136 805,366 793,659: 60,758 72,465
Old : 866,124: 118,480 145,731 157,792 529,094 490,136 805,366 793,659: 60,758 72,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 14,910: 10,999 11,921 11,682 -12,414 -12,497 10,267 11,106: 4,643 3,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.8 18.2 61.1 56.6 93.0 91.6: 7.0 8.4
Old : 100.0: 13.7 16.8 18.2 61.1 56.6 93.0 91.6: 7.0 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 65 95 95 78 81 207 215:
Old : 257: 65 95 95 78 81 207 215:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 15.0 36.9 24.4 20.5 11.2 28.3 17.3
Old : 25.1 15.0 36.9 24.4 20.5 11.2 28.3 17.3
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, October 4, 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 : 13,206: 8,912 3,896 117 1,373 8,718 10,402 12,731: 2,804 475
Old : 13,206: 8,912 3,896 117 1,373 8,718 10,402 12,731: 2,804 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -12: -42 -142 -19 -29 212 -90 51: 78 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 29.5 0.9 10.4 66.0 78.8 96.4: 21.2 3.6
Old : 100.0: 67.5 29.5 0.9 10.4 66.0 78.8 96.4: 21.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 62 10 3 9 26 72 39:
Old : 108: 62 10 3 9 26 72 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 : 21.7 34.8 32.9 54.3 21.7 34.8 32.9 54.3
Old : 21.7 34.8 32.9 54.3 21.7 34.8 32.9 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, September 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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, October 4, 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 : 13,071: 10,058 469 0 522 11,234 10,580 11,703: 2,491 1,368
Old : 13,071: 10,058 469 0 522 11,234 10,580 11,703: 2,491 1,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 187: 522 -137 -22 62 672 562 513: -375 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 3.6 0.0 4.0 85.9 80.9 89.5: 19.1 10.5
Old : 100.0: 76.9 3.6 0.0 4.0 85.9 80.9 89.5: 19.1 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 27 4 0 11 22 38 26:
Old : 55: 27 4 0 11 22 38 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 45.8 55.9 68.9 39.8 45.1 55.9 68.0
Old : 39.8 45.8 55.9 68.9 39.8 45.1 55.9 68.0
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, October 4, 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 : 134,972: 22,754 2,609 11,488 86,835 111,646 121,077 125,743: 13,895 9,229
Old : 134,972: 22,754 2,609 11,488 86,835 111,646 121,077 125,743: 13,895 9,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -11,564: -19 -1,468 -2,142 -7,612 -7,144 -9,773 -10,754: -1,791 -810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 1.9 8.5 64.3 82.7 89.7 93.2: 10.3 6.8
Old : 100.0: 16.9 1.9 8.5 64.3 82.7 89.7 93.2: 10.3 6.8
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 : 141: 42 12 31 63 77 117 110:
Old : 141: 42 12 31 63 77 117 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 24.0 42.4 38.1 17.8 18.4 28.5 28.9
Old : 26.3 24.0 42.4 38.1 17.8 18.4 28.5 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, September 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
Updated October 14, 2005