WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 25, 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 : 298,757: 49,596 80,328 46,467 179,877 131,602 275,940 258,397: 22,817 40,360
Old : 256,505: 51,102 83,992 28,901 155,793 116,553 235,796 229,446: 20,709 27,059
Other: 42,252: 14,482 12,324 1,578 24,084 15,049 40,144 28,951: 2,108 13,301
: : :
: : Changes in Commitments from: October 18, 2005 :
: 5,106: -2,656 13,864 1,387 8,089 -9,067 6,820 6,184: -1,714 -1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 26.9 15.6 60.2 44.0 92.4 86.5: 7.6 13.5
Old : 100.0: 19.9 32.7 11.3 60.7 45.4 91.9 89.5: 8.1 10.5
Other: 100.0: 34.3 29.2 3.7 57.0 35.6 95.0 68.5: 5.0 31.5
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 61 114 80 46 64 173 216:
Old : 264: 65 120 62 43 57 154 201:
Other: 137: 43 36 12 17 55 63 100:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 26.7 45.7 32.6 30.2 19.6 43.1 24.7
Old : 33.8 30.5 48.9 36.7 33.8 28.1 48.9 33.9
Other: 51.6 16.9 65.2 23.7 50.7 16.3 64.3 23.1
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
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 25, 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 : 827,308: 151,524 166,063 85,522 452,029 383,857 689,075 635,442: 138,233 191,866
Old : 777,722: 136,911 170,789 75,973 434,773 356,310 647,657 603,072: 130,065 174,650
Other: 49,586: 22,583 3,244 1,579 17,256 27,547 41,418 32,370: 8,168 17,216
: : :
: : Changes in Commitments from: October 18, 2005 :
: 30,173: -305 3,627 21,060 12,496 10,111 33,251 34,798: -3,078 -4,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 20.1 10.3 54.6 46.4 83.3 76.8: 16.7 23.2
Old : 100.0: 17.6 22.0 9.8 55.9 45.8 83.3 77.5: 16.7 22.5
Other: 100.0: 45.5 6.5 3.2 34.8 55.6 83.5 65.3: 16.5 34.7
: : :
:# Traders : Number of Traders in Each Category :
All : 561: 145 130 119 184 188 404 394:
Old : 553: 135 141 106 178 183 388 381:
Other: 235: 60 27 5 38 120 100 150:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 19.4 33.0 24.5 19.8 16.3 28.9 20.9
Old : 23.7 18.9 34.8 24.4 20.8 15.7 30.5 20.6
Other: 19.5 30.7 32.7 37.0 19.1 30.3 30.8 35.7
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
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 25, 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 : 7,283: 3,850 317 17 897 5,609 4,764 5,943: 2,519 1,340
Old : 7,274: 3,850 317 17 894 5,608 4,761 5,942: 2,513 1,332
Other: 9: 0 0 0 3 1 3 1: 6 8
: : :
: : Changes in Commitments from: October 18, 2005 :
: 386: 307 -31 -27 4 304 284 246: 102 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 4.4 0.2 12.3 77.0 65.4 81.6: 34.6 18.4
Old : 100.0: 52.9 4.4 0.2 12.3 77.1 65.5 81.7: 34.5 18.3
Other: 100.0: 0.0 0.0 0.0 33.3 11.1 33.3 11.1: 66.7 88.9
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 16 4 2 9 13 27 17:
Old : 37: 16 4 2 9 13 27 17:
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 : 32.7 50.7 47.3 68.6 32.7 48.1 47.3 65.2
Old : 32.8 50.8 47.3 68.7 32.8 48.2 47.3 65.3
Other: 33.3 11.1 33.3 11.1 22.2 0.0 22.2 0.0
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 25, 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 : 289,231: 44,149 43,187 28,878 164,848 136,267 237,875 208,332: 51,356 80,899
Old : 274,400: 44,344 44,865 22,553 157,830 131,142 224,727 198,560: 49,673 75,840
Other: 14,831: 5,598 4,115 532 7,018 5,125 13,148 9,772: 1,683 5,059
: : :
: : Changes in Commitments from: October 18, 2005 :
: -9,560: -16,676 -5,868 -3,783 8,071 -1,416 -12,388 -11,067: 2,828 1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 14.9 10.0 57.0 47.1 82.2 72.0: 17.8 28.0
Old : 100.0: 16.2 16.4 8.2 57.5 47.8 81.9 72.4: 18.1 27.6
Other: 100.0: 37.7 27.7 3.6 47.3 34.6 88.7 65.9: 11.3 34.1
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 58 93 78 93 102 210 234:
Old : 293: 61 94 67 92 100 203 225:
Other: 108: 16 26 4 21 49 39 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.4 30.3 25.0 18.5 13.4 26.9 17.7
Old : 20.2 19.0 31.0 25.7 20.2 14.0 28.9 18.6
Other: 44.8 28.1 66.5 40.5 42.1 28.1 62.8 39.6
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 25, 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 : 168,801: 42,052 8,936 23,590 77,930 123,727 143,572 156,253: 25,229 12,548
Old : 160,584: 43,476 8,978 19,598 73,456 120,101 136,530 148,677: 24,054 11,907
Other: 8,217: 2,400 3,782 168 4,474 3,626 7,042 7,576: 1,175 641
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,877: -1,511 -626 1,723 1,248 -1,927 1,460 -830: -3,337 -1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.3 14.0 46.2 73.3 85.1 92.6: 14.9 7.4
Old : 100.0: 27.1 5.6 12.2 45.7 74.8 85.0 92.6: 15.0 7.4
Other: 100.0: 29.2 46.0 2.0 54.4 44.1 85.7 92.2: 14.3 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 48 19 35 45 51 115 98:
Old : 144: 57 17 31 44 50 113 93:
Other: 37: 4 16 3 12 11 19 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 38.3 33.2 53.8 20.8 35.9 30.1 46.1
Old : 22.1 39.0 33.3 54.7 21.9 36.8 31.7 49.0
Other: 69.7 34.0 81.9 56.7 62.3 30.0 71.8 49.8
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 25, 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 : 595,634: 85,206 119,681 7,958 390,773 290,083 483,937 417,722: 111,697 177,912
Old : 595,634: 85,206 119,681 7,958 390,773 290,083 483,937 417,722: 111,697 177,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,351: -7,676 -783 3,934 4,441 -2,286 699 865: 652 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 20.1 1.3 65.6 48.7 81.2 70.1: 18.8 29.9
Old : 100.0: 14.3 20.1 1.3 65.6 48.7 81.2 70.1: 18.8 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: 23 36 23 62 69 99 114:
Old : 154: 23 36 23 62 69 99 114:
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 : 24.3 14.1 35.3 24.3 20.8 13.2 29.7 22.1
Old : 24.3 14.1 35.3 24.3 20.8 13.2 29.7 22.1
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, October 25, 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 : 138,721: 18,847 21,102 14,799 72,498 77,128 106,144 113,029: 32,577 25,692
Old : 132,981: 19,121 21,521 12,565 69,515 73,932 101,201 108,018: 31,780 24,963
Other: 5,740: 895 750 1,065 2,983 3,196 4,943 5,011: 797 729
: : :
: : Changes in Commitments from: October 18, 2005 :
: 3,289: -1,714 2,381 -289 1,263 -738 -740 1,354: 4,029 1,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.2 10.7 52.3 55.6 76.5 81.5: 23.5 18.5
Old : 100.0: 14.4 16.2 9.4 52.3 55.6 76.1 81.2: 23.9 18.8
Other: 100.0: 15.6 13.1 18.6 52.0 55.7 86.1 87.3: 13.9 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 28 36 30 43 42 91 100:
Old : 129: 29 38 30 43 40 91 97:
Other: 36: 11 8 6 14 11 28 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 : 26.4 31.2 36.5 40.9 19.2 20.9 24.6 27.2
Old : 26.5 31.7 36.3 41.3 19.7 21.8 25.2 28.2
Other: 40.6 39.1 62.8 64.4 30.2 31.9 42.8 43.5
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 25, 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 : 7,420: 2,494 738 801 2,502 4,619 5,797 6,158: 1,623 1,262
Old : 7,412: 2,495 738 800 2,502 4,619 5,797 6,157: 1,615 1,255
Other: 8: 0 1 0 0 0 0 1: 8 7
: : :
: : Changes in Commitments from: October 18, 2005 :
: -54: -130 15 -102 188 -177 -44 -264: -10 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 9.9 10.8 33.7 62.3 78.1 83.0: 21.9 17.0
Old : 100.0: 33.7 10.0 10.8 33.8 62.3 78.2 83.1: 21.8 16.9
Other: 100.0: 0.0 12.5 0.0 0.0 0.0 0.0 12.5: 100.0 87.5
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 13 5 6 14 15 30 23:
Old : 41: 13 5 6 14 15 30 23:
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 : 30.5 49.6 47.2 66.4 28.3 35.7 40.0 49.9
Old : 30.5 49.7 47.2 66.5 28.3 35.7 40.0 49.9
Other: 0.0 12.5 0.0 12.5 0.0 12.5 0.0 12.5
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 25, 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 : 372,316: 101,461 97,277 2,097 193,658 165,637 297,216 265,011: 75,100 107,305
Old : 372,316: 101,461 97,277 2,097 193,658 165,637 297,216 265,011: 75,100 107,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 17,236: 7,897 10,900 45 4,287 -1,692 12,229 9,253: 5,007 7,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 26.1 0.6 52.0 44.5 79.8 71.2: 20.2 28.8
Old : 100.0: 27.3 26.1 0.6 52.0 44.5 79.8 71.2: 20.2 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 : 118: 23 26 5 46 49 71 78:
Old : 118: 23 26 5 46 49 71 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 16.4 39.1 26.0 27.4 15.5 38.5 24.9
Old : 27.4 16.4 39.1 26.0 27.4 15.5 38.5 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, October 25, 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 : 1,729,381: 349,595 432,913 36,675 1,101,705 862,563 1,487,975 1,332,151: 241,406 397,230
Old : 1,729,381: 349,595 432,913 36,675 1,101,705 862,563 1,487,975 1,332,151: 241,406 397,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 51,150: -53,192 67,336 3,796 81,436 -29,411 32,040 41,721: 19,110 9,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 25.0 2.1 63.7 49.9 86.0 77.0: 14.0 23.0
Old : 100.0: 20.2 25.0 2.1 63.7 49.9 86.0 77.0: 14.0 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 : 257: 58 60 31 90 102 158 183:
Old : 257: 58 60 31 90 102 158 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 26.9 42.2 34.8 30.0 26.4 39.8 32.9
Old : 31.9 26.9 42.2 34.8 30.0 26.4 39.8 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 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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, October 25, 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 : 1,409,649: 259,179 461,204 27,827 989,766 615,064 1,276,772 1,104,095: 132,877 305,554
Old : 1,409,649: 259,179 461,204 27,827 989,766 615,064 1,276,772 1,104,095: 132,877 305,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 56,470: 4,948 37,345 1,818 51,481 267 58,247 39,430: -1,777 17,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 32.7 2.0 70.2 43.6 90.6 78.3: 9.4 21.7
Old : 100.0: 18.4 32.7 2.0 70.2 43.6 90.6 78.3: 9.4 21.7
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 : 188: 43 45 28 65 67 116 132:
Old : 188: 43 45 28 65 67 116 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 24.4 47.3 35.4 35.4 24.0 45.0 34.3
Old : 36.2 24.4 47.3 35.4 35.4 24.0 45.0 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 25, 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 : 452,728: 156,746 105,379 65,271 185,862 245,933 407,879 416,583: 44,849 36,145
Old : 452,728: 156,746 105,379 65,271 185,862 245,933 407,879 416,583: 44,849 36,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 29,701: 17,996 89 5,064 4,275 22,947 27,335 28,100: 2,366 1,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 23.3 14.4 41.1 54.3 90.1 92.0: 9.9 8.0
Old : 100.0: 34.6 23.3 14.4 41.1 54.3 90.1 92.0: 9.9 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 : 128: 35 28 31 54 50 109 90:
Old : 128: 35 28 31 54 50 109 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 : 25.8 22.8 39.0 36.5 23.2 18.4 31.6 27.9
Old : 25.8 22.8 39.0 36.5 23.2 18.4 31.6 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, October 25, 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 : 37,850: 4,841 8,985 12 25,780 17,207 30,633 26,204: 7,217 11,646
Old : 37,850: 4,841 8,985 12 25,780 17,207 30,633 26,204: 7,217 11,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,572: -1,039 1,845 10 2,194 -599 1,165 1,256: 407 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 23.7 0.0 68.1 45.5 80.9 69.2: 19.1 30.8
Old : 100.0: 12.8 23.7 0.0 68.1 45.5 80.9 69.2: 19.1 30.8
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: 10 13 1 19 10 30 23:
Old : 51: 10 13 1 19 10 30 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 39.8 59.8 53.4 44.2 39.8 59.8 53.3
Old : 44.2 39.8 59.8 53.4 44.2 39.8 59.8 53.3
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, October 25, 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 : 66,951: 28,373 27,237 539 20,768 28,479 49,680 56,255: 17,271 10,696
Old : 66,951: 28,373 27,237 539 20,768 28,479 49,680 56,255: 17,271 10,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -2,731: 625 -8,098 -89 -2,018 5,336 -1,482 -2,851: -1,249 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 40.7 0.8 31.0 42.5 74.2 84.0: 25.8 16.0
Old : 100.0: 42.4 40.7 0.8 31.0 42.5 74.2 84.0: 25.8 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 : 74: 25 20 4 20 12 46 35:
Old : 74: 25 20 4 20 12 46 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 54.9 48.4 64.5 36.2 54.6 47.3 63.7
Old : 36.2 54.9 48.4 64.5 36.2 54.6 47.3 63.7
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, October 25, 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 : 33,398: 6,779 3,456 62 26,179 29,117 33,020 32,635: 378 763
Old : 33,398: 6,779 3,456 62 26,179 29,117 33,020 32,635: 378 763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,531: -1,895 -144 0 394 -1,454 -1,501 -1,598: -30 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 10.3 0.2 78.4 87.2 98.9 97.7: 1.1 2.3
Old : 100.0: 20.3 10.3 0.2 78.4 87.2 98.9 97.7: 1.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 7 12 3 17 21 26 34:
Old : 52: 7 12 3 17 21 26 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 : 62.8 53.0 82.7 73.7 62.1 47.6 77.0 64.7
Old : 62.8 53.0 82.7 73.7 62.1 47.6 77.0 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, 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 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 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,002: 661 2,444 465 13,183 9,294 14,309 12,203: 5,693 7,799
Old : 20,002: 661 2,444 465 13,183 9,294 14,309 12,203: 5,693 7,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 240: 257 17 -28 47 100 276 89: -36 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 12.2 2.3 65.9 46.5 71.5 61.0: 28.5 39.0
Old : 100.0: 3.3 12.2 2.3 65.9 46.5 71.5 61.0: 28.5 39.0
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 : 33: 4 8 8 17 13 27 23:
Old : 33: 4 8 8 17 13 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 32.4 60.9 47.5 44.4 29.5 59.4 42.3
Old : 44.4 32.4 60.9 47.5 44.4 29.5 59.4 42.3
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, October 25, 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 : 112,411: 23,514 23,752 24,959 48,840 33,078 97,313 81,789: 15,098 30,622
Old : 112,345: 23,514 23,752 24,959 48,840 33,061 97,313 81,772: 15,032 30,573
Other: 66: 0 0 0 0 17 0 17: 66 49
: : :
: : Changes in Commitments from: October 18, 2005 :
: 2,285: -63 3,326 -114 1,936 -595 1,759 2,617: 526 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 21.1 22.2 43.4 29.4 86.6 72.8: 13.4 27.2
Old : 100.0: 20.9 21.1 22.2 43.5 29.4 86.6 72.8: 13.4 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 25.8 0.0 25.8: 100.0 74.2
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 47 48 59 25 37 117 114:
Old : 160: 47 48 59 25 37 117 114:
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 : 28.3 17.3 40.4 28.2 28.3 14.5 39.4 22.3
Old : 28.3 17.3 40.4 28.2 28.3 14.5 39.5 22.3
Other: 0.0 25.8 0.0 25.8 0.0 25.8 0.0 25.8
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, October 25, 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 : 1,354: 517 392 57 216 132 790 581: 564 773
Old : 1,354: 517 392 57 216 132 790 581: 564 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -79: -162 -107 6 50 4 -106 -97: 27 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 29.0 4.2 16.0 9.7 58.3 42.9: 41.7 57.1
Old : 100.0: 38.2 29.0 4.2 16.0 9.7 58.3 42.9: 41.7 57.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 10 2 4 4 14 14:
Old : 24: 8 10 2 4 4 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 : 36.0 25.2 47.7 36.1 36.0 24.2 46.5 33.8
Old : 36.0 25.2 47.7 36.1 36.0 24.2 46.5 33.8
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 25, 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 : 168,332: 53,274 16,287 24,843 71,404 80,364 149,521 121,494: 18,811 46,838
Old : 168,332: 53,274 16,287 24,843 71,404 80,364 149,521 121,494: 18,811 46,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 3,209: 2,234 -110 1,320 -16 1,872 3,538 3,082: -329 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 9.7 14.8 42.4 47.7 88.8 72.2: 11.2 27.8
Old : 100.0: 31.6 9.7 14.8 42.4 47.7 88.8 72.2: 11.2 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 : 263: 71 54 57 64 115 178 191:
Old : 263: 71 54 57 64 115 178 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 10.9 36.3 17.9 23.0 8.0 33.5 13.7
Old : 23.0 10.9 36.3 17.9 23.0 8.0 33.5 13.7
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, October 25, 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 : 3,814: 968 763 211 811 1,271 1,990 2,245: 1,824 1,569
Old : 3,814: 968 763 211 811 1,271 1,990 2,245: 1,824 1,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -82: -80 -212 73 -27 179 -34 40: -48 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 20.0 5.5 21.3 33.3 52.2 58.9: 47.8 41.1
Old : 100.0: 25.4 20.0 5.5 21.3 33.3 52.2 58.9: 47.8 41.1
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 : 49: 12 16 6 14 18 30 36:
Old : 49: 12 16 6 14 18 30 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 : 26.4 18.7 37.5 29.2 25.6 17.3 32.9 26.5
Old : 26.4 18.7 37.5 29.2 25.6 17.3 32.9 26.5
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 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, October 25, 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 : 27,279: 11,726 3,564 2,904 7,436 7,791 22,066 14,259: 5,213 13,020
Old : 27,279: 11,726 3,564 2,904 7,436 7,791 22,066 14,259: 5,213 13,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -200: -408 561 -237 186 -333 -459 -9: 259 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 13.1 10.6 27.3 28.6 80.9 52.3: 19.1 47.7
Old : 100.0: 43.0 13.1 10.6 27.3 28.6 80.9 52.3: 19.1 47.7
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 : 133: 45 19 20 38 45 98 73:
Old : 133: 45 19 20 38 45 98 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 : 14.7 17.8 25.0 23.1 14.7 13.8 24.5 18.6
Old : 14.7 17.8 25.0 23.1 14.7 13.8 24.5 18.6
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, October 25, 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 : 104,625: 43,849 6,904 793 27,732 79,945 72,374 87,642: 32,251 16,983
Old : 104,625: 43,849 6,904 793 27,732 79,945 72,374 87,642: 32,251 16,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -7,729: -7,410 -1,543 12 937 -7,450 -6,461 -8,981: -1,268 1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 6.6 0.8 26.5 76.4 69.2 83.8: 30.8 16.2
Old : 100.0: 41.9 6.6 0.8 26.5 76.4 69.2 83.8: 30.8 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 29 14 5 19 24 50 41:
Old : 81: 29 14 5 19 24 50 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 : 24.9 35.8 37.3 59.9 24.9 35.5 37.3 59.6
Old : 24.9 35.8 37.3 59.9 24.9 35.5 37.3 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, 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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, October 25, 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 : 66,764: 12,814 33,657 356 44,806 13,183 57,976 47,196: 8,788 19,568
Old : 66,764: 12,814 33,657 356 44,806 13,183 57,976 47,196: 8,788 19,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -13,558: -1,144 -11,283 356 -13,691 2,369 -14,479 -8,558: 921 -5,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 50.4 0.5 67.1 19.7 86.8 70.7: 13.2 29.3
Old : 100.0: 19.2 50.4 0.5 67.1 19.7 86.8 70.7: 13.2 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 : 51: 6 25 3 15 9 24 34:
Old : 51: 6 25 3 15 9 24 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 : 36.0 28.6 65.2 39.9 34.7 28.4 63.4 39.6
Old : 36.0 28.6 65.2 39.9 34.7 28.4 63.4 39.6
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 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, October 25, 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 : 64,329: 26,719 12,048 20 31,075 46,847 57,814 58,915: 6,515 5,414
Old : 64,329: 26,719 12,048 20 31,075 46,847 57,814 58,915: 6,515 5,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,229: -180 5,459 20 664 -3,594 504 1,885: 725 -656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 18.7 0.0 48.3 72.8 89.9 91.6: 10.1 8.4
Old : 100.0: 41.5 18.7 0.0 48.3 72.8 89.9 91.6: 10.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 35 18 1 13 16 49 34:
Old : 80: 35 18 1 13 16 49 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 : 35.6 62.6 53.7 77.2 35.2 62.6 53.3 77.2
Old : 35.6 62.6 53.7 77.2 35.2 62.6 53.3 77.2
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, October 25, 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 : 74,286: 12,541 26,582 180 44,302 29,131 57,023 55,893: 17,263 18,393
Old : 74,286: 12,541 26,582 180 44,302 29,131 57,023 55,893: 17,263 18,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -9,443: 1,950 -5,059 176 -9,122 1,143 -6,996 -3,740: -2,447 -5,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 35.8 0.2 59.6 39.2 76.8 75.2: 23.2 24.8
Old : 100.0: 16.9 35.8 0.2 59.6 39.2 76.8 75.2: 23.2 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 11 17 3 21 15 35 32:
Old : 56: 11 17 3 21 15 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 39.3 52.6 55.7 23.7 34.6 38.6 44.2
Old : 34.7 39.3 52.6 55.7 23.7 34.6 38.6 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, 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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 25, 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 : 195,218: 20,098 86,780 100 147,875 76,634 168,073 163,514: 27,145 31,704
Old : 195,218: 20,098 86,780 100 147,875 76,634 168,073 163,514: 27,145 31,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -4,460: -116 -75 67 -2,008 3,816 -2,057 3,808: -2,403 -8,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 44.5 0.1 75.7 39.3 86.1 83.8: 13.9 16.2
Old : 100.0: 10.3 44.5 0.1 75.7 39.3 86.1 83.8: 13.9 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 23 46 5 29 19 54 68:
Old : 108: 23 46 5 29 19 54 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 29.9 60.9 44.7 32.6 24.6 53.1 38.1
Old : 35.8 29.9 60.9 44.7 32.6 24.6 53.1 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, 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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, October 25, 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 : 151,243: 20,794 23,352 1,672 77,812 70,441 100,278 95,465: 50,965 55,778
Old : 151,243: 20,794 23,352 1,672 77,812 70,441 100,278 95,465: 50,965 55,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 6,822: -4,444 -1,031 909 4,740 2,126 1,205 2,004: 5,617 4,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 15.4 1.1 51.4 46.6 66.3 63.1: 33.7 36.9
Old : 100.0: 13.7 15.4 1.1 51.4 46.6 66.3 63.1: 33.7 36.9
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 : 99: 32 27 6 30 26 63 59:
Old : 99: 32 27 6 30 26 63 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 : 24.0 38.5 38.5 45.2 22.9 37.1 37.2 43.2
Old : 24.0 38.5 38.5 45.2 22.9 37.1 37.2 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, 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
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, October 25, 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 : 38,653: 8,946 721 450 24,483 32,035 33,879 33,206: 4,774 5,447
Old : 38,653: 8,946 721 450 24,483 32,035 33,879 33,206: 4,774 5,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 8,860: 93 -1,126 0 7,770 9,822 7,863 8,696: 997 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 1.9 1.2 63.3 82.9 87.6 85.9: 12.4 14.1
Old : 100.0: 23.1 1.9 1.2 63.3 82.9 87.6 85.9: 12.4 14.1
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 : 22: 4 1 1 10 13 14 15:
Old : 22: 4 1 1 10 13 14 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 : 59.8 58.5 79.0 74.2 59.5 50.4 76.2 65.3
Old : 59.8 58.5 79.0 74.2 59.5 50.4 76.2 65.3
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, October 25, 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 : 8,686,840: 872,633 1,064,936 1,154,879 5,726,433 5,000,430 7,753,945 7,220,245: 932,895 1,466,595
Old : 8,686,840: 872,633 1,064,936 1,154,879 5,726,433 5,000,430 7,753,945 7,220,245: 932,895 1,466,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 260,008: -48,286 -4,538 31,641 218,066 179,237 201,421 206,340: 58,587 53,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 12.3 13.3 65.9 57.6 89.3 83.1: 10.7 16.9
Old : 100.0: 10.0 12.3 13.3 65.9 57.6 89.3 83.1: 10.7 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 51 70 89 123 143 223 262:
Old : 279: 51 70 89 123 143 223 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 14.4 49.2 22.9 31.9 10.7 42.0 17.9
Old : 32.6 14.4 49.2 22.9 31.9 10.7 42.0 17.9
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, October 25, 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 : 653,048: 59,764 69,179 1,600 466,880 466,894 528,244 537,673: 124,804 115,375
Old : 653,048: 59,764 69,179 1,600 466,880 466,894 528,244 537,673: 124,804 115,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 8,382: -958 1,482 -33 6,670 -1,898 5,679 -449: 2,703 8,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 10.6 0.2 71.5 71.5 80.9 82.3: 19.1 17.7
Old : 100.0: 9.2 10.6 0.2 71.5 71.5 80.9 82.3: 19.1 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 : 190: 37 35 12 83 59 126 100:
Old : 190: 37 35 12 83 59 126 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 29.5 30.1 42.7 21.0 29.5 30.0 42.7
Old : 21.1 29.5 30.1 42.7 21.0 29.5 30.0 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, 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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, October 25, 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 : 1,119,100: 140,596 362,717 11,375 654,525 611,137 806,496 985,229: 312,604 133,871
Old : 1,119,100: 140,596 362,717 11,375 654,525 611,137 806,496 985,229: 312,604 133,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 68,992: -11,821 60,291 -1,251 44,889 -15,785 31,817 43,255: 37,175 25,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 32.4 1.0 58.5 54.6 72.1 88.0: 27.9 12.0
Old : 100.0: 12.6 32.4 1.0 58.5 54.6 72.1 88.0: 27.9 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 44 58 18 62 60 116 126:
Old : 198: 44 58 18 62 60 116 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 25.7 30.4 42.3 16.5 23.1 25.3 37.9
Old : 18.7 25.7 30.4 42.3 16.5 23.1 25.3 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, October 25, 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 : 12,938: 1,242 661 0 6,807 11,133 8,049 11,794: 4,889 1,144
Old : 12,938: 1,242 661 0 6,807 11,133 8,049 11,794: 4,889 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -5: 3 -27 0 -1 0 2 -27: -7 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.1 0.0 52.6 86.0 62.2 91.2: 37.8 8.8
Old : 100.0: 9.6 5.1 0.0 52.6 86.0 62.2 91.2: 37.8 8.8
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 : 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 : 25.4 46.5 39.4 66.9 25.4 46.5 39.4 65.8
Old : 25.4 46.5 39.4 66.9 25.4 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 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, October 25, 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 : 35,342: 6,299 6,322 0 24,957 21,589 31,256 27,911: 4,086 7,431
Old : 35,342: 6,299 6,322 0 24,957 21,589 31,256 27,911: 4,086 7,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 809: 226 434 0 444 76 670 510: 139 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 17.9 0.0 70.6 61.1 88.4 79.0: 11.6 21.0
Old : 100.0: 17.8 17.9 0.0 70.6 61.1 88.4 79.0: 11.6 21.0
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 : 38: 4 6 0 18 17 22 23:
Old : 38: 4 6 0 18 17 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 39.5 76.7 55.9 55.7 38.8 72.2 54.9
Old : 58.5 39.5 76.7 55.9 55.7 38.8 72.2 54.9
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, October 25, 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 : 62,890: 9,011 13,154 754 33,392 39,280 43,157 53,188: 19,733 9,702
Old : 62,890: 9,011 13,154 754 33,392 39,280 43,157 53,188: 19,733 9,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,189: 907 -2,922 754 -457 361 1,204 -1,807: -2,393 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 20.9 1.2 53.1 62.5 68.6 84.6: 31.4 15.4
Old : 100.0: 14.3 20.9 1.2 53.1 62.5 68.6 84.6: 31.4 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 : 78: 12 18 2 33 24 46 43:
Old : 78: 12 18 2 33 24 46 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 : 29.2 29.5 40.1 45.9 29.1 28.5 38.1 42.0
Old : 29.2 29.5 40.1 45.9 29.1 28.5 38.1 42.0
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, October 25, 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 : 403,547: 70,935 185,213 9,575 304,916 133,994 385,426 328,782: 18,121 74,765
Old : 403,547: 70,935 185,213 9,575 304,916 133,994 385,426 328,782: 18,121 74,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -9,040: -2,949 -20,790 6,917 -13,189 19,855 -9,221 5,982: 181 -15,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 45.9 2.4 75.6 33.2 95.5 81.5: 4.5 18.5
Old : 100.0: 17.6 45.9 2.4 75.6 33.2 95.5 81.5: 4.5 18.5
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 : 206: 46 88 9 45 38 99 127:
Old : 206: 46 88 9 45 38 99 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 29.1 63.9 39.1 44.2 21.7 55.9 29.4
Old : 52.2 29.1 63.9 39.1 44.2 21.7 55.9 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, October 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, October 25, 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 : 59,833: 15,562 7,648 0 27,250 41,155 42,812 48,803: 17,021 11,030
Old : 59,833: 15,562 7,648 0 27,250 41,155 42,812 48,803: 17,021 11,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -4,064: -3,831 -683 0 -948 -2,478 -4,779 -3,161: 715 -903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 12.8 0.0 45.5 68.8 71.6 81.6: 28.4 18.4
Old : 100.0: 26.0 12.8 0.0 45.5 68.8 71.6 81.6: 28.4 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 : 38: 10 6 0 11 15 21 21:
Old : 38: 10 6 0 11 15 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 43.3 54.9 61.1 39.9 42.6 53.5 60.5
Old : 39.9 43.3 54.9 61.1 39.9 42.6 53.5 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, 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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, October 25, 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 : 35,433: 852 7,087 0 31,123 22,762 31,975 29,849: 3,458 5,584
Old : 35,433: 852 7,087 0 31,123 22,762 31,975 29,849: 3,458 5,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 974: 109 -4 0 1,581 20 1,690 16: -716 958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 20.0 0.0 87.8 64.2 90.2 84.2: 9.8 15.8
Old : 100.0: 2.4 20.0 0.0 87.8 64.2 90.2 84.2: 9.8 15.8
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 : 66: 2 16 0 32 27 34 43:
Old : 66: 2 16 0 32 27 34 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 : 55.2 32.3 66.8 46.8 54.7 30.6 66.4 45.1
Old : 55.2 32.3 66.8 46.8 54.7 30.6 66.4 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, October 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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, October 25, 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 : 282,186: 13,624 69,934 1,392 255,648 199,699 270,664 271,025: 11,522 11,161
Old : 282,186: 13,624 69,934 1,392 255,648 199,699 270,664 271,025: 11,522 11,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 16,188: 562 7,048 -36 12,114 11,269 12,640 18,281: 3,548 -2,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 24.8 0.5 90.6 70.8 95.9 96.0: 4.1 4.0
Old : 100.0: 4.8 24.8 0.5 90.6 70.8 95.9 96.0: 4.1 4.0
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 : 137: 15 52 6 41 49 60 103:
Old : 137: 15 52 6 41 49 60 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 32.5 77.3 48.1 64.2 31.6 71.4 44.3
Old : 67.2 32.5 77.3 48.1 64.2 31.6 71.4 44.3
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 25, 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 : 58,092: 16,458 17,330 630 28,322 33,398 45,410 51,358: 12,682 6,734
Old : 58,092: 16,458 17,330 630 28,322 33,398 45,410 51,358: 12,682 6,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -859: -599 -119 -95 -1,051 -462 -1,745 -676: 886 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 29.8 1.1 48.8 57.5 78.2 88.4: 21.8 11.6
Old : 100.0: 28.3 29.8 1.1 48.8 57.5 78.2 88.4: 21.8 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 : 87: 26 20 3 22 23 49 45:
Old : 87: 26 20 3 22 23 49 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 42.9 42.3 54.7 25.5 42.9 37.1 53.2
Old : 30.7 42.9 42.3 54.7 25.5 42.9 37.1 53.2
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 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 25, 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 : 36,146: 9,985 1,531 0 21,591 4,583 31,576 6,114: 4,570 30,032
Old : 36,146: 9,985 1,531 0 21,591 4,583 31,576 6,114: 4,570 30,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,036: -353 20 0 -1,555 1,010 -1,908 1,030: 872 -2,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 4.2 0.0 59.7 12.7 87.4 16.9: 12.6 83.1
Old : 100.0: 27.6 4.2 0.0 59.7 12.7 87.4 16.9: 12.6 83.1
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 : 32: 12 2 0 9 10 21 12:
Old : 32: 12 2 0 9 10 21 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 8.7 74.7 14.4 62.7 8.6 72.8 13.2
Old : 64.6 8.7 74.7 14.4 62.7 8.6 72.8 13.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, October 25, 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 : 35,564: 1,609 2,094 0 17,087 28,732 18,696 30,826: 16,868 4,738
Old : 35,564: 1,609 2,094 0 17,087 28,732 18,696 30,826: 16,868 4,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,696: 0 -20 0 503 744 503 724: 1,193 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.9 0.0 48.0 80.8 52.6 86.7: 47.4 13.3
Old : 100.0: 4.5 5.9 0.0 48.0 80.8 52.6 86.7: 47.4 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 9 0 18 26 21 35:
Old : 42: 3 9 0 18 26 21 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 39.3 41.8 62.1 17.2 34.3 22.1 45.0
Old : 29.6 39.3 41.8 62.1 17.2 34.3 22.1 45.0
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, October 25, 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 : 138,960: 66,256 12,135 14,317 25,901 101,417 106,474 127,869: 32,486 11,091
Old : 138,960: 66,256 12,135 14,317 25,901 101,417 106,474 127,869: 32,486 11,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -3,570: -26 99 1,027 -690 1,633 311 2,759: -3,881 -6,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 8.7 10.3 18.6 73.0 76.6 92.0: 23.4 8.0
Old : 100.0: 47.7 8.7 10.3 18.6 73.0 76.6 92.0: 23.4 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 : 186: 101 40 29 17 37 124 102:
Old : 186: 101 40 29 17 37 124 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 36.2 31.2 53.2 12.4 31.1 19.6 44.1
Old : 19.8 36.2 31.2 53.2 12.4 31.1 19.6 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, 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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, October 25, 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 : 102,512: 31,662 30,431 11,079 44,683 46,877 87,424 88,387: 15,088 14,125
Old : 102,512: 31,662 30,431 11,079 44,683 46,877 87,424 88,387: 15,088 14,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -4,915: -6,843 -748 -175 1,248 -5,371 -5,770 -6,294: 855 1,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 29.7 10.8 43.6 45.7 85.3 86.2: 14.7 13.8
Old : 100.0: 30.9 29.7 10.8 43.6 45.7 85.3 86.2: 14.7 13.8
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 : 200: 69 67 43 46 38 147 127:
Old : 200: 69 67 43 46 38 147 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 37.3 36.1 48.2 26.6 34.6 35.9 44.2
Old : 26.6 37.3 36.1 48.2 26.6 34.6 35.9 44.2
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - Futures Only, October 25, 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 : 339,388: 206,809 53,457 30,260 54,314 235,105 291,383 318,822: 48,005 20,566
Old : 339,388: 206,809 53,457 30,260 54,314 235,105 291,383 318,822: 48,005 20,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -23,311: -17,615 -543 11 2,666 -16,050 -14,938 -16,582: -8,373 -6,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 15.8 8.9 16.0 69.3 85.9 93.9: 14.1 6.1
Old : 100.0: 60.9 15.8 8.9 16.0 69.3 85.9 93.9: 14.1 6.1
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 : 279: 145 77 36 28 43 193 141:
Old : 279: 145 77 36 28 43 193 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 37.6 41.8 57.6 27.6 34.1 33.6 48.2
Old : 31.2 37.6 41.8 57.6 27.6 34.1 33.6 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - Futures Only, 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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 25, 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 : 11,914: 5,184 1,291 964 3,585 8,276 9,733 10,531: 2,181 1,383
Old : 11,914: 5,184 1,291 964 3,585 8,276 9,733 10,531: 2,181 1,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,124: -152 24 -88 168 -413 -72 -477: -1,052 -647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 10.8 8.1 30.1 69.5 81.7 88.4: 18.3 11.6
Old : 100.0: 43.5 10.8 8.1 30.1 69.5 81.7 88.4: 18.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 4 15 7 6 39 22:
Old : 42: 18 4 15 7 6 39 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 68.0 62.2 83.6 37.8 52.6 47.3 61.7
Old : 46.4 68.0 62.2 83.6 37.8 52.6 47.3 61.7
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 25, 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 : 124,652: 52,333 6,732 7,285 51,035 86,219 110,653 100,236: 13,999 24,416
Old : 102,643: 48,000 7,426 2,465 42,167 74,856 92,632 84,747: 10,011 17,896
Other: 22,009: 8,836 3,809 317 8,868 11,363 18,021 15,489: 3,988 6,520
: : :
: : Changes in Commitments from: October 18, 2005 :
: 3,861: -2,115 -727 1,226 5,259 2,463 4,370 2,962: -509 899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 5.4 5.8 40.9 69.2 88.8 80.4: 11.2 19.6
Old : 100.0: 46.8 7.2 2.4 41.1 72.9 90.2 82.6: 9.8 17.4
Other: 100.0: 40.1 17.3 1.4 40.3 51.6 81.9 70.4: 18.1 29.6
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 67 25 34 56 68 137 115:
Old : 176: 65 25 21 47 67 119 107:
Other: 104: 23 22 6 23 43 49 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 32.9 34.1 44.5 18.0 25.3 28.6 32.6
Old : 25.2 35.4 36.3 47.2 23.6 31.6 34.4 39.1
Other: 47.3 39.1 55.4 48.5 47.3 39.1 55.4 47.5
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, October 25, 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 : 36,280: 10,179 160 1,076 15,898 26,005 27,153 27,241: 9,127 9,039
Old : 34,961: 10,299 160 898 15,402 25,624 26,599 26,682: 8,362 8,279
Other: 1,319: 52 172 6 496 381 554 559: 765 760
: : :
: : Changes in Commitments from: October 18, 2005 :
: 607: -806 -562 254 1,384 829 832 521: -225 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 0.4 3.0 43.8 71.7 74.8 75.1: 25.2 24.9
Old : 100.0: 29.5 0.5 2.6 44.1 73.3 76.1 76.3: 23.9 23.7
Other: 100.0: 3.9 13.0 0.5 37.6 28.9 42.0 42.4: 58.0 57.6
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 21 2 6 20 17 43 23:
Old : 49: 21 2 5 20 17 43 22:
Other: 17: 1 2 2 8 7 10 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 49.6 43.2 63.1 19.0 39.8 32.6 46.8
Old : 28.7 50.6 43.9 64.7 19.2 40.7 33.3 48.1
Other: 29.9 35.7 40.9 41.8 29.6 35.6 40.3 41.6
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, October 25, 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 : 122,819: 31,133 23,046 7,707 68,205 83,039 107,045 113,792: 15,774 9,027
Old : 121,333: 31,199 23,237 7,268 67,230 81,877 105,697 112,382: 15,636 8,951
Other: 1,486: 310 185 63 975 1,162 1,348 1,410: 138 76
: : :
: : Changes in Commitments from: October 18, 2005 :
: -113: -2,977 244 -977 1,207 -1,185 -2,747 -1,918: 2,634 1,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 18.8 6.3 55.5 67.6 87.2 92.7: 12.8 7.3
Old : 100.0: 25.7 19.2 6.0 55.4 67.5 87.1 92.6: 12.9 7.4
Other: 100.0: 20.9 12.4 4.2 65.6 78.2 90.7 94.9: 9.3 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 81 50 49 50 65 169 138:
Old : 222: 79 53 47 50 64 168 136:
Other: 30: 6 6 1 6 13 12 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 37.9 38.0 49.2 23.0 30.8 32.2 39.7
Old : 24.7 37.7 38.4 49.1 23.3 31.2 32.7 40.2
Other: 66.3 70.9 87.1 83.4 62.4 70.4 82.9 81.1
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, October 25, 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 : 31,056: 13,779 3,619 3,707 9,509 21,833 26,995 29,159: 4,061 1,897
Old : 6,090: 3,529 210 0 1,719 5,421 5,248 5,631: 842 459
Other: 24,966: 11,600 4,759 2,357 7,790 16,412 21,747 23,528: 3,219 1,438
: : :
: : Changes in Commitments from: October 18, 2005 :
: 3,075: 1,379 -1,624 1,551 386 2,834 3,316 2,761: -241 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 11.7 11.9 30.6 70.3 86.9 93.9: 13.1 6.1
Old : 100.0: 57.9 3.4 0.0 28.2 89.0 86.2 92.5: 13.8 7.5
Other: 100.0: 46.5 19.1 9.4 31.2 65.7 87.1 94.2: 12.9 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 63 23 26 20 20 97 57:
Old : 57: 26 6 0 14 15 40 21:
Other: 111: 53 28 22 15 18 84 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 48.2 33.3 63.9 23.3 45.3 32.7 59.4
Old : 35.3 77.8 54.5 84.8 34.3 77.8 53.4 84.0
Other: 26.8 47.0 37.3 62.7 26.8 44.7 37.3 58.1
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, October 25, 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 : 136,221: 31,135 32,377 1,357 94,113 96,041 126,605 129,775: 9,616 6,446
Old : 118,506: 31,295 32,519 938 77,093 78,765 109,326 112,222: 9,180 6,284
Other: 17,715: 142 160 117 17,020 17,276 17,279 17,553: 436 162
: : :
: : Changes in Commitments from: October 18, 2005 :
: 2,368: 1,204 2,450 -511 910 -574 1,603 1,365: 765 1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 23.8 1.0 69.1 70.5 92.9 95.3: 7.1 4.7
Old : 100.0: 26.4 27.4 0.8 65.1 66.5 92.3 94.7: 7.7 5.3
Other: 100.0: 0.8 0.9 0.7 96.1 97.5 97.5 99.1: 2.5 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 57 48 9 55 38 115 93:
Old : 165: 57 49 8 54 38 114 92:
Other: 22: 1 1 1 13 12 14 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 : 29.4 26.3 45.8 47.1 19.9 20.3 29.2 32.5
Old : 28.6 26.9 45.8 45.7 24.8 21.3 37.2 35.8
Other: 61.9 83.8 91.0 96.8 46.4 58.8 61.5 64.6
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, October 25, 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 : 472,662: 167,350 37,638 31,167 203,848 371,546 402,365 440,351: 70,297 32,311
Old : 472,662: 167,350 37,638 31,167 203,848 371,546 402,365 440,351: 70,297 32,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -3,106: 1,739 -2,073 1,523 -1,531 -3,433 1,731 -3,983: -4,837 877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 8.0 6.6 43.1 78.6 85.1 93.2: 14.9 6.8
Old : 100.0: 35.4 8.0 6.6 43.1 78.6 85.1 93.2: 14.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 67 30 31 55 56 144 97:
Old : 167: 67 30 31 55 56 144 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 31.4 29.6 51.9 14.7 25.3 24.7 41.1
Old : 17.1 31.4 29.6 51.9 14.7 25.3 24.7 41.1
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 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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 84,812: 19,481 15,222 9,887 46,664 54,389 76,032 79,498: 8,780 5,314
Old : 82,726: 19,427 15,860 8,918 45,774 52,894 74,119 77,672: 8,607 5,054
Other: 2,086: 692 0 331 890 1,495 1,913 1,826: 173 260
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,056: 1,521 -844 132 -156 2,615 1,497 1,903: -2,553 -2,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 17.9 11.7 55.0 64.1 89.6 93.7: 10.4 6.3
Old : 100.0: 23.5 19.2 10.8 55.3 63.9 89.6 93.9: 10.4 6.1
Other: 100.0: 33.2 0.0 15.9 42.7 71.7 91.7 87.5: 8.3 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 84 79 56 85 78 211 180:
Old : 278: 84 81 56 85 77 211 179:
Other: 39: 8 0 4 13 22 22 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 : 20.5 21.3 32.0 33.5 19.0 15.4 28.5 23.4
Old : 21.0 21.5 32.8 33.8 19.5 15.8 29.2 24.0
Other: 53.2 48.8 75.7 69.5 34.1 35.0 46.9 44.8
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, October 25, 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 : 34,050: 27,806 3,573 2,188 1,310 26,628 31,304 32,389: 2,746 1,661
Old : 34,050: 27,806 3,573 2,188 1,310 26,628 31,304 32,389: 2,746 1,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 9,811: 10,780 230 166 344 9,587 11,290 9,983: -1,479 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 10.5 6.4 3.8 78.2 91.9 95.1: 8.1 4.9
Old : 100.0: 81.7 10.5 6.4 3.8 78.2 91.9 95.1: 8.1 4.9
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 : 65: 38 12 8 7 9 48 27:
Old : 65: 38 12 8 7 9 48 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 : 46.3 74.3 69.8 86.5 46.2 73.4 66.1 82.4
Old : 46.3 74.3 69.8 86.5 46.2 73.4 66.1 82.4
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 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
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 21,429: 13,074 1,509 0 3,244 16,289 16,318 17,798: 5,111 3,631
Old : 21,429: 13,074 1,509 0 3,244 16,289 16,318 17,798: 5,111 3,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 7.0 0.0 15.1 76.0 76.1 83.1: 23.9 16.9
Old : 100.0: 61.0 7.0 0.0 15.1 76.0 76.1 83.1: 23.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 2 0 3 10 10 12:
Old : 22: 7 2 0 3 10 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 50.0 71.0 71.9 55.2 50.0 71.0 71.9
Old : 55.2 50.0 71.0 71.9 55.2 50.0 71.0 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, October 25, 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 : 173,333: 17,619 24,429 22,654 101,686 99,889 141,959 146,972: 31,374 26,361
Old : 173,333: 17,619 24,429 22,654 101,686 99,889 141,959 146,972: 31,374 26,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,895: -2,070 154 410 593 -7,960 -1,067 -7,396: -828 5,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 14.1 13.1 58.7 57.6 81.9 84.8: 18.1 15.2
Old : 100.0: 10.2 14.1 13.1 58.7 57.6 81.9 84.8: 18.1 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 : 141: 31 33 40 69 64 122 116:
Old : 141: 31 33 40 69 64 122 116:
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 : 19.1 18.3 29.7 27.3 15.2 13.6 22.5 20.5
Old : 19.1 18.3 29.7 27.3 15.2 13.6 22.5 20.5
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, October 25, 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 : 559,253: 68,186 85,997 178,148 243,261 260,481 489,595 524,626: 69,658 34,627
Old : 559,253: 68,186 85,997 178,148 243,261 260,481 489,595 524,626: 69,658 34,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 3,154: 11,822 5,578 -9,343 -3,189 -1,812 -710 -5,577: 3,864 8,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 15.4 31.9 43.5 46.6 87.5 93.8: 12.5 6.2
Old : 100.0: 12.2 15.4 31.9 43.5 46.6 87.5 93.8: 12.5 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 : 200: 57 47 69 88 78 186 156:
Old : 200: 57 47 69 88 78 186 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 28.9 32.8 43.4 8.7 15.0 12.7 21.0
Old : 22.9 28.9 32.8 43.4 8.7 15.0 12.7 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, October 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
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, October 25, 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 : 40,426: 2,538 0 698 30,330 36,034 33,566 36,732: 6,860 3,694
Old : 40,426: 2,538 0 698 30,330 36,034 33,566 36,732: 6,860 3,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 1.7 75.0 89.1 83.0 90.9: 17.0 9.1
Old : 100.0: 6.3 0.0 1.7 75.0 89.1 83.0 90.9: 17.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 14 13 15 14:
Old : 20: 1 0 1 14 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 71.1 74.9 84.0 51.0 69.9 68.2 79.4
Old : 55.8 71.1 74.9 84.0 51.0 69.9 68.2 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, October 25, 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 : 38,534: 0 7,929 1,429 30,475 19,952 31,904 29,310: 6,630 9,224
Old : 38,534: 0 7,929 1,429 30,475 19,952 31,904 29,310: 6,630 9,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.6 3.7 79.1 51.8 82.8 76.1: 17.2 23.9
Old : 100.0: 0.0 20.6 3.7 79.1 51.8 82.8 76.1: 17.2 23.9
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 : 21: 0 2 2 17 14 19 16:
Old : 21: 0 2 2 17 14 19 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 : 42.8 42.5 64.8 62.2 41.4 38.5 61.4 52.5
Old : 42.8 42.5 64.8 62.2 41.4 38.5 61.4 52.5
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 25, 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 : 102,073: 8,045 3,697 2,300 83,349 85,188 93,694 91,185: 8,379 10,888
Old : 102,073: 8,045 3,697 2,300 83,349 85,188 93,694 91,185: 8,379 10,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 811: -455 -151 -2 2,553 172 2,096 19: -1,285 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 3.6 2.3 81.7 83.5 91.8 89.3: 8.2 10.7
Old : 100.0: 7.9 3.6 2.3 81.7 83.5 91.8 89.3: 8.2 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 : 37: 4 2 4 26 26 31 31:
Old : 37: 4 2 4 26 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 : 51.2 35.6 65.2 57.9 46.9 33.4 57.2 52.5
Old : 51.2 35.6 65.2 57.9 46.9 33.4 57.2 52.5
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, October 25, 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 : 55,047: 5,899 8,332 0 42,925 39,697 48,824 48,029: 6,223 7,018
Old : 55,047: 5,899 8,332 0 42,925 39,697 48,824 48,029: 6,223 7,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -172: 0 0 0 80 106 80 106: -252 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 15.1 0.0 78.0 72.1 88.7 87.3: 11.3 12.7
Old : 100.0: 10.7 15.1 0.0 78.0 72.1 88.7 87.3: 11.3 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 0 14 16 16 18:
Old : 25: 2 2 0 14 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 45.2 72.3 67.9 46.8 40.7 67.3 61.8
Old : 50.3 45.2 72.3 67.9 46.8 40.7 67.3 61.8
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 25, 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 : 77,242: 302 20,100 1,816 68,122 52,808 70,240 74,724: 7,002 2,518
Old : 77,242: 302 20,100 1,816 68,122 52,808 70,240 74,724: 7,002 2,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 7,033: 300 -500 267 5,932 7,235 6,499 7,002: 534 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 26.0 2.4 88.2 68.4 90.9 96.7: 9.1 3.3
Old : 100.0: 0.4 26.0 2.4 88.2 68.4 90.9 96.7: 9.1 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 : 26: 2 3 4 18 18 23 22:
Old : 26: 2 3 4 18 18 23 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 : 47.0 58.5 66.8 75.5 37.3 50.9 52.1 60.6
Old : 47.0 58.5 66.8 75.5 37.3 50.9 52.1 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, October 25, 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 : 72,768: 25,498 7,765 4,090 37,285 53,618 66,873 65,473: 5,895 7,295
Old : 72,768: 25,498 7,765 4,090 37,285 53,618 66,873 65,473: 5,895 7,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 2,512: 249 -3,481 1,292 2,905 4,321 4,446 2,132: -1,934 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 10.7 5.6 51.2 73.7 91.9 90.0: 8.1 10.0
Old : 100.0: 35.0 10.7 5.6 51.2 73.7 91.9 90.0: 8.1 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 : 26: 2 4 3 18 19 22 24:
Old : 26: 2 4 3 18 19 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 45.1 75.4 60.7 46.9 34.5 54.5 46.2
Old : 59.9 45.1 75.4 60.7 46.9 34.5 54.5 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, October 25, 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 : 65,378: 0 4,280 1,125 62,858 50,808 63,983 56,213: 1,395 9,165
Old : 65,378: 0 4,280 1,125 62,858 50,808 63,983 56,213: 1,395 9,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,488: 0 -332 -202 2,542 2,360 2,340 1,826: -852 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 1.7 96.1 77.7 97.9 86.0: 2.1 14.0
Old : 100.0: 0.0 6.5 1.7 96.1 77.7 97.9 86.0: 2.1 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 : 25: 0 1 1 17 20 18 21:
Old : 25: 0 1 1 17 20 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 38.0 81.2 63.4 61.5 36.7 69.8 54.0
Old : 65.9 38.0 81.2 63.4 61.5 36.7 69.8 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, 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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,450: 0 8,534 2,958 58,475 50,830 61,433 62,322: 6,017 5,128
Old : 67,450: 0 8,534 2,958 58,475 50,830 61,433 62,322: 6,017 5,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,922: 0 -312 330 3,246 4,693 3,576 4,711: -1,654 -2,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.7 4.4 86.7 75.4 91.1 92.4: 8.9 7.6
Old : 100.0: 0.0 12.7 4.4 86.7 75.4 91.1 92.4: 8.9 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 : 28: 0 2 2 22 17 24 19:
Old : 28: 0 2 2 22 17 24 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 : 33.1 50.6 55.4 74.6 24.3 38.3 37.3 52.4
Old : 33.1 50.6 55.4 74.6 24.3 38.3 37.3 52.4
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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 46,663: 0 2,145 644 37,919 39,190 38,563 41,979: 8,100 4,684
Old : 46,663: 0 2,145 644 37,919 39,190 38,563 41,979: 8,100 4,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 762: 0 -96 204 708 502 912 610: -150 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 1.4 81.3 84.0 82.6 90.0: 17.4 10.0
Old : 100.0: 0.0 4.6 1.4 81.3 84.0 82.6 90.0: 17.4 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 14 13 15 14:
Old : 22: 0 1 1 14 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 66.1 75.0 82.9 59.0 65.8 69.8 78.6
Old : 60.5 66.1 75.0 82.9 59.0 65.8 69.8 78.6
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, October 25, 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 : 57,521: 6,371 70 5,644 37,561 45,274 49,576 50,988: 7,945 6,533
Old : 57,521: 6,371 70 5,644 37,561 45,274 49,576 50,988: 7,945 6,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -322: 330 -1,328 -330 313 1,413 313 -245: -635 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.1 9.8 65.3 78.7 86.2 88.6: 13.8 11.4
Old : 100.0: 11.1 0.1 9.8 65.3 78.7 86.2 88.6: 13.8 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 : 26: 2 1 3 19 19 22 22:
Old : 26: 2 1 3 19 19 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 : 53.4 39.0 73.1 60.6 26.5 26.7 39.8 38.6
Old : 53.4 39.0 73.1 60.6 26.5 26.7 39.8 38.6
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 47,839: 2,048 0 5,682 32,661 30,668 40,391 36,350: 7,448 11,489
Old : 47,839: 2,048 0 5,682 32,661 30,668 40,391 36,350: 7,448 11,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 11.9 68.3 64.1 84.4 76.0: 15.6 24.0
Old : 100.0: 4.3 0.0 11.9 68.3 64.1 84.4 76.0: 15.6 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 2 13 13 15 15:
Old : 20: 2 0 2 13 13 15 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 : 44.8 37.4 67.7 61.4 38.8 27.3 52.9 42.3
Old : 44.8 37.4 67.7 61.4 38.8 27.3 52.9 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, October 25, 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 : 69,101: 22,302 2,160 120 44,011 65,819 66,433 68,099: 2,668 1,002
Old : 69,101: 22,302 2,160 120 44,011 65,819 66,433 68,099: 2,668 1,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 3.1 0.2 63.7 95.3 96.1 98.5: 3.9 1.5
Old : 100.0: 32.3 3.1 0.2 63.7 95.3 96.1 98.5: 3.9 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 : 23: 2 2 1 13 15 15 18:
Old : 23: 2 2 1 13 15 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 : 70.0 77.2 87.5 90.3 41.2 38.4 49.0 50.9
Old : 70.0 77.2 87.5 90.3 41.2 38.4 49.0 50.9
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 25, 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 : 1,394,487: 354,189 90,145 248,591 770,755 1,044,424 1,373,535 1,383,160: 20,952 11,327
Old : 1,394,487: 354,189 90,145 248,591 770,755 1,044,424 1,373,535 1,383,160: 20,952 11,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 30,272: 11,802 7,484 1 20,481 26,328 32,284 33,813: -2,012 -3,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 6.5 17.8 55.3 74.9 98.5 99.2: 1.5 0.8
Old : 100.0: 25.4 6.5 17.8 55.3 74.9 98.5 99.2: 1.5 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 : 140: 29 10 30 92 82 128 115:
Old : 140: 29 10 30 92 82 128 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 25.4 36.8 41.6 16.9 18.0 25.2 30.7
Old : 23.2 25.4 36.8 41.6 16.9 18.0 25.2 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, October 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, October 25, 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 : 276,118: 62,483 84,564 67,729 143,343 122,492 273,555 274,785: 2,563 1,333
Old : 276,118: 62,483 84,564 67,729 143,343 122,492 273,555 274,785: 2,563 1,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 25,441: -8,143 12,595 11,387 23,113 2,126 26,357 26,108: -916 -667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 30.6 24.5 51.9 44.4 99.1 99.5: 0.9 0.5
Old : 100.0: 22.6 30.6 24.5 51.9 44.4 99.1 99.5: 0.9 0.5
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 : 56: 14 8 18 32 30 53 49:
Old : 56: 14 8 18 32 30 53 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 : 35.4 53.4 55.1 67.3 21.3 36.6 30.4 43.4
Old : 35.4 53.4 55.1 67.3 21.3 36.6 30.4 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, October 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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, October 25, 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 : 76,847: 26,850 9,800 10,786 39,023 56,181 76,659 76,767: 188 80
Old : 76,847: 26,850 9,800 10,786 39,023 56,181 76,659 76,767: 188 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 747: -760 -660 724 803 1,043 767 1,107: -20 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 12.8 14.0 50.8 73.1 99.8 99.9: 0.2 0.1
Old : 100.0: 34.9 12.8 14.0 50.8 73.1 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 6 9 36 42 46 51:
Old : 52: 3 6 9 36 42 46 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 40.7 68.9 59.4 50.0 36.1 55.2 49.5
Old : 58.1 40.7 68.9 59.4 50.0 36.1 55.2 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, October 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, October 25, 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 : 27,730: 6,085 4,848 2,050 19,489 20,217 27,624 27,115: 106 615
Old : 27,730: 6,085 4,848 2,050 19,489 20,217 27,624 27,115: 106 615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 132: 900 0 -468 -300 600 132 132: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 17.5 7.4 70.3 72.9 99.6 97.8: 0.4 2.2
Old : 100.0: 21.9 17.5 7.4 70.3 72.9 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 : 38: 4 3 5 22 23 29 28:
Old : 38: 4 3 5 22 23 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 52.3 77.6 74.4 56.0 49.1 74.0 68.8
Old : 58.0 52.3 77.6 74.4 56.0 49.1 74.0 68.8
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, October 25, 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 : 9,407: 743 3,459 2,454 6,210 3,494 9,407 9,407: 0 0
Old : 9,407: 743 3,459 2,454 6,210 3,494 9,407 9,407: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 164: 0 164 0 164 0 164 164: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 36.8 26.1 66.0 37.1 100.0 100.0: 0.0 0.0
Old : 100.0: 7.9 36.8 26.1 66.0 37.1 100.0 100.0: 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 : 41.0 62.9 66.6 90.4 29.5 47.2 50.8 64.5
Old : 41.0 62.9 66.6 90.4 29.5 47.2 50.8 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, October 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, October 25, 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 : 17,630: 3,472 3,680 1,900 11,718 11,562 17,090 17,142: 540 488
Old : 17,630: 3,472 3,680 1,900 11,718 11,562 17,090 17,142: 540 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 100: 572 -188 -72 -520 132 -20 -128: 120 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 20.9 10.8 66.5 65.6 96.9 97.2: 3.1 2.8
Old : 100.0: 19.7 20.9 10.8 66.5 65.6 96.9 97.2: 3.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 3 7 19 21 27 28:
Old : 32: 5 3 7 19 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 : 48.2 56.2 72.4 77.2 41.6 45.2 57.5 60.2
Old : 48.2 56.2 72.4 77.2 41.6 45.2 57.5 60.2
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, October 25, 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 : 24,866: 11,360 120 1,530 11,348 22,984 24,238 24,634: 628 232
Old : 24,866: 11,360 120 1,530 11,348 22,984 24,238 24,634: 628 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 500: 0 0 0 730 560 730 560: -230 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 0.5 6.2 45.6 92.4 97.5 99.1: 2.5 0.9
Old : 100.0: 45.7 0.5 6.2 45.6 92.4 97.5 99.1: 2.5 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 : 33: 2 1 3 23 26 26 29:
Old : 33: 2 1 3 23 26 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 54.2 77.4 75.5 58.6 50.9 68.3 67.8
Old : 66.5 54.2 77.4 75.5 58.6 50.9 68.3 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, 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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, October 25, 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 : 9,896: 1,630 120 820 7,422 8,896 9,872 9,836: 24 60
Old : 9,896: 1,630 120 820 7,422 8,896 9,872 9,836: 24 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 240: 0 0 0 520 280 520 280: -280 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 1.2 8.3 75.0 89.9 99.8 99.4: 0.2 0.6
Old : 100.0: 16.5 1.2 8.3 75.0 89.9 99.8 99.4: 0.2 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 : 22: 2 1 2 16 12 18 15:
Old : 22: 2 1 2 16 12 18 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 : 62.0 71.6 85.7 88.5 51.5 67.5 67.6 73.1
Old : 62.0 71.6 85.7 88.5 51.5 67.5 67.6 73.1
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 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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, October 25, 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 : 817,409: 120,653 158,737 123,620 523,109 464,980 767,382 747,337: 50,027 70,072
Old : 817,409: 120,653 158,737 123,620 523,109 464,980 767,382 747,337: 50,027 70,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -42,730: -3,250 8,716 -10,247 -26,802 -38,159 -40,299 -39,690: -2,431 -3,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 19.4 15.1 64.0 56.9 93.9 91.4: 6.1 8.6
Old : 100.0: 14.8 19.4 15.1 64.0 56.9 93.9 91.4: 6.1 8.6
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 : 241: 46 103 82 76 78 184 204:
Old : 241: 46 103 82 76 78 184 204:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 18.1 38.3 28.1 21.2 14.1 30.0 20.1
Old : 25.9 18.1 38.3 28.1 21.2 14.1 30.0 20.1
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, October 25, 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 : 13,905: 9,385 2,250 176 1,475 10,779 11,036 13,205: 2,869 700
Old : 13,905: 9,385 2,250 176 1,475 10,779 11,036 13,205: 2,869 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 650: 312 -213 11 44 615 367 413: 283 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 16.2 1.3 10.6 77.5 79.4 95.0: 20.6 5.0
Old : 100.0: 67.5 16.2 1.3 10.6 77.5 79.4 95.0: 20.6 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 : 110: 62 10 2 10 27 74 38:
Old : 110: 62 10 2 10 27 74 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 : 24.5 33.6 36.6 51.1 24.5 33.6 36.6 51.1
Old : 24.5 33.6 36.6 51.1 24.5 33.6 36.6 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, October 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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, October 25, 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 : 12,774: 9,834 564 47 678 10,804 10,559 11,415: 2,215 1,359
Old : 12,774: 9,834 564 47 678 10,804 10,559 11,415: 2,215 1,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 214: 473 28 35 -170 134 338 197: -124 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 4.4 0.4 5.3 84.6 82.7 89.4: 17.3 10.6
Old : 100.0: 77.0 4.4 0.4 5.3 84.6 82.7 89.4: 17.3 10.6
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 : 59: 32 6 2 10 18 43 25:
Old : 59: 32 6 2 10 18 43 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 46.7 53.3 72.0 36.7 45.7 53.3 70.9
Old : 36.7 46.7 53.3 72.0 36.7 45.7 53.3 70.9
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 138,601: 28,461 3,052 12,293 86,308 113,086 127,062 128,431: 11,539 10,170
Old : 138,601: 28,461 3,052 12,293 86,308 113,086 127,062 128,431: 11,539 10,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 4,833: 826 -845 1,316 3,565 3,578 5,707 4,049: -874 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 2.2 8.9 62.3 81.6 91.7 92.7: 8.3 7.3
Old : 100.0: 20.5 2.2 8.9 62.3 81.6 91.7 92.7: 8.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 48 13 34 68 76 130 111:
Old : 149: 48 13 34 68 76 130 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 21.5 39.1 36.9 18.1 16.5 26.1 27.5
Old : 24.2 21.5 39.1 36.9 18.1 16.5 26.1 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, October 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
Updated November 4, 2005