WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 11, 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 : 297,599: 51,021 65,957 47,748 171,304 141,948 270,073 255,653: 27,526 41,946
Old : 258,362: 51,018 70,799 29,703 152,674 128,125 233,395 228,627: 24,967 29,735
Other: 39,237: 16,818 11,973 1,230 18,630 13,823 36,678 27,026: 2,559 12,211
: : :
: : Changes in Commitments from: October 4, 2005 :
: 378: -4,522 -4,711 2,211 1,168 2,144 -1,143 -356: 1,521 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 22.2 16.0 57.6 47.7 90.8 85.9: 9.2 14.1
Old : 100.0: 19.7 27.4 11.5 59.1 49.6 90.3 88.5: 9.7 11.5
Other: 100.0: 42.9 30.5 3.1 47.5 35.2 93.5 68.9: 6.5 31.1
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 70 108 84 47 66 185 209:
Old : 267: 66 119 66 41 60 161 197:
Other: 144: 49 36 10 18 55 69 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 30.1 45.0 36.4 29.3 23.3 42.5 28.7
Old : 33.2 34.5 48.3 41.4 33.2 31.5 48.3 38.0
Other: 43.3 18.8 58.0 26.9 42.5 18.5 57.2 26.2
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
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 11, 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 : 765,795: 147,810 170,224 54,632 430,799 349,189 633,241 574,045: 132,554 191,750
Old : 721,261: 133,247 174,983 46,099 417,323 324,059 596,669 545,141: 124,592 176,120
Other: 44,534: 21,863 2,541 1,233 13,476 25,130 36,572 28,904: 7,962 15,630
: : :
: : Changes in Commitments from: October 4, 2005 :
: 16,633: 1,555 4,947 2,558 13,129 9,404 17,242 16,909: -609 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 22.2 7.1 56.3 45.6 82.7 75.0: 17.3 25.0
Old : 100.0: 18.5 24.3 6.4 57.9 44.9 82.7 75.6: 17.3 24.4
Other: 100.0: 49.1 5.7 2.8 30.3 56.4 82.1 64.9: 17.9 35.1
: : :
:# Traders : Number of Traders in Each Category :
All : 547: 150 117 101 184 188 390 369:
Old : 539: 140 126 89 181 186 376 360:
Other: 230: 58 22 6 39 120 100 146:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 19.1 33.0 24.8 21.1 18.4 30.7 23.3
Old : 23.0 18.6 34.7 24.6 22.2 17.8 32.4 23.0
Other: 20.4 31.5 33.7 38.8 19.9 31.4 31.6 38.0
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
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 11, 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 : 6,654: 3,271 339 18 1,108 5,138 4,397 5,495: 2,257 1,159
Old : 6,647: 3,271 339 18 1,105 5,137 4,394 5,494: 2,253 1,153
Other: 7: 0 0 0 3 1 3 1: 4 6
: : :
: : Changes in Commitments from: October 4, 2005 :
: 241: 457 -110 -60 10 425 407 255: -166 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 5.1 0.3 16.7 77.2 66.1 82.6: 33.9 17.4
Old : 100.0: 49.2 5.1 0.3 16.6 77.3 66.1 82.7: 33.9 17.3
Other: 100.0: 0.0 0.0 0.0 42.9 14.3 42.9 14.3: 57.1 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 4 2 9 16 26 20:
Old : 38: 15 4 2 9 16 26 20:
Other: 2: 0 0 0 2 1 2 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 : 34.9 46.5 46.9 65.1 34.9 43.0 46.9 60.4
Old : 34.9 46.5 46.9 65.1 34.9 43.1 46.9 60.4
Other: 42.9 14.3 42.9 14.3 28.6 0.0 28.6 0.0
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 11, 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 : 288,160: 58,096 54,032 29,109 151,573 122,401 238,778 205,542: 49,382 82,618
Old : 275,927: 58,333 56,144 22,997 146,755 118,177 228,085 197,318: 47,842 78,609
Other: 12,233: 5,653 3,778 222 4,818 4,224 10,693 8,224: 1,540 4,009
: : :
: : Changes in Commitments from: October 4, 2005 :
: 20,954: 421 -1,436 4,719 11,738 9,304 16,878 12,587: 4,076 8,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 18.8 10.1 52.6 42.5 82.9 71.3: 17.1 28.7
Old : 100.0: 21.1 20.3 8.3 53.2 42.8 82.7 71.5: 17.3 28.5
Other: 100.0: 46.2 30.9 1.8 39.4 34.5 87.4 67.2: 12.6 32.8
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 82 106 76 88 104 219 251:
Old : 329: 88 108 64 88 102 212 243:
Other: 95: 18 19 4 17 45 37 67:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 15.4 28.4 22.1 18.9 11.8 26.4 16.9
Old : 20.2 15.6 29.3 22.6 20.2 12.2 28.1 17.5
Other: 47.7 26.0 64.0 40.6 47.0 25.6 59.6 39.1
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 11, 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 : 165,082: 41,832 9,527 20,286 74,414 121,478 136,532 151,291: 28,550 13,791
Old : 158,650: 42,335 9,129 17,507 71,939 119,420 131,781 146,056: 26,869 12,594
Other: 6,432: 2,244 3,145 32 2,475 2,058 4,751 5,235: 1,681 1,197
: : :
: : Changes in Commitments from: October 4, 2005 :
: 11,777: 4,998 -2,649 5,626 -1,558 9,934 9,066 12,911: 2,711 -1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 5.8 12.3 45.1 73.6 82.7 91.6: 17.3 8.4
Old : 100.0: 26.7 5.8 11.0 45.3 75.3 83.1 92.1: 16.9 7.9
Other: 100.0: 34.9 48.9 0.5 38.5 32.0 73.9 81.4: 26.1 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 48 20 32 46 48 113 92:
Old : 141: 55 19 29 45 47 112 88:
Other: 33: 4 11 2 12 10 18 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 36.2 32.0 51.4 20.9 33.3 29.9 45.1
Old : 21.8 37.3 32.2 52.6 21.8 34.4 31.2 47.8
Other: 55.6 35.1 70.9 53.4 54.8 29.7 62.3 45.5
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 11, 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 : 564,979: 79,577 100,607 3,739 377,692 292,926 461,008 397,272: 103,971 167,707
Old : 564,979: 79,577 100,607 3,739 377,692 292,926 461,008 397,272: 103,971 167,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -17,166: -16,600 2,685 -448 15,432 -13,769 -1,616 -11,532: -15,550 -5,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 17.8 0.7 66.9 51.8 81.6 70.3: 18.4 29.7
Old : 100.0: 14.1 17.8 0.7 66.9 51.8 81.6 70.3: 18.4 29.7
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 : 149: 21 33 17 60 68 91 108:
Old : 149: 21 33 17 60 68 91 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 15.7 35.9 25.3 22.7 13.6 30.9 22.6
Old : 26.0 15.7 35.9 25.3 22.7 13.6 30.9 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, October 11, 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 : 136,513: 19,014 19,772 16,559 71,922 77,770 107,495 114,101: 29,018 22,412
Old : 132,102: 19,833 20,098 14,574 69,355 75,696 103,762 110,368: 28,340 21,734
Other: 4,411: 380 873 786 2,567 2,074 3,733 3,733: 678 678
: : :
: : Changes in Commitments from: October 4, 2005 :
: 5,590: -1,448 535 1,310 3,121 3,210 2,983 5,055: 2,607 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.5 12.1 52.7 57.0 78.7 83.6: 21.3 16.4
Old : 100.0: 15.0 15.2 11.0 52.5 57.3 78.5 83.5: 21.5 16.5
Other: 100.0: 8.6 19.8 17.8 58.2 47.0 84.6 84.6: 15.4 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 28 36 31 52 47 98 108:
Old : 139: 30 37 30 52 45 98 105:
Other: 29: 3 10 6 14 8 21 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 29.4 35.3 41.0 18.6 25.8 26.1 31.8
Old : 23.7 30.0 34.9 41.8 19.0 26.5 26.8 32.6
Other: 52.5 42.5 73.4 69.0 42.7 37.7 50.6 49.8
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 11, 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 : 7,352: 2,737 909 926 2,247 4,512 5,910 6,347: 1,442 1,005
Old : 7,348: 2,738 909 925 2,247 4,512 5,910 6,346: 1,438 1,002
Other: 4: 0 1 0 0 0 0 1: 4 3
: : :
: : Changes in Commitments from: October 4, 2005 :
: 311: -261 -97 47 344 473 130 423: 181 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 12.4 12.6 30.6 61.4 80.4 86.3: 19.6 13.7
Old : 100.0: 37.3 12.4 12.6 30.6 61.4 80.4 86.4: 19.6 13.6
Other: 100.0: 0.0 25.0 0.0 0.0 0.0 0.0 25.0: 100.0 75.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 16 8 9 14 16 35 29:
Old : 49: 16 8 9 14 16 35 29:
Other: 1: 0 1 0 0 0 0 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 : 31.4 41.3 47.6 58.8 31.4 33.0 43.3 49.5
Old : 31.5 41.3 47.6 58.8 31.5 33.1 43.4 49.5
Other: 0.0 25.0 0.0 25.0 0.0 25.0 0.0 25.0
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 11, 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 : 347,437: 92,804 80,694 2,058 188,737 164,603 283,599 247,355: 63,838 100,082
Old : 347,437: 92,804 80,694 2,058 188,737 164,603 283,599 247,355: 63,838 100,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 12,297: 9,233 15,237 735 2,360 1,183 12,328 17,155: -31 -4,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 23.2 0.6 54.3 47.4 81.6 71.2: 18.4 28.8
Old : 100.0: 26.7 23.2 0.6 54.3 47.4 81.6 71.2: 18.4 28.8
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 : 110: 19 22 4 45 48 65 73:
Old : 110: 19 22 4 45 48 65 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 15.9 42.5 25.1 30.8 14.8 41.9 23.9
Old : 30.8 15.9 42.5 25.1 30.8 14.8 41.9 23.9
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, October 11, 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 : 1,626,370: 401,854 383,641 27,554 999,765 857,238 1,429,173 1,268,433: 197,197 357,937
Old : 1,626,370: 401,854 383,641 27,554 999,765 857,238 1,429,173 1,268,433: 197,197 357,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -14,728: 12,525 3,089 6,758 -8,990 5,172 10,293 15,019: -25,021 -29,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 23.6 1.7 61.5 52.7 87.9 78.0: 12.1 22.0
Old : 100.0: 24.7 23.6 1.7 61.5 52.7 87.9 78.0: 12.1 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 63 53 35 84 108 157 186:
Old : 253: 63 53 35 84 108 157 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 27.9 48.7 35.6 32.7 27.4 46.7 34.2
Old : 34.6 27.9 48.7 35.6 32.7 27.4 46.7 34.2
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, October 11, 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 : 1,304,536: 239,685 402,780 22,108 914,707 602,517 1,176,500 1,027,405: 128,036 277,131
Old : 1,304,536: 239,685 402,780 22,108 914,707 602,517 1,176,500 1,027,405: 128,036 277,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 90,280: 3,193 58,994 295 101,555 27,660 105,043 86,949: -14,763 3,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 30.9 1.7 70.1 46.2 90.2 78.8: 9.8 21.2
Old : 100.0: 18.4 30.9 1.7 70.1 46.2 90.2 78.8: 9.8 21.2
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 : 186: 43 39 20 69 70 116 125:
Old : 186: 43 39 20 69 70 116 125:
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 : 34.1 25.7 45.1 37.3 33.2 25.3 42.3 35.7
Old : 34.1 25.7 45.1 37.3 33.2 25.3 42.3 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 11, 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 : 379,328: 112,590 92,094 51,751 168,720 207,898 333,061 351,743: 46,267 27,585
Old : 379,328: 112,590 92,094 51,751 168,720 207,898 333,061 351,743: 46,267 27,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 26,065: 12,035 20,834 466 10,859 9,342 23,360 30,642: 2,705 -4,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 24.3 13.6 44.5 54.8 87.8 92.7: 12.2 7.3
Old : 100.0: 29.7 24.3 13.6 44.5 54.8 87.8 92.7: 12.2 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 : 125: 31 27 30 52 49 101 88:
Old : 125: 31 27 30 52 49 101 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 24.5 37.6 38.5 22.5 21.3 31.6 30.9
Old : 25.7 24.5 37.6 38.5 22.5 21.3 31.6 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, 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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, October 11, 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 : 34,940: 4,053 6,057 3 23,434 18,178 27,490 24,238: 7,450 10,702
Old : 34,940: 4,053 6,057 3 23,434 18,178 27,490 24,238: 7,450 10,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -870: -901 -261 -407 -99 4 -1,407 -664: 537 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 17.3 0.0 67.1 52.0 78.7 69.4: 21.3 30.6
Old : 100.0: 11.6 17.3 0.0 67.1 52.0 78.7 69.4: 21.3 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 : 48: 8 12 1 19 11 28 23:
Old : 48: 8 12 1 19 11 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 41.0 61.8 52.8 47.9 40.1 61.8 52.0
Old : 47.9 41.0 61.8 52.8 47.9 40.1 61.8 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - 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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, October 11, 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 : 60,394: 26,647 30,481 372 15,182 20,305 42,201 51,158: 18,193 9,236
Old : 60,394: 26,647 30,481 372 15,182 20,305 42,201 51,158: 18,193 9,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 7,034: 3,062 667 -157 3,780 6,458 6,685 6,968: 349 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 50.5 0.6 25.1 33.6 69.9 84.7: 30.1 15.3
Old : 100.0: 44.1 50.5 0.6 25.1 33.6 69.9 84.7: 30.1 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 : 78: 24 22 3 22 13 48 36:
Old : 78: 24 22 3 22 13 48 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 48.1 39.9 58.4 30.2 47.4 38.6 57.8
Old : 30.3 48.1 39.9 58.4 30.2 47.4 38.6 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, October 11, 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 : 33,673: 8,674 3,633 62 24,473 29,105 33,209 32,800: 464 873
Old : 33,673: 8,674 3,633 62 24,473 29,105 33,209 32,800: 464 873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 183: 10 -112 0 162 152 172 40: 11 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 10.8 0.2 72.7 86.4 98.6 97.4: 1.4 2.6
Old : 100.0: 25.8 10.8 0.2 72.7 86.4 98.6 97.4: 1.4 2.6
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 : 54: 7 15 3 15 21 24 37:
Old : 54: 7 15 3 15 21 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 : 68.0 53.4 84.0 73.7 64.2 48.3 78.2 65.0
Old : 68.0 53.4 84.0 73.7 64.2 48.3 78.2 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, 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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 18,997: 225 2,405 522 12,930 8,678 13,677 11,605: 5,320 7,392
Old : 18,997: 225 2,405 522 12,930 8,678 13,677 11,605: 5,320 7,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,320: -141 309 121 921 195 901 625: 419 695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 12.7 2.7 68.1 45.7 72.0 61.1: 28.0 38.9
Old : 100.0: 1.2 12.7 2.7 68.1 45.7 72.0 61.1: 28.0 38.9
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 : 33: 3 9 8 18 13 28 23:
Old : 33: 3 9 8 18 13 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 32.3 61.0 48.0 45.6 29.3 60.4 42.4
Old : 45.6 32.3 61.0 48.0 45.6 29.3 60.4 42.4
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, October 11, 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 : 118,777: 26,927 24,644 23,401 50,012 34,486 100,340 82,531: 18,437 36,246
Old : 118,777: 26,927 24,644 23,401 50,012 34,486 100,340 82,531: 18,437 36,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 5,334: 2,442 1,288 944 1,107 410 4,493 2,642: 841 2,692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 20.7 19.7 42.1 29.0 84.5 69.5: 15.5 30.5
Old : 100.0: 22.7 20.7 19.7 42.1 29.0 84.5 69.5: 15.5 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 : 169: 57 46 54 26 42 128 108:
Old : 169: 57 46 54 26 42 128 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 15.9 37.5 27.0 26.4 13.9 36.6 21.6
Old : 26.4 15.9 37.5 27.0 26.4 13.9 36.6 21.6
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, October 11, 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 : 1,714: 1,033 500 14 137 123 1,184 637: 530 1,077
Old : 1,714: 1,033 500 14 137 123 1,184 637: 530 1,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 629: 449 153 7 112 77 568 237: 61 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 29.2 0.8 8.0 7.2 69.1 37.2: 30.9 62.8
Old : 100.0: 60.3 29.2 0.8 8.0 7.2 69.1 37.2: 30.9 62.8
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: 10 11 1 2 3 13 14:
Old : 26: 10 11 1 2 3 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 18.4 60.5 27.7 48.8 17.9 60.5 26.9
Old : 48.8 18.4 60.5 27.7 48.8 17.9 60.5 26.9
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 11, 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 : 168,999: 54,490 21,050 24,380 70,168 76,619 149,038 122,049: 19,961 46,950
Old : 168,999: 54,490 21,050 24,380 70,168 76,619 149,038 122,049: 19,961 46,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 4,290: 3,619 -1,600 2,452 -1,488 1,047 4,583 1,899: -293 2,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 12.5 14.4 41.5 45.3 88.2 72.2: 11.8 27.8
Old : 100.0: 32.2 12.5 14.4 41.5 45.3 88.2 72.2: 11.8 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 : 261: 77 48 56 60 108 173 192:
Old : 261: 77 48 56 60 108 173 192:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 10.6 37.0 18.0 22.6 9.1 35.0 14.8
Old : 22.6 10.6 37.0 18.0 22.6 9.1 35.0 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, October 11, 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 : 3,883: 1,101 872 184 825 1,091 2,110 2,147: 1,773 1,736
Old : 3,883: 1,101 872 184 825 1,091 2,110 2,147: 1,773 1,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -85: -83 99 -27 121 -226 11 -154: -96 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 22.5 4.7 21.2 28.1 54.3 55.3: 45.7 44.7
Old : 100.0: 28.4 22.5 4.7 21.2 28.1 54.3 55.3: 45.7 44.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 16 16 8 11 19 32 38:
Old : 53: 16 16 8 11 19 32 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 : 27.2 18.3 37.4 28.4 27.0 18.3 36.3 27.3
Old : 27.2 18.3 37.4 28.4 27.0 18.3 36.3 27.3
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 28,802: 12,166 2,384 4,207 6,967 9,331 23,340 15,922: 5,462 12,880
Old : 28,802: 12,166 2,384 4,207 6,967 9,331 23,340 15,922: 5,462 12,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -1,474: 401 -95 -916 -644 -727 -1,159 -1,738: -315 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 8.3 14.6 24.2 32.4 81.0 55.3: 19.0 44.7
Old : 100.0: 42.2 8.3 14.6 24.2 32.4 81.0 55.3: 19.0 44.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 45 22 25 32 44 95 79:
Old : 138: 45 22 25 32 44 95 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 21.9 27.2 26.6 14.7 16.1 25.4 19.3
Old : 15.7 21.9 27.2 26.6 14.7 16.1 25.4 19.3
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, October 11, 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 : 109,147: 50,532 6,941 785 25,071 82,681 76,388 90,407: 32,759 18,740
Old : 109,147: 50,532 6,941 785 25,071 82,681 76,388 90,407: 32,759 18,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 969: 3,506 -2,054 23 -214 30 3,315 -2,001: -2,346 2,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 6.4 0.7 23.0 75.8 70.0 82.8: 30.0 17.2
Old : 100.0: 46.3 6.4 0.7 23.0 75.8 70.0 82.8: 30.0 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 : 81: 31 15 5 18 22 51 40:
Old : 81: 31 15 5 18 22 51 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 33.9 38.8 56.6 25.7 33.5 38.8 56.2
Old : 25.7 33.9 38.8 56.6 25.7 33.5 38.8 56.2
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, October 11, 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 : 72,377: 13,572 38,859 0 52,286 12,327 65,858 51,186: 6,519 21,191
Old : 72,377: 13,572 38,859 0 52,286 12,327 65,858 51,186: 6,519 21,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -15,402: 3,599 -18,240 0 -17,667 3,443 -14,068 -14,797: -1,334 -605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 53.7 0.0 72.2 17.0 91.0 70.7: 9.0 29.3
Old : 100.0: 18.8 53.7 0.0 72.2 17.0 91.0 70.7: 9.0 29.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 24 0 15 8 19 32:
Old : 46: 4 24 0 15 8 19 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 : 49.4 28.7 73.3 41.2 48.6 28.7 70.7 41.2
Old : 49.4 28.7 73.3 41.2 48.6 28.7 70.7 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 75,577: 53,443 5,509 55 15,032 63,855 68,530 69,419: 7,047 6,158
Old : 75,577: 53,443 5,509 55 15,032 63,855 68,530 69,419: 7,047 6,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -5,709: -6,725 1,615 55 672 -8,805 -5,998 -7,135: 289 1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 7.3 0.1 19.9 84.5 90.7 91.9: 9.3 8.1
Old : 100.0: 70.7 7.3 0.1 19.9 84.5 90.7 91.9: 9.3 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 : 86: 48 8 1 18 15 66 24:
Old : 86: 48 8 1 18 15 66 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 : 31.9 72.5 50.8 84.0 31.9 72.5 50.8 83.9
Old : 31.9 72.5 50.8 84.0 31.9 72.5 50.8 83.9
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, October 11, 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 : 89,400: 13,716 36,761 4 56,373 32,485 70,093 69,250: 19,307 20,150
Old : 89,400: 13,716 36,761 4 56,373 32,485 70,093 69,250: 19,307 20,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -489: -6,358 -173 0 2,816 -2,105 -3,542 -2,278: 3,053 1,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 41.1 0.0 63.1 36.3 78.4 77.5: 21.6 22.5
Old : 100.0: 15.3 41.1 0.0 63.1 36.3 78.4 77.5: 21.6 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 : 54: 13 16 1 19 14 33 30:
Old : 54: 13 16 1 19 14 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 35.8 52.1 53.2 26.3 35.6 43.8 47.4
Old : 31.2 35.8 52.1 53.2 26.3 35.6 43.8 47.4
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 11, 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 : 176,161: 18,745 84,780 43 129,505 56,348 148,293 141,171: 27,868 34,990
Old : 176,161: 18,745 84,780 43 129,505 56,348 148,293 141,171: 27,868 34,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 8,182: 2,393 5,129 0 3,524 -68 5,917 5,061: 2,265 3,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 48.1 0.0 73.5 32.0 84.2 80.1: 15.8 19.9
Old : 100.0: 10.6 48.1 0.0 73.5 32.0 84.2 80.1: 15.8 19.9
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 : 102: 23 42 2 28 18 52 61:
Old : 102: 23 42 2 28 18 52 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 29.1 60.9 45.2 39.4 29.1 60.9 43.8
Old : 39.5 29.1 60.9 45.2 39.4 29.1 60.9 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, 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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, October 11, 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 : 130,998: 30,103 25,311 1,245 61,280 58,641 92,628 85,197: 38,370 45,801
Old : 130,998: 30,103 25,311 1,245 61,280 58,641 92,628 85,197: 38,370 45,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -12,340: -4,543 -11,233 433 -7,498 2,445 -11,608 -8,355: -732 -3,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 19.3 1.0 46.8 44.8 70.7 65.0: 29.3 35.0
Old : 100.0: 23.0 19.3 1.0 46.8 44.8 70.7 65.0: 29.3 35.0
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 : 100: 36 27 10 27 24 66 58:
Old : 100: 36 27 10 27 24 66 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 36.5 36.0 43.0 21.6 35.0 34.4 41.3
Old : 21.9 36.5 36.0 43.0 21.6 35.0 34.4 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, 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
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 9,438: 5,592 508 0 2,499 7,855 8,091 8,363: 1,347 1,075
Old : 9,438: 5,592 508 0 2,499 7,855 8,091 8,363: 1,347 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 5.4 0.0 26.5 83.2 85.7 88.6: 14.3 11.4
Old : 100.0: 59.2 5.4 0.0 26.5 83.2 85.7 88.6: 14.3 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 : 20: 4 3 0 6 8 10 11:
Old : 20: 4 3 0 6 8 10 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 : 70.7 73.6 83.3 84.6 69.8 73.6 80.5 83.5
Old : 70.7 73.6 83.3 84.6 69.8 73.6 80.5 83.5
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 11, 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 : 41,071: 9,605 2,787 1,360 23,251 29,257 34,216 33,404: 6,855 7,667
Old : 41,071: 9,605 2,787 1,360 23,251 29,257 34,216 33,404: 6,855 7,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,987: 583 -614 1,354 -276 3,576 1,661 4,316: 326 -2,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 6.8 3.3 56.6 71.2 83.3 81.3: 16.7 18.7
Old : 100.0: 23.4 6.8 3.3 56.6 71.2 83.3 81.3: 16.7 18.7
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 : 22: 3 3 2 11 14 15 18:
Old : 22: 3 3 2 11 14 15 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 : 50.4 48.5 69.5 63.5 47.7 43.4 59.5 56.4
Old : 50.4 48.5 69.5 63.5 47.7 43.4 59.5 56.4
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, October 11, 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 : 8,351,996: 930,119 1,087,731 1,088,081 5,431,390 4,772,804 7,449,590 6,948,616: 902,406 1,403,380
Old : 8,351,996: 930,119 1,087,731 1,088,081 5,431,390 4,772,804 7,449,590 6,948,616: 902,406 1,403,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 179,480: 94,342 3,484 48,333 96,576 183,141 239,251 234,958: -59,771 -55,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 13.0 13.0 65.0 57.1 89.2 83.2: 10.8 16.8
Old : 100.0: 11.1 13.0 13.0 65.0 57.1 89.2 83.2: 10.8 16.8
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 : 274: 53 65 90 120 146 218 263:
Old : 274: 53 65 90 120 146 218 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 14.0 50.4 22.5 31.6 10.3 43.6 17.4
Old : 32.5 14.0 50.4 22.5 31.6 10.3 43.6 17.4
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, 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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, October 11, 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 : 635,003: 53,434 65,820 1,853 452,054 471,500 507,341 539,173: 127,662 95,830
Old : 635,003: 53,434 65,820 1,853 452,054 471,500 507,341 539,173: 127,662 95,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 4,501: 3,657 4,741 -53 4,087 1,847 7,691 6,535: -3,190 -2,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.4 0.3 71.2 74.3 79.9 84.9: 20.1 15.1
Old : 100.0: 8.4 10.4 0.3 71.2 74.3 79.9 84.9: 20.1 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 : 189: 30 42 15 80 64 119 112:
Old : 189: 30 42 15 80 64 119 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 29.6 30.5 43.0 21.5 29.6 30.4 43.0
Old : 21.5 29.6 30.5 43.0 21.5 29.6 30.4 43.0
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, October 11, 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 : 983,451: 196,817 256,012 17,977 551,669 606,977 766,463 880,966: 216,988 102,485
Old : 983,451: 196,817 256,012 17,977 551,669 606,977 766,463 880,966: 216,988 102,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 26,602: 9,601 10,154 -2,503 50,402 34,781 57,500 42,432: -30,898 -15,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 26.0 1.8 56.1 61.7 77.9 89.6: 22.1 10.4
Old : 100.0: 20.0 26.0 1.8 56.1 61.7 77.9 89.6: 22.1 10.4
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 : 189: 44 54 16 64 54 118 114:
Old : 189: 44 54 16 64 54 118 114:
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 : 19.3 27.4 33.0 42.7 18.2 24.0 29.7 37.0
Old : 19.3 27.4 33.0 42.7 18.2 24.0 29.7 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, October 11, 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 : 12,792: 1,191 427 0 6,807 11,278 7,998 11,705: 4,794 1,087
Old : 12,792: 1,191 427 0 6,807 11,278 7,998 11,705: 4,794 1,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 12: -749 0 0 147 -46 -602 -46: 614 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 3.3 0.0 53.2 88.2 62.5 91.5: 37.5 8.5
Old : 100.0: 9.3 3.3 0.0 53.2 88.2 62.5 91.5: 37.5 8.5
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 : 33: 2 1 0 19 15 21 16:
Old : 33: 2 1 0 19 15 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 48.7 39.5 68.8 25.2 48.1 39.5 67.7
Old : 25.2 48.7 39.5 68.8 25.2 48.1 39.5 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, October 11, 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 : 34,408: 7,641 4,999 0 23,630 23,086 31,271 28,085: 3,137 6,323
Old : 34,408: 7,641 4,999 0 23,630 23,086 31,271 28,085: 3,137 6,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,057: 318 1,318 -98 1,975 -2,426 2,195 -1,206: -1,138 2,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 14.5 0.0 68.7 67.1 90.9 81.6: 9.1 18.4
Old : 100.0: 22.2 14.5 0.0 68.7 67.1 90.9 81.6: 9.1 18.4
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: 6 5 0 20 18 26 23:
Old : 42: 6 5 0 20 18 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 39.7 74.9 54.9 56.0 39.0 70.7 54.0
Old : 58.6 39.7 74.9 54.9 56.0 39.0 70.7 54.0
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, October 11, 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 : 59,669: 7,327 12,239 1,004 29,996 36,905 38,327 50,148: 21,342 9,521
Old : 59,669: 7,327 12,239 1,004 29,996 36,905 38,327 50,148: 21,342 9,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 3,303: -2,125 2,617 -194 1,415 1,359 -904 3,782: 4,207 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 20.5 1.7 50.3 61.8 64.2 84.0: 35.8 16.0
Old : 100.0: 12.3 20.5 1.7 50.3 61.8 64.2 84.0: 35.8 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 12 18 2 30 28 44 46:
Old : 80: 12 18 2 30 28 44 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 27.9 35.6 45.2 24.9 25.0 33.8 39.9
Old : 26.4 27.9 35.6 45.2 24.9 25.0 33.8 39.9
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, October 11, 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 : 346,981: 99,262 157,029 3,071 223,059 106,946 325,392 267,046: 21,589 79,935
Old : 346,981: 99,262 157,029 3,071 223,059 106,946 325,392 267,046: 21,589 79,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 77,148: -6,942 75,419 503 94,751 -12,686 88,312 63,236: -11,164 13,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 45.3 0.9 64.3 30.8 93.8 77.0: 6.2 23.0
Old : 100.0: 28.6 45.3 0.9 64.3 30.8 93.8 77.0: 6.2 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 63 59 10 46 29 117 90:
Old : 189: 63 59 10 46 29 117 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 30.1 57.6 41.8 40.6 28.7 54.4 37.7
Old : 43.8 30.1 57.6 41.8 40.6 28.7 54.4 37.7
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, October 11, 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 : 60,128: 18,844 1,916 0 21,722 48,964 40,566 50,880: 19,562 9,248
Old : 60,128: 18,844 1,916 0 21,722 48,964 40,566 50,880: 19,562 9,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -9,459: -10,608 1,334 0 4,923 -11,580 -5,685 -10,246: -3,774 787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 3.2 0.0 36.1 81.4 67.5 84.6: 32.5 15.4
Old : 100.0: 31.3 3.2 0.0 36.1 81.4 67.5 84.6: 32.5 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 : 37: 11 2 0 13 15 24 17:
Old : 37: 11 2 0 13 15 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 : 38.1 51.3 49.2 71.5 38.1 51.0 48.2 71.2
Old : 38.1 51.3 49.2 71.5 38.1 51.0 48.2 71.2
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, October 11, 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 : 33,808: 866 6,347 0 27,739 22,725 28,605 29,072: 5,203 4,736
Old : 33,808: 866 6,347 0 27,739 22,725 28,605 29,072: 5,203 4,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,610: 197 302 0 995 1,151 1,192 1,453: 418 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 18.8 0.0 82.0 67.2 84.6 86.0: 15.4 14.0
Old : 100.0: 2.6 18.8 0.0 82.0 67.2 84.6 86.0: 15.4 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 1 14 0 31 27 32 41:
Old : 62: 1 14 0 31 27 32 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 31.6 63.7 47.3 54.5 29.8 63.6 45.5
Old : 54.5 31.6 63.7 47.3 54.5 29.8 63.6 45.5
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, October 11, 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 : 255,894: 12,550 56,449 1,719 230,749 178,118 245,018 236,286: 10,876 19,608
Old : 255,894: 12,550 56,449 1,719 230,749 178,118 245,018 236,286: 10,876 19,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 25,328: -4,476 3,591 1,597 26,096 16,234 23,217 21,422: 2,111 3,906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 22.1 0.7 90.2 69.6 95.7 92.3: 4.3 7.7
Old : 100.0: 4.9 22.1 0.7 90.2 69.6 95.7 92.3: 4.3 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 17 44 5 36 46 58 90:
Old : 126: 17 44 5 36 46 58 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 35.2 77.7 50.0 62.7 34.1 71.0 45.1
Old : 65.4 35.2 77.7 50.0 62.7 34.1 71.0 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, 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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 11, 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 : 57,777: 17,701 17,452 1,116 26,917 31,458 45,734 50,026: 12,043 7,751
Old : 57,777: 17,701 17,452 1,116 26,917 31,458 45,734 50,026: 12,043 7,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 4,786: 668 148 -24 4,568 2,450 5,212 2,574: -426 2,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 30.2 1.9 46.6 54.4 79.2 86.6: 20.8 13.4
Old : 100.0: 30.6 30.2 1.9 46.6 54.4 79.2 86.6: 20.8 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 : 85: 29 19 3 20 22 50 43:
Old : 85: 29 19 3 20 22 50 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 : 26.5 44.0 40.6 52.8 23.3 44.0 37.5 52.8
Old : 26.5 44.0 40.6 52.8 23.3 44.0 37.5 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 11, 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 : 40,021: 10,585 2,070 145 22,793 3,133 33,523 5,348: 6,498 34,673
Old : 40,021: 10,585 2,070 145 22,793 3,133 33,523 5,348: 6,498 34,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 5,008: 2,037 -1,049 -481 686 607 2,242 -923: 2,766 5,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 5.2 0.4 57.0 7.8 83.8 13.4: 16.2 86.6
Old : 100.0: 26.4 5.2 0.4 57.0 7.8 83.8 13.4: 16.2 86.6
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: 15 3 1 8 6 24 9:
Old : 31: 15 3 1 8 6 24 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 9.4 66.4 12.8 54.8 9.0 64.5 11.0
Old : 56.8 9.4 66.4 12.8 54.8 9.0 64.5 11.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, 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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, October 11, 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 : 32,851: 1,609 2,719 0 15,931 27,335 17,540 30,054: 15,311 2,797
Old : 32,851: 1,609 2,719 0 15,931 27,335 17,540 30,054: 15,311 2,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -3,448: -210 -77 -150 -1,648 -1,808 -2,008 -2,035: -1,440 -1,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 8.3 0.0 48.5 83.2 53.4 91.5: 46.6 8.5
Old : 100.0: 4.9 8.3 0.0 48.5 83.2 53.4 91.5: 46.6 8.5
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 : 41: 3 10 0 16 24 19 34:
Old : 41: 3 10 0 16 24 19 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 43.2 41.1 67.9 14.7 35.8 18.9 45.9
Old : 27.6 43.2 41.1 67.9 14.7 35.8 18.9 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, 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
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, October 11, 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 : 134,435: 62,883 11,516 13,276 26,038 96,634 102,197 121,426: 32,238 13,009
Old : 134,435: 62,883 11,516 13,276 26,038 96,634 102,197 121,426: 32,238 13,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 8,693: 7,688 -897 2,000 -769 6,363 8,919 7,466: -226 1,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 8.6 9.9 19.4 71.9 76.0 90.3: 24.0 9.7
Old : 100.0: 46.8 8.6 9.9 19.4 71.9 76.0 90.3: 24.0 9.7
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 : 185: 98 39 29 21 41 129 100:
Old : 185: 98 39 29 21 41 129 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 33.0 30.5 49.2 13.4 27.6 20.3 40.2
Old : 18.9 33.0 30.5 49.2 13.4 27.6 20.3 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, 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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, October 11, 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 : 111,629: 43,167 32,056 11,360 42,854 54,438 97,381 97,854: 14,248 13,775
Old : 111,629: 43,167 32,056 11,360 42,854 54,438 97,381 97,854: 14,248 13,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 3,697: 2,171 581 362 139 557 2,672 1,500: 1,025 2,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 28.7 10.2 38.4 48.8 87.2 87.7: 12.8 12.3
Old : 100.0: 38.7 28.7 10.2 38.4 48.8 87.2 87.7: 12.8 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 : 206: 76 73 44 46 41 150 133:
Old : 206: 76 73 44 46 41 150 133:
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 : 26.5 38.6 37.0 49.7 26.5 35.1 36.5 45.3
Old : 26.5 38.6 37.0 49.7 26.5 35.1 36.5 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, 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
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - Futures Only, October 11, 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 : 370,844: 234,060 56,650 28,970 49,551 262,265 312,581 347,885: 58,263 22,959
Old : 370,844: 234,060 56,650 28,970 49,551 262,265 312,581 347,885: 58,263 22,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 7,315: 4,596 -1,316 2,350 -1,621 8,369 5,325 9,403: 1,990 -2,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 15.3 7.8 13.4 70.7 84.3 93.8: 15.7 6.2
Old : 100.0: 63.1 15.3 7.8 13.4 70.7 84.3 93.8: 15.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 155 75 33 30 54 206 144:
Old : 294: 155 75 33 30 54 206 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 36.3 39.1 52.1 27.2 33.9 33.3 45.5
Old : 28.8 36.3 39.1 52.1 27.2 33.9 33.3 45.5
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 11, 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 : 11,647: 5,190 1,443 1,052 2,719 7,652 8,961 10,147: 2,686 1,500
Old : 11,647: 5,190 1,443 1,052 2,719 7,652 8,961 10,147: 2,686 1,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,289: 269 -885 502 -69 1,230 702 847: 587 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 12.4 9.0 23.3 65.7 76.9 87.1: 23.1 12.9
Old : 100.0: 44.6 12.4 9.0 23.3 65.7 76.9 87.1: 23.1 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 19 3 16 6 6 39 23:
Old : 43: 19 3 16 6 6 39 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 : 44.2 68.5 56.6 81.2 37.3 56.9 46.7 65.3
Old : 44.2 68.5 56.6 81.2 37.3 56.9 46.7 65.3
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, 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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 11, 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 : 114,928: 47,843 7,901 3,673 41,895 81,119 93,411 92,693: 21,517 22,235
Old : 96,844: 45,081 6,938 774 34,249 72,102 80,104 79,814: 16,740 17,030
Other: 18,084: 5,561 3,762 100 7,646 9,017 13,307 12,879: 4,777 5,205
: : :
: : Changes in Commitments from: October 4, 2005 :
: 115: 1,927 111 -798 664 1,729 1,793 1,042: -1,678 -927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 6.9 3.2 36.5 70.6 81.3 80.7: 18.7 19.3
Old : 100.0: 46.6 7.2 0.8 35.4 74.5 82.7 82.4: 17.3 17.6
Other: 100.0: 30.8 20.8 0.6 42.3 49.9 73.6 71.2: 26.4 28.8
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 61 21 19 47 63 119 96:
Old : 163: 65 19 9 39 60 106 86:
Other: 90: 18 19 4 20 39 41 59:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 32.8 28.8 44.0 15.9 25.1 24.1 32.9
Old : 18.9 38.0 29.5 48.7 18.9 33.4 29.1 41.3
Other: 40.9 37.6 51.6 49.1 40.9 37.2 50.5 48.5
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, October 11, 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 : 33,897: 9,851 280 387 14,700 24,247 24,938 24,914: 8,959 8,983
Old : 33,232: 9,827 280 355 14,415 24,061 24,597 24,696: 8,635 8,536
Other: 665: 52 28 4 285 186 341 218: 324 447
: : :
: : Changes in Commitments from: October 4, 2005 :
: 920: 1,415 -215 -4 193 1,039 1,604 820: -684 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 0.8 1.1 43.4 71.5 73.6 73.5: 26.4 26.5
Old : 100.0: 29.6 0.8 1.1 43.4 72.4 74.0 74.3: 26.0 25.7
Other: 100.0: 7.8 4.2 0.6 42.9 28.0 51.3 32.8: 48.7 67.2
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 22 2 2 20 18 42 22:
Old : 51: 22 2 1 19 18 41 21:
Other: 12: 1 1 1 5 5 6 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 49.5 43.4 61.9 20.4 45.6 35.6 53.1
Old : 26.7 50.0 43.7 62.7 20.5 46.1 35.8 54.0
Other: 42.9 29.6 51.3 32.8 42.3 29.6 50.7 32.2
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, October 11, 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 : 115,657: 26,005 23,562 8,433 66,836 75,406 101,274 107,401: 14,383 8,256
Old : 114,310: 26,093 23,717 8,026 65,892 74,388 100,011 106,131: 14,299 8,179
Other: 1,347: 256 189 63 944 1,018 1,263 1,270: 84 77
: : :
: : Changes in Commitments from: October 4, 2005 :
: 5,266: 2,433 -2,234 657 956 7,395 4,046 5,818: 1,220 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 20.4 7.3 57.8 65.2 87.6 92.9: 12.4 7.1
Old : 100.0: 22.8 20.7 7.0 57.6 65.1 87.5 92.8: 12.5 7.2
Other: 100.0: 19.0 14.0 4.7 70.1 75.6 93.8 94.3: 6.2 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 73 56 44 47 57 154 131:
Old : 211: 73 58 42 47 57 153 130:
Other: 25: 6 5 1 6 8 12 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 37.6 39.8 47.6 24.0 30.7 33.6 38.0
Old : 25.5 37.3 40.3 47.4 24.3 31.1 34.6 38.5
Other: 68.6 78.2 91.5 88.3 66.6 77.7 86.9 85.2
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, October 11, 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 : 27,553: 11,005 4,857 2,161 10,860 18,757 24,026 25,775: 3,527 1,778
Old : 15,719: 9,141 4,497 0 4,189 9,994 13,330 14,491: 2,389 1,228
Other: 11,834: 3,466 1,962 559 6,671 8,763 10,696 11,284: 1,138 550
: : :
: : Changes in Commitments from: October 4, 2005 :
: 2,519: 1,455 515 730 215 994 2,400 2,239: 119 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 17.6 7.8 39.4 68.1 87.2 93.5: 12.8 6.5
Old : 100.0: 58.2 28.6 0.0 26.6 63.6 84.8 92.2: 15.2 7.8
Other: 100.0: 29.3 16.6 4.7 56.4 74.0 90.4 95.4: 9.6 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 43 20 17 20 16 76 42:
Old : 85: 37 22 0 17 14 54 36:
Other: 52: 20 11 12 14 10 38 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 46.8 42.9 63.9 27.7 41.3 38.5 56.3
Old : 27.5 50.6 43.4 65.0 27.5 50.2 43.4 64.6
Other: 43.1 62.7 61.1 80.6 41.7 57.0 57.8 71.7
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, October 11, 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 : 129,142: 27,194 30,103 1,113 92,513 91,318 120,820 122,534: 8,322 6,608
Old : 112,242: 27,368 30,291 584 76,322 74,875 104,274 105,750: 7,968 6,492
Other: 16,900: 188 174 167 16,191 16,443 16,546 16,784: 354 116
: : :
: : Changes in Commitments from: October 4, 2005 :
: 4,469: 1,756 1,657 -508 2,927 4,038 4,175 5,187: 294 -718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 23.3 0.9 71.6 70.7 93.6 94.9: 6.4 5.1
Old : 100.0: 24.4 27.0 0.5 68.0 66.7 92.9 94.2: 7.1 5.8
Other: 100.0: 1.1 1.0 1.0 95.8 97.3 97.9 99.3: 2.1 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 47 51 11 53 36 105 95:
Old : 158: 48 52 10 52 36 104 94:
Other: 26: 2 2 3 15 13 18 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 : 29.4 29.7 47.1 46.6 20.9 20.5 30.2 31.4
Old : 29.4 28.8 46.2 44.7 27.1 20.9 39.6 34.9
Other: 61.0 89.4 87.8 96.8 48.2 69.3 66.2 73.7
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, October 11, 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 : 456,345: 170,785 36,034 30,060 181,854 353,744 382,699 419,838: 73,646 36,507
Old : 456,345: 170,785 36,034 30,060 181,854 353,744 382,699 419,838: 73,646 36,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -1,791: 5,894 1,279 -1,478 -221 7,755 4,195 7,556: -5,986 -9,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 7.9 6.6 39.9 77.5 83.9 92.0: 16.1 8.0
Old : 100.0: 37.4 7.9 6.6 39.9 77.5 83.9 92.0: 16.1 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 : 165: 70 30 32 47 49 140 91:
Old : 165: 70 30 32 47 49 140 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 31.2 28.2 51.8 15.0 26.8 24.2 43.4
Old : 16.4 31.2 28.2 51.8 15.0 26.8 24.2 43.4
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, 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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, October 11, 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 : 87,862: 19,630 19,777 11,339 47,381 50,044 78,350 81,160: 9,512 6,702
Old : 86,317: 19,591 20,164 10,731 46,615 48,915 76,937 79,810: 9,380 6,507
Other: 1,545: 442 16 205 766 1,129 1,413 1,350: 132 195
: : :
: : Changes in Commitments from: October 4, 2005 :
: 492: -203 -2,092 1,192 -952 1,888 37 988: 455 -496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 22.5 12.9 53.9 57.0 89.2 92.4: 10.8 7.6
Old : 100.0: 22.7 23.4 12.4 54.0 56.7 89.1 92.5: 10.9 7.5
Other: 100.0: 28.6 1.0 13.3 49.6 73.1 91.5 87.4: 8.5 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 91 81 59 99 84 224 199:
Old : 300: 90 85 59 99 83 224 198:
Other: 38: 7 1 5 15 19 23 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 18.9 30.5 31.0 18.5 15.9 28.8 24.5
Old : 19.1 19.2 31.0 31.4 18.8 16.2 29.3 24.9
Other: 42.9 50.2 73.1 70.4 34.3 42.5 49.2 53.7
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 20,688: 13,706 5,190 3,206 1,157 10,644 18,069 19,040: 2,619 1,648
Old : 20,688: 13,706 5,190 3,206 1,157 10,644 18,069 19,040: 2,619 1,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,127: -249 2,374 1,202 748 -2,604 1,701 972: -574 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 25.1 15.5 5.6 51.5 87.3 92.0: 12.7 8.0
Old : 100.0: 66.3 25.1 15.5 5.6 51.5 87.3 92.0: 12.7 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 : 49: 30 8 3 6 4 39 13:
Old : 49: 30 8 3 6 4 39 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 : 49.8 63.8 63.6 87.1 43.1 56.4 51.8 74.1
Old : 49.8 63.8 63.6 87.1 43.1 56.4 51.8 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, October 11, 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 : 172,510: 20,360 21,256 20,980 97,428 107,613 138,768 149,849: 33,742 22,661
Old : 172,510: 20,360 21,256 20,980 97,428 107,613 138,768 149,849: 33,742 22,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 4,520: -1,190 4,852 -1,341 5,644 -1,062 3,113 2,449: 1,407 2,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 12.3 12.2 56.5 62.4 80.4 86.9: 19.6 13.1
Old : 100.0: 11.8 12.3 12.2 56.5 62.4 80.4 86.9: 19.6 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 : 134: 33 25 39 63 64 117 109:
Old : 134: 33 25 39 63 64 117 109:
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 : 18.3 18.0 29.3 27.9 14.0 14.0 20.9 20.9
Old : 18.3 18.0 29.3 27.9 14.0 14.0 20.9 20.9
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, October 11, 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 : 556,902: 57,397 74,845 187,246 241,869 263,515 486,512 525,606: 70,390 31,296
Old : 556,902: 57,397 74,845 187,246 241,869 263,515 486,512 525,606: 70,390 31,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 3,932: -7,276 6,947 4,310 4,198 230 1,232 11,487: 2,700 -7,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 13.4 33.6 43.4 47.3 87.4 94.4: 12.6 5.6
Old : 100.0: 10.3 13.4 33.6 43.4 47.3 87.4 94.4: 12.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 57 38 66 91 77 182 151:
Old : 194: 57 38 66 91 77 182 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 29.0 32.5 43.2 8.3 15.2 12.2 20.9
Old : 22.3 29.0 32.5 43.2 8.3 15.2 12.2 20.9
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, 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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, October 11, 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 : 100,440: 9,262 3,244 3,208 78,008 83,586 90,478 90,038: 9,962 10,402
Old : 100,440: 9,262 3,244 3,208 78,008 83,586 90,478 90,038: 9,962 10,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,085: -419 0 143 1,392 388 1,116 531: -31 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 3.2 3.2 77.7 83.2 90.1 89.6: 9.9 10.4
Old : 100.0: 9.2 3.2 3.2 77.7 83.2 90.1 89.6: 9.9 10.4
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: 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 : 49.8 35.2 63.4 58.1 45.5 32.7 56.0 52.4
Old : 49.8 35.2 63.4 58.1 45.5 32.7 56.0 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, 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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, October 11, 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 : 68,381: 2 21,906 2,248 60,335 41,094 62,585 65,248: 5,796 3,133
Old : 68,381: 2 21,906 2,248 60,335 41,094 62,585 65,248: 5,796 3,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 3,209: 0 -1,776 733 2,904 5,218 3,637 4,175: -428 -966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 32.0 3.3 88.2 60.1 91.5 95.4: 8.5 4.6
Old : 100.0: 0.0 32.0 3.3 88.2 60.1 91.5 95.4: 8.5 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 4 4 17 18 21 23:
Old : 26: 1 4 4 17 18 21 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 : 45.4 55.5 66.6 72.6 37.4 50.5 54.3 62.9
Old : 45.4 55.5 66.6 72.6 37.4 50.5 54.3 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, October 11, 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 : 68,178: 22,069 12,926 3,840 34,694 45,337 60,603 62,103: 7,575 6,075
Old : 68,178: 22,069 12,926 3,840 34,694 45,337 60,603 62,103: 7,575 6,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 847: -3,116 -58 1,404 2,405 -119 693 1,227: 154 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 19.0 5.6 50.9 66.5 88.9 91.1: 11.1 8.9
Old : 100.0: 32.4 19.0 5.6 50.9 66.5 88.9 91.1: 11.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 5 4 16 16 22 22:
Old : 27: 3 5 4 16 16 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 41.0 75.0 58.0 47.4 39.8 58.6 53.6
Old : 57.0 41.0 75.0 58.0 47.4 39.8 58.6 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,041: 0 5,905 337 59,972 47,211 60,309 53,453: 2,732 9,588
Old : 63,041: 0 5,905 337 59,972 47,211 60,309 53,453: 2,732 9,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 751: 0 1,326 -328 670 -368 342 630: 409 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.4 0.5 95.1 74.9 95.7 84.8: 4.3 15.2
Old : 100.0: 0.0 9.4 0.5 95.1 74.9 95.7 84.8: 4.3 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 : 20: 0 1 1 14 16 15 17:
Old : 20: 0 1 1 14 16 15 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 : 65.5 39.9 82.2 65.7 60.5 39.3 70.0 57.3
Old : 65.5 39.9 82.2 65.7 60.5 39.3 70.0 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, 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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, October 11, 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 : 64,605: 0 10,542 1,202 55,253 45,069 56,455 56,813: 8,150 7,792
Old : 64,605: 0 10,542 1,202 55,253 45,069 56,455 56,813: 8,150 7,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 2,359: 0 -1,013 827 1,704 1,683 2,531 1,497: -172 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.3 1.9 85.5 69.8 87.4 87.9: 12.6 12.1
Old : 100.0: 0.0 16.3 1.9 85.5 69.8 87.4 87.9: 12.6 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 32.5 56.0 55.7 79.4 26.0 46.0 41.1 58.8
Old : 32.5 56.0 55.7 79.4 26.0 46.0 41.1 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, 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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, October 11, 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 : 43,851: 0 1,933 162 35,439 37,224 35,601 39,319: 8,250 4,532
Old : 43,851: 0 1,933 162 35,439 37,224 35,601 39,319: 8,250 4,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,376: 0 880 -300 0 338 -300 918: 1,676 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.4 80.8 84.9 81.2 89.7: 18.8 10.3
Old : 100.0: 0.0 4.4 0.4 80.8 84.9 81.2 89.7: 18.8 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 59.4 67.7 75.3 84.6 58.1 67.4 70.1 81.1
Old : 59.4 67.7 75.3 84.6 58.1 67.4 70.1 81.1
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,041: 7,551 1,398 4,464 37,481 44,421 49,496 50,283: 7,545 6,758
Old : 57,041: 7,551 1,398 4,464 37,481 44,421 49,496 50,283: 7,545 6,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 2,829: -1,922 190 1,798 3,071 837 2,947 2,825: -118 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 2.5 7.8 65.7 77.9 86.8 88.2: 13.2 11.8
Old : 100.0: 13.2 2.5 7.8 65.7 77.9 86.8 88.2: 13.2 11.8
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 : 24: 2 2 3 15 19 18 23:
Old : 24: 2 2 3 15 19 18 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 : 56.8 40.8 76.0 59.9 31.7 24.4 40.8 34.8
Old : 56.8 40.8 76.0 59.9 31.7 24.4 40.8 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, 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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, October 11, 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 : 1,300,242: 348,086 77,257 222,243 710,948 989,597 1,281,277 1,289,097: 18,965 11,145
Old : 1,300,242: 348,086 77,257 222,243 710,948 989,597 1,281,277 1,289,097: 18,965 11,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 37,371: -3,489 1,836 16,703 22,282 20,357 35,496 38,896: 1,875 -1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.9 17.1 54.7 76.1 98.5 99.1: 1.5 0.9
Old : 100.0: 26.8 5.9 17.1 54.7 76.1 98.5 99.1: 1.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 26 13 32 86 80 121 116:
Old : 132: 26 13 32 86 80 121 116:
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 : 24.5 26.0 38.3 42.2 18.4 18.9 26.9 30.6
Old : 24.5 26.0 38.3 42.2 18.4 18.9 26.9 30.6
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, October 11, 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 : 229,697: 68,807 52,134 55,446 102,115 120,194 226,368 227,774: 3,329 1,923
Old : 229,697: 68,807 52,134 55,446 102,115 120,194 226,368 227,774: 3,329 1,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 15,996: 1,447 4,852 6,762 7,683 3,986 15,892 15,600: 104 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 22.7 24.1 44.5 52.3 98.6 99.2: 1.4 0.8
Old : 100.0: 30.0 22.7 24.1 44.5 52.3 98.6 99.2: 1.4 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 : 48: 10 9 16 27 27 45 44:
Old : 48: 10 9 16 27 27 45 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 : 30.7 48.1 52.6 64.6 26.2 28.6 37.3 39.0
Old : 30.7 48.1 52.6 64.6 26.2 28.6 37.3 39.0
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, 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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, October 11, 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 : 76,283: 26,110 9,060 10,682 38,683 56,381 75,475 76,123: 808 160
Old : 76,283: 26,110 9,060 10,682 38,683 56,381 75,475 76,123: 808 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 943: -260 2,020 240 343 -1,357 323 903: 620 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 11.9 14.0 50.7 73.9 98.9 99.8: 1.1 0.2
Old : 100.0: 34.2 11.9 14.0 50.7 73.9 98.9 99.8: 1.1 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 : 57.3 42.2 68.2 60.8 49.3 38.2 54.9 51.8
Old : 57.3 42.2 68.2 60.8 49.3 38.2 54.9 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, October 11, 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 : 27,030: 3,701 4,888 2,478 20,851 19,155 27,030 26,521: 0 509
Old : 27,030: 3,701 4,888 2,478 20,851 19,155 27,030 26,521: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 810: -462 -40 676 596 174 810 810: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 18.1 9.2 77.1 70.9 100.0 98.1: 0.0 1.9
Old : 100.0: 13.7 18.1 9.2 77.1 70.9 100.0 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 : 36: 4 3 6 19 22 26 28:
Old : 36: 4 3 6 19 22 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 54.7 78.0 74.7 56.4 51.1 72.8 68.7
Old : 59.5 54.7 78.0 74.7 56.4 51.1 72.8 68.7
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, 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, October 11, 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 : 8,798: 684 2,606 2,450 5,664 3,742 8,798 8,798: 0 0
Old : 8,798: 684 2,606 2,450 5,664 3,742 8,798 8,798: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -550: 0 -42 0 -42 0 -42 -42: -508 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 29.6 27.8 64.4 42.5 100.0 100.0: 0.0 0.0
Old : 100.0: 7.8 29.6 27.8 64.4 42.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 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 : 40.0 57.5 65.5 86.5 26.4 47.4 45.9 59.4
Old : 40.0 57.5 65.5 86.5 26.4 47.4 45.9 59.4
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, October 11, 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 : 17,590: 3,140 3,988 1,852 12,218 11,440 17,210 17,280: 380 310
Old : 17,590: 3,140 3,988 1,852 12,218 11,440 17,210 17,280: 380 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 988: -332 448 172 1,288 528 1,128 1,148: -140 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 22.7 10.5 69.5 65.0 97.8 98.2: 2.2 1.8
Old : 100.0: 17.9 22.7 10.5 69.5 65.0 97.8 98.2: 2.2 1.8
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 : 30: 3 4 7 20 20 27 27:
Old : 30: 3 4 7 20 20 27 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 : 47.1 56.3 70.9 79.1 41.9 46.0 57.9 61.0
Old : 47.1 56.3 70.9 79.1 41.9 46.0 57.9 61.0
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, October 11, 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 : 24,276: 11,410 120 1,480 10,358 22,424 23,248 24,024: 1,028 252
Old : 24,276: 11,410 120 1,480 10,358 22,424 23,248 24,024: 1,028 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 60: 80 0 -80 -20 80 -20 0: 80 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 0.5 6.1 42.7 92.4 95.8 99.0: 4.2 1.0
Old : 100.0: 47.0 0.5 6.1 42.7 92.4 95.8 99.0: 4.2 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 : 30: 2 1 3 21 25 24 28:
Old : 30: 2 1 3 21 25 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 54.5 79.3 76.3 60.2 51.1 69.8 68.4
Old : 68.1 54.5 79.3 76.3 60.2 51.1 69.8 68.4
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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, October 11, 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 : 9,146: 1,940 120 820 6,362 7,926 9,122 8,866: 24 280
Old : 9,146: 1,940 120 820 6,362 7,926 9,122 8,866: 24 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 546: -20 0 0 546 546 526 546: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 1.3 9.0 69.6 86.7 99.7 96.9: 0.3 3.1
Old : 100.0: 21.2 1.3 9.0 69.6 86.7 99.7 96.9: 0.3 3.1
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: 2 1 2 15 10 17 13:
Old : 20: 2 1 2 15 10 17 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 : 64.0 73.1 86.0 90.8 52.9 68.1 69.4 71.1
Old : 64.0 73.1 86.0 90.8 52.9 68.1 69.4 71.1
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, October 11, 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 : 852,369: 106,875 147,445 142,128 545,812 485,853 794,815 775,426: 57,554 76,943
Old : 852,369: 106,875 147,445 142,128 545,812 485,853 794,815 775,426: 57,554 76,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -13,755: -11,605 1,714 -15,664 16,718 -4,283 -10,551 -18,233: -3,204 4,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 17.3 16.7 64.0 57.0 93.2 91.0: 6.8 9.0
Old : 100.0: 12.5 17.3 16.7 64.0 57.0 93.2 91.0: 6.8 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 55 99 92 77 77 198 208:
Old : 247: 55 99 92 77 77 198 208:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 16.1 38.3 25.4 22.5 11.9 30.5 17.6
Old : 26.4 16.1 38.3 25.4 22.5 11.9 30.5 17.6
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, October 11, 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 : 13,116: 8,630 2,968 180 1,400 9,536 10,210 12,684: 2,906 432
Old : 13,116: 8,630 2,968 180 1,400 9,536 10,210 12,684: 2,906 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -90: -282 -928 63 27 818 -192 -47: 102 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 22.6 1.4 10.7 72.7 77.8 96.7: 22.2 3.3
Old : 100.0: 65.8 22.6 1.4 10.7 72.7 77.8 96.7: 22.2 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 : 109: 57 11 3 11 27 71 41:
Old : 109: 57 11 3 11 27 71 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 32.5 34.6 51.3 22.5 32.5 34.6 51.3
Old : 22.5 32.5 34.6 51.3 22.5 32.5 34.6 51.3
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, 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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, October 11, 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 : 13,455: 10,336 555 12 553 11,512 10,901 12,079: 2,554 1,376
Old : 13,455: 10,336 555 12 553 11,512 10,901 12,079: 2,554 1,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 384: 278 86 12 31 278 321 376: 63 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 4.1 0.1 4.1 85.6 81.0 89.8: 19.0 10.2
Old : 100.0: 76.8 4.1 0.1 4.1 85.6 81.0 89.8: 19.0 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 : 58: 29 5 1 12 22 41 28:
Old : 58: 29 5 1 12 22 41 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 : 38.7 45.5 55.6 69.6 38.7 43.9 55.6 68.0
Old : 38.7 45.5 55.6 69.6 38.7 43.9 55.6 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, 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, October 11, 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 : 134,808: 26,268 2,405 12,308 81,406 109,837 119,982 124,550: 14,826 10,258
Old : 134,808: 26,268 2,405 12,308 81,406 109,837 119,982 124,550: 14,826 10,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -164: 3,514 -204 820 -5,429 -1,809 -1,095 -1,193: 931 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 1.8 9.1 60.4 81.5 89.0 92.4: 11.0 7.6
Old : 100.0: 19.5 1.8 9.1 60.4 81.5 89.0 92.4: 11.0 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 : 141: 44 11 35 58 74 116 109:
Old : 141: 44 11 35 58 74 116 109:
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 : 23.6 23.5 39.0 38.9 17.9 19.2 27.4 30.9
Old : 23.6 23.5 39.0 38.9 17.9 19.2 27.4 30.9
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, 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
Updated October 21, 2005