WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 18, 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 : 293,651: 52,252 66,464 45,080 171,788 140,669 269,120 252,213: 24,531 41,438
Old : 252,441: 52,400 71,643 27,170 150,772 125,206 230,342 224,019: 22,099 28,422
Other: 41,210: 16,188 11,157 1,574 21,016 15,463 38,778 28,194: 2,432 13,016
: : :
: : Changes in Commitments from: October 11, 2005 :
: -3,948: 1,231 507 -2,668 484 -1,279 -953 -3,440: -2,995 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 22.6 15.4 58.5 47.9 91.6 85.9: 8.4 14.1
Old : 100.0: 20.8 28.4 10.8 59.7 49.6 91.2 88.7: 8.8 11.3
Other: 100.0: 39.3 27.1 3.8 51.0 37.5 94.1 68.4: 5.9 31.6
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 70 102 76 47 66 176 201:
Old : 259: 69 111 58 43 60 155 189:
Other: 135: 44 32 9 17 55 64 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 : 29.8 29.3 45.5 35.3 29.8 22.5 42.9 27.6
Old : 33.8 33.6 48.9 40.3 33.8 31.0 48.9 37.1
Other: 45.8 17.4 60.8 24.9 44.9 17.1 59.8 24.3
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
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 18, 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 : 797,135: 151,829 162,436 64,462 439,533 373,746 655,824 600,644: 141,311 196,491
Old : 748,923: 136,669 166,996 55,166 423,891 347,269 615,726 569,431: 133,197 179,492
Other: 48,212: 22,714 2,994 1,742 15,642 26,477 40,098 31,213: 8,114 16,999
: : :
: : Changes in Commitments from: October 11, 2005 :
: 31,340: 4,019 -7,788 9,830 8,734 24,557 22,583 26,599: 8,757 4,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 20.4 8.1 55.1 46.9 82.3 75.4: 17.7 24.6
Old : 100.0: 18.2 22.3 7.4 56.6 46.4 82.2 76.0: 17.8 24.0
Other: 100.0: 47.1 6.2 3.6 32.4 54.9 83.2 64.7: 16.8 35.3
: : :
:# Traders : Number of Traders in Each Category :
All : 547: 149 128 107 186 187 396 375:
Old : 540: 136 138 96 183 186 383 368:
Other: 231: 60 26 5 37 118 99 147:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.4 32.9 24.8 20.5 17.3 29.6 21.6
Old : 23.4 18.9 34.7 24.7 21.5 16.7 31.3 21.4
Other: 20.5 31.2 33.7 37.6 20.1 30.5 31.8 36.0
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
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 18, 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 : 6,897: 3,543 348 44 893 5,305 4,480 5,697: 2,417 1,200
Old : 6,888: 3,543 348 43 890 5,304 4,476 5,695: 2,412 1,193
Other: 9: 0 0 1 3 1 4 2: 5 7
: : :
: : Changes in Commitments from: October 11, 2005 :
: 243: 272 9 26 -215 167 83 202: 160 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 5.0 0.6 12.9 76.9 65.0 82.6: 35.0 17.4
Old : 100.0: 51.4 5.1 0.6 12.9 77.0 65.0 82.7: 35.0 17.3
Other: 100.0: 0.0 0.0 11.1 33.3 11.1 44.4 22.2: 55.6 77.8
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 14 5 3 8 16 25 21:
Old : 38: 14 5 3 8 16 25 21:
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 : 34.3 48.8 48.5 65.3 34.3 45.9 48.5 61.3
Old : 34.4 48.9 48.5 65.4 34.4 45.9 48.5 61.4
Other: 44.4 22.2 44.4 22.2 22.2 0.0 22.2 0.0
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 18, 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 : 298,791: 60,825 49,055 32,661 156,777 137,683 250,263 219,399: 48,528 79,392
Old : 285,372: 61,341 50,954 26,203 150,829 133,581 238,373 210,738: 46,999 74,634
Other: 13,419: 5,475 4,092 467 5,948 4,102 11,890 8,661: 1,529 4,758
: : :
: : Changes in Commitments from: October 11, 2005 :
: 10,631: 2,729 -4,977 3,552 5,204 15,282 11,485 13,857: -854 -3,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 16.4 10.9 52.5 46.1 83.8 73.4: 16.2 26.6
Old : 100.0: 21.5 17.9 9.2 52.9 46.8 83.5 73.8: 16.5 26.2
Other: 100.0: 40.8 30.5 3.5 44.3 30.6 88.6 64.5: 11.4 35.5
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 94 96 90 97 111 240 265:
Old : 343: 101 98 79 96 110 234 257:
Other: 104: 16 23 2 21 50 38 74:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.4 27.4 24.0 17.9 13.5 25.7 18.1
Old : 19.2 17.7 28.2 24.7 19.2 14.1 27.4 19.1
Other: 46.3 26.7 64.5 40.0 44.5 26.7 60.4 38.5
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 18, 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 : 170,678: 43,563 9,562 21,867 76,682 125,654 142,112 157,083: 28,566 13,595
Old : 163,321: 44,272 9,200 18,786 73,526 123,041 136,584 151,027: 26,737 12,294
Other: 7,357: 2,339 3,410 33 3,156 2,613 5,528 6,056: 1,829 1,301
: : :
: : Changes in Commitments from: October 11, 2005 :
: 5,596: 1,731 35 1,581 2,268 4,176 5,580 5,792: 16 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 5.6 12.8 44.9 73.6 83.3 92.0: 16.7 8.0
Old : 100.0: 27.1 5.6 11.5 45.0 75.3 83.6 92.5: 16.4 7.5
Other: 100.0: 31.8 46.4 0.4 42.9 35.5 75.1 82.3: 24.9 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 57 18 30 48 50 121 91:
Old : 148: 64 16 27 47 49 120 87:
Other: 36: 4 14 3 12 11 19 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 : 20.9 36.5 31.6 52.5 20.4 34.6 29.2 46.0
Old : 21.3 37.5 31.6 53.7 21.3 35.5 30.6 48.9
Other: 59.0 34.6 72.4 52.8 58.3 29.6 65.0 45.0
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 18, 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 : 594,283: 92,882 120,464 4,024 386,332 292,369 483,238 416,857: 111,045 177,426
Old : 594,283: 92,882 120,464 4,024 386,332 292,369 483,238 416,857: 111,045 177,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 29,304: 13,305 19,857 285 8,640 -557 22,230 19,585: 7,074 9,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 20.3 0.7 65.0 49.2 81.3 70.1: 18.7 29.9
Old : 100.0: 15.6 20.3 0.7 65.0 49.2 81.3 70.1: 18.7 29.9
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 : 154: 24 35 17 59 69 91 113:
Old : 154: 24 35 17 59 69 91 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 15.1 35.1 25.0 21.7 13.4 30.6 22.7
Old : 25.3 15.1 35.1 25.0 21.7 13.4 30.6 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, October 18, 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 : 135,432: 20,561 18,721 15,088 71,235 77,866 106,884 111,675: 28,548 23,757
Old : 130,594: 21,150 18,991 13,091 68,347 75,391 102,588 107,473: 28,006 23,121
Other: 4,838: 541 860 867 2,888 2,475 4,296 4,202: 542 636
: : :
: : Changes in Commitments from: October 11, 2005 :
: -1,081: 1,547 -1,051 -1,471 -687 96 -611 -2,426: -470 1,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 13.8 11.1 52.6 57.5 78.9 82.5: 21.1 17.5
Old : 100.0: 16.2 14.5 10.0 52.3 57.7 78.6 82.3: 21.4 17.7
Other: 100.0: 11.2 17.8 17.9 59.7 51.2 88.8 86.9: 11.2 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 30 36 30 48 45 97 102:
Old : 134: 32 38 30 48 43 97 100:
Other: 36: 9 9 6 15 10 28 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 30.6 36.7 42.0 19.5 24.0 25.7 30.3
Old : 25.7 31.4 36.3 42.9 19.9 24.7 26.3 31.0
Other: 46.6 42.4 66.2 65.7 35.0 30.3 44.9 41.2
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 18, 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 : 7,474: 2,624 723 903 2,314 4,796 5,841 6,422: 1,633 1,052
Old : 7,466: 2,626 723 901 2,314 4,796 5,841 6,420: 1,625 1,046
Other: 8: 0 2 0 0 0 0 2: 8 6
: : :
: : Changes in Commitments from: October 11, 2005 :
: 122: -113 -186 -23 67 284 -69 75: 191 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 9.7 12.1 31.0 64.2 78.2 85.9: 21.8 14.1
Old : 100.0: 35.2 9.7 12.1 31.0 64.2 78.2 86.0: 21.8 14.0
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 : 46: 15 5 9 14 16 34 27:
Old : 46: 15 5 9 14 16 34 27:
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 : 29.5 44.7 45.6 63.1 29.5 35.3 41.1 51.2
Old : 29.5 44.7 45.7 63.2 29.5 35.4 41.1 51.2
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 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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 18, 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 : 355,080: 93,564 86,377 2,052 189,371 167,329 284,987 255,758: 70,093 99,322
Old : 355,080: 93,564 86,377 2,052 189,371 167,329 284,987 255,758: 70,093 99,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 7,643: 760 5,683 -6 634 2,726 1,388 8,403: 6,255 -760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 24.3 0.6 53.3 47.1 80.3 72.0: 19.7 28.0
Old : 100.0: 26.4 24.3 0.6 53.3 47.1 80.3 72.0: 19.7 28.0
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 : 113: 21 24 4 43 48 65 75:
Old : 113: 21 24 4 43 48 65 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 16.6 42.8 25.2 30.4 15.5 42.8 23.7
Old : 30.4 16.6 42.8 25.2 30.4 15.5 42.8 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, October 18, 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 : 1,678,231: 402,787 365,577 32,879 1,020,269 891,974 1,455,935 1,290,430: 222,296 387,801
Old : 1,678,231: 402,787 365,577 32,879 1,020,269 891,974 1,455,935 1,290,430: 222,296 387,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 51,861: 933 -18,064 5,325 20,504 34,736 26,762 21,997: 25,099 29,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 21.8 2.0 60.8 53.1 86.8 76.9: 13.2 23.1
Old : 100.0: 24.0 21.8 2.0 60.8 53.1 86.8 76.9: 13.2 23.1
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 : 268: 72 51 36 93 106 173 185:
Old : 268: 72 51 36 93 106 173 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 26.7 40.0 34.3 27.7 26.2 37.4 32.9
Old : 30.0 26.7 40.0 34.3 27.7 26.2 37.4 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, 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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, October 18, 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 : 1,353,179: 254,231 423,859 26,009 938,285 614,797 1,218,525 1,064,665: 134,654 288,514
Old : 1,353,179: 254,231 423,859 26,009 938,285 614,797 1,218,525 1,064,665: 134,654 288,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 48,643: 14,546 21,079 3,901 23,578 12,280 42,025 37,260: 6,618 11,383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 31.3 1.9 69.3 45.4 90.0 78.7: 10.0 21.3
Old : 100.0: 18.8 31.3 1.9 69.3 45.4 90.0 78.7: 10.0 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 43 40 23 68 66 117 123:
Old : 182: 43 40 23 68 66 117 123:
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 : 33.9 25.2 44.4 36.7 33.1 24.8 42.0 35.2
Old : 33.9 25.2 44.4 36.7 33.1 24.8 42.0 35.2
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 18, 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 : 423,027: 138,750 105,290 60,207 181,587 222,986 380,544 388,483: 42,483 34,544
Old : 423,027: 138,750 105,290 60,207 181,587 222,986 380,544 388,483: 42,483 34,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 43,699: 26,160 13,196 8,456 12,867 15,088 47,483 36,740: -3,784 6,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 24.9 14.2 42.9 52.7 90.0 91.8: 10.0 8.2
Old : 100.0: 32.8 24.9 14.2 42.9 52.7 90.0 91.8: 10.0 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 33 28 30 55 51 106 91:
Old : 129: 33 28 30 55 51 106 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 : 26.3 23.5 39.7 38.1 24.5 19.7 32.7 29.6
Old : 26.3 23.5 39.7 38.1 24.5 19.7 32.7 29.6
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, October 18, 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 : 36,278: 5,880 7,140 2 23,586 17,806 29,468 24,948: 6,810 11,330
Old : 36,278: 5,880 7,140 2 23,586 17,806 29,468 24,948: 6,810 11,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,338: 1,827 1,083 -1 152 -372 1,978 710: -640 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 19.7 0.0 65.0 49.1 81.2 68.8: 18.8 31.2
Old : 100.0: 16.2 19.7 0.0 65.0 49.1 81.2 68.8: 18.8 31.2
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 : 53: 12 13 1 19 11 32 24:
Old : 53: 12 13 1 19 11 32 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 : 46.1 38.4 59.7 50.1 46.1 37.9 59.7 49.6
Old : 46.1 38.4 59.7 50.1 46.1 37.9 59.7 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, 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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, October 18, 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 : 69,682: 27,748 35,335 628 22,786 23,143 51,162 59,106: 18,520 10,576
Old : 69,682: 27,748 35,335 628 22,786 23,143 51,162 59,106: 18,520 10,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 9,288: 1,101 4,854 256 7,604 2,838 8,961 7,948: 327 1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 50.7 0.9 32.7 33.2 73.4 84.8: 26.6 15.2
Old : 100.0: 39.8 50.7 0.9 32.7 33.2 73.4 84.8: 26.6 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 : 84: 26 28 5 21 12 49 43:
Old : 84: 26 28 5 21 12 49 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 43.6 49.0 55.2 36.4 43.2 47.7 54.8
Old : 36.4 43.6 49.0 55.2 36.4 43.2 47.7 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, October 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 34,929: 8,674 3,600 62 25,785 30,571 34,521 34,233: 408 696
Old : 34,929: 8,674 3,600 62 25,785 30,571 34,521 34,233: 408 696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,256: 0 -33 0 1,312 1,466 1,312 1,433: -56 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 10.3 0.2 73.8 87.5 98.8 98.0: 1.2 2.0
Old : 100.0: 24.8 10.3 0.2 73.8 87.5 98.8 98.0: 1.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 7 15 3 16 21 25 37:
Old : 55: 7 15 3 16 21 25 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 : 65.5 55.0 83.8 74.8 64.6 50.5 78.3 66.5
Old : 65.5 55.0 83.8 74.8 64.6 50.5 78.3 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, 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 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders - Futures Only, October 18, 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 : 14,531: 278 1,713 0 14,253 12,689 14,531 14,402: 0 129
Old : 14,531: 278 1,713 0 14,253 12,689 14,531 14,402: 0 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 11.8 0.0 98.1 87.3 100.0 99.1: 0.0 0.9
Old : 100.0: 1.9 11.8 0.0 98.1 87.3 100.0 99.1: 0.0 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 : 20: 2 6 0 5 7 7 13:
Old : 20: 2 6 0 5 7 7 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 : 96.4 85.9 100.0 94.4 96.4 85.9 100.0 94.4
Old : 96.4 85.9 100.0 94.4 96.4 85.9 100.0 94.4
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 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 19,762: 404 2,427 493 13,136 9,194 14,033 12,114: 5,729 7,648
Old : 19,762: 404 2,427 493 13,136 9,194 14,033 12,114: 5,729 7,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 765: 179 22 -29 206 516 356 509: 409 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 12.3 2.5 66.5 46.5 71.0 61.3: 29.0 38.7
Old : 100.0: 2.0 12.3 2.5 66.5 46.5 71.0 61.3: 29.0 38.7
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 : 32: 3 8 7 17 13 26 22:
Old : 32: 3 8 7 17 13 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 : 44.6 32.1 60.3 47.2 44.6 29.1 59.4 41.9
Old : 44.6 32.1 60.3 47.2 44.6 29.1 59.4 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, October 18, 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 : 110,126: 23,577 20,426 25,073 46,904 33,673 95,554 79,172: 14,572 30,954
Old : 110,118: 23,577 20,426 25,073 46,904 33,666 95,554 79,165: 14,564 30,953
Other: 8: 0 0 0 0 7 0 7: 8 1
: : :
: : Changes in Commitments from: October 11, 2005 :
: -8,651: -3,350 -4,218 1,672 -3,108 -813 -4,786 -3,359: -3,865 -5,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 18.5 22.8 42.6 30.6 86.8 71.9: 13.2 28.1
Old : 100.0: 21.4 18.5 22.8 42.6 30.6 86.8 71.9: 13.2 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 87.5 0.0 87.5: 100.0 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 56 48 57 23 37 123 112:
Old : 167: 56 48 57 23 37 123 112:
Other: 1: 0 0 0 0 1 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 : 28.8 17.6 40.9 29.0 28.8 15.0 39.9 22.8
Old : 28.8 17.6 40.9 29.0 28.8 15.0 39.9 22.8
Other: 0.0 87.5 0.0 87.5 0.0 87.5 0.0 87.5
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, October 18, 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 : 1,433: 679 499 51 166 128 896 678: 537 755
Old : 1,433: 679 499 51 166 128 896 678: 537 755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -281: -354 -1 37 29 5 -288 41: 7 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 34.8 3.6 11.6 8.9 62.5 47.3: 37.5 52.7
Old : 100.0: 47.4 34.8 3.6 11.6 8.9 62.5 47.3: 37.5 52.7
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 : 26: 9 11 2 3 3 14 14:
Old : 26: 9 11 2 3 3 14 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 : 35.0 24.4 49.8 37.4 35.0 23.2 49.8 34.3
Old : 35.0 24.4 49.8 37.4 35.0 23.2 49.8 34.3
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 18, 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 : 165,123: 51,040 16,397 23,523 71,420 78,492 145,983 118,412: 19,140 46,711
Old : 165,123: 51,040 16,397 23,523 71,420 78,492 145,983 118,412: 19,140 46,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -3,876: -3,450 -4,653 -857 1,252 1,873 -3,055 -3,637: -821 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 9.9 14.2 43.3 47.5 88.4 71.7: 11.6 28.3
Old : 100.0: 30.9 9.9 14.2 43.3 47.5 88.4 71.7: 11.6 28.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 70 45 58 62 118 173 194:
Old : 260: 70 45 58 62 118 173 194:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 10.7 36.8 18.1 23.3 8.5 34.5 14.4
Old : 23.3 10.7 36.8 18.1 23.3 8.5 34.5 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, October 18, 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 : 3,896: 1,048 975 138 838 1,092 2,024 2,205: 1,872 1,691
Old : 3,896: 1,048 975 138 838 1,092 2,024 2,205: 1,872 1,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 13: -53 103 -46 13 1 -86 58: 99 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 25.0 3.5 21.5 28.0 52.0 56.6: 48.0 43.4
Old : 100.0: 26.9 25.0 3.5 21.5 28.0 52.0 56.6: 48.0 43.4
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 : 54: 16 17 6 13 17 33 37:
Old : 54: 16 17 6 13 17 33 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 : 27.2 18.3 35.3 28.2 26.3 18.3 33.5 27.5
Old : 27.2 18.3 35.3 28.2 26.3 18.3 33.5 27.5
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, October 18, 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 : 27,479: 12,134 3,003 3,141 7,250 8,124 22,525 14,268: 4,954 13,211
Old : 27,479: 12,134 3,003 3,141 7,250 8,124 22,525 14,268: 4,954 13,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -1,323: -32 619 -1,066 283 -1,207 -815 -1,654: -508 331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 10.9 11.4 26.4 29.6 82.0 51.9: 18.0 48.1
Old : 100.0: 44.2 10.9 11.4 26.4 29.6 82.0 51.9: 18.0 48.1
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 : 133: 41 21 22 38 43 97 73:
Old : 133: 41 21 22 38 43 97 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 : 17.0 18.8 29.0 23.4 15.3 13.1 26.4 17.1
Old : 17.0 18.8 29.0 23.4 15.3 13.1 26.4 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, October 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, October 18, 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 : 112,354: 51,259 8,447 781 26,795 87,395 78,835 96,623: 33,519 15,731
Old : 112,354: 51,259 8,447 781 26,795 87,395 78,835 96,623: 33,519 15,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 3,207: 727 1,506 -4 1,724 4,714 2,447 6,216: 760 -3,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 7.5 0.7 23.8 77.8 70.2 86.0: 29.8 14.0
Old : 100.0: 45.6 7.5 0.7 23.8 77.8 70.2 86.0: 29.8 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 : 85: 32 14 4 19 25 52 42:
Old : 85: 32 14 4 19 25 52 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 : 24.4 37.2 38.8 59.9 24.4 37.2 38.8 59.9
Old : 24.4 37.2 38.8 59.9 24.4 37.2 38.8 59.9
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, October 18, 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 : 80,322: 13,958 44,940 0 58,497 10,814 72,455 55,754: 7,867 24,568
Old : 80,322: 13,958 44,940 0 58,497 10,814 72,455 55,754: 7,867 24,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 7,945: 386 6,081 0 6,211 -1,513 6,597 4,568: 1,348 3,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 55.9 0.0 72.8 13.5 90.2 69.4: 9.8 30.6
Old : 100.0: 17.4 55.9 0.0 72.8 13.5 90.2 69.4: 9.8 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 : 54: 6 28 0 16 9 22 37:
Old : 54: 6 28 0 16 9 22 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 : 44.9 27.9 71.1 38.6 43.6 27.9 69.7 38.6
Old : 44.9 27.9 71.1 38.6 43.6 27.9 69.7 38.6
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, October 18, 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 : 63,100: 26,899 6,589 0 30,411 50,441 57,310 57,030: 5,790 6,070
Old : 63,100: 26,899 6,589 0 30,411 50,441 57,310 57,030: 5,790 6,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -12,477: -26,544 1,080 -55 15,379 -13,414 -11,220 -12,389: -1,257 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 10.4 0.0 48.2 79.9 90.8 90.4: 9.2 9.6
Old : 100.0: 42.6 10.4 0.0 48.2 79.9 90.8 90.4: 9.2 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 : 79: 36 14 0 16 15 52 29:
Old : 79: 36 14 0 16 15 52 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 72.9 50.4 82.6 32.2 72.9 50.0 82.6
Old : 32.6 72.9 50.4 82.6 32.2 72.9 50.0 82.6
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, October 18, 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 : 83,729: 10,591 31,641 4 53,424 27,988 64,019 59,633: 19,710 24,096
Old : 83,729: 10,591 31,641 4 53,424 27,988 64,019 59,633: 19,710 24,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -5,671: -3,125 -5,120 0 -2,949 -4,497 -6,074 -9,617: 403 3,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 37.8 0.0 63.8 33.4 76.5 71.2: 23.5 28.8
Old : 100.0: 12.6 37.8 0.0 63.8 33.4 76.5 71.2: 23.5 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 : 51: 12 16 1 19 13 32 29:
Old : 51: 12 16 1 19 13 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 34.5 52.8 49.4 24.6 30.3 41.7 40.3
Old : 31.9 34.5 52.8 49.4 24.6 30.3 41.7 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, 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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 18, 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 : 199,678: 20,214 86,855 33 149,883 72,818 170,130 159,706: 29,548 39,972
Old : 199,678: 20,214 86,855 33 149,883 72,818 170,130 159,706: 29,548 39,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 23,517: 1,469 2,075 -10 20,378 16,470 21,837 18,535: 1,680 4,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 43.5 0.0 75.1 36.5 85.2 80.0: 14.8 20.0
Old : 100.0: 10.1 43.5 0.0 75.1 36.5 85.2 80.0: 14.8 20.0
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 : 104: 22 45 2 28 19 51 65:
Old : 104: 22 45 2 28 19 51 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 : 35.6 29.2 60.4 44.1 33.4 23.9 53.3 36.2
Old : 35.6 29.2 60.4 44.1 33.4 23.9 53.3 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, October 18, 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 : 144,421: 25,238 24,383 763 73,072 68,315 99,073 93,461: 45,348 50,960
Old : 144,421: 25,238 24,383 763 73,072 68,315 99,073 93,461: 45,348 50,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 13,423: -4,865 -928 -482 11,792 9,674 6,445 8,264: 6,978 5,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 16.9 0.5 50.6 47.3 68.6 64.7: 31.4 35.3
Old : 100.0: 17.5 16.9 0.5 50.6 47.3 68.6 64.7: 31.4 35.3
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 : 104: 36 30 7 28 25 67 59:
Old : 104: 36 30 7 28 25 67 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 : 23.4 36.7 38.0 43.7 23.0 35.2 35.9 41.6
Old : 23.4 36.7 38.0 43.7 23.0 35.2 35.9 41.6
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
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, October 18, 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 : 10,099: 6,208 508 0 2,353 8,421 8,561 8,929: 1,538 1,170
Old : 10,099: 6,208 508 0 2,353 8,421 8,561 8,929: 1,538 1,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 661: 616 0 0 -146 566 470 566: 191 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 5.0 0.0 23.3 83.4 84.8 88.4: 15.2 11.6
Old : 100.0: 61.5 5.0 0.0 23.3 83.4 84.8 88.4: 15.2 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 : 21: 5 3 0 6 8 11 11:
Old : 21: 5 3 0 6 8 11 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 : 70.6 71.3 81.0 84.0 68.3 71.3 78.7 84.0
Old : 70.6 71.3 81.0 84.0 68.3 71.3 78.7 84.0
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 18, 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 : 29,793: 8,853 1,847 450 16,713 22,213 26,016 24,510: 3,777 5,283
Old : 29,793: 8,853 1,847 450 16,713 22,213 26,016 24,510: 3,777 5,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -11,278: -752 -940 -910 -6,538 -7,044 -8,200 -8,894: -3,078 -2,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 6.2 1.5 56.1 74.6 87.3 82.3: 12.7 17.7
Old : 100.0: 29.7 6.2 1.5 56.1 74.6 87.3 82.3: 12.7 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 2 1 8 11 12 14:
Old : 21: 4 2 1 8 11 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 48.8 78.3 68.5 57.2 44.5 76.8 62.5
Old : 57.6 48.8 78.3 68.5 57.2 44.5 76.8 62.5
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, October 18, 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 : 8,426,832: 920,919 1,069,474 1,123,238 5,508,367 4,821,193 7,552,524 7,013,905: 874,308 1,412,927
Old : 8,426,832: 920,919 1,069,474 1,123,238 5,508,367 4,821,193 7,552,524 7,013,905: 874,308 1,412,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 74,836: -9,200 -18,257 35,157 76,977 48,389 102,934 65,289: -28,098 9,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.7 13.3 65.4 57.2 89.6 83.2: 10.4 16.8
Old : 100.0: 10.9 12.7 13.3 65.4 57.2 89.6 83.2: 10.4 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: 52 71 91 119 140 218 261:
Old : 274: 52 71 91 119 140 218 261:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 13.9 50.2 22.7 31.8 10.8 43.7 18.2
Old : 32.5 13.9 50.2 22.7 31.8 10.8 43.7 18.2
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, October 18, 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 : 644,666: 60,722 67,697 1,633 460,210 468,792 522,565 538,122: 122,101 106,544
Old : 644,666: 60,722 67,697 1,633 460,210 468,792 522,565 538,122: 122,101 106,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 9,663: 7,288 1,877 -220 8,156 -2,708 15,224 -1,051: -5,561 10,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 10.5 0.3 71.4 72.7 81.1 83.5: 18.9 16.5
Old : 100.0: 9.4 10.5 0.3 71.4 72.7 81.1 83.5: 18.9 16.5
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 : 197: 35 43 13 83 62 128 108:
Old : 197: 35 43 13 83 62 128 108:
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 : 21.3 29.0 30.2 42.1 21.2 29.0 30.2 42.1
Old : 21.3 29.0 30.2 42.1 21.2 29.0 30.2 42.1
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, October 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,050,108: 152,417 302,426 12,626 609,636 626,922 774,679 941,974: 275,429 108,134
Old : 1,050,108: 152,417 302,426 12,626 609,636 626,922 774,679 941,974: 275,429 108,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 66,657: -44,400 46,414 -5,351 57,967 19,945 8,216 61,008: 58,441 5,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 28.8 1.2 58.1 59.7 73.8 89.7: 26.2 10.3
Old : 100.0: 14.5 28.8 1.2 58.1 59.7 73.8 89.7: 26.2 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 : 192: 43 56 16 62 56 114 119:
Old : 192: 43 56 16 62 56 114 119:
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 : 19.4 26.9 31.1 42.2 16.7 23.3 25.5 36.6
Old : 19.4 26.9 31.1 42.2 16.7 23.3 25.5 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, October 18, 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 : 12,943: 1,239 688 0 6,808 11,133 8,047 11,821: 4,896 1,122
Old : 12,943: 1,239 688 0 6,808 11,133 8,047 11,821: 4,896 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 151: 48 261 0 1 -145 49 116: 102 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.3 0.0 52.6 86.0 62.2 91.3: 37.8 8.7
Old : 100.0: 9.6 5.3 0.0 52.6 86.0 62.2 91.3: 37.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 0 19 15 21 17:
Old : 34: 2 2 0 19 15 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 46.5 39.4 66.8 25.2 46.5 39.4 65.8
Old : 25.2 46.5 39.4 66.8 25.2 46.5 39.4 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, October 18, 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 : 34,533: 6,073 5,888 0 24,513 21,513 30,586 27,401: 3,947 7,132
Old : 34,533: 6,073 5,888 0 24,513 21,513 30,586 27,401: 3,947 7,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 125: -1,568 889 0 883 -1,573 -685 -684: 810 809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 17.1 0.0 71.0 62.3 88.6 79.3: 11.4 20.7
Old : 100.0: 17.6 17.1 0.0 71.0 62.3 88.6 79.3: 11.4 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 6 0 19 20 23 26:
Old : 41: 4 6 0 19 20 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 40.2 75.7 54.7 56.7 38.9 71.7 53.2
Old : 59.3 40.2 75.7 54.7 56.7 38.9 71.7 53.2
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, October 18, 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 : 64,079: 8,104 16,076 0 33,849 38,919 41,953 54,995: 22,126 9,084
Old : 64,079: 8,104 16,076 0 33,849 38,919 41,953 54,995: 22,126 9,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 4,410: 777 3,837 -1,004 3,853 2,014 3,626 4,847: 784 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 25.1 0.0 52.8 60.7 65.5 85.8: 34.5 14.2
Old : 100.0: 12.6 25.1 0.0 52.8 60.7 65.5 85.8: 34.5 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 : 84: 12 21 0 33 27 45 48:
Old : 84: 12 21 0 33 27 45 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 30.0 39.7 46.1 29.0 28.3 37.8 42.9
Old : 29.0 30.0 39.7 46.1 29.0 28.3 37.8 42.9
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 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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, October 18, 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 : 412,587: 73,884 206,003 2,658 318,105 114,139 394,647 322,800: 17,940 89,787
Old : 412,587: 73,884 206,003 2,658 318,105 114,139 394,647 322,800: 17,940 89,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 65,606: -25,378 48,974 -413 95,046 7,193 69,255 55,754: -3,649 9,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 49.9 0.6 77.1 27.7 95.7 78.2: 4.3 21.8
Old : 100.0: 17.9 49.9 0.6 77.1 27.7 95.7 78.2: 4.3 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 50 69 9 45 36 102 107:
Old : 190: 50 69 9 45 36 102 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 29.5 70.8 41.6 51.3 28.0 66.9 37.3
Old : 55.2 29.5 70.8 41.6 51.3 28.0 66.9 37.3
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, October 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 63,897: 19,393 8,331 0 28,198 43,633 47,591 51,964: 16,306 11,933
Old : 63,897: 19,393 8,331 0 28,198 43,633 47,591 51,964: 16,306 11,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 3,769: 549 6,415 0 6,476 -5,331 7,025 1,084: -3,256 2,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 13.0 0.0 44.1 68.3 74.5 81.3: 25.5 18.7
Old : 100.0: 30.4 13.0 0.0 44.1 68.3 74.5 81.3: 25.5 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 : 39: 10 8 0 11 15 21 23:
Old : 39: 10 8 0 11 15 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 : 40.2 42.4 57.1 59.0 40.2 42.2 55.5 58.8
Old : 40.2 42.4 57.1 59.0 40.2 42.2 55.5 58.8
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, October 18, 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 : 34,459: 743 7,091 0 29,542 22,742 30,285 29,833: 4,174 4,626
Old : 34,459: 743 7,091 0 29,542 22,742 30,285 29,833: 4,174 4,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 651: -123 744 0 1,803 17 1,680 761: -1,029 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 20.6 0.0 85.7 66.0 87.9 86.6: 12.1 13.4
Old : 100.0: 2.2 20.6 0.0 85.7 66.0 87.9 86.6: 12.1 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 : 65: 1 17 0 31 27 32 44:
Old : 65: 1 17 0 31 27 32 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 : 55.7 31.5 66.6 46.9 55.7 29.8 66.5 45.2
Old : 55.7 31.5 66.6 46.9 55.7 29.8 66.5 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, October 18, 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 : 265,998: 13,062 62,886 1,428 243,534 188,430 258,024 252,744: 7,974 13,254
Old : 265,998: 13,062 62,886 1,428 243,534 188,430 258,024 252,744: 7,974 13,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 10,104: 512 6,437 -291 12,785 10,312 13,006 16,458: -2,902 -6,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 23.6 0.5 91.6 70.8 97.0 95.0: 3.0 5.0
Old : 100.0: 4.9 23.6 0.5 91.6 70.8 97.0 95.0: 3.0 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 13 52 5 39 47 56 100:
Old : 133: 13 52 5 39 47 56 100:
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 : 67.5 33.2 77.7 48.4 65.1 33.2 71.3 44.8
Old : 67.5 33.2 77.7 48.4 65.1 33.2 71.3 44.8
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 18, 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 : 58,951: 17,057 17,449 725 29,373 33,860 47,155 52,034: 11,796 6,917
Old : 58,951: 17,057 17,449 725 29,373 33,860 47,155 52,034: 11,796 6,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,174: -644 -3 -391 2,456 2,402 1,421 2,008: -247 -834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 29.6 1.2 49.8 57.4 80.0 88.3: 20.0 11.7
Old : 100.0: 28.9 29.6 1.2 49.8 57.4 80.0 88.3: 20.0 11.7
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 : 89: 28 22 3 20 23 49 47:
Old : 89: 28 22 3 20 23 49 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 42.8 43.3 53.5 25.2 42.8 38.3 52.2
Old : 29.6 42.8 43.3 53.5 25.2 42.8 38.3 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 18, 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 : 37,182: 10,338 1,511 0 23,146 3,573 33,484 5,084: 3,698 32,098
Old : 37,182: 10,338 1,511 0 23,146 3,573 33,484 5,084: 3,698 32,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -2,839: -247 -559 -145 353 440 -39 -264: -2,800 -2,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 4.1 0.0 62.3 9.6 90.1 13.7: 9.9 86.3
Old : 100.0: 27.8 4.1 0.0 62.3 9.6 90.1 13.7: 9.9 86.3
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 : 33: 15 2 0 9 8 24 10:
Old : 33: 15 2 0 9 8 24 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 8.5 72.7 12.4 62.3 8.0 70.7 11.1
Old : 64.2 8.5 72.7 12.4 62.3 8.0 70.7 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, 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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, October 18, 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 : 33,868: 1,609 2,114 0 16,584 27,988 18,193 30,102: 15,675 3,766
Old : 33,868: 1,609 2,114 0 16,584 27,988 18,193 30,102: 15,675 3,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,017: 0 -605 0 653 653 653 48: 364 969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.2 0.0 49.0 82.6 53.7 88.9: 46.3 11.1
Old : 100.0: 4.8 6.2 0.0 49.0 82.6 53.7 88.9: 46.3 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 : 44: 3 11 0 18 27 21 38:
Old : 44: 3 11 0 18 27 21 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 : 29.2 40.7 42.3 63.0 16.3 35.6 23.0 46.6
Old : 29.2 40.7 42.3 63.0 16.3 35.6 23.0 46.6
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, October 18, 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 : 142,530: 66,282 12,036 13,290 26,591 99,784 106,163 125,110: 36,367 17,420
Old : 142,530: 66,282 12,036 13,290 26,591 99,784 106,163 125,110: 36,367 17,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 8,095: 3,399 520 14 553 3,150 3,966 3,684: 4,129 4,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 8.4 9.3 18.7 70.0 74.5 87.8: 25.5 12.2
Old : 100.0: 46.5 8.4 9.3 18.7 70.0 74.5 87.8: 25.5 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 : 184: 96 43 27 17 38 122 100:
Old : 184: 96 43 27 17 38 122 100:
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 : 19.0 33.2 30.8 49.3 12.7 28.3 19.7 40.9
Old : 19.0 33.2 30.8 49.3 12.7 28.3 19.7 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, October 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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, October 18, 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 : 107,427: 38,505 31,179 11,254 43,435 52,248 93,194 94,681: 14,233 12,746
Old : 107,427: 38,505 31,179 11,254 43,435 52,248 93,194 94,681: 14,233 12,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -4,202: -4,662 -877 -106 581 -2,190 -4,187 -3,173: -15 -1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 29.0 10.5 40.4 48.6 86.8 88.1: 13.2 11.9
Old : 100.0: 35.8 29.0 10.5 40.4 48.6 86.8 88.1: 13.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 69 71 42 47 41 146 133:
Old : 202: 69 71 42 47 41 146 133:
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 : 26.7 39.1 36.9 50.3 26.7 35.3 36.7 45.9
Old : 26.7 39.1 36.9 50.3 26.7 35.3 36.7 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, 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
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - Futures Only, October 18, 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 : 362,699: 224,424 54,000 30,249 51,648 251,155 306,321 335,404: 56,378 27,295
Old : 362,699: 224,424 54,000 30,249 51,648 251,155 306,321 335,404: 56,378 27,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -8,145: -9,636 -2,650 1,279 2,097 -11,110 -6,260 -12,481: -1,885 4,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 14.9 8.3 14.2 69.2 84.5 92.5: 15.5 7.5
Old : 100.0: 61.9 14.9 8.3 14.2 69.2 84.5 92.5: 15.5 7.5
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 : 280: 147 74 29 30 46 195 135:
Old : 280: 147 74 29 30 46 195 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 36.9 40.7 54.5 27.1 34.0 33.6 46.8
Old : 28.9 36.9 40.7 54.5 27.1 34.0 33.6 46.8
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 18, 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 : 13,038: 5,336 1,267 1,052 3,417 8,689 9,805 11,008: 3,233 2,030
Old : 13,038: 5,336 1,267 1,052 3,417 8,689 9,805 11,008: 3,233 2,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,391: 146 -176 0 698 1,037 844 861: 547 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 9.7 8.1 26.2 66.6 75.2 84.4: 24.8 15.6
Old : 100.0: 40.9 9.7 8.1 26.2 66.6 75.2 84.4: 24.8 15.6
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 : 44: 20 3 15 6 6 40 22:
Old : 44: 20 3 15 6 6 40 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 : 41.7 65.7 56.0 79.7 34.1 51.4 42.7 60.2
Old : 41.7 65.7 56.0 79.7 34.1 51.4 42.7 60.2
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 18, 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 : 120,791: 54,448 7,459 6,059 45,776 83,756 106,283 97,274: 14,508 23,517
Old : 100,815: 51,249 6,925 2,908 36,322 73,555 90,479 83,388: 10,336 17,427
Other: 19,976: 6,287 3,622 63 9,454 10,201 15,804 13,886: 4,172 6,090
: : :
: : Changes in Commitments from: October 11, 2005 :
: 5,863: 6,605 -442 2,386 3,881 2,637 12,872 4,581: -7,009 1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 6.2 5.0 37.9 69.3 88.0 80.5: 12.0 19.5
Old : 100.0: 50.8 6.9 2.9 36.0 73.0 89.7 82.7: 10.3 17.3
Other: 100.0: 31.5 18.1 0.3 47.3 51.1 79.1 69.5: 20.9 30.5
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 61 25 24 54 70 128 107:
Old : 172: 63 21 15 46 68 114 99:
Other: 99: 19 19 3 24 45 44 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 30.7 30.5 41.3 17.5 22.9 27.3 29.6
Old : 20.1 35.8 31.4 46.0 19.8 31.8 30.3 39.0
Other: 46.4 35.5 54.4 45.3 46.4 34.2 54.4 43.3
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, October 18, 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 : 35,673: 10,985 722 822 14,514 25,176 26,321 26,720: 9,352 8,953
Old : 34,606: 10,962 711 789 14,022 24,810 25,773 26,310: 8,833 8,296
Other: 1,067: 52 40 4 492 366 548 410: 519 657
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,776: 1,134 442 435 -186 929 1,383 1,806: 393 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 2.0 2.3 40.7 70.6 73.8 74.9: 26.2 25.1
Old : 100.0: 31.7 2.1 2.3 40.5 71.7 74.5 76.0: 25.5 24.0
Other: 100.0: 4.9 3.7 0.4 46.1 34.3 51.4 38.4: 48.6 61.6
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 21 6 5 18 16 42 24:
Old : 51: 23 4 4 17 16 41 23:
Other: 18: 1 4 1 7 6 8 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 : 26.5 49.3 41.6 61.6 19.2 43.2 33.0 50.5
Old : 26.6 50.0 41.9 62.7 19.3 43.8 33.5 51.7
Other: 37.0 33.6 51.4 37.6 37.0 33.6 51.0 37.6
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, October 18, 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 : 122,932: 34,110 22,802 8,684 66,998 84,224 109,792 115,710: 13,140 7,222
Old : 121,497: 34,193 23,004 8,229 66,023 83,119 108,445 114,352: 13,052 7,145
Other: 1,435: 309 190 63 975 1,105 1,347 1,358: 88 77
: : :
: : Changes in Commitments from: October 11, 2005 :
: 7,275: 8,105 -760 251 162 8,818 8,518 8,309: -1,243 -1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 18.5 7.1 54.5 68.5 89.3 94.1: 10.7 5.9
Old : 100.0: 28.1 18.9 6.8 54.3 68.4 89.3 94.1: 10.7 5.9
Other: 100.0: 21.5 13.2 4.4 67.9 77.0 93.9 94.6: 6.1 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 82 48 48 46 62 162 136:
Old : 219: 80 52 46 45 62 160 135:
Other: 29: 7 6 1 6 11 13 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 38.7 38.0 49.7 22.7 32.4 32.5 41.1
Old : 24.5 38.4 38.4 49.6 23.0 32.8 33.5 41.6
Other: 68.7 73.4 90.2 85.2 64.7 72.9 85.9 82.6
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, October 18, 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 : 27,981: 12,400 5,243 2,156 9,123 18,999 23,679 26,398: 4,302 1,583
Old : 11,951: 8,201 2,763 13 1,594 8,157 9,808 10,933: 2,143 1,018
Other: 16,030: 5,121 3,402 1,221 7,529 10,842 13,871 15,465: 2,159 565
: : :
: : Changes in Commitments from: October 11, 2005 :
: 428: 1,395 386 -5 -1,737 242 -347 623: 775 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 18.7 7.7 32.6 67.9 84.6 94.3: 15.4 5.7
Old : 100.0: 68.6 23.1 0.1 13.3 68.3 82.1 91.5: 17.9 8.5
Other: 100.0: 31.9 21.2 7.6 47.0 67.6 86.5 96.5: 13.5 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 54 20 17 19 17 82 45:
Old : 79: 40 15 2 12 16 53 32:
Other: 73: 31 18 13 15 13 53 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 44.2 37.2 62.2 26.3 42.4 36.6 57.7
Old : 30.8 43.2 46.7 63.6 30.8 42.7 46.7 63.0
Other: 36.6 53.0 49.3 73.9 36.6 50.1 47.9 67.6
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, October 18, 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 : 133,853: 29,931 29,927 1,868 93,203 96,615 125,002 128,410: 8,851 5,443
Old : 116,575: 30,091 30,124 1,295 76,584 80,064 107,970 111,483: 8,605 5,092
Other: 17,278: 197 160 216 16,619 16,551 17,032 16,927: 246 351
: : :
: : Changes in Commitments from: October 11, 2005 :
: 4,711: 2,737 -176 755 690 5,297 4,182 5,876: 529 -1,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 22.4 1.4 69.6 72.2 93.4 95.9: 6.6 4.1
Old : 100.0: 25.8 25.8 1.1 65.7 68.7 92.6 95.6: 7.4 4.4
Other: 100.0: 1.1 0.9 1.3 96.2 95.8 98.6 98.0: 1.4 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 56 47 13 54 38 116 94:
Old : 163: 56 49 12 52 38 114 93:
Other: 26: 3 1 3 14 13 17 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 28.2 46.1 48.1 20.3 20.3 29.2 32.3
Old : 27.9 27.8 45.6 47.0 26.4 21.5 38.4 35.5
Other: 61.4 87.5 89.3 95.1 48.1 67.8 67.9 72.3
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, October 18, 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 : 475,768: 165,611 39,711 29,644 205,379 374,979 400,634 444,334: 75,134 31,434
Old : 475,768: 165,611 39,711 29,644 205,379 374,979 400,634 444,334: 75,134 31,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 19,423: -5,174 3,677 -416 23,525 21,235 17,935 24,496: 1,488 -5,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 8.3 6.2 43.2 78.8 84.2 93.4: 15.8 6.6
Old : 100.0: 34.8 8.3 6.2 43.2 78.8 84.2 93.4: 15.8 6.6
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: 64 30 33 50 52 138 94:
Old : 164: 64 30 33 50 52 138 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 32.8 30.1 52.5 14.5 25.5 24.0 41.6
Old : 18.4 32.8 30.1 52.5 14.5 25.5 24.0 41.6
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 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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, October 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 85,868: 17,960 16,066 9,755 46,820 51,774 74,535 77,595: 11,333 8,273
Old : 83,965: 17,906 16,561 8,930 45,958 50,448 72,794 75,939: 11,171 8,026
Other: 1,903: 549 0 330 862 1,326 1,741 1,656: 162 247
: : :
: : Changes in Commitments from: October 11, 2005 :
: -1,994: -1,670 -3,711 -1,584 -561 1,730 -3,815 -3,565: 1,821 1,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 18.7 11.4 54.5 60.3 86.8 90.4: 13.2 9.6
Old : 100.0: 21.3 19.7 10.6 54.7 60.1 86.7 90.4: 13.3 9.6
Other: 100.0: 28.8 0.0 17.3 45.3 69.7 91.5 87.0: 8.5 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 88 75 55 90 80 214 182:
Old : 284: 88 78 55 90 80 214 182:
Other: 37: 8 0 4 13 20 21 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 : 19.6 19.5 30.6 31.6 18.6 14.8 28.1 23.2
Old : 20.1 19.6 31.2 32.0 19.1 15.2 28.8 23.7
Other: 53.9 50.8 77.7 72.1 32.0 35.4 45.5 45.0
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, October 18, 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 : 24,239: 17,026 3,343 2,022 966 17,041 20,014 22,406: 4,225 1,833
Old : 24,239: 17,026 3,343 2,022 966 17,041 20,014 22,406: 4,225 1,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 3,551: 3,320 -1,847 -1,184 -191 6,397 1,945 3,366: 1,606 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 13.8 8.3 4.0 70.3 82.6 92.4: 17.4 7.6
Old : 100.0: 70.2 13.8 8.3 4.0 70.3 82.6 92.4: 17.4 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 : 57: 35 9 2 7 6 43 17:
Old : 57: 35 9 2 7 6 43 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 : 41.7 75.0 56.2 87.4 38.5 72.4 50.5 80.4
Old : 41.7 75.0 56.2 87.4 38.5 72.4 50.5 80.4
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, October 18, 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 : 175,228: 19,689 24,275 22,244 101,093 107,849 143,026 154,368: 32,202 20,860
Old : 175,228: 19,689 24,275 22,244 101,093 107,849 143,026 154,368: 32,202 20,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 2,718: -671 3,019 1,264 3,665 236 4,258 4,519: -1,540 -1,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 13.9 12.7 57.7 61.5 81.6 88.1: 18.4 11.9
Old : 100.0: 11.2 13.9 12.7 57.7 61.5 81.6 88.1: 18.4 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 33 29 39 68 63 120 114:
Old : 138: 33 29 39 68 63 120 114:
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 : 18.5 19.4 29.3 28.8 14.0 15.0 21.0 21.6
Old : 18.5 19.4 29.3 28.8 14.0 15.0 21.0 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, October 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, October 18, 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 : 556,099: 56,364 80,419 187,491 246,450 262,293 490,305 530,203: 65,794 25,896
Old : 556,099: 56,364 80,419 187,491 246,450 262,293 490,305 530,203: 65,794 25,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -803: -1,033 5,574 245 4,581 -1,222 3,793 4,597: -4,596 -5,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.5 33.7 44.3 47.2 88.2 95.3: 11.8 4.7
Old : 100.0: 10.1 14.5 33.7 44.3 47.2 88.2 95.3: 11.8 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 54 41 68 92 79 182 154:
Old : 193: 54 41 68 92 79 182 154:
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 : 22.8 29.8 32.8 43.9 8.4 15.5 12.5 21.3
Old : 22.8 29.8 32.8 43.9 8.4 15.5 12.5 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, 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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, October 18, 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 : 101,262: 8,500 3,848 2,302 80,796 85,016 91,598 91,166: 9,664 10,096
Old : 101,262: 8,500 3,848 2,302 80,796 85,016 91,598 91,166: 9,664 10,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 822: -762 604 -906 2,788 1,430 1,120 1,128: -298 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.8 2.3 79.8 84.0 90.5 90.0: 9.5 10.0
Old : 100.0: 8.4 3.8 2.3 79.8 84.0 90.5 90.0: 9.5 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 : 36: 4 2 4 25 26 30 31:
Old : 36: 4 2 4 25 26 30 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 : 51.8 35.7 65.2 58.7 47.8 33.4 57.7 53.3
Old : 51.8 35.7 65.2 58.7 47.8 33.4 57.7 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, 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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, October 18, 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 : 55,219: 5,899 8,332 0 42,845 39,591 48,744 47,923: 6,475 7,296
Old : 55,219: 5,899 8,332 0 42,845 39,591 48,744 47,923: 6,475 7,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 15.1 0.0 77.6 71.7 88.3 86.8: 11.7 13.2
Old : 100.0: 10.7 15.1 0.0 77.6 71.7 88.3 86.8: 11.7 13.2
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 : 23: 2 2 0 13 14 15 16:
Old : 23: 2 2 0 13 14 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 51.1 75.8 72.9 53.5 48.1 72.0 68.4
Old : 55.6 51.1 75.8 72.9 53.5 48.1 72.0 68.4
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 18, 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 : 70,209: 2 20,600 1,549 62,190 45,573 63,741 67,722: 6,468 2,487
Old : 70,209: 2 20,600 1,549 62,190 45,573 63,741 67,722: 6,468 2,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,828: 0 -1,306 -699 1,855 4,479 1,156 2,474: 672 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 29.3 2.2 88.6 64.9 90.8 96.5: 9.2 3.5
Old : 100.0: 0.0 29.3 2.2 88.6 64.9 90.8 96.5: 9.2 3.5
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 : 25: 1 3 4 18 18 22 22:
Old : 25: 1 3 4 18 18 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 : 49.0 55.6 69.0 73.3 39.6 50.9 55.9 63.2
Old : 49.0 55.6 69.0 73.3 39.6 50.9 55.9 63.2
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, October 18, 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 : 70,256: 25,249 11,246 2,798 34,380 49,297 62,427 63,341: 7,829 6,915
Old : 70,256: 25,249 11,246 2,798 34,380 49,297 62,427 63,341: 7,829 6,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 2,078: 3,180 -1,680 -1,042 -314 3,960 1,824 1,238: 254 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 16.0 4.0 48.9 70.2 88.9 90.2: 11.1 9.8
Old : 100.0: 35.9 16.0 4.0 48.9 70.2 88.9 90.2: 11.1 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 5 3 16 16 20 22:
Old : 26: 2 5 3 16 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 : 59.0 45.5 75.3 61.8 49.3 37.1 56.5 49.4
Old : 59.0 45.5 75.3 61.8 49.3 37.1 56.5 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, October 18, 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 : 63,890: 0 4,612 1,327 60,316 48,448 61,643 54,387: 2,247 9,503
Old : 63,890: 0 4,612 1,327 60,316 48,448 61,643 54,387: 2,247 9,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 849: 0 -1,293 990 344 1,237 1,334 934: -485 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 2.1 94.4 75.8 96.5 85.1: 3.5 14.9
Old : 100.0: 0.0 7.2 2.1 94.4 75.8 96.5 85.1: 3.5 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 16 18 17 19:
Old : 22: 0 1 1 16 18 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 38.9 80.4 64.4 58.8 37.6 68.8 54.5
Old : 63.9 38.9 80.4 64.4 58.8 37.6 68.8 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, October 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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, October 18, 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 : 65,528: 0 8,846 2,628 55,229 46,137 57,857 57,611: 7,671 7,917
Old : 65,528: 0 8,846 2,628 55,229 46,137 57,857 57,611: 7,671 7,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 923: 0 -1,696 1,426 -24 1,068 1,402 798: -479 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.5 4.0 84.3 70.4 88.3 87.9: 11.7 12.1
Old : 100.0: 0.0 13.5 4.0 84.3 70.4 88.3 87.9: 11.7 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 : 25: 0 2 2 20 13 22 15:
Old : 25: 0 2 2 20 13 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 54.4 56.1 77.9 25.4 43.0 38.7 54.3
Old : 33.4 54.4 56.1 77.9 25.4 43.0 38.7 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, 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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, October 18, 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 : 45,901: 0 2,241 440 37,211 38,688 37,651 41,369: 8,250 4,532
Old : 45,901: 0 2,241 440 37,211 38,688 37,651 41,369: 8,250 4,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 2,050: 0 308 278 1,772 1,464 2,050 2,050: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 1.0 81.1 84.3 82.0 90.1: 18.0 9.9
Old : 100.0: 0.0 4.9 1.0 81.1 84.3 82.0 90.1: 18.0 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 : 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 : 60.6 67.9 75.8 85.3 59.4 67.6 70.9 81.4
Old : 60.6 67.9 75.8 85.3 59.4 67.6 70.9 81.4
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, October 18, 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 : 57,843: 6,041 1,398 5,974 37,248 43,861 49,263 51,233: 8,580 6,610
Old : 57,843: 6,041 1,398 5,974 37,248 43,861 49,263 51,233: 8,580 6,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 802: -1,510 0 1,510 -233 -560 -233 950: 1,035 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 2.4 10.3 64.4 75.8 85.2 88.6: 14.8 11.4
Old : 100.0: 10.4 2.4 10.3 64.4 75.8 85.2 88.6: 14.8 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 : 25: 2 2 3 16 19 19 23:
Old : 25: 2 2 3 16 19 19 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 : 54.1 38.3 73.1 59.7 26.6 24.1 38.7 34.7
Old : 54.1 38.3 73.1 59.7 26.6 24.1 38.7 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, 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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, October 18, 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 : 1,364,215: 342,387 82,661 248,590 750,274 1,018,096 1,341,251 1,349,347: 22,964 14,868
Old : 1,364,215: 342,387 82,661 248,590 750,274 1,018,096 1,341,251 1,349,347: 22,964 14,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 63,973: -5,699 5,404 26,347 39,326 28,499 59,974 60,250: 3,999 3,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 6.1 18.2 55.0 74.6 98.3 98.9: 1.7 1.1
Old : 100.0: 25.1 6.1 18.2 55.0 74.6 98.3 98.9: 1.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 28 12 34 87 78 125 114:
Old : 133: 28 12 34 87 78 125 114:
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 : 23.1 25.2 36.7 41.1 17.0 18.4 25.1 29.9
Old : 23.1 25.2 36.7 41.1 17.0 18.4 25.1 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, October 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, October 18, 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 : 250,677: 70,626 71,969 56,342 120,230 120,366 247,198 248,677: 3,479 2,000
Old : 250,677: 70,626 71,969 56,342 120,230 120,366 247,198 248,677: 3,479 2,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 20,980: 1,819 19,835 896 18,115 172 20,830 20,903: 150 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 28.7 22.5 48.0 48.0 98.6 99.2: 1.4 0.8
Old : 100.0: 28.2 28.7 22.5 48.0 48.0 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 : 47: 10 9 15 27 26 45 42:
Old : 47: 10 9 15 27 26 45 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 : 32.4 51.8 53.9 67.2 25.2 34.0 35.6 42.3
Old : 32.4 51.8 53.9 67.2 25.2 34.0 35.6 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, October 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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, October 18, 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 : 76,100: 27,610 10,460 10,062 38,220 55,138 75,892 75,660: 208 440
Old : 76,100: 27,610 10,460 10,062 38,220 55,138 75,892 75,660: 208 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -183: 1,500 1,400 -620 -463 -1,243 417 -463: -600 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 13.7 13.2 50.2 72.5 99.7 99.4: 0.3 0.6
Old : 100.0: 36.3 13.7 13.2 50.2 72.5 99.7 99.4: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 6 9 35 40 45 49:
Old : 50: 4 6 9 35 40 45 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 41.8 69.4 60.8 50.8 37.3 56.5 51.9
Old : 58.9 41.8 69.4 60.8 50.8 37.3 56.5 51.9
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, October 18, 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 : 27,598: 5,185 4,848 2,518 19,789 19,617 27,492 26,983: 106 615
Old : 27,598: 5,185 4,848 2,518 19,789 19,617 27,492 26,983: 106 615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 568: 1,484 -40 40 -1,062 462 462 462: 106 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 17.6 9.1 71.7 71.1 99.6 97.8: 0.4 2.2
Old : 100.0: 18.8 17.6 9.1 71.7 71.1 99.6 97.8: 0.4 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 : 36: 4 3 6 20 23 27 29:
Old : 36: 4 3 6 20 23 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 53.6 77.9 74.2 54.4 49.7 72.5 67.6
Old : 58.3 53.6 77.9 74.2 54.4 49.7 72.5 67.6
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, October 18, 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 : 9,243: 743 3,295 2,454 6,046 3,494 9,243 9,243: 0 0
Old : 9,243: 743 3,295 2,454 6,046 3,494 9,243 9,243: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 445: 59 689 4 382 -248 445 445: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 35.6 26.5 65.4 37.8 100.0 100.0: 0.0 0.0
Old : 100.0: 8.0 35.6 26.5 65.4 37.8 100.0 100.0: 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: 3 3 3 14 9 19 13:
Old : 24: 3 3 3 14 9 19 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 : 41.4 62.2 66.4 90.3 30.0 48.0 51.6 63.9
Old : 41.4 62.2 66.4 90.3 30.0 48.0 51.6 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, October 18, 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 : 17,530: 2,900 3,868 1,972 12,238 11,430 17,110 17,270: 420 260
Old : 17,530: 2,900 3,868 1,972 12,238 11,430 17,110 17,270: 420 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -60: -240 -120 120 20 -10 -100 -10: 40 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 22.1 11.2 69.8 65.2 97.6 98.5: 2.4 1.5
Old : 100.0: 16.5 22.1 11.2 69.8 65.2 97.6 98.5: 2.4 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 4 7 20 21 27 28:
Old : 31: 3 4 7 20 21 27 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 : 45.9 56.5 69.8 78.2 39.2 45.7 55.4 60.8
Old : 45.9 56.5 69.8 78.2 39.2 45.7 55.4 60.8
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, October 18, 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 : 24,366: 11,360 120 1,530 10,618 22,424 23,508 24,074: 858 292
Old : 24,366: 11,360 120 1,530 10,618 22,424 23,508 24,074: 858 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 90: -50 0 50 260 0 260 50: -170 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 0.5 6.3 43.6 92.0 96.5 98.8: 3.5 1.2
Old : 100.0: 46.6 0.5 6.3 43.6 92.0 96.5 98.8: 3.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 3 22 25 25 28:
Old : 31: 2 1 3 22 25 25 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 : 67.8 54.3 79.0 76.0 59.8 50.9 69.3 68.2
Old : 67.8 54.3 79.0 76.0 59.8 50.9 69.3 68.2
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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, October 18, 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 : 9,656: 1,630 120 820 6,902 8,616 9,352 9,556: 304 100
Old : 9,656: 1,630 120 820 6,902 8,616 9,352 9,556: 304 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 510: -310 0 0 540 690 230 690: 280 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 1.2 8.5 71.5 89.2 96.9 99.0: 3.1 1.0
Old : 100.0: 16.9 1.2 8.5 71.5 89.2 96.9 99.0: 3.1 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 : 22: 2 1 2 16 11 18 14:
Old : 22: 2 1 2 16 11 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 73.4 82.8 90.3 48.4 69.2 67.0 75.1
Old : 59.0 73.4 82.8 90.3 48.4 69.2 67.0 75.1
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 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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, October 18, 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 : 860,139: 123,903 150,021 133,867 549,911 503,139 807,681 787,027: 52,458 73,112
Old : 860,139: 123,903 150,021 133,867 549,911 503,139 807,681 787,027: 52,458 73,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 7,770: 17,028 2,576 -8,261 4,099 17,286 12,866 11,601: -5,096 -3,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 17.4 15.6 63.9 58.5 93.9 91.5: 6.1 8.5
Old : 100.0: 14.4 17.4 15.6 63.9 58.5 93.9 91.5: 6.1 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 : 244: 55 95 92 79 80 195 211:
Old : 244: 55 95 92 79 80 195 211:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.2 36.9 28.3 20.4 12.2 28.3 18.3
Old : 24.9 18.2 36.9 28.3 20.4 12.2 28.3 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, 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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, October 18, 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 : 13,255: 9,073 2,463 165 1,431 10,164 10,669 12,792: 2,586 463
Old : 13,255: 9,073 2,463 165 1,431 10,164 10,669 12,792: 2,586 463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 139: 443 -505 -15 31 628 459 108: -320 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 18.6 1.2 10.8 76.7 80.5 96.5: 19.5 3.5
Old : 100.0: 68.4 18.6 1.2 10.8 76.7 80.5 96.5: 19.5 3.5
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 : 112: 63 10 3 11 27 76 40:
Old : 112: 63 10 3 11 27 76 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 : 23.8 33.2 36.9 51.0 23.8 33.2 36.9 51.0
Old : 23.8 33.2 36.9 51.0 23.8 33.2 36.9 51.0
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, October 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 12,560: 9,361 536 12 848 10,670 10,221 11,218: 2,339 1,342
Old : 12,560: 9,361 536 12 848 10,670 10,221 11,218: 2,339 1,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -895: -975 -19 0 295 -842 -680 -861: -215 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 4.3 0.1 6.8 85.0 81.4 89.3: 18.6 10.7
Old : 100.0: 74.5 4.3 0.1 6.8 85.0 81.4 89.3: 18.6 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 : 56: 27 5 1 12 20 39 26:
Old : 56: 27 5 1 12 20 39 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 : 36.3 47.4 53.3 72.4 36.3 45.7 53.3 70.7
Old : 36.3 47.4 53.3 72.4 36.3 45.7 53.3 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, October 18, 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 : 133,768: 27,635 3,897 10,977 82,743 109,508 121,355 124,382: 12,413 9,386
Old : 133,768: 27,635 3,897 10,977 82,743 109,508 121,355 124,382: 12,413 9,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -1,040: 1,367 1,492 -1,331 1,337 -329 1,373 -168: -2,413 -872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 2.9 8.2 61.9 81.9 90.7 93.0: 9.3 7.0
Old : 100.0: 20.7 2.9 8.2 61.9 81.9 90.7 93.0: 9.3 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 : 147: 48 13 33 62 74 121 111:
Old : 147: 48 13 33 62 74 121 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 25.1 40.1 40.0 18.3 18.6 27.5 29.6
Old : 24.4 25.1 40.1 40.0 18.3 18.6 27.5 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, 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
Updated October 28, 2005