WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 297,365: 50,384 96,463 33,296 186,574 128,051 270,254 257,810: 27,111 39,555
Old : 246,878: 52,111 92,152 18,745 152,323 109,734 223,179 220,631: 23,699 26,247
Other: 50,487: 10,587 16,625 2,237 34,251 18,317 47,075 37,179: 3,412 13,308
: : :
: : Changes in Commitments from: November 1, 2005 :
: -7,997: -1,677 4,631 -12,744 5,637 1,669 -8,784 -6,444: 787 -1,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 32.4 11.2 62.7 43.1 90.9 86.7: 9.1 13.3
Old : 100.0: 21.1 37.3 7.6 61.7 44.4 90.4 89.4: 9.6 10.6
Other: 100.0: 21.0 32.9 4.4 67.8 36.3 93.2 73.6: 6.8 26.4
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 73 135 85 52 65 181 244:
Old : 287: 72 131 70 48 56 169 217:
Other: 141: 29 50 18 16 57 54 117:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 25.9 45.7 32.7 30.1 20.1 44.8 26.2
Old : 34.6 30.0 49.1 37.7 34.6 29.4 49.1 36.6
Other: 63.6 18.9 75.0 25.7 59.3 16.5 69.8 22.8
WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 1, 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 : 305,362: 52,061 91,832 46,040 180,937 126,382 279,038 264,254: 26,324 41,108
Old : 260,986: 53,258 93,331 29,150 154,678 110,519 237,086 233,000: 23,900 27,986
Other: 44,376: 14,060 13,758 1,633 26,259 15,863 41,952 31,254: 2,424 13,122
: : :
: : Changes in Commitments from: October 25, 2005 :
: 6,605: 2,465 11,504 -427 1,060 -5,220 3,098 5,857: 3,507 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 30.1 15.1 59.3 41.4 91.4 86.5: 8.6 13.5
Old : 100.0: 20.4 35.8 11.2 59.3 42.3 90.8 89.3: 9.2 10.7
Other: 100.0: 31.7 31.0 3.7 59.2 35.7 94.5 70.4: 5.5 29.6
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 67 130 92 46 65 184 242:
Old : 284: 71 130 72 42 57 165 218:
Other: 145: 40 44 17 17 56 64 111:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 24.3 43.8 30.6 29.7 18.5 42.5 23.8
Old : 33.2 27.8 48.2 34.7 33.2 27.5 48.2 33.4
Other: 54.3 15.9 67.5 22.6 53.3 15.6 66.4 22.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 8, 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 : 867,838: 170,585 174,536 86,497 454,258 409,859 711,340 670,892: 156,498 196,946
Old : 796,492: 168,475 176,569 67,348 415,654 375,207 651,477 619,124: 145,015 177,368
Other: 71,346: 17,624 13,481 3,635 38,604 34,652 59,863 51,768: 11,483 19,578
: : :
: : Changes in Commitments from: November 1, 2005 :
: 7,974: 9,853 6,754 -2,125 -6,353 5,755 1,375 10,384: 6,599 -2,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 20.1 10.0 52.3 47.2 82.0 77.3: 18.0 22.7
Old : 100.0: 21.2 22.2 8.5 52.2 47.1 81.8 77.7: 18.2 22.3
Other: 100.0: 24.7 18.9 5.1 54.1 48.6 83.9 72.6: 16.1 27.4
: : :
:# Traders : Number of Traders in Each Category :
All : 570: 150 130 123 190 194 406 409:
Old : 562: 147 132 110 183 187 391 392:
Other: 250: 48 45 10 42 125 95 176:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 19.2 30.8 24.9 17.6 16.1 26.4 20.9
Old : 21.8 18.9 31.4 24.9 18.5 15.6 26.7 20.8
Other: 40.2 30.6 50.7 39.0 39.8 28.5 49.4 36.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 1, 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 : 859,864: 160,732 167,782 88,622 460,611 404,104 709,965 660,508: 149,899 199,356
Old : 807,141: 146,852 171,242 79,389 440,517 374,005 666,758 624,636: 140,383 182,505
Other: 52,723: 21,338 3,998 1,775 20,094 30,099 43,207 35,872: 9,516 16,851
: : :
: : Changes in Commitments from: October 25, 2005 :
: 32,556: 9,208 1,719 3,100 8,582 20,247 20,890 25,066: 11,666 7,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 19.5 10.3 53.6 47.0 82.6 76.8: 17.4 23.2
Old : 100.0: 18.2 21.2 9.8 54.6 46.3 82.6 77.4: 17.4 22.6
Other: 100.0: 40.5 7.6 3.4 38.1 57.1 82.0 68.0: 18.0 32.0
: : :
:# Traders : Number of Traders in Each Category :
All : 565: 148 125 121 187 191 408 396:
Old : 557: 140 132 109 181 185 393 382:
Other: 246: 54 33 7 44 126 101 163:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 19.4 32.0 24.7 18.8 16.1 27.6 20.8
Old : 22.9 19.0 33.8 24.6 19.7 15.6 29.1 20.5
Other: 19.6 29.3 33.8 36.2 19.3 29.0 32.6 35.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 8, 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 : 7,089: 3,647 420 20 1,176 5,446 4,843 5,886: 2,246 1,203
Old : 7,067: 3,647 420 20 1,173 5,439 4,840 5,879: 2,227 1,188
Other: 22: 0 0 0 3 7 3 7: 19 15
: : :
: : Changes in Commitments from: November 1, 2005 :
: 545: 681 200 -72 161 301 770 429: -225 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 5.9 0.3 16.6 76.8 68.3 83.0: 31.7 17.0
Old : 100.0: 51.6 5.9 0.3 16.6 77.0 68.5 83.2: 31.5 16.8
Other: 100.0: 0.0 0.0 0.0 13.6 31.8 13.6 31.8: 86.4 68.2
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 14 6 2 11 12 27 18:
Old : 37: 14 6 2 11 12 27 18:
Other: 3: 0 0 0 2 2 2 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 : 31.2 52.8 45.1 70.0 31.2 49.4 45.1 63.6
Old : 31.3 52.9 45.2 70.1 31.3 49.5 45.2 63.8
Other: 13.6 31.8 13.6 31.8 9.1 27.3 9.1 27.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 1, 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 : 6,544: 2,966 220 92 1,015 5,145 4,073 5,457: 2,471 1,087
Old : 6,535: 2,966 220 91 1,012 5,144 4,069 5,455: 2,466 1,080
Other: 9: 0 0 1 3 1 4 2: 5 7
: : :
: : Changes in Commitments from: October 25, 2005 :
: -739: -884 -97 75 118 -464 -691 -486: -48 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 3.4 1.4 15.5 78.6 62.2 83.4: 37.8 16.6
Old : 100.0: 45.4 3.4 1.4 15.5 78.7 62.3 83.5: 37.7 16.5
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 : 34: 12 4 3 12 13 26 18:
Old : 34: 12 4 3 12 13 26 18:
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 : 33.8 53.5 46.0 70.2 33.8 51.4 46.0 65.8
Old : 33.8 53.5 46.1 70.3 33.8 51.4 46.1 65.9
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, November 8, 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 : 270,161: 47,024 43,007 27,182 151,917 129,973 226,123 200,162: 44,038 69,999
Old : 253,483: 47,339 44,943 20,355 143,444 123,808 211,138 189,106: 42,345 64,377
Other: 16,678: 5,860 4,239 652 8,473 6,165 14,985 11,056: 1,693 5,622
: : :
: : Changes in Commitments from: November 1, 2005 :
: -4,475: -789 -1,725 -1,039 -4,292 160 -6,120 -2,604: 1,645 -1,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 15.9 10.1 56.2 48.1 83.7 74.1: 16.3 25.9
Old : 100.0: 18.7 17.7 8.0 56.6 48.8 83.3 74.6: 16.7 25.4
Other: 100.0: 35.1 25.4 3.9 50.8 37.0 89.8 66.3: 10.2 33.7
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 66 92 67 84 97 200 226:
Old : 299: 73 93 57 83 94 194 218:
Other: 104: 17 24 5 22 45 42 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 20.3 32.5 26.5 19.8 16.1 30.1 21.1
Old : 22.0 21.1 33.8 27.5 22.0 16.9 32.4 22.2
Other: 47.7 29.1 66.5 39.7 44.3 28.7 63.1 38.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 1, 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 : 274,636: 47,813 44,732 28,221 156,209 129,813 232,243 202,766: 42,393 71,870
Old : 259,107: 47,686 46,412 21,991 148,713 124,052 218,390 192,455: 40,717 66,652
Other: 15,529: 5,805 3,998 552 7,496 5,761 13,853 10,311: 1,676 5,218
: : :
: : Changes in Commitments from: October 25, 2005 :
: -14,595: 3,664 1,545 -657 -8,639 -6,454 -5,632 -5,566: -8,963 -9,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.3 10.3 56.9 47.3 84.6 73.8: 15.4 26.2
Old : 100.0: 18.4 17.9 8.5 57.4 47.9 84.3 74.3: 15.7 25.7
Other: 100.0: 37.4 25.7 3.6 48.3 37.1 89.2 66.4: 10.8 33.6
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 68 97 72 85 104 205 242:
Old : 310: 72 100 62 82 100 196 233:
Other: 108: 19 22 4 25 49 46 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 : 20.8 19.4 32.2 25.9 19.4 14.6 28.8 19.3
Old : 21.5 20.0 33.2 26.8 21.4 15.3 31.0 20.2
Other: 45.5 29.9 66.0 41.5 42.5 29.6 62.5 40.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 8, 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 : 171,933: 39,247 16,804 24,862 84,785 112,263 148,894 153,929: 23,039 18,004
Old : 161,809: 40,831 17,168 20,845 78,515 107,083 140,191 145,096: 21,618 16,713
Other: 10,124: 2,178 3,398 255 6,270 5,180 8,703 8,833: 1,421 1,291
: : :
: : Changes in Commitments from: November 1, 2005 :
: 394: -634 3,845 1,459 1,456 -6,564 2,281 -1,260: -1,887 1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 9.8 14.5 49.3 65.3 86.6 89.5: 13.4 10.5
Old : 100.0: 25.2 10.6 12.9 48.5 66.2 86.6 89.7: 13.4 10.3
Other: 100.0: 21.5 33.6 2.5 61.9 51.2 86.0 87.2: 14.0 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 41 37 42 49 47 115 116:
Old : 155: 45 38 37 47 46 112 111:
Other: 43: 6 14 3 15 13 23 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 35.3 34.7 48.9 20.5 34.8 30.1 40.2
Old : 22.7 36.2 34.8 49.1 21.8 35.6 32.1 43.0
Other: 68.7 40.1 78.1 60.9 67.9 33.7 73.9 53.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 1, 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 : 171,539: 39,881 12,959 23,403 83,329 118,827 146,613 155,189: 24,926 16,350
Old : 162,600: 42,071 12,766 19,600 76,961 114,491 138,632 146,857: 23,968 15,743
Other: 8,939: 1,442 3,825 171 6,368 4,336 7,981 8,332: 958 607
: : :
: : Changes in Commitments from: October 25, 2005 :
: 2,738: -2,171 4,023 -187 5,399 -4,900 3,041 -1,064: -303 3,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 7.6 13.6 48.6 69.3 85.5 90.5: 14.5 9.5
Old : 100.0: 25.9 7.9 12.1 47.3 70.4 85.3 90.3: 14.7 9.7
Other: 100.0: 16.1 42.8 1.9 71.2 48.5 89.3 93.2: 10.7 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 40 29 44 48 51 119 110:
Old : 149: 49 28 39 47 50 117 105:
Other: 44: 6 17 4 14 13 23 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 36.6 32.7 51.0 20.4 35.4 30.2 41.6
Old : 21.5 37.4 32.5 51.6 21.5 36.3 31.9 44.6
Other: 76.7 36.8 84.4 60.3 69.0 33.7 75.3 53.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 8, 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 : 614,382: 94,218 123,407 15,193 383,036 306,565 492,447 445,165: 121,935 169,217
Old : 614,382: 94,218 123,407 15,193 383,036 306,565 492,447 445,165: 121,935 169,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 12,568: 9,045 -18,939 5,839 -12,907 14,829 1,977 1,729: 10,591 10,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 20.1 2.5 62.3 49.9 80.2 72.5: 19.8 27.5
Old : 100.0: 15.3 20.1 2.5 62.3 49.9 80.2 72.5: 19.8 27.5
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 : 159: 24 37 30 65 74 107 123:
Old : 159: 24 37 30 65 74 107 123:
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 : 25.7 14.3 36.3 24.5 21.8 14.1 30.2 23.2
Old : 25.7 14.3 36.3 24.5 21.8 14.1 30.2 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 1, 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 : 601,814: 85,173 142,346 9,354 395,943 291,736 490,470 443,436: 111,344 158,378
Old : 601,814: 85,173 142,346 9,354 395,943 291,736 490,470 443,436: 111,344 158,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 6,180: -33 22,665 1,396 5,170 1,653 6,533 25,714: -353 -19,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 23.7 1.6 65.8 48.5 81.5 73.7: 18.5 26.3
Old : 100.0: 14.2 23.7 1.6 65.8 48.5 81.5 73.7: 18.5 26.3
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 : 158: 21 41 26 63 70 98 123:
Old : 158: 21 41 26 63 70 98 123:
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 : 26.6 13.7 37.2 23.6 23.2 13.7 31.2 22.7
Old : 26.6 13.7 37.2 23.6 23.2 13.7 31.2 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, November 8, 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 : 137,339: 19,515 21,407 16,082 75,685 74,632 111,282 112,121: 26,057 25,218
Old : 131,331: 19,575 21,686 14,013 72,186 71,251 105,774 106,950: 25,557 24,381
Other: 6,008: 926 707 1,083 3,499 3,381 5,508 5,171: 500 837
: : :
: : Changes in Commitments from: November 1, 2005 :
: -3,561: 637 -751 -159 -1,951 -3,584 -1,473 -4,494: -2,088 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 15.6 11.7 55.1 54.3 81.0 81.6: 19.0 18.4
Old : 100.0: 14.9 16.5 10.7 55.0 54.3 80.5 81.4: 19.5 18.6
Other: 100.0: 15.4 11.8 18.0 58.2 56.3 91.7 86.1: 8.3 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 33 37 34 47 43 104 102:
Old : 138: 34 40 34 47 42 104 101:
Other: 38: 12 6 6 15 14 30 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 31.2 35.1 39.0 19.1 23.1 26.7 30.0
Old : 25.2 31.5 34.8 39.6 19.6 24.0 27.4 31.1
Other: 44.5 40.7 66.2 65.8 30.8 29.7 43.8 39.8
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, November 1, 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 : 140,900: 18,878 22,158 16,241 77,636 78,216 112,755 116,615: 28,145 24,285
Old : 135,079: 18,998 22,623 14,070 74,485 74,989 107,553 111,682: 27,526 23,397
Other: 5,821: 914 569 1,137 3,151 3,227 5,202 4,933: 619 888
: : :
: : Changes in Commitments from: October 25, 2005 :
: 2,179: 31 1,056 1,442 5,138 1,088 6,611 3,586: -4,432 -1,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 15.7 11.5 55.1 55.5 80.0 82.8: 20.0 17.2
Old : 100.0: 14.1 16.7 10.4 55.1 55.5 79.6 82.7: 20.4 17.3
Other: 100.0: 15.7 9.8 19.5 54.1 55.4 89.4 84.7: 10.6 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 32 39 35 45 44 102 105:
Old : 138: 34 40 35 45 43 102 104:
Other: 36: 12 6 7 15 12 30 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 : 28.2 31.3 37.8 39.3 19.9 20.9 25.6 27.2
Old : 28.4 31.9 37.7 39.7 20.4 21.9 26.3 28.4
Other: 43.2 38.6 65.2 63.6 32.5 30.7 42.7 40.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 8, 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 : 7,455: 3,086 271 757 1,933 5,600 5,776 6,628: 1,679 827
Old : 7,424: 3,090 276 748 1,933 5,584 5,771 6,608: 1,653 816
Other: 31: 5 4 0 0 16 5 20: 26 11
: : :
: : Changes in Commitments from: November 1, 2005 :
: -35: 402 -306 -126 -505 665 -229 233: 194 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 3.6 10.2 25.9 75.1 77.5 88.9: 22.5 11.1
Old : 100.0: 41.6 3.7 10.1 26.0 75.2 77.7 89.0: 22.3 11.0
Other: 100.0: 16.1 12.9 0.0 0.0 51.6 16.1 64.5: 83.9 35.5
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 17 5 6 14 16 33 25:
Old : 45: 17 5 6 14 16 33 25:
Other: 4: 1 1 0 0 2 1 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 60.3 45.2 72.8 22.8 49.2 35.7 58.7
Old : 26.8 60.5 45.3 72.9 22.9 49.4 35.8 58.7
Other: 16.1 64.5 16.1 64.5 16.1 64.5 16.1 64.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 1, 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 : 7,490: 2,684 577 883 2,438 4,935 6,005 6,395: 1,485 1,095
Old : 7,467: 2,693 575 874 2,438 4,934 6,005 6,383: 1,462 1,084
Other: 23: 0 11 0 0 1 0 12: 23 11
: : :
: : Changes in Commitments from: October 25, 2005 :
: 70: 190 -161 82 -64 316 208 237: -138 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 7.7 11.8 32.6 65.9 80.2 85.4: 19.8 14.6
Old : 100.0: 36.1 7.7 11.7 32.7 66.1 80.4 85.5: 19.6 14.5
Other: 100.0: 0.0 47.8 0.0 0.0 4.3 0.0 52.2: 100.0 47.8
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 13 6 5 14 16 29 25:
Old : 41: 13 5 5 14 16 29 25:
Other: 3: 0 2 0 0 1 0 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 54.3 50.3 70.3 27.0 41.0 39.3 52.4
Old : 30.7 54.4 50.4 70.5 27.1 41.1 39.4 52.5
Other: 0.0 52.2 0.0 52.2 0.0 52.2 0.0 52.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 8, 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 : 362,070: 104,934 90,606 2,158 183,777 163,312 290,869 256,076: 71,201 105,994
Old : 362,070: 104,934 90,606 2,158 183,777 163,312 290,869 256,076: 71,201 105,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 5,966: 9,843 -965 152 -3,411 7,954 6,584 7,141: -618 -1,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 25.0 0.6 50.8 45.1 80.3 70.7: 19.7 29.3
Old : 100.0: 29.0 25.0 0.6 50.8 45.1 80.3 70.7: 19.7 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 : 116: 23 26 6 46 50 72 79:
Old : 116: 23 26 6 46 50 72 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 16.1 36.6 26.1 24.3 14.9 35.6 24.6
Old : 24.9 16.1 36.6 26.1 24.3 14.9 35.6 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 1, 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 : 356,104: 95,091 91,571 2,006 187,188 155,358 284,285 248,935: 71,819 107,169
Old : 356,104: 95,091 91,571 2,006 187,188 155,358 284,285 248,935: 71,819 107,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -16,212: -6,370 -5,706 -91 -6,470 -10,279 -12,931 -16,076: -3,281 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 25.7 0.6 52.6 43.6 79.8 69.9: 20.2 30.1
Old : 100.0: 26.7 25.7 0.6 52.6 43.6 79.8 69.9: 20.2 30.1
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 : 118: 24 26 5 45 48 71 77:
Old : 118: 24 26 5 45 48 71 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 16.1 37.7 25.7 25.6 14.9 36.7 24.4
Old : 26.0 16.1 37.7 25.7 25.6 14.9 36.7 24.4
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, November 8, 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 : 1,788,392: 400,177 389,957 60,197 1,090,669 947,345 1,551,043 1,397,499: 237,349 390,893
Old : 1,788,392: 400,177 389,957 60,197 1,090,669 947,345 1,551,043 1,397,499: 237,349 390,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 41,906: 48,979 -27,768 14,621 -17,488 68,477 46,112 55,330: -4,206 -13,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 21.8 3.4 61.0 53.0 86.7 78.1: 13.3 21.9
Old : 100.0: 22.4 21.8 3.4 61.0 53.0 86.7 78.1: 13.3 21.9
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 : 271: 70 58 35 95 107 180 185:
Old : 271: 70 58 35 95 107 180 185:
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 : 29.8 27.2 38.6 36.9 26.2 26.7 33.9 34.0
Old : 29.8 27.2 38.6 36.9 26.2 26.7 33.9 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, November 1, 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 : 1,746,486: 351,198 417,725 45,576 1,108,157 878,868 1,504,931 1,342,169: 241,555 404,317
Old : 1,746,486: 351,198 417,725 45,576 1,108,157 878,868 1,504,931 1,342,169: 241,555 404,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 17,105: 1,603 -15,188 8,901 6,452 16,305 16,956 10,018: 149 7,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 23.9 2.6 63.5 50.3 86.2 76.8: 13.8 23.2
Old : 100.0: 20.1 23.9 2.6 63.5 50.3 86.2 76.8: 13.8 23.2
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 : 253: 58 59 35 84 104 157 183:
Old : 253: 58 59 35 84 104 157 183:
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 : 31.5 28.3 41.7 37.2 29.0 27.8 38.8 35.4
Old : 31.5 28.3 41.7 37.2 29.0 27.8 38.8 35.4
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, November 8, 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 : 1,469,846: 277,060 463,890 45,613 1,013,885 671,224 1,336,558 1,180,727: 133,288 289,119
Old : 1,469,846: 277,060 463,890 45,613 1,013,885 671,224 1,336,558 1,180,727: 133,288 289,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 25,751: 23,175 152 5,356 87 36,688 28,618 42,196: -2,867 -16,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 31.6 3.1 69.0 45.7 90.9 80.3: 9.1 19.7
Old : 100.0: 18.8 31.6 3.1 69.0 45.7 90.9 80.3: 9.1 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 43 46 30 68 75 119 143:
Old : 196: 43 46 30 68 75 119 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 25.0 46.3 35.5 32.9 24.7 42.1 32.4
Old : 34.8 25.0 46.3 35.5 32.9 24.7 42.1 32.4
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, November 1, 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 : 1,444,095: 253,885 463,738 40,257 1,013,798 634,536 1,307,940 1,138,531: 136,155 305,564
Old : 1,444,095: 253,885 463,738 40,257 1,013,798 634,536 1,307,940 1,138,531: 136,155 305,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 34,446: -5,294 2,534 12,430 24,032 19,472 31,168 34,436: 3,278 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 32.1 2.8 70.2 43.9 90.6 78.8: 9.4 21.2
Old : 100.0: 17.6 32.1 2.8 70.2 43.9 90.6 78.8: 9.4 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 41 45 23 67 70 115 131:
Old : 189: 41 45 23 67 70 115 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 24.9 45.5 35.1 33.4 24.5 43.2 33.7
Old : 34.8 24.9 45.5 35.1 33.4 24.5 43.2 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, November 8, 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 : 325,079: 97,742 82,782 42,668 143,587 165,420 283,997 290,870: 41,082 34,209
Old : 325,079: 97,742 82,782 42,668 143,587 165,420 283,997 290,870: 41,082 34,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -111,113: -57,386 -21,997 -8,024 -52,397 -80,288 -117,807 -110,309: 6,694 -804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 25.5 13.1 44.2 50.9 87.4 89.5: 12.6 10.5
Old : 100.0: 30.1 25.5 13.1 44.2 50.9 87.4 89.5: 12.6 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 29 24 31 45 48 91 88:
Old : 114: 29 24 31 45 48 91 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 24.0 41.8 36.9 25.0 20.6 37.1 30.9
Old : 27.0 24.0 41.8 36.9 25.0 20.6 37.1 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, November 1, 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 : 436,192: 155,128 104,779 50,692 195,984 245,708 401,804 401,179: 34,388 35,013
Old : 436,192: 155,128 104,779 50,692 195,984 245,708 401,804 401,179: 34,388 35,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -16,536: -1,618 -600 -14,579 10,122 -225 -6,075 -15,404: -10,461 -1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 24.0 11.6 44.9 56.3 92.1 92.0: 7.9 8.0
Old : 100.0: 35.6 24.0 11.6 44.9 56.3 92.1 92.0: 7.9 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: 37 27 36 51 50 109 93:
Old : 128: 37 27 36 51 50 109 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 24.1 40.3 39.5 25.5 19.8 34.7 31.1
Old : 27.6 24.1 40.3 39.5 25.5 19.8 34.7 31.1
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, November 8, 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 : 37,543: 5,702 7,763 5 25,935 17,645 31,642 25,413: 5,901 12,130
Old : 37,543: 5,702 7,763 5 25,935 17,645 31,642 25,413: 5,901 12,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -77: 572 -735 5 -79 318 498 -412: -575 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 20.7 0.0 69.1 47.0 84.3 67.7: 15.7 32.3
Old : 100.0: 15.2 20.7 0.0 69.1 47.0 84.3 67.7: 15.7 32.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 14 10 1 18 11 32 22:
Old : 52: 14 10 1 18 11 32 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 : 45.0 40.1 61.0 53.7 45.0 39.9 61.0 53.6
Old : 45.0 40.1 61.0 53.7 45.0 39.9 61.0 53.6
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, November 1, 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 : 37,620: 5,130 8,498 0 26,014 17,327 31,144 25,825: 6,476 11,795
Old : 37,620: 5,130 8,498 0 26,014 17,327 31,144 25,825: 6,476 11,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -230: 289 -487 -12 234 120 511 -379: -741 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 22.6 0.0 69.1 46.1 82.8 68.6: 17.2 31.4
Old : 100.0: 13.6 22.6 0.0 69.1 46.1 82.8 68.6: 17.2 31.4
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: 12 13 0 19 11 31 24:
Old : 54: 12 13 0 19 11 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 39.4 60.3 53.1 44.7 39.3 60.3 52.9
Old : 44.7 39.4 60.3 53.1 44.7 39.3 60.3 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, November 8, 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 : 70,291: 27,286 22,675 580 25,747 38,319 53,613 61,574: 16,678 8,717
Old : 70,291: 27,286 22,675 580 25,747 38,319 53,613 61,574: 16,678 8,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,345: -1,456 -4,382 -34 2,466 2,993 976 -1,423: -2,321 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 32.3 0.8 36.6 54.5 76.3 87.6: 23.7 12.4
Old : 100.0: 38.8 32.3 0.8 36.6 54.5 76.3 87.6: 23.7 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 28 21 5 20 14 50 38:
Old : 80: 28 21 5 20 14 50 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 : 38.2 50.8 48.9 63.1 38.2 50.6 46.5 63.0
Old : 38.2 50.8 48.9 63.1 38.2 50.6 46.5 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, November 1, 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 : 71,636: 28,742 27,057 614 23,281 35,326 52,637 62,997: 18,999 8,639
Old : 71,636: 28,742 27,057 614 23,281 35,326 52,637 62,997: 18,999 8,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 4,685: 369 -180 75 2,513 6,847 2,957 6,742: 1,728 -2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 37.8 0.9 32.5 49.3 73.5 87.9: 26.5 12.1
Old : 100.0: 40.1 37.8 0.9 32.5 49.3 73.5 87.9: 26.5 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 : 85: 29 23 4 21 15 53 39:
Old : 85: 29 23 4 21 15 53 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 58.5 43.7 67.8 33.0 58.2 41.9 66.5
Old : 33.0 58.5 43.7 67.8 33.0 58.2 41.9 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, November 8, 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 : 33,553: 6,917 3,463 56 26,232 29,278 33,205 32,797: 348 756
Old : 33,553: 6,917 3,463 56 26,232 29,278 33,205 32,797: 348 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 824: 95 -73 0 789 871 884 798: -60 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 10.3 0.2 78.2 87.3 99.0 97.7: 1.0 2.3
Old : 100.0: 20.6 10.3 0.2 78.2 87.3 99.0 97.7: 1.0 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 : 54: 8 12 3 21 20 31 33:
Old : 54: 8 12 3 21 20 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 53.1 81.1 74.0 60.0 47.3 75.4 64.6
Old : 61.1 53.1 81.1 74.0 60.0 47.3 75.4 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, November 1, 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 : 32,729: 6,822 3,536 56 25,443 28,407 32,321 31,999: 408 730
Old : 32,729: 6,822 3,536 56 25,443 28,407 32,321 31,999: 408 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -669: 43 80 -6 -736 -710 -699 -636: 30 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 10.8 0.2 77.7 86.8 98.8 97.8: 1.2 2.2
Old : 100.0: 20.8 10.8 0.2 77.7 86.8 98.8 97.8: 1.2 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 : 52: 7 13 3 16 21 25 35:
Old : 52: 7 13 3 16 21 25 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 : 62.6 52.6 82.6 73.9 61.3 47.1 76.8 64.8
Old : 62.6 52.6 82.6 73.9 61.3 47.1 76.8 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 18,916: 196 2,455 439 13,061 8,214 13,696 11,108: 5,220 7,808
Old : 18,916: 196 2,455 439 13,061 8,214 13,696 11,108: 5,220 7,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,865: -683 -2 -58 -805 -1,360 -1,546 -1,420: -319 -445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 13.0 2.3 69.0 43.4 72.4 58.7: 27.6 41.3
Old : 100.0: 1.0 13.0 2.3 69.0 43.4 72.4 58.7: 27.6 41.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 8 7 17 13 25 23:
Old : 32: 3 8 7 17 13 25 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 : 46.7 33.7 62.2 48.4 46.7 30.9 61.6 43.0
Old : 46.7 33.7 62.2 48.4 46.7 30.9 61.6 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 1, 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 : 20,781: 879 2,457 497 13,866 9,574 15,242 12,528: 5,539 8,253
Old : 20,781: 879 2,457 497 13,866 9,574 15,242 12,528: 5,539 8,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 779: 218 13 32 683 280 933 325: -154 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 11.8 2.4 66.7 46.1 73.3 60.3: 26.7 39.7
Old : 100.0: 4.2 11.8 2.4 66.7 46.1 73.3 60.3: 26.7 39.7
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 : 33: 4 8 8 16 13 26 23:
Old : 33: 4 8 8 16 13 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 33.0 62.9 47.9 45.4 30.2 61.5 42.2
Old : 45.4 33.0 62.9 47.9 45.4 30.2 61.5 42.2
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, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 111,740: 25,055 23,993 21,454 48,995 35,769 95,504 81,216: 16,236 30,524
Old : 111,604: 25,055 24,020 21,422 48,987 35,725 95,464 81,167: 16,140 30,437
Other: 136: 32 5 0 8 44 40 49: 96 87
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,614: 2,215 127 -4,361 -252 2,200 -2,398 -2,034: 784 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 21.5 19.2 43.8 32.0 85.5 72.7: 14.5 27.3
Old : 100.0: 22.4 21.5 19.2 43.9 32.0 85.5 72.7: 14.5 27.3
Other: 100.0: 23.5 3.7 0.0 5.9 32.4 29.4 36.0: 70.6 64.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 47 53 58 29 40 124 121:
Old : 171: 47 53 58 29 40 124 121:
Other: 8: 1 1 0 1 5 2 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 15.9 41.3 26.3 28.9 14.2 40.6 22.8
Old : 29.0 15.9 41.4 26.4 29.0 14.2 40.7 22.8
Other: 29.4 30.9 29.4 36.0 29.4 30.9 29.4 36.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 113,354: 22,840 23,866 25,815 49,247 33,569 97,902 83,250: 15,452 30,104
Old : 113,244: 22,840 23,866 25,815 49,237 33,540 97,892 83,221: 15,352 30,023
Other: 110: 0 0 0 10 29 10 29: 100 81
: : :
: : Changes in Commitments from: October 25, 2005 :
: 943: -674 114 856 407 491 589 1,461: 354 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 21.1 22.8 43.4 29.6 86.4 73.4: 13.6 26.6
Old : 100.0: 20.2 21.1 22.8 43.5 29.6 86.4 73.5: 13.6 26.5
Other: 100.0: 0.0 0.0 0.0 9.1 26.4 9.1 26.4: 90.9 73.6
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 42 48 61 27 40 122 117:
Old : 163: 42 48 61 27 40 122 117:
Other: 4: 0 0 0 1 3 1 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.0 40.4 27.2 28.3 13.9 39.6 22.1
Old : 28.4 17.0 40.5 27.2 28.4 13.9 39.7 22.1
Other: 9.1 26.4 9.1 26.4 9.1 26.4 9.1 26.4
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, November 8, 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 : 1,315: 400 373 37 272 186 709 596: 606 719
Old : 1,315: 400 373 37 272 186 709 596: 606 719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -96: 11 4 -82 -29 57 -100 -21: 4 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 28.4 2.8 20.7 14.1 53.9 45.3: 46.1 54.7
Old : 100.0: 30.4 28.4 2.8 20.7 14.1 53.9 45.3: 46.1 54.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 10 1 3 3 11 13:
Old : 22: 7 10 1 3 3 11 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 : 37.3 26.9 47.9 37.9 37.3 25.8 47.1 36.3
Old : 37.3 26.9 47.9 37.9 37.3 25.8 47.1 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, November 1, 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 : 1,411: 389 369 119 301 129 809 617: 602 794
Old : 1,411: 389 369 119 301 129 809 617: 602 794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 57: -128 -23 62 85 -3 19 36: 38 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 26.2 8.4 21.3 9.1 57.3 43.7: 42.7 56.3
Old : 100.0: 27.6 26.2 8.4 21.3 9.1 57.3 43.7: 42.7 56.3
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 : 22: 8 8 4 3 3 13 14:
Old : 22: 8 8 4 3 3 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 21.0 50.7 32.2 36.1 20.6 44.9 30.5
Old : 37.6 21.0 50.7 32.2 36.1 20.6 44.9 30.5
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, November 8, 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 : 166,183: 53,997 18,117 21,679 70,047 76,137 145,723 115,933: 20,460 50,250
Old : 166,183: 53,997 18,117 21,679 70,047 76,137 145,723 115,933: 20,460 50,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,877: 2,572 1,335 -3,197 -2,256 -3,033 -2,881 -4,895: 1,004 3,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 10.9 13.0 42.2 45.8 87.7 69.8: 12.3 30.2
Old : 100.0: 32.5 10.9 13.0 42.2 45.8 87.7 69.8: 12.3 30.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 74 45 54 63 110 171 185:
Old : 258: 74 45 54 63 110 171 185:
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 : 23.7 8.9 36.0 16.2 23.7 7.5 34.5 13.8
Old : 23.7 8.9 36.0 16.2 23.7 7.5 34.5 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 1, 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 : 168,060: 51,425 16,782 24,876 72,303 79,170 148,604 120,828: 19,456 47,232
Old : 168,060: 51,425 16,782 24,876 72,303 79,170 148,604 120,828: 19,456 47,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -272: -1,849 495 33 899 -1,194 -917 -666: 645 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 10.0 14.8 43.0 47.1 88.4 71.9: 11.6 28.1
Old : 100.0: 30.6 10.0 14.8 43.0 47.1 88.4 71.9: 11.6 28.1
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 : 254: 70 47 53 65 111 174 182:
Old : 254: 70 47 53 65 111 174 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 10.4 36.4 17.4 23.2 7.4 33.7 13.4
Old : 23.2 10.4 36.4 17.4 23.2 7.4 33.7 13.4
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, November 8, 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 : 4,475: 2,058 308 211 509 2,241 2,778 2,760: 1,697 1,715
Old : 4,475: 2,058 308 211 509 2,241 2,778 2,760: 1,697 1,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 796: 588 -247 61 -54 756 595 570: 201 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 6.9 4.7 11.4 50.1 62.1 61.7: 37.9 38.3
Old : 100.0: 46.0 6.9 4.7 11.4 50.1 62.1 61.7: 37.9 38.3
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 : 59: 22 11 10 10 24 39 38:
Old : 59: 22 11 10 10 24 39 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 : 28.0 21.0 37.4 32.0 28.0 20.8 37.4 29.5
Old : 28.0 21.0 37.4 32.0 28.0 20.8 37.4 29.5
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, November 1, 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 : 3,679: 1,470 555 150 563 1,485 2,183 2,190: 1,496 1,489
Old : 3,679: 1,470 555 150 563 1,485 2,183 2,190: 1,496 1,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -135: 502 -208 -61 -248 214 193 -55: -328 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 15.1 4.1 15.3 40.4 59.3 59.5: 40.7 40.5
Old : 100.0: 40.0 15.1 4.1 15.3 40.4 59.3 59.5: 40.7 40.5
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 : 51: 20 11 7 7 18 31 32:
Old : 51: 20 11 7 7 18 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 19.6 39.5 31.9 27.2 19.6 38.7 31.3
Old : 27.2 19.6 39.5 31.9 27.2 19.6 38.7 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 28,240: 11,958 3,863 3,571 7,762 7,219 23,291 14,653: 4,949 13,587
Old : 28,240: 11,958 3,863 3,571 7,762 7,219 23,291 14,653: 4,949 13,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 708: 795 490 -219 46 -585 622 -314: 86 1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 13.7 12.6 27.5 25.6 82.5 51.9: 17.5 48.1
Old : 100.0: 42.3 13.7 12.6 27.5 25.6 82.5 51.9: 17.5 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 : 134: 45 22 24 32 44 94 79:
Old : 134: 45 22 24 32 44 94 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 13.8 27.4 20.6 14.2 8.3 25.3 13.8
Old : 16.2 13.8 27.4 20.6 14.2 8.3 25.3 13.8
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, November 1, 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 : 27,532: 11,163 3,373 3,790 7,716 7,804 22,669 14,967: 4,863 12,565
Old : 27,532: 11,163 3,373 3,790 7,716 7,804 22,669 14,967: 4,863 12,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 253: -563 -191 886 280 13 603 708: -350 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 12.3 13.8 28.0 28.3 82.3 54.4: 17.7 45.6
Old : 100.0: 40.5 12.3 13.8 28.0 28.3 82.3 54.4: 17.7 45.6
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 : 136: 42 23 20 33 49 92 80:
Old : 136: 42 23 20 33 49 92 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 14.7 25.7 21.1 13.7 9.8 23.7 14.8
Old : 15.2 14.7 25.7 21.1 13.7 9.8 23.7 14.8
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, November 8, 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 : 104,351: 37,234 10,894 775 36,159 64,385 74,168 76,054: 30,183 28,297
Old : 104,351: 37,234 10,894 775 36,159 64,385 74,168 76,054: 30,183 28,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -3,875: -7,201 3,619 -17 5,998 -18,411 -1,220 -14,809: -2,655 10,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 10.4 0.7 34.7 61.7 71.1 72.9: 28.9 27.1
Old : 100.0: 35.7 10.4 0.7 34.7 61.7 71.1 72.9: 28.9 27.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 26 15 6 19 23 48 41:
Old : 75: 26 15 6 19 23 48 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 : 25.7 32.4 39.1 48.7 25.7 31.4 39.1 47.5
Old : 25.7 32.4 39.1 48.7 25.7 31.4 39.1 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 108,226: 44,435 7,275 792 30,161 82,796 75,388 90,863: 32,838 17,363
Old : 108,226: 44,435 7,275 792 30,161 82,796 75,388 90,863: 32,838 17,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 3,601: 586 371 -1 2,429 2,851 3,014 3,221: 587 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 6.7 0.7 27.9 76.5 69.7 84.0: 30.3 16.0
Old : 100.0: 41.1 6.7 0.7 27.9 76.5 69.7 84.0: 30.3 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 : 79: 28 13 6 21 23 52 39:
Old : 79: 28 13 6 21 23 52 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 38.2 37.9 60.0 24.7 37.8 37.9 59.6
Old : 24.7 38.2 37.9 60.0 24.7 37.8 37.9 59.6
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, November 8, 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 : 84,753: 13,830 48,500 0 63,424 12,442 77,254 60,942: 7,499 23,811
Old : 84,753: 13,830 48,500 0 63,424 12,442 77,254 60,942: 7,499 23,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 15,179: 193 13,084 -55 16,239 1,068 16,377 14,097: -1,198 1,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 57.2 0.0 74.8 14.7 91.2 71.9: 8.8 28.1
Old : 100.0: 16.3 57.2 0.0 74.8 14.7 91.2 71.9: 8.8 28.1
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 : 55: 4 29 0 19 8 23 37:
Old : 55: 4 29 0 19 8 23 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 : 42.1 27.0 67.9 42.1 42.1 26.9 66.7 42.0
Old : 42.1 27.0 67.9 42.1 42.1 26.9 66.7 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 1, 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 : 69,574: 13,637 35,416 55 47,185 11,374 60,877 46,845: 8,697 22,729
Old : 69,574: 13,637 35,416 55 47,185 11,374 60,877 46,845: 8,697 22,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 2,810: 823 1,759 -301 2,379 -1,809 2,901 -351: -91 3,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 50.9 0.1 67.8 16.3 87.5 67.3: 12.5 32.7
Old : 100.0: 19.6 50.9 0.1 67.8 16.3 87.5 67.3: 12.5 32.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 6 20 1 18 9 24 30:
Old : 47: 6 20 1 18 9 24 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 33.4 65.4 45.2 37.5 33.4 64.2 45.0
Old : 37.5 33.4 65.4 45.2 37.5 33.4 64.2 45.0
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, November 8, 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 : 91,692: 67,361 5,207 0 17,982 82,968 85,343 88,175: 6,349 3,517
Old : 91,692: 67,361 5,207 0 17,982 82,968 85,343 88,175: 6,349 3,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 21,802: 18,309 76 0 3,378 22,693 21,687 22,769: 115 -967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 5.7 0.0 19.6 90.5 93.1 96.2: 6.9 3.8
Old : 100.0: 73.5 5.7 0.0 19.6 90.5 93.1 96.2: 6.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 54 9 0 17 19 71 28:
Old : 94: 54 9 0 17 19 71 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 63.1 51.1 78.8 33.0 61.5 51.1 77.1
Old : 33.0 63.1 51.1 78.8 33.0 61.5 51.1 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 1, 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 : 69,890: 49,052 5,131 0 14,604 60,275 63,656 65,406: 6,234 4,484
Old : 69,890: 49,052 5,131 0 14,604 60,275 63,656 65,406: 6,234 4,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 5,561: 22,333 -6,917 -20 -16,471 13,428 5,842 6,491: -281 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 7.3 0.0 20.9 86.2 91.1 93.6: 8.9 6.4
Old : 100.0: 70.2 7.3 0.0 20.9 86.2 91.1 93.6: 8.9 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 45 9 0 15 17 60 26:
Old : 83: 45 9 0 15 17 60 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 : 33.7 62.5 51.8 80.1 33.7 62.5 51.8 79.8
Old : 33.7 62.5 51.8 80.1 33.7 62.5 51.8 79.8
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, November 8, 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 : 80,390: 10,489 29,859 4 53,470 28,012 63,963 57,875: 16,427 22,515
Old : 80,390: 10,489 29,859 4 53,470 28,012 63,963 57,875: 16,427 22,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 10,807: 1,326 6,387 -2 9,051 728 10,375 7,113: 432 3,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 37.1 0.0 66.5 34.8 79.6 72.0: 20.4 28.0
Old : 100.0: 13.0 37.1 0.0 66.5 34.8 79.6 72.0: 20.4 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 : 52: 9 15 1 21 13 31 28:
Old : 52: 9 15 1 21 13 31 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 : 39.1 34.0 59.8 48.3 29.9 28.8 46.8 37.9
Old : 39.1 34.0 59.8 48.3 29.9 28.8 46.8 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 1, 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 : 69,583: 9,163 23,472 6 44,419 27,284 53,588 50,762: 15,995 18,821
Old : 69,583: 9,163 23,472 6 44,419 27,284 53,588 50,762: 15,995 18,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -4,703: -3,378 -3,110 -174 117 -1,847 -3,435 -5,131: -1,268 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 33.7 0.0 63.8 39.2 77.0 73.0: 23.0 27.0
Old : 100.0: 13.2 33.7 0.0 63.8 39.2 77.0 73.0: 23.0 27.0
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 : 52: 9 16 2 22 11 33 27:
Old : 52: 9 16 2 22 11 33 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 : 41.3 37.0 56.5 53.3 28.4 30.5 41.4 41.0
Old : 41.3 37.0 56.5 53.3 28.4 30.5 41.4 41.0
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, November 8, 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 : 197,715: 19,428 84,056 884 152,664 80,124 172,976 165,064: 24,739 32,651
Old : 197,715: 19,428 84,056 884 152,664 80,124 172,976 165,064: 24,739 32,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,912: -434 -2,108 809 2,438 5,367 2,813 4,068: -901 -2,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 42.5 0.4 77.2 40.5 87.5 83.5: 12.5 16.5
Old : 100.0: 9.8 42.5 0.4 77.2 40.5 87.5 83.5: 12.5 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 : 107: 24 45 4 28 19 53 67:
Old : 107: 24 45 4 28 19 53 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 30.7 60.8 44.5 33.7 26.1 52.1 35.9
Old : 37.9 30.7 60.8 44.5 33.7 26.1 52.1 35.9
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, November 1, 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 : 195,803: 19,862 86,164 75 150,226 74,757 170,163 160,996: 25,640 34,807
Old : 195,803: 19,862 86,164 75 150,226 74,757 170,163 160,996: 25,640 34,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 585: -236 -616 -25 2,351 -1,877 2,090 -2,518: -1,505 3,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 44.0 0.0 76.7 38.2 86.9 82.2: 13.1 17.8
Old : 100.0: 10.1 44.0 0.0 76.7 38.2 86.9 82.2: 13.1 17.8
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 : 105: 22 44 4 29 18 52 65:
Old : 105: 22 44 4 29 18 52 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 : 36.4 30.1 60.3 44.4 32.6 25.7 52.6 36.8
Old : 36.4 30.1 60.3 44.4 32.6 25.7 52.6 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 8, 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 : 159,878: 29,558 36,185 1,375 81,207 68,774 112,140 106,334: 47,738 53,544
Old : 159,878: 29,558 36,185 1,375 81,207 68,774 112,140 106,334: 47,738 53,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 15,572: 3,126 16,751 457 7,638 -6,416 11,221 10,792: 4,351 4,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 22.6 0.9 50.8 43.0 70.1 66.5: 29.9 33.5
Old : 100.0: 18.5 22.6 0.9 50.8 43.0 70.1 66.5: 29.9 33.5
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 : 103: 33 35 8 25 25 62 65:
Old : 103: 33 35 8 25 25 62 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 : 26.7 35.4 40.3 42.6 25.0 34.1 37.6 41.0
Old : 26.7 35.4 40.3 42.6 25.0 34.1 37.6 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 1, 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 : 144,306: 26,432 19,434 918 73,569 75,190 100,919 95,542: 43,387 48,764
Old : 144,306: 26,432 19,434 918 73,569 75,190 100,919 95,542: 43,387 48,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -6,937: 5,638 -3,918 -754 -4,243 4,749 641 77: -7,578 -7,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 13.5 0.6 51.0 52.1 69.9 66.2: 30.1 33.8
Old : 100.0: 18.3 13.5 0.6 51.0 52.1 69.9 66.2: 30.1 33.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 37 23 7 26 26 65 55:
Old : 98: 37 23 7 26 26 65 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 41.8 39.7 48.8 23.5 40.4 37.7 46.6
Old : 25.2 41.8 39.7 48.8 23.5 40.4 37.7 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 36,994: 7,467 721 0 25,262 28,487 32,729 29,208: 4,265 7,786
Old : 36,994: 7,467 721 0 25,262 28,487 32,729 29,208: 4,265 7,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -2,949: -1,594 0 -500 -1,939 -4,591 -4,033 -5,091: 1,084 2,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 1.9 0.0 68.3 77.0 88.5 79.0: 11.5 21.0
Old : 100.0: 20.2 1.9 0.0 68.3 77.0 88.5 79.0: 11.5 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 : 22: 2 1 0 11 15 13 16:
Old : 22: 2 1 0 11 15 13 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 : 55.1 52.3 77.8 66.9 54.8 49.2 74.9 62.9
Old : 55.1 52.3 77.8 66.9 54.8 49.2 74.9 62.9
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, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 39,943: 9,061 721 500 27,201 33,078 36,762 34,299: 3,181 5,644
Old : 39,943: 9,061 721 500 27,201 33,078 36,762 34,299: 3,181 5,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,290: 115 0 50 2,718 1,043 2,883 1,093: -1,593 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 1.8 1.3 68.1 82.8 92.0 85.9: 8.0 14.1
Old : 100.0: 22.7 1.8 1.3 68.1 82.8 92.0 85.9: 8.0 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 : 23: 4 1 1 12 14 16 16:
Old : 23: 4 1 1 12 14 16 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 58.7 76.2 75.0 55.3 50.7 73.2 66.3
Old : 55.6 58.7 76.2 75.0 55.3 50.7 73.2 66.3
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, November 8, 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 : 9,194,720: 1,038,534 1,232,759 1,300,971 5,932,895 5,146,591 8,272,400 7,680,321: 922,320 1,514,399
Old : 9,194,720: 1,038,534 1,232,759 1,300,971 5,932,895 5,146,591 8,272,400 7,680,321: 922,320 1,514,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 297,373: 119,829 124,821 52,839 133,302 112,076 305,970 289,736: -8,597 7,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 13.4 14.1 64.5 56.0 90.0 83.5: 10.0 16.5
Old : 100.0: 11.3 13.4 14.1 64.5 56.0 90.0 83.5: 10.0 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 : 294: 63 66 94 128 146 237 270:
Old : 294: 63 66 94 128 146 237 270:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 14.6 46.9 22.6 31.8 10.2 40.3 17.4
Old : 32.5 14.6 46.9 22.6 31.8 10.2 40.3 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, November 1, 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 : 8,897,347: 918,705 1,107,938 1,248,132 5,799,593 5,034,515 7,966,430 7,390,585: 930,917 1,506,762
Old : 8,897,347: 918,705 1,107,938 1,248,132 5,799,593 5,034,515 7,966,430 7,390,585: 930,917 1,506,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 210,507: 46,072 43,002 93,253 73,160 34,085 212,485 170,340: -1,978 40,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 12.5 14.0 65.2 56.6 89.5 83.1: 10.5 16.9
Old : 100.0: 10.3 12.5 14.0 65.2 56.6 89.5 83.1: 10.5 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 : 286: 63 63 92 122 140 226 263:
Old : 286: 63 63 92 122 140 226 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 14.8 47.4 23.0 32.1 10.4 40.6 17.7
Old : 32.9 14.8 47.4 23.0 32.1 10.4 40.6 17.7
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, November 8, 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 : 654,135: 57,116 65,796 2,990 462,928 468,246 523,034 537,032: 131,101 117,103
Old : 654,135: 57,116 65,796 2,990 462,928 468,246 523,034 537,032: 131,101 117,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 2,147: -1,327 -4,508 -517 -6,922 797 -8,766 -4,228: 10,913 6,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.1 0.5 70.8 71.6 80.0 82.1: 20.0 17.9
Old : 100.0: 8.7 10.1 0.5 70.8 71.6 80.0 82.1: 20.0 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 33 36 15 84 63 126 105:
Old : 186: 33 36 15 84 63 126 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 29.3 29.5 42.6 21.1 29.2 29.4 42.4
Old : 21.1 29.3 29.5 42.6 21.1 29.2 29.4 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 1, 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 : 651,988: 58,443 70,304 3,507 469,850 467,449 531,800 541,260: 120,188 110,728
Old : 651,988: 58,443 70,304 3,507 469,850 467,449 531,800 541,260: 120,188 110,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -1,060: -1,321 1,125 1,907 2,970 555 3,556 3,587: -4,616 -4,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 10.8 0.5 72.1 71.7 81.6 83.0: 18.4 17.0
Old : 100.0: 9.0 10.8 0.5 72.1 71.7 81.6 83.0: 18.4 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 37 38 13 87 63 130 108:
Old : 195: 37 38 13 87 63 130 108:
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 : 21.0 29.5 29.5 42.8 20.9 29.3 29.4 42.6
Old : 21.0 29.5 29.5 42.8 20.9 29.3 29.4 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, November 8, 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 : 1,136,772: 164,015 331,866 20,381 639,566 678,045 823,962 1,030,292: 312,810 106,480
Old : 1,136,772: 164,015 331,866 20,381 639,566 678,045 823,962 1,030,292: 312,810 106,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 28,799: 2,880 24,280 899 29,584 18,532 33,363 43,711: -4,564 -14,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 29.2 1.8 56.3 59.6 72.5 90.6: 27.5 9.4
Old : 100.0: 14.4 29.2 1.8 56.3 59.6 72.5 90.6: 27.5 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 50 53 16 61 60 120 120:
Old : 196: 50 53 16 61 60 120 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 27.8 30.6 43.2 16.5 26.1 24.1 37.9
Old : 20.3 27.8 30.6 43.2 16.5 26.1 24.1 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, November 1, 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 : 1,107,973: 161,135 307,586 19,482 609,982 659,513 790,599 986,581: 317,374 121,392
Old : 1,107,973: 161,135 307,586 19,482 609,982 659,513 790,599 986,581: 317,374 121,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -11,127: 20,539 -55,131 8,107 -44,543 48,376 -15,897 1,352: 4,770 -12,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 27.8 1.8 55.1 59.5 71.4 89.0: 28.6 11.0
Old : 100.0: 14.5 27.8 1.8 55.1 59.5 71.4 89.0: 28.6 11.0
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 : 195: 49 54 15 60 57 118 117:
Old : 195: 49 54 15 60 57 118 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 27.9 29.8 43.5 16.3 25.5 23.9 37.7
Old : 19.7 27.9 29.8 43.5 16.3 25.5 23.9 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, November 8, 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 : 13,198: 1,277 649 0 6,676 11,318 7,953 11,967: 5,245 1,231
Old : 13,198: 1,277 649 0 6,676 11,318 7,953 11,967: 5,245 1,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 95: -46 -12 0 218 97 172 85: -77 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 4.9 0.0 50.6 85.8 60.3 90.7: 39.7 9.3
Old : 100.0: 9.7 4.9 0.0 50.6 85.8 60.3 90.7: 39.7 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 0 17 15 19 17:
Old : 32: 2 2 0 17 15 19 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 : 25.8 46.2 41.7 66.8 25.8 46.2 41.7 65.8
Old : 25.8 46.2 41.7 66.8 25.8 46.2 41.7 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, November 1, 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 : 13,103: 1,323 661 0 6,458 11,221 7,781 11,882: 5,322 1,221
Old : 13,103: 1,323 661 0 6,458 11,221 7,781 11,882: 5,322 1,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 165: 81 0 0 -349 88 -268 88: 433 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.0 0.0 49.3 85.6 59.4 90.7: 40.6 9.3
Old : 100.0: 10.1 5.0 0.0 49.3 85.6 59.4 90.7: 40.6 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 0 17 15 19 17:
Old : 32: 2 2 0 17 15 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 46.5 40.6 66.6 25.5 46.5 40.6 65.5
Old : 25.5 46.5 40.6 66.6 25.5 46.5 40.6 65.5
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, November 8, 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 : 39,059: 7,096 9,182 0 26,679 22,935 33,775 32,117: 5,284 6,942
Old : 39,059: 7,096 9,182 0 26,679 22,935 33,775 32,117: 5,284 6,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,080: 286 -643 0 623 3,226 909 2,583: 171 -1,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 23.5 0.0 68.3 58.7 86.5 82.2: 13.5 17.8
Old : 100.0: 18.2 23.5 0.0 68.3 58.7 86.5 82.2: 13.5 17.8
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 : 40: 5 6 0 18 17 23 23:
Old : 40: 5 6 0 18 17 23 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 : 54.7 39.4 71.0 57.6 52.2 39.0 67.5 57.3
Old : 54.7 39.4 71.0 57.6 52.2 39.0 67.5 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, November 1, 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 : 37,979: 6,810 9,825 0 26,056 19,709 32,866 29,534: 5,113 8,445
Old : 37,979: 6,810 9,825 0 26,056 19,709 32,866 29,534: 5,113 8,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 2,637: 511 3,503 0 1,099 -1,880 1,610 1,623: 1,027 1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 25.9 0.0 68.6 51.9 86.5 77.8: 13.5 22.2
Old : 100.0: 17.9 25.9 0.0 68.6 51.9 86.5 77.8: 13.5 22.2
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 7 0 19 15 23 22:
Old : 38: 4 7 0 19 15 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 : 56.2 40.0 72.3 56.9 53.6 39.6 68.7 56.5
Old : 56.2 40.0 72.3 56.9 53.6 39.6 68.7 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, November 8, 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 : 62,037: 11,070 13,146 56 33,637 37,908 44,763 51,110: 17,274 10,927
Old : 62,037: 11,070 13,146 56 33,637 37,908 44,763 51,110: 17,274 10,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -402: 2,252 -445 56 78 -1,784 2,386 -2,173: -2,788 1,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 21.2 0.1 54.2 61.1 72.2 82.4: 27.8 17.6
Old : 100.0: 17.8 21.2 0.1 54.2 61.1 72.2 82.4: 27.8 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 12 15 1 37 24 50 39:
Old : 79: 12 15 1 37 24 50 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 26.8 39.9 45.3 28.4 26.0 39.6 42.2
Old : 28.4 26.8 39.9 45.3 28.4 26.0 39.6 42.2
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, November 1, 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 : 62,439: 8,818 13,591 0 33,559 39,692 42,377 53,283: 20,062 9,156
Old : 62,439: 8,818 13,591 0 33,559 39,692 42,377 53,283: 20,062 9,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -451: -193 437 -754 167 412 -780 95: 329 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 21.8 0.0 53.7 63.6 67.9 85.3: 32.1 14.7
Old : 100.0: 14.1 21.8 0.0 53.7 63.6 67.9 85.3: 32.1 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 12 17 0 33 25 45 42:
Old : 77: 12 17 0 33 25 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 : 30.0 30.7 41.2 46.8 29.5 30.0 38.5 43.7
Old : 30.0 30.7 41.2 46.8 29.5 30.0 38.5 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 8, 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 : 348,468: 109,127 94,421 4,600 214,262 191,324 327,989 290,345: 20,479 58,123
Old : 348,468: 109,127 94,421 4,600 214,262 191,324 327,989 290,345: 20,479 58,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -27,141: 40,497 -44,206 -6,741 -62,545 45,492 -28,789 -5,455: 1,648 -21,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 27.1 1.3 61.5 54.9 94.1 83.3: 5.9 16.7
Old : 100.0: 31.3 27.1 1.3 61.5 54.9 94.1 83.3: 5.9 16.7
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 : 211: 70 70 13 41 40 118 116:
Old : 211: 70 70 13 41 40 118 116:
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 : 36.2 24.5 50.4 36.6 29.9 16.8 40.4 26.6
Old : 36.2 24.5 50.4 36.6 29.9 16.8 40.4 26.6
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, November 1, 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 : 375,609: 68,630 138,627 11,341 276,807 145,832 356,778 295,800: 18,831 79,809
Old : 375,609: 68,630 138,627 11,341 276,807 145,832 356,778 295,800: 18,831 79,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -27,938: -2,305 -46,586 1,766 -28,109 11,838 -28,648 -32,982: 710 5,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 36.9 3.0 73.7 38.8 95.0 78.8: 5.0 21.2
Old : 100.0: 18.3 36.9 3.0 73.7 38.8 95.0 78.8: 5.0 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 59 72 12 43 37 110 113:
Old : 202: 59 72 12 43 37 110 113:
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 : 49.3 30.0 61.0 39.4 41.4 23.2 52.8 30.7
Old : 49.3 30.0 61.0 39.4 41.4 23.2 52.8 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 8, 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 : 68,200: 17,183 13,112 0 36,510 39,067 53,693 52,179: 14,507 16,021
Old : 68,200: 17,183 13,112 0 36,510 39,067 53,693 52,179: 14,507 16,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 6,957: 2,560 2,525 0 4,579 635 7,139 3,160: -182 3,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 19.2 0.0 53.5 57.3 78.7 76.5: 21.3 23.5
Old : 100.0: 25.2 19.2 0.0 53.5 57.3 78.7 76.5: 21.3 23.5
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 : 44: 8 11 0 14 15 22 26:
Old : 44: 8 11 0 14 15 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 36.3 61.6 51.7 46.0 35.9 60.9 51.3
Old : 46.0 36.3 61.6 51.7 46.0 35.9 60.9 51.3
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, November 1, 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 : 61,243: 14,623 10,587 0 31,931 38,432 46,554 49,019: 14,689 12,224
Old : 61,243: 14,623 10,587 0 31,931 38,432 46,554 49,019: 14,689 12,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,410: -939 2,939 0 4,681 -2,723 3,742 216: -2,332 1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 17.3 0.0 52.1 62.8 76.0 80.0: 24.0 20.0
Old : 100.0: 23.9 17.3 0.0 52.1 62.8 76.0 80.0: 24.0 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 : 41: 9 8 0 12 15 21 23:
Old : 41: 9 8 0 12 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 : 45.4 38.0 58.6 56.5 45.4 37.4 58.0 56.0
Old : 45.4 38.0 58.6 56.5 45.4 37.4 58.0 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, November 8, 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 : 37,586: 1,508 5,994 0 31,700 23,279 33,208 29,273: 4,378 8,313
Old : 37,586: 1,508 5,994 0 31,700 23,279 33,208 29,273: 4,378 8,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,645: 608 -433 0 305 -371 913 -804: 732 2,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 15.9 0.0 84.3 61.9 88.4 77.9: 11.6 22.1
Old : 100.0: 4.0 15.9 0.0 84.3 61.9 88.4 77.9: 11.6 22.1
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 : 65: 2 15 0 32 27 34 42:
Old : 65: 2 15 0 32 27 34 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 : 53.7 30.4 66.2 42.4 53.1 28.9 65.6 40.8
Old : 53.7 30.4 66.2 42.4 53.1 28.9 65.6 40.8
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, November 1, 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 : 35,941: 900 6,427 0 31,395 23,650 32,295 30,077: 3,646 5,864
Old : 35,941: 900 6,427 0 31,395 23,650 32,295 30,077: 3,646 5,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 508: 48 -660 0 272 888 320 228: 188 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 17.9 0.0 87.4 65.8 89.9 83.7: 10.1 16.3
Old : 100.0: 2.5 17.9 0.0 87.4 65.8 89.9 83.7: 10.1 16.3
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 : 66: 2 15 0 33 29 35 44:
Old : 66: 2 15 0 33 29 35 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 : 55.6 31.7 68.2 44.2 54.9 30.5 67.5 42.9
Old : 55.6 31.7 68.2 44.2 54.9 30.5 67.5 42.9
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, November 8, 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 : 284,688: 16,447 59,865 2,587 242,940 211,431 261,974 273,883: 22,714 10,805
Old : 284,688: 16,447 59,865 2,587 242,940 211,431 261,974 273,883: 22,714 10,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -2,115: 2,963 -2,455 -160 -12,149 -123 -9,346 -2,738: 7,231 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 21.0 0.9 85.3 74.3 92.0 96.2: 8.0 3.8
Old : 100.0: 5.8 21.0 0.9 85.3 74.3 92.0 96.2: 8.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 25 49 8 39 47 70 98:
Old : 142: 25 49 8 39 47 70 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 33.7 72.6 48.8 58.8 32.4 65.8 45.0
Old : 64.3 33.7 72.6 48.8 58.8 32.4 65.8 45.0
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, November 1, 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 : 286,803: 13,484 62,320 2,747 255,089 211,554 271,320 276,621: 15,483 10,182
Old : 286,803: 13,484 62,320 2,747 255,089 211,554 271,320 276,621: 15,483 10,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 4,617: -140 -7,614 1,355 -559 11,855 656 5,596: 3,961 -979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 21.7 1.0 88.9 73.8 94.6 96.4: 5.4 3.6
Old : 100.0: 4.7 21.7 1.0 88.9 73.8 94.6 96.4: 5.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 16 53 8 38 47 60 102:
Old : 137: 16 53 8 38 47 60 102:
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 : 67.1 33.3 77.1 49.1 63.9 31.4 70.4 44.9
Old : 67.1 33.3 77.1 49.1 63.9 31.4 70.4 44.9
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, November 8, 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 : 65,904: 20,925 23,872 1,246 32,797 35,495 54,968 60,613: 10,936 5,291
Old : 65,904: 20,925 23,872 1,246 32,797 35,495 54,968 60,613: 10,936 5,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 6,885: 2,637 6,624 824 4,302 97 7,763 7,545: -878 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 36.2 1.9 49.8 53.9 83.4 92.0: 16.6 8.0
Old : 100.0: 31.8 36.2 1.9 49.8 53.9 83.4 92.0: 16.6 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 : 97: 31 26 2 22 23 54 50:
Old : 97: 31 26 2 22 23 54 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 39.7 43.8 52.1 22.6 39.2 36.4 50.0
Old : 28.1 39.7 43.8 52.1 22.6 39.2 36.4 50.0
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, November 1, 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 : 59,019: 18,288 17,248 422 28,495 35,398 47,205 53,068: 11,814 5,951
Old : 59,019: 18,288 17,248 422 28,495 35,398 47,205 53,068: 11,814 5,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 927: 1,830 -82 -208 173 2,000 1,795 1,710: -868 -783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 29.2 0.7 48.3 60.0 80.0 89.9: 20.0 10.1
Old : 100.0: 31.0 29.2 0.7 48.3 60.0 80.0 89.9: 20.0 10.1
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 : 88: 29 21 3 20 23 49 47:
Old : 88: 29 21 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 : 28.9 42.8 42.5 55.7 23.1 42.8 36.6 53.8
Old : 28.9 42.8 42.5 55.7 23.1 42.8 36.6 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, November 8, 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 : 46,126: 17,192 3,618 4 24,434 7,462 41,630 11,084: 4,496 35,042
Old : 46,126: 17,192 3,618 4 24,434 7,462 41,630 11,084: 4,496 35,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 6,719: 5,528 2,021 0 1,308 1,742 6,836 3,763: -117 2,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 7.8 0.0 53.0 16.2 90.3 24.0: 9.7 76.0
Old : 100.0: 37.3 7.8 0.0 53.0 16.2 90.3 24.0: 9.7 76.0
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 : 47: 18 9 1 11 11 30 20:
Old : 47: 18 9 1 11 11 30 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 10.9 66.6 15.5 49.1 7.6 62.1 12.1
Old : 53.6 10.9 66.6 15.5 49.1 7.6 62.1 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, November 1, 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 : 39,407: 11,664 1,597 4 23,126 5,720 34,794 7,321: 4,613 32,086
Old : 39,407: 11,664 1,597 4 23,126 5,720 34,794 7,321: 4,613 32,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 3,261: 1,679 66 4 1,535 1,137 3,218 1,207: 43 2,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 4.1 0.0 58.7 14.5 88.3 18.6: 11.7 81.4
Old : 100.0: 29.6 4.1 0.0 58.7 14.5 88.3 18.6: 11.7 81.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 4 1 10 8 26 12:
Old : 36: 15 4 1 10 8 26 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 : 60.7 10.9 70.8 15.9 58.3 10.1 68.5 14.4
Old : 60.7 10.9 70.8 15.9 58.3 10.1 68.5 14.4
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, November 8, 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 : 35,652: 1,579 1,694 136 18,828 28,012 20,543 29,842: 15,109 5,810
Old : 35,652: 1,579 1,694 136 18,828 28,012 20,543 29,842: 15,109 5,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,832: -30 -44 7 491 -1,509 468 -1,546: -2,300 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 4.8 0.4 52.8 78.6 57.6 83.7: 42.4 16.3
Old : 100.0: 4.4 4.8 0.4 52.8 78.6 57.6 83.7: 42.4 16.3
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 : 43: 3 8 2 19 27 23 37:
Old : 43: 3 8 2 19 27 23 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 : 33.5 39.5 45.6 59.6 19.9 32.3 26.4 42.3
Old : 33.5 39.5 45.6 59.6 19.9 32.3 26.4 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, November 1, 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 : 37,484: 1,609 1,738 129 18,337 29,521 20,075 31,388: 17,409 6,096
Old : 37,484: 1,609 1,738 129 18,337 29,521 20,075 31,388: 17,409 6,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,920: 0 -356 129 1,250 789 1,379 562: 541 1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 4.6 0.3 48.9 78.8 53.6 83.7: 46.4 16.3
Old : 100.0: 4.3 4.6 0.3 48.9 78.8 53.6 83.7: 46.4 16.3
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 1 18 26 22 35:
Old : 42: 3 9 1 18 26 22 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 : 31.3 39.1 42.9 61.0 16.8 32.6 22.3 42.8
Old : 31.3 39.1 42.9 61.0 16.8 32.6 22.3 42.8
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, November 8, 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 : 143,966: 62,257 11,181 16,487 31,933 103,861 110,677 131,529: 33,289 12,437
Old : 143,966: 62,257 11,181 16,487 31,933 103,861 110,677 131,529: 33,289 12,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 5,999: 1,572 2,044 568 3,355 2,891 5,495 5,503: 504 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 7.8 11.5 22.2 72.1 76.9 91.4: 23.1 8.6
Old : 100.0: 43.2 7.8 11.5 22.2 72.1 76.9 91.4: 23.1 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 : 173: 92 36 33 16 39 114 102:
Old : 173: 92 36 33 16 39 114 102:
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 : 22.5 35.9 32.9 54.6 13.2 31.6 20.3 43.7
Old : 22.5 35.9 32.9 54.6 13.2 31.6 20.3 43.7
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, November 1, 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 : 137,967: 60,685 9,137 15,919 28,578 100,970 105,182 126,026: 32,785 11,941
Old : 137,967: 60,685 9,137 15,919 28,578 100,970 105,182 126,026: 32,785 11,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -993: -5,571 -2,998 1,602 2,677 -447 -1,292 -1,843: 299 850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 6.6 11.5 20.7 73.2 76.2 91.3: 23.8 8.7
Old : 100.0: 44.0 6.6 11.5 20.7 73.2 76.2 91.3: 23.8 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 : 171: 92 32 31 16 39 115 98:
Old : 171: 92 32 31 16 39 115 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 36.6 31.9 55.3 12.7 32.0 19.8 45.4
Old : 21.8 36.6 31.9 55.3 12.7 32.0 19.8 45.4
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, November 8, 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 : 109,378: 34,052 28,313 15,138 46,361 51,941 95,551 95,392: 13,827 13,986
Old : 109,378: 34,052 28,313 15,138 46,361 51,941 95,551 95,392: 13,827 13,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 3,728: 2,319 -193 878 519 3,049 3,716 3,734: 12 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 25.9 13.8 42.4 47.5 87.4 87.2: 12.6 12.8
Old : 100.0: 31.1 25.9 13.8 42.4 47.5 87.4 87.2: 12.6 12.8
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 : 212: 65 80 51 43 41 151 144:
Old : 212: 65 80 51 43 41 151 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 35.1 35.5 45.7 25.5 31.6 34.1 41.0
Old : 25.5 35.1 35.5 45.7 25.5 31.6 34.1 41.0
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, November 1, 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 : 105,650: 31,733 28,506 14,260 45,842 48,892 91,835 91,658: 13,815 13,992
Old : 105,650: 31,733 28,506 14,260 45,842 48,892 91,835 91,658: 13,815 13,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 3,138: 71 -1,925 3,181 1,159 2,015 4,411 3,271: -1,273 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 27.0 13.5 43.4 46.3 86.9 86.8: 13.1 13.2
Old : 100.0: 30.0 27.0 13.5 43.4 46.3 86.9 86.8: 13.1 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 : 206: 68 76 50 43 37 149 137:
Old : 206: 68 76 50 43 37 149 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.9 36.1 46.1 25.7 32.7 35.0 41.9
Old : 25.8 35.9 36.1 46.1 25.7 32.7 35.0 41.9
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, November 8, 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 : 317,076: 167,250 44,139 30,469 67,808 218,224 265,527 292,832: 51,549 24,244
Old : 317,076: 167,250 44,139 30,469 67,808 218,224 265,527 292,832: 51,549 24,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -17,394: -13,304 -5,847 438 -1,721 -11,636 -14,587 -17,045: -2,807 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 13.9 9.6 21.4 68.8 83.7 92.4: 16.3 7.6
Old : 100.0: 52.7 13.9 9.6 21.4 68.8 83.7 92.4: 16.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 131 56 34 36 43 183 122:
Old : 246: 131 56 34 36 43 183 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.1 40.4 60.8 26.0 34.7 31.8 50.7
Old : 30.2 38.1 40.4 60.8 26.0 34.7 31.8 50.7
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, November 1, 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 : 334,470: 180,554 49,986 30,031 69,529 229,860 280,114 309,877: 54,356 24,593
Old : 334,470: 180,554 49,986 30,031 69,529 229,860 280,114 309,877: 54,356 24,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -4,918: -26,255 -3,471 -229 15,215 -5,245 -11,269 -8,945: 6,351 4,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 14.9 9.0 20.8 68.7 83.7 92.6: 16.3 7.4
Old : 100.0: 54.0 14.9 9.0 20.8 68.7 83.7 92.6: 16.3 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 129 68 31 33 40 180 125:
Old : 252: 129 68 31 33 40 180 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 38.6 40.5 59.6 26.1 35.1 32.1 50.5
Old : 29.9 38.6 40.5 59.6 26.1 35.1 32.1 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 8, 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 : 12,253: 5,132 1,855 712 3,282 7,412 9,126 9,979: 3,127 2,274
Old : 12,253: 5,132 1,855 712 3,282 7,412 9,126 9,979: 3,127 2,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -137: -109 603 -205 -423 -929 -737 -531: 600 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 15.1 5.8 26.8 60.5 74.5 81.4: 25.5 18.6
Old : 100.0: 41.9 15.1 5.8 26.8 60.5 74.5 81.4: 25.5 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 19 3 13 7 6 38 19:
Old : 40: 19 3 13 7 6 38 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 : 45.5 66.3 56.9 78.0 34.6 51.4 42.6 57.9
Old : 45.5 66.3 56.9 78.0 34.6 51.4 42.6 57.9
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, November 1, 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 : 12,390: 5,241 1,252 917 3,705 8,341 9,863 10,510: 2,527 1,880
Old : 12,390: 5,241 1,252 917 3,705 8,341 9,863 10,510: 2,527 1,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 476: 57 -39 -47 120 65 130 -21: 346 497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 10.1 7.4 29.9 67.3 79.6 84.8: 20.4 15.2
Old : 100.0: 42.3 10.1 7.4 29.9 67.3 79.6 84.8: 20.4 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 : 40: 18 4 13 7 7 37 21:
Old : 40: 18 4 13 7 7 37 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 : 45.9 66.2 61.0 80.8 36.5 49.0 45.6 58.7
Old : 45.9 66.2 61.0 80.8 36.5 49.0 45.6 58.7
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, November 8, 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 : 134,039: 49,309 6,090 13,065 55,773 88,986 118,147 108,141: 15,892 25,898
Old : 103,063: 40,440 7,037 7,039 43,686 68,565 91,165 82,641: 11,898 20,422
Other: 30,976: 13,808 3,992 1,087 12,087 20,421 26,982 25,500: 3,994 5,476
: : :
: : Changes in Commitments from: November 1, 2005 :
: 7,635: -3,178 -139 4,397 6,304 2,750 7,523 7,008: 112 627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 4.5 9.7 41.6 66.4 88.1 80.7: 11.9 19.3
Old : 100.0: 39.2 6.8 6.8 42.4 66.5 88.5 80.2: 11.5 19.8
Other: 100.0: 44.6 12.9 3.5 39.0 65.9 87.1 82.3: 12.9 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 68 24 41 58 62 140 117:
Old : 168: 56 29 24 50 59 121 100:
Other: 105: 27 22 9 24 40 55 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 : 21.9 34.3 35.2 45.5 16.1 26.2 25.0 32.1
Old : 27.5 36.1 39.0 45.1 23.3 34.4 33.0 39.2
Other: 44.6 55.5 54.6 62.8 44.6 54.2 54.6 60.5
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 1, 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 : 126,404: 52,487 6,229 8,668 49,469 86,236 110,624 101,133: 15,780 25,271
Old : 101,443: 46,505 7,184 3,981 39,074 70,610 89,560 81,775: 11,883 19,668
Other: 24,961: 10,124 3,187 545 10,395 15,626 21,064 19,358: 3,897 5,603
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,752: 154 -503 1,383 -1,566 17 -29 897: 1,781 855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 4.9 6.9 39.1 68.2 87.5 80.0: 12.5 20.0
Old : 100.0: 45.8 7.1 3.9 38.5 69.6 88.3 80.6: 11.7 19.4
Other: 100.0: 40.6 12.8 2.2 41.6 62.6 84.4 77.6: 15.6 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 69 22 31 56 60 135 105:
Old : 166: 65 23 19 47 57 119 93:
Other: 98: 23 20 8 24 39 52 62:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 33.6 32.8 44.9 16.9 26.7 26.1 32.7
Old : 23.9 36.6 35.1 45.7 21.9 33.3 33.0 38.6
Other: 45.7 49.0 54.8 57.7 45.6 48.8 54.8 56.9
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, November 8, 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 : 36,753: 8,935 83 1,382 17,237 27,430 27,554 28,895: 9,199 7,858
Old : 34,542: 9,695 57 585 15,969 26,915 26,249 27,557: 8,293 6,985
Other: 2,211: 32 818 5 1,268 515 1,305 1,338: 906 873
: : :
: : Changes in Commitments from: November 1, 2005 :
: 490: -707 23 499 496 77 288 599: 202 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 0.2 3.8 46.9 74.6 75.0 78.6: 25.0 21.4
Old : 100.0: 28.1 0.2 1.7 46.2 77.9 76.0 79.8: 24.0 20.2
Other: 100.0: 1.4 37.0 0.2 57.3 23.3 59.0 60.5: 41.0 39.5
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 21 3 10 21 21 45 31:
Old : 52: 22 2 6 21 21 45 27:
Other: 24: 1 7 2 9 8 11 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 50.1 44.8 63.7 17.2 36.9 29.3 43.2
Old : 31.7 52.7 45.4 66.6 17.3 38.7 29.8 46.1
Other: 40.8 36.9 56.0 54.9 36.5 36.9 51.3 52.0
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, November 1, 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 : 36,263: 9,642 60 883 16,741 27,353 27,266 28,296: 8,997 7,967
Old : 34,612: 9,945 50 493 16,107 26,924 26,545 27,467: 8,067 7,145
Other: 1,651: 32 345 55 634 429 721 829: 930 822
: : :
: : Changes in Commitments from: October 25, 2005 :
: -17: -537 -100 -193 843 1,348 113 1,055: -130 -1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 0.2 2.4 46.2 75.4 75.2 78.0: 24.8 22.0
Old : 100.0: 28.7 0.1 1.4 46.5 77.8 76.7 79.4: 23.3 20.6
Other: 100.0: 1.9 20.9 3.3 38.4 26.0 43.7 50.2: 56.3 49.8
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 21 2 8 21 20 44 28:
Old : 52: 21 2 5 21 20 44 25:
Other: 21: 1 5 2 8 9 10 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 50.1 43.5 64.5 16.4 38.2 29.2 45.3
Old : 30.5 51.9 44.5 66.7 16.9 39.2 30.0 47.0
Other: 26.3 31.0 39.7 46.2 26.3 30.5 37.9 43.1
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, November 8, 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 : 114,822: 23,645 28,454 5,554 73,216 70,836 102,415 104,844: 12,407 9,978
Old : 113,160: 23,710 28,527 5,198 71,956 69,629 100,864 103,354: 12,296 9,806
Other: 1,662: 228 220 63 1,260 1,207 1,551 1,490: 111 172
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,565: -1,272 3,460 -1,901 2,457 -4,052 -716 -2,493: -849 928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 24.8 4.8 63.8 61.7 89.2 91.3: 10.8 8.7
Old : 100.0: 21.0 25.2 4.6 63.6 61.5 89.1 91.3: 10.9 8.7
Other: 100.0: 13.7 13.2 3.8 75.8 72.6 93.3 89.7: 6.7 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 56 66 50 61 59 156 146:
Old : 211: 57 67 47 61 58 154 144:
Other: 35: 6 9 1 6 15 12 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 31.9 41.1 42.4 25.0 24.8 34.7 33.6
Old : 26.7 31.6 41.7 42.2 25.3 25.3 35.3 34.1
Other: 73.8 63.4 92.2 74.5 73.0 63.2 88.4 72.5
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, November 1, 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 : 116,387: 24,917 24,994 7,455 70,759 74,888 103,131 107,337: 13,256 9,050
Old : 114,890: 24,973 25,159 7,048 69,718 73,711 101,739 105,918: 13,151 8,972
Other: 1,497: 288 179 63 1,041 1,177 1,392 1,419: 105 78
: : :
: : Changes in Commitments from: October 25, 2005 :
: -6,432: -6,216 1,948 -252 2,554 -8,151 -3,914 -6,455: -2,518 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 21.5 6.4 60.8 64.3 88.6 92.2: 11.4 7.8
Old : 100.0: 21.7 21.9 6.1 60.7 64.2 88.6 92.2: 11.4 7.8
Other: 100.0: 19.2 12.0 4.2 69.5 78.6 93.0 94.8: 7.0 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 64 56 46 59 61 157 140:
Old : 210: 64 58 44 59 60 156 138:
Other: 31: 5 7 1 6 14 11 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 : 25.9 34.3 40.5 44.9 24.3 27.2 34.1 36.1
Old : 26.3 34.0 41.0 44.7 24.7 27.7 34.5 36.6
Other: 67.9 70.4 90.4 82.1 66.4 70.1 86.2 79.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, November 8, 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 : 34,670: 16,462 3,593 3,048 11,136 25,351 30,646 31,992: 4,024 2,678
Old : 34,664: 16,462 3,595 3,046 11,136 25,350 30,644 31,991: 4,020 2,673
Other: 6: 2 0 0 0 1 2 1: 4 5
: : :
: : Changes in Commitments from: November 1, 2005 :
: 2,326: 1,138 -2 31 681 2,100 1,850 2,129: 476 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 10.4 8.8 32.1 73.1 88.4 92.3: 11.6 7.7
Old : 100.0: 47.5 10.4 8.8 32.1 73.1 88.4 92.3: 11.6 7.7
Other: 100.0: 33.3 0.0 0.0 0.0 16.7 33.3 16.7: 66.7 83.3
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 62 28 20 21 18 95 56:
Old : 124: 62 29 20 21 18 95 56:
Other: 2: 1 0 0 0 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 48.6 38.7 65.6 27.0 45.3 37.4 60.1
Old : 27.0 48.6 38.7 65.6 27.0 45.3 37.4 60.1
Other: 33.3 16.7 33.3 16.7 33.3 16.7 33.3 16.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, November 1, 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 : 32,344: 15,324 3,595 3,017 10,455 23,251 28,796 29,863: 3,548 2,481
Old : 32,338: 15,324 3,596 3,016 10,454 23,250 28,794 29,862: 3,544 2,476
Other: 6: 1 0 0 1 1 2 1: 4 5
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,288: 1,545 -24 -690 946 1,418 1,801 704: -513 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 11.1 9.3 32.3 71.9 89.0 92.3: 11.0 7.7
Old : 100.0: 47.4 11.1 9.3 32.3 71.9 89.0 92.3: 11.0 7.7
Other: 100.0: 16.7 0.0 0.0 16.7 16.7 33.3 16.7: 66.7 83.3
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 60 24 21 20 20 93 54:
Old : 118: 60 24 21 20 20 93 54:
Other: 3: 1 0 0 1 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 : 26.1 45.5 38.2 63.2 26.1 42.7 37.5 58.3
Old : 26.1 45.5 38.2 63.2 26.1 42.7 37.5 58.3
Other: 33.3 16.7 33.3 16.7 33.3 16.7 33.3 16.7
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, November 8, 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 : 134,913: 27,919 36,649 4,339 93,120 87,852 125,378 128,840: 9,535 6,073
Old : 115,231: 28,213 37,066 3,522 74,208 68,586 105,943 109,174: 9,288 6,057
Other: 19,682: 420 297 103 18,912 19,266 19,435 19,666: 247 16
: : :
: : Changes in Commitments from: November 1, 2005 :
: -11,216: -2,921 4,431 1,349 -9,043 -16,039 -10,615 -10,259: -601 -957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 27.2 3.2 69.0 65.1 92.9 95.5: 7.1 4.5
Old : 100.0: 24.5 32.2 3.1 64.4 59.5 91.9 94.7: 8.1 5.3
Other: 100.0: 2.1 1.5 0.5 96.1 97.9 98.7 99.9: 1.3 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 48 47 23 51 37 111 103:
Old : 160: 48 49 22 51 37 111 102:
Other: 27: 3 3 3 13 13 17 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 25.7 45.3 42.3 22.7 19.6 34.2 30.5
Old : 31.4 25.5 45.6 39.7 27.6 22.5 41.1 35.0
Other: 61.9 73.9 91.4 94.3 50.5 51.4 64.4 65.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, November 1, 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 : 146,129: 30,840 32,218 2,990 102,163 103,891 135,993 139,099: 10,136 7,030
Old : 126,767: 31,085 32,581 2,252 83,534 84,929 116,871 119,762: 9,896 7,005
Other: 19,362: 363 245 130 18,629 18,962 19,122 19,337: 240 25
: : :
: : Changes in Commitments from: October 25, 2005 :
: 9,908: -295 -159 1,633 8,050 7,850 9,388 9,324: 520 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 22.0 2.0 69.9 71.1 93.1 95.2: 6.9 4.8
Old : 100.0: 24.5 25.7 1.8 65.9 67.0 92.2 94.5: 7.8 5.5
Other: 100.0: 1.9 1.3 0.7 96.2 97.9 98.8 99.9: 1.2 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 50 50 15 52 37 109 98:
Old : 162: 50 52 14 52 37 109 97:
Other: 25: 3 2 3 13 12 16 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 : 29.3 27.7 45.6 47.1 18.9 20.5 29.6 31.2
Old : 29.3 27.2 46.4 45.5 23.6 23.3 37.1 35.2
Other: 62.3 76.1 92.4 95.6 51.4 55.2 65.2 66.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, November 8, 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 : 464,156: 142,067 33,967 36,266 219,229 357,724 397,562 427,957: 66,594 36,199
Old : 464,156: 142,067 33,967 36,266 219,229 357,724 397,562 427,957: 66,594 36,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 3,557: -5,347 2,271 2,304 4,661 383 1,618 4,958: 1,939 -1,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 7.3 7.8 47.2 77.1 85.7 92.2: 14.3 7.8
Old : 100.0: 30.6 7.3 7.8 47.2 77.1 85.7 92.2: 14.3 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 65 26 35 57 55 144 97:
Old : 161: 65 26 35 57 55 144 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 : 17.3 31.4 29.8 51.0 15.3 24.9 24.5 38.9
Old : 17.3 31.4 29.8 51.0 15.3 24.9 24.5 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 460,599: 147,414 31,696 33,962 214,568 357,341 395,944 422,999: 64,655 37,600
Old : 460,599: 147,414 31,696 33,962 214,568 357,341 395,944 422,999: 64,655 37,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -12,063: -19,936 -5,942 2,795 10,720 -14,205 -6,421 -17,352: -5,642 5,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 6.9 7.4 46.6 77.6 86.0 91.8: 14.0 8.2
Old : 100.0: 32.0 6.9 7.4 46.6 77.6 86.0 91.8: 14.0 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 : 159: 66 25 32 55 55 139 96:
Old : 159: 66 25 32 55 55 139 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 31.3 30.0 51.9 15.2 25.3 24.5 39.9
Old : 17.5 31.3 30.0 51.9 15.2 25.3 24.5 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 87,206: 21,814 14,581 10,960 46,194 57,601 78,968 83,142: 8,238 4,064
Old : 84,694: 21,745 15,454 9,715 45,187 55,725 76,647 80,894: 8,047 3,800
Other: 2,512: 945 3 369 1,007 1,876 2,321 2,248: 191 264
: : :
: : Changes in Commitments from: November 1, 2005 :
: 3,246: 3,034 -8 638 -1,104 3,128 2,568 3,758: 678 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 16.7 12.6 53.0 66.1 90.6 95.3: 9.4 4.7
Old : 100.0: 25.7 18.2 11.5 53.4 65.8 90.5 95.5: 9.5 4.5
Other: 100.0: 37.6 0.1 14.7 40.1 74.7 92.4 89.5: 7.6 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 95 69 55 81 80 210 181:
Old : 281: 93 74 54 81 80 209 181:
Other: 46: 11 1 4 14 25 25 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 24.7 33.8 35.9 18.8 16.7 28.3 25.8
Old : 21.7 25.1 34.6 36.5 19.4 17.2 29.1 26.6
Other: 52.7 43.2 76.8 66.0 35.7 32.1 47.4 42.6
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, November 1, 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 : 83,960: 18,780 14,589 10,322 47,298 54,473 76,400 79,384: 7,560 4,576
Old : 81,619: 18,695 15,258 9,265 46,279 52,781 74,239 77,304: 7,380 4,315
Other: 2,341: 754 0 388 1,019 1,692 2,161 2,080: 180 261
: : :
: : Changes in Commitments from: October 25, 2005 :
: -852: -701 -633 435 634 84 368 -114: -1,220 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 17.4 12.3 56.3 64.9 91.0 94.5: 9.0 5.5
Old : 100.0: 22.9 18.7 11.4 56.7 64.7 91.0 94.7: 9.0 5.3
Other: 100.0: 32.2 0.0 16.6 43.5 72.3 92.3 88.9: 7.7 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 87 70 52 89 81 207 184:
Old : 278: 86 74 52 89 80 207 183:
Other: 42: 9 0 4 14 24 23 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 : 20.9 23.4 33.3 35.0 19.6 16.3 28.3 25.0
Old : 21.5 23.7 34.1 35.5 20.1 16.9 29.1 25.8
Other: 50.6 46.4 76.1 68.8 30.9 31.8 43.4 41.3
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, November 8, 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 : 38,747: 29,756 2,851 2,088 3,379 32,123 35,223 37,062: 3,524 1,685
Old : 38,747: 29,756 2,851 2,088 3,379 32,123 35,223 37,062: 3,524 1,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 5,545: 3,214 -6 -152 1,831 6,185 4,893 6,027: 652 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 7.4 5.4 8.7 82.9 90.9 95.7: 9.1 4.3
Old : 100.0: 76.8 7.4 5.4 8.7 82.9 90.9 95.7: 9.1 4.3
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 : 60: 39 6 3 8 8 48 17:
Old : 60: 39 6 3 8 8 48 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 : 39.7 83.3 59.2 92.3 39.7 81.9 57.8 88.6
Old : 39.7 83.3 59.2 92.3 39.7 81.9 57.8 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, November 1, 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 : 33,202: 26,542 2,857 2,240 1,548 25,938 30,330 31,035: 2,872 2,167
Old : 33,202: 26,542 2,857 2,240 1,548 25,938 30,330 31,035: 2,872 2,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -848: -1,264 -716 52 238 -690 -974 -1,354: 126 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 8.6 6.7 4.7 78.1 91.3 93.5: 8.7 6.5
Old : 100.0: 79.9 8.6 6.7 4.7 78.1 91.3 93.5: 8.7 6.5
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 : 61: 35 10 6 8 9 45 24:
Old : 61: 35 10 6 8 9 45 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 : 46.9 75.9 68.3 86.1 46.9 73.2 64.3 81.6
Old : 46.9 75.9 68.3 86.1 46.9 73.2 64.3 81.6
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, November 8, 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 : 23,309: 15,434 800 0 3,031 19,485 18,465 20,285: 4,844 3,024
Old : 23,309: 15,434 800 0 3,031 19,485 18,465 20,285: 4,844 3,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,438: 2,055 -563 0 -654 1,661 1,401 1,098: 37 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 3.4 0.0 13.0 83.6 79.2 87.0: 20.8 13.0
Old : 100.0: 66.2 3.4 0.0 13.0 83.6 79.2 87.0: 20.8 13.0
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: 7 1 0 3 11 10 12:
Old : 22: 7 1 0 3 11 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 : 60.8 60.9 74.5 78.3 60.8 60.9 74.5 78.3
Old : 60.8 60.9 74.5 78.3 60.8 60.9 74.5 78.3
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, November 1, 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 : 21,871: 13,379 1,363 0 3,685 17,824 17,064 19,187: 4,807 2,684
Old : 21,871: 13,379 1,363 0 3,685 17,824 17,064 19,187: 4,807 2,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 442: 305 -146 0 441 1,535 746 1,389: -304 -947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 6.2 0.0 16.8 81.5 78.0 87.7: 22.0 12.3
Old : 100.0: 61.2 6.2 0.0 16.8 81.5 78.0 87.7: 22.0 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 2 0 3 11 11 13:
Old : 24: 8 2 0 3 11 11 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 : 55.4 54.7 71.1 75.2 55.4 54.7 71.1 75.2
Old : 55.4 54.7 71.1 75.2 55.4 54.7 71.1 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, November 8, 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 : 169,181: 13,991 22,949 20,905 103,510 100,190 138,406 144,044: 30,775 25,137
Old : 169,181: 13,991 22,949 20,905 103,510 100,190 138,406 144,044: 30,775 25,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 2,882: -1,907 -3,693 1,192 500 5,481 -215 2,980: 3,097 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 13.6 12.4 61.2 59.2 81.8 85.1: 18.2 14.9
Old : 100.0: 8.3 13.6 12.4 61.2 59.2 81.8 85.1: 18.2 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 : 137: 27 30 33 72 63 119 108:
Old : 137: 27 30 33 72 63 119 108:
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 : 19.8 16.3 32.0 27.2 15.3 12.1 23.1 19.5
Old : 19.8 16.3 32.0 27.2 15.3 12.1 23.1 19.5
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, November 1, 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 : 166,299: 15,898 26,642 19,713 103,010 94,709 138,621 141,064: 27,678 25,235
Old : 166,299: 15,898 26,642 19,713 103,010 94,709 138,621 141,064: 27,678 25,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -7,034: -1,721 2,213 -2,941 1,324 -5,180 -3,338 -5,908: -3,696 -1,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.0 11.9 61.9 57.0 83.4 84.8: 16.6 15.2
Old : 100.0: 9.6 16.0 11.9 61.9 57.0 83.4 84.8: 16.6 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 : 138: 31 29 34 69 61 118 109:
Old : 138: 31 29 34 69 61 118 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 17.3 32.0 27.7 15.8 12.3 23.5 19.8
Old : 20.7 17.3 32.0 27.7 15.8 12.3 23.5 19.8
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, November 8, 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 : 543,504: 48,626 89,412 175,381 248,678 249,158 472,685 513,951: 70,819 29,553
Old : 543,504: 48,626 89,412 175,381 248,678 249,158 472,685 513,951: 70,819 29,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 15,830: 464 5,314 6,193 5,377 2,538 12,034 14,045: 3,796 1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 16.5 32.3 45.8 45.8 87.0 94.6: 13.0 5.4
Old : 100.0: 8.9 16.5 32.3 45.8 45.8 87.0 94.6: 13.0 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 46 46 65 90 76 175 151:
Old : 189: 46 46 65 90 76 175 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 29.2 35.4 44.4 8.4 13.5 12.5 19.9
Old : 24.8 29.2 35.4 44.4 8.4 13.5 12.5 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, November 1, 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 : 527,674: 48,162 84,098 169,188 243,301 246,620 460,651 499,906: 67,023 27,768
Old : 527,674: 48,162 84,098 169,188 243,301 246,620 460,651 499,906: 67,023 27,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -31,579: -20,024 -1,899 -8,960 40 -13,861 -28,944 -24,720: -2,635 -6,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 15.9 32.1 46.1 46.7 87.3 94.7: 12.7 5.3
Old : 100.0: 9.1 15.9 32.1 46.1 46.7 87.3 94.7: 12.7 5.3
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 : 188: 50 46 61 86 73 170 148:
Old : 188: 50 46 61 86 73 170 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 28.7 34.9 44.6 8.6 13.7 12.4 19.7
Old : 24.1 28.7 34.9 44.6 8.6 13.7 12.4 19.7
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, November 8, 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 : 39,109: 2,673 372 675 30,173 35,238 33,521 36,285: 5,588 2,824
Old : 39,109: 2,673 372 675 30,173 35,238 33,521 36,285: 5,588 2,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,317: 135 372 -23 -157 -796 -45 -447: -1,272 -870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.0 1.7 77.2 90.1 85.7 92.8: 14.3 7.2
Old : 100.0: 6.8 1.0 1.7 77.2 90.1 85.7 92.8: 14.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 15 15 16 17:
Old : 24: 1 1 1 15 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 63.9 75.3 78.7 50.7 63.2 68.3 76.7
Old : 55.9 63.9 75.3 78.7 50.7 63.2 68.3 76.7
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, November 8, 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 : 37,848: 0 7,913 1,141 30,760 21,697 31,901 30,751: 5,947 7,097
Old : 37,848: 0 7,913 1,141 30,760 21,697 31,901 30,751: 5,947 7,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,776: 0 1,263 185 1,621 190 1,806 1,638: -30 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.9 3.0 81.3 57.3 84.3 81.2: 15.7 18.8
Old : 100.0: 0.0 20.9 3.0 81.3 57.3 84.3 81.2: 15.7 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 2 15 14 17 16:
Old : 22: 0 2 2 15 14 17 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 : 42.1 40.4 66.2 60.1 38.4 37.4 60.1 56.3
Old : 42.1 40.4 66.2 60.1 38.4 37.4 60.1 56.3
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, November 1, 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 : 36,072: 0 6,650 956 29,139 21,507 30,095 29,113: 5,977 6,959
Old : 36,072: 0 6,650 956 29,139 21,507 30,095 29,113: 5,977 6,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -2,462: 0 -1,279 -473 -1,336 1,555 -1,809 -197: -653 -2,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.4 2.7 80.8 59.6 83.4 80.7: 16.6 19.3
Old : 100.0: 0.0 18.4 2.7 80.8 59.6 83.4 80.7: 16.6 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 2 14 13 16 15:
Old : 21: 0 2 2 14 13 16 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 : 44.0 39.3 68.2 59.3 38.7 36.9 59.1 54.8
Old : 44.0 39.3 68.2 59.3 38.7 36.9 59.1 54.8
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, November 8, 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 : 106,480: 15,358 1,863 3,962 80,662 90,887 99,982 96,712: 6,498 9,768
Old : 106,480: 15,358 1,863 3,962 80,662 90,887 99,982 96,712: 6,498 9,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 4,316: 4,947 -228 170 -708 4,740 4,409 4,682: -93 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 1.7 3.7 75.8 85.4 93.9 90.8: 6.1 9.2
Old : 100.0: 14.4 1.7 3.7 75.8 85.4 93.9 90.8: 6.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 1 5 27 27 33 32:
Old : 38: 5 1 5 27 27 33 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 : 47.9 45.3 63.8 63.6 46.7 42.6 57.7 58.9
Old : 47.9 45.3 63.8 63.6 46.7 42.6 57.7 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, November 1, 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 : 102,164: 10,411 2,091 3,792 81,370 86,147 95,573 92,030: 6,591 10,134
Old : 102,164: 10,411 2,091 3,792 81,370 86,147 95,573 92,030: 6,591 10,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 91: 2,366 -1,606 1,492 -1,979 959 1,879 845: -1,788 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 2.0 3.7 79.6 84.3 93.5 90.1: 6.5 9.9
Old : 100.0: 10.2 2.0 3.7 79.6 84.3 93.5 90.1: 6.5 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 : 38: 4 2 5 27 27 33 32:
Old : 38: 4 2 5 27 27 33 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 : 47.5 44.5 63.6 63.6 45.8 41.2 57.2 56.9
Old : 47.5 44.5 63.6 63.6 45.8 41.2 57.2 56.9
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, November 8, 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 : 53,324: 4,616 5,684 0 43,369 41,059 47,985 46,743: 5,339 6,581
Old : 53,324: 4,616 5,684 0 43,369 41,059 47,985 46,743: 5,339 6,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -2,911: -720 -2,648 0 -1,914 200 -2,634 -2,448: -277 -463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.7 0.0 81.3 77.0 90.0 87.7: 10.0 12.3
Old : 100.0: 8.7 10.7 0.0 81.3 77.0 90.0 87.7: 10.0 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 0 14 15 15 17:
Old : 23: 1 2 0 14 15 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 43.7 76.8 66.8 47.7 40.4 69.8 62.2
Old : 53.3 43.7 76.8 66.8 47.7 40.4 69.8 62.2
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, November 1, 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 : 56,235: 5,336 8,332 0 45,283 40,859 50,619 49,191: 5,616 7,044
Old : 56,235: 5,336 8,332 0 45,283 40,859 50,619 49,191: 5,616 7,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,188: -563 0 0 2,358 1,162 1,795 1,162: -607 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 14.8 0.0 80.5 72.7 90.0 87.5: 10.0 12.5
Old : 100.0: 9.5 14.8 0.0 80.5 72.7 90.0 87.5: 10.0 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 0 14 16 15 18:
Old : 24: 1 2 0 14 16 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 : 53.2 44.5 77.1 68.2 49.9 41.6 72.8 63.7
Old : 53.2 44.5 77.1 68.2 49.9 41.6 72.8 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,546: 0 13,471 3,857 53,974 45,485 57,831 62,813: 8,715 3,733
Old : 66,546: 0 13,471 3,857 53,974 45,485 57,831 62,813: 8,715 3,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -227: 0 -1,637 1,029 -167 157 862 -451: -1,089 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.2 5.8 81.1 68.4 86.9 94.4: 13.1 5.6
Old : 100.0: 0.0 20.2 5.8 81.1 68.4 86.9 94.4: 13.1 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 3 3 16 15 19 18:
Old : 22: 0 3 3 16 15 19 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 : 45.6 60.6 68.6 78.3 38.1 47.7 53.5 58.3
Old : 45.6 60.6 68.6 78.3 38.1 47.7 53.5 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,773: 0 15,108 2,828 54,141 45,328 56,969 63,264: 9,804 3,509
Old : 66,773: 0 15,108 2,828 54,141 45,328 56,969 63,264: 9,804 3,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -10,469: -302 -4,992 1,012 -13,981 -7,480 -13,271 -11,460: 2,802 991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.6 4.2 81.1 67.9 85.3 94.7: 14.7 5.3
Old : 100.0: 0.0 22.6 4.2 81.1 67.9 85.3 94.7: 14.7 5.3
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 : 22: 0 3 3 16 16 19 19:
Old : 22: 0 3 3 16 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 62.5 66.5 78.2 37.2 51.3 52.0 59.5
Old : 46.7 62.5 66.5 78.2 37.2 51.3 52.0 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, November 8, 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 : 70,068: 22,407 6,051 4,256 34,671 53,677 61,334 63,984: 8,734 6,084
Old : 70,068: 22,407 6,051 4,256 34,671 53,677 61,334 63,984: 8,734 6,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -299: 1,496 360 -1,412 -2,676 362 -2,592 -690: 2,293 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 8.6 6.1 49.5 76.6 87.5 91.3: 12.5 8.7
Old : 100.0: 32.0 8.6 6.1 49.5 76.6 87.5 91.3: 12.5 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 : 25: 2 2 2 18 20 21 23:
Old : 25: 2 2 2 18 20 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 : 58.9 45.4 73.5 63.0 47.9 36.1 53.7 49.5
Old : 58.9 45.4 73.5 63.0 47.9 36.1 53.7 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, November 1, 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 : 70,367: 20,911 5,691 5,668 37,347 53,315 63,926 64,674: 6,441 5,693
Old : 70,367: 20,911 5,691 5,668 37,347 53,315 63,926 64,674: 6,441 5,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -2,401: -4,587 -2,074 1,578 62 -303 -2,947 -799: 546 -1,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 8.1 8.1 53.1 75.8 90.8 91.9: 9.2 8.1
Old : 100.0: 29.7 8.1 8.1 53.1 75.8 90.8 91.9: 9.2 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 2 19 21 22 24:
Old : 26: 2 2 2 19 21 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 : 57.2 43.4 74.9 62.4 43.5 33.4 50.8 45.6
Old : 57.2 43.4 74.9 62.4 43.5 33.4 50.8 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,715: 0 2,015 1,643 56,521 49,502 58,164 53,160: 1,551 6,555
Old : 59,715: 0 2,015 1,643 56,521 49,502 58,164 53,160: 1,551 6,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -5,396: 0 700 210 -6,159 -4,785 -5,949 -3,875: 553 -1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 2.8 94.7 82.9 97.4 89.0: 2.6 11.0
Old : 100.0: 0.0 3.4 2.8 94.7 82.9 97.4 89.0: 2.6 11.0
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 18 18 19:
Old : 25: 0 1 1 17 18 18 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 : 65.0 44.2 79.6 66.1 61.8 39.9 70.4 57.2
Old : 65.0 44.2 79.6 66.1 61.8 39.9 70.4 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, November 1, 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 : 65,111: 0 1,315 1,433 62,680 54,287 64,113 57,035: 998 8,076
Old : 65,111: 0 1,315 1,433 62,680 54,287 64,113 57,035: 998 8,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -267: 0 -2,965 308 -178 3,479 130 822: -397 -1,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 2.2 96.3 83.4 98.5 87.6: 1.5 12.4
Old : 100.0: 0.0 2.0 2.2 96.3 83.4 98.5 87.6: 1.5 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 17 21 18 22:
Old : 25: 0 1 1 17 21 18 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 : 64.7 42.6 81.1 63.3 60.6 38.6 68.7 54.3
Old : 64.7 42.6 81.1 63.3 60.6 38.6 68.7 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, November 8, 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 : 55,878: 720 10,488 1,317 47,006 37,889 49,043 49,694: 6,835 6,184
Old : 55,878: 720 10,488 1,317 47,006 37,889 49,043 49,694: 6,835 6,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -2,976: -248 1,120 158 -4,580 -6,055 -4,670 -4,777: 1,694 1,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 18.8 2.4 84.1 67.8 87.8 88.9: 12.2 11.1
Old : 100.0: 1.3 18.8 2.4 84.1 67.8 87.8 88.9: 12.2 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 : 27: 1 2 2 21 14 24 16:
Old : 27: 1 2 2 21 14 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 56.0 56.6 78.5 25.7 40.7 37.3 50.5
Old : 35.8 56.0 56.6 78.5 25.7 40.7 37.3 50.5
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, November 1, 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 : 58,854: 968 9,368 1,159 51,586 43,944 53,713 54,471: 5,141 4,383
Old : 58,854: 968 9,368 1,159 51,586 43,944 53,713 54,471: 5,141 4,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -8,596: 968 834 -1,799 -6,889 -6,886 -7,720 -7,851: -876 -745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 15.9 2.0 87.7 74.7 91.3 92.6: 8.7 7.4
Old : 100.0: 1.6 15.9 2.0 87.7 74.7 91.3 92.6: 8.7 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 2 22 15 25 17:
Old : 28: 1 2 2 22 15 25 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 : 34.3 55.5 57.5 77.4 25.5 39.5 39.0 52.6
Old : 34.3 55.5 57.5 77.4 25.5 39.5 39.0 52.6
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, November 1, 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 : 47,121: 0 2,573 644 37,919 39,158 38,563 42,375: 8,558 4,746
Old : 47,121: 0 2,573 644 37,919 39,158 38,563 42,375: 8,558 4,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 458: 0 428 0 0 -32 0 396: 458 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 1.4 80.5 83.1 81.8 89.9: 18.2 10.1
Old : 100.0: 0.0 5.5 1.4 80.5 83.1 81.8 89.9: 18.2 10.1
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: 0 1 1 14 14 15 15:
Old : 22: 0 1 1 14 14 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 : 59.9 65.3 74.2 82.8 58.4 65.0 69.1 78.6
Old : 59.9 65.3 74.2 82.8 58.4 65.0 69.1 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, November 8, 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 : 40,329: 0 284 1,946 34,669 33,496 36,615 35,726: 3,714 4,603
Old : 40,329: 0 284 1,946 34,669 33,496 36,615 35,726: 3,714 4,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 4.8 86.0 83.1 90.8 88.6: 9.2 11.4
Old : 100.0: 0.0 0.7 4.8 86.0 83.1 90.8 88.6: 9.2 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 14 13 15 14:
Old : 20: 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 : 54.3 59.9 74.5 78.3 54.3 53.2 69.1 65.2
Old : 54.3 59.9 74.5 78.3 54.3 53.2 69.1 65.2
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, November 8, 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 : 56,777: 13,879 0 2,190 33,957 47,994 50,026 50,184: 6,751 6,593
Old : 56,777: 13,879 0 2,190 33,957 47,994 50,026 50,184: 6,751 6,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,504: 608 0 -484 1,874 1,935 1,998 1,451: -494 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 0.0 3.9 59.8 84.5 88.1 88.4: 11.9 11.6
Old : 100.0: 24.4 0.0 3.9 59.8 84.5 88.1 88.4: 11.9 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 : 24: 4 0 3 15 18 19 21:
Old : 24: 4 0 3 15 18 19 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 : 61.4 43.6 78.4 66.2 38.6 28.4 46.9 41.0
Old : 61.4 43.6 78.4 66.2 38.6 28.4 46.9 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, November 1, 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 : 55,273: 13,271 0 2,674 32,083 46,059 48,028 48,733: 7,245 6,540
Old : 55,273: 13,271 0 2,674 32,083 46,059 48,028 48,733: 7,245 6,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -2,248: 6,900 -70 -2,970 -5,478 785 -1,548 -2,255: -700 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 0.0 4.8 58.0 83.3 86.9 88.2: 13.1 11.8
Old : 100.0: 24.0 0.0 4.8 58.0 83.3 86.9 88.2: 13.1 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 3 14 17 18 20:
Old : 23: 4 0 3 14 17 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 45.1 78.4 66.3 40.2 30.6 48.8 44.1
Old : 63.0 45.1 78.4 66.3 40.2 30.6 48.8 44.1
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, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 48,006: 4,946 751 3,335 32,709 31,816 40,990 35,902: 7,016 12,104
Old : 48,006: 4,946 751 3,335 32,709 31,816 40,990 35,902: 7,016 12,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,381: 2,305 751 -340 -3,188 -1,816 -1,223 -1,405: -158 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 1.6 6.9 68.1 66.3 85.4 74.8: 14.6 25.2
Old : 100.0: 10.3 1.6 6.9 68.1 66.3 85.4 74.8: 14.6 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 2 15 15 17 17:
Old : 21: 1 1 2 15 15 17 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 : 48.3 36.8 70.1 58.9 44.7 32.1 59.0 43.3
Old : 48.3 36.8 70.1 58.9 44.7 32.1 59.0 43.3
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, November 1, 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 : 49,387: 2,641 0 3,675 35,897 33,632 42,213 37,307: 7,174 12,080
Old : 49,387: 2,641 0 3,675 35,897 33,632 42,213 37,307: 7,174 12,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,548: 593 0 -2,007 3,236 2,964 1,822 957: -274 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.0 7.4 72.7 68.1 85.5 75.5: 14.5 24.5
Old : 100.0: 5.3 0.0 7.4 72.7 68.1 85.5 75.5: 14.5 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 2 15 13 17 15:
Old : 21: 2 0 2 15 13 17 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 : 42.4 39.3 64.5 62.1 38.6 32.3 55.2 45.8
Old : 42.4 39.3 64.5 62.1 38.6 32.3 55.2 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, November 8, 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 : 1,378,009: 346,905 64,225 259,719 755,287 1,042,322 1,361,911 1,366,266: 16,098 11,743
Old : 1,378,009: 346,905 64,225 259,719 755,287 1,042,322 1,361,911 1,366,266: 16,098 11,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 34,419: 948 -23,749 13,343 24,040 44,580 38,331 34,174: -3,912 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 4.7 18.8 54.8 75.6 98.8 99.1: 1.2 0.9
Old : 100.0: 25.2 4.7 18.8 54.8 75.6 98.8 99.1: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 29 12 33 88 80 128 115:
Old : 135: 29 12 33 88 80 128 115:
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 : 25.2 25.1 38.6 43.1 17.7 18.8 26.5 31.6
Old : 25.2 25.1 38.6 43.1 17.7 18.8 26.5 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, November 1, 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 : 1,343,590: 345,957 87,974 246,376 731,247 997,742 1,323,580 1,332,092: 20,010 11,498
Old : 1,343,590: 345,957 87,974 246,376 731,247 997,742 1,323,580 1,332,092: 20,010 11,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -50,897: -8,232 -2,171 -2,215 -39,508 -46,682 -49,955 -51,068: -942 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 6.5 18.3 54.4 74.3 98.5 99.1: 1.5 0.9
Old : 100.0: 25.7 6.5 18.3 54.4 74.3 98.5 99.1: 1.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 29 10 32 86 77 124 111:
Old : 131: 29 10 32 86 77 124 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 25.5 37.3 41.8 16.4 18.5 25.1 30.8
Old : 23.6 25.5 37.3 41.8 16.4 18.5 25.1 30.8
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, November 8, 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 : 276,744: 62,467 97,505 63,750 146,934 114,796 273,151 276,051: 3,593 693
Old : 276,744: 62,467 97,505 63,750 146,934 114,796 273,151 276,051: 3,593 693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 30,231: 5,988 28,560 1,821 22,030 255 29,839 30,636: 392 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 35.2 23.0 53.1 41.5 98.7 99.7: 1.3 0.3
Old : 100.0: 22.6 35.2 23.0 53.1 41.5 98.7 99.7: 1.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 14 8 18 30 28 51 47:
Old : 53: 14 8 18 30 28 51 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 : 37.8 57.9 56.0 73.0 25.8 43.1 37.1 48.1
Old : 37.8 57.9 56.0 73.0 25.8 43.1 37.1 48.1
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, November 1, 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 : 246,513: 56,479 68,945 61,929 124,904 114,541 243,312 245,415: 3,201 1,098
Old : 246,513: 56,479 68,945 61,929 124,904 114,541 243,312 245,415: 3,201 1,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -29,605: -6,004 -15,619 -5,800 -18,439 -7,951 -30,243 -29,370: 638 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 28.0 25.1 50.7 46.5 98.7 99.6: 1.3 0.4
Old : 100.0: 22.9 28.0 25.1 50.7 46.5 98.7 99.6: 1.3 0.4
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 : 50: 14 6 17 29 27 49 44:
Old : 50: 14 6 17 29 27 49 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 : 36.2 55.5 54.8 70.9 22.9 39.3 32.3 44.6
Old : 36.2 55.5 54.8 70.9 22.9 39.3 32.3 44.6
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, November 8, 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 : 72,419: 23,596 8,460 10,654 37,915 53,063 72,165 72,177: 254 242
Old : 72,419: 23,596 8,460 10,654 37,915 53,063 72,165 72,177: 254 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,282: -2,710 -960 328 960 -790 -1,422 -1,422: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 11.7 14.7 52.4 73.3 99.6 99.7: 0.4 0.3
Old : 100.0: 32.6 11.7 14.7 52.4 73.3 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 8 10 37 39 47 50:
Old : 53: 3 8 10 37 39 47 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 40.1 69.3 59.9 47.9 33.6 53.3 46.7
Old : 56.4 40.1 69.3 59.9 47.9 33.6 53.3 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, November 1, 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 : 73,701: 26,306 9,420 10,326 36,955 53,853 73,587 73,599: 114 102
Old : 73,701: 26,306 9,420 10,326 36,955 53,853 73,587 73,599: 114 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -3,146: -544 -380 -460 -2,068 -2,328 -3,072 -3,168: -74 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 12.8 14.0 50.1 73.1 99.8 99.9: 0.2 0.1
Old : 100.0: 35.7 12.8 14.0 50.1 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 : 51: 3 6 9 37 39 46 48:
Old : 51: 3 6 9 37 39 46 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 41.5 70.2 60.4 51.3 36.5 56.2 50.7
Old : 58.6 41.5 70.2 60.4 51.3 36.5 56.2 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 25,567: 4,534 3,939 2,247 18,786 18,872 25,567 25,058: 0 509
Old : 25,567: 4,534 3,939 2,247 18,786 18,872 25,567 25,058: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -2,181: -185 -972 46 -2,042 -1,213 -2,181 -2,139: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 15.4 8.8 73.5 73.8 100.0 98.0: 0.0 2.0
Old : 100.0: 17.7 15.4 8.8 73.5 73.8 100.0 98.0: 0.0 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 : 38: 3 4 6 22 24 29 30:
Old : 38: 3 4 6 22 24 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 50.7 77.3 71.4 54.1 47.4 71.7 65.2
Old : 58.2 50.7 77.3 71.4 54.1 47.4 71.7 65.2
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, November 1, 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 : 27,748: 4,719 4,911 2,201 20,828 20,085 27,748 27,197: 0 551
Old : 27,748: 4,719 4,911 2,201 20,828 20,085 27,748 27,197: 0 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 18: -1,366 63 151 1,339 -132 124 82: -106 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 17.7 7.9 75.1 72.4 100.0 98.0: 0.0 2.0
Old : 100.0: 17.0 17.7 7.9 75.1 72.4 100.0 98.0: 0.0 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 : 38: 4 3 6 21 23 28 29:
Old : 38: 4 3 6 21 23 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 52.4 77.0 74.4 55.0 49.1 73.0 68.7
Old : 57.4 52.4 77.0 74.4 55.0 49.1 73.0 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, November 8, 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 : 11,628: 1,677 4,372 846 9,105 6,320 11,628 11,538: 0 90
Old : 11,628: 1,677 4,372 846 9,105 6,320 11,628 11,538: 0 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 609: -1,068 991 -1,260 2,937 788 609 519: 0 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 37.6 7.3 78.3 54.4 100.0 99.2: 0.0 0.8
Old : 100.0: 14.4 37.6 7.3 78.3 54.4 100.0 99.2: 0.0 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 : 26: 3 3 2 16 11 20 15:
Old : 26: 3 3 2 16 11 20 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 : 51.4 58.3 76.1 81.5 41.0 49.6 58.5 65.2
Old : 51.4 58.3 76.1 81.5 41.0 49.6 58.5 65.2
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, November 1, 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 : 11,019: 2,745 3,381 2,106 6,168 5,532 11,019 11,019: 0 0
Old : 11,019: 2,745 3,381 2,106 6,168 5,532 11,019 11,019: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,612: 2,002 -78 -348 -42 2,038 1,612 1,612: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 30.7 19.1 56.0 50.2 100.0 100.0: 0.0 0.0
Old : 100.0: 24.9 30.7 19.1 56.0 50.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 2 3 14 9 19 13:
Old : 24: 4 2 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 : 48.2 55.1 71.1 85.9 30.0 49.9 50.5 64.0
Old : 48.2 55.1 71.1 85.9 30.0 49.9 50.5 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, November 8, 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 : 19,128: 3,500 5,152 1,782 13,586 11,686 18,868 18,620: 260 508
Old : 19,128: 3,500 5,152 1,782 13,586 11,686 18,868 18,620: 260 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,772: 40 1,144 150 1,552 468 1,742 1,762: 30 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 26.9 9.3 71.0 61.1 98.6 97.3: 1.4 2.7
Old : 100.0: 18.3 26.9 9.3 71.0 61.1 98.6 97.3: 1.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 4 6 20 21 26 28:
Old : 30: 3 4 6 20 21 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 52.6 71.1 80.8 39.4 43.7 58.3 62.8
Old : 46.3 52.6 71.1 80.8 39.4 43.7 58.3 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, November 1, 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 : 17,356: 3,460 4,008 1,632 12,034 11,218 17,126 16,858: 230 498
Old : 17,356: 3,460 4,008 1,632 12,034 11,218 17,126 16,858: 230 498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -274: -12 328 -268 316 -344 36 -284: -310 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 23.1 9.4 69.3 64.6 98.7 97.1: 1.3 2.9
Old : 100.0: 19.9 23.1 9.4 69.3 64.6 98.7 97.1: 1.3 2.9
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 : 31: 3 4 7 18 21 25 28:
Old : 31: 3 4 7 18 21 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 : 48.5 55.0 72.2 79.5 42.9 45.4 61.4 62.8
Old : 48.5 55.0 72.2 79.5 42.9 45.4 61.4 62.8
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, November 8, 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 : 22,796: 10,000 120 1,330 10,770 21,118 22,100 22,568: 696 228
Old : 22,796: 10,000 120 1,330 10,770 21,118 22,100 22,568: 696 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -928: -1,200 0 0 292 -928 -908 -928: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 0.5 5.8 47.2 92.6 96.9 99.0: 3.1 1.0
Old : 100.0: 43.9 0.5 5.8 47.2 92.6 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 : 32: 2 1 3 22 26 25 29:
Old : 32: 2 1 3 22 26 25 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 : 65.3 52.6 78.1 76.2 58.5 49.9 70.6 69.9
Old : 65.3 52.6 78.1 76.2 58.5 49.9 70.6 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, November 1, 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 : 23,724: 11,200 120 1,330 10,478 22,046 23,008 23,496: 716 228
Old : 23,724: 11,200 120 1,330 10,478 22,046 23,008 23,496: 716 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -1,142: -160 0 -200 -870 -938 -1,230 -1,138: 88 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 0.5 5.6 44.2 92.9 97.0 99.0: 3.0 1.0
Old : 100.0: 47.2 0.5 5.6 44.2 92.9 97.0 99.0: 3.0 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 : 32: 2 1 3 22 26 25 29:
Old : 32: 2 1 3 22 26 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 55.6 79.1 77.7 61.6 52.2 71.7 71.8
Old : 68.2 55.6 79.1 77.7 61.6 52.2 71.7 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, November 8, 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 : 9,834: 1,266 80 688 7,840 9,006 9,794 9,774: 40 60
Old : 9,834: 1,266 80 688 7,840 9,006 9,794 9,774: 40 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -212: -384 0 -112 264 -120 -232 -232: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.8 7.0 79.7 91.6 99.6 99.4: 0.4 0.6
Old : 100.0: 12.9 0.8 7.0 79.7 91.6 99.6 99.4: 0.4 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 : 21: 2 1 2 15 11 17 14:
Old : 21: 2 1 2 15 11 17 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 : 58.9 74.1 86.6 91.4 47.9 70.2 69.4 74.8
Old : 58.9 74.1 86.6 91.4 47.9 70.2 69.4 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, November 1, 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 : 10,046: 1,650 80 800 7,576 9,126 10,026 10,006: 20 40
Old : 10,046: 1,650 80 800 7,576 9,126 10,026 10,006: 20 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 150: 20 -40 -20 154 230 154 170: -4 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 0.8 8.0 75.4 90.8 99.8 99.6: 0.2 0.4
Old : 100.0: 16.4 0.8 8.0 75.4 90.8 99.8 99.6: 0.2 0.4
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 : 21: 2 1 2 15 11 17 14:
Old : 21: 2 1 2 15 11 17 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 71.6 86.9 89.8 50.0 67.7 66.7 72.2
Old : 60.5 71.6 86.9 89.8 50.0 67.7 66.7 72.2
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, November 8, 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 : 830,757: 122,079 169,895 128,331 530,501 465,085 780,911 763,311: 49,846 67,446
Old : 830,757: 122,079 169,895 128,331 530,501 465,085 780,911 763,311: 49,846 67,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 8,924: 1,952 7,728 1,381 9,430 3,878 12,763 12,987: -3,839 -4,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 20.5 15.4 63.9 56.0 94.0 91.9: 6.0 8.1
Old : 100.0: 14.7 20.5 15.4 63.9 56.0 94.0 91.9: 6.0 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 55 108 95 76 83 197 230:
Old : 263: 55 108 95 76 83 197 230:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.5 38.4 26.8 21.1 11.6 28.9 17.8
Old : 26.5 17.5 38.4 26.8 21.1 11.6 28.9 17.8
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, November 1, 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 : 821,833: 120,127 162,167 126,950 521,071 461,207 768,148 750,324: 53,685 71,509
Old : 821,833: 120,127 162,167 126,950 521,071 461,207 768,148 750,324: 53,685 71,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 4,424: -526 3,430 3,330 -2,038 -3,773 766 2,987: 3,658 1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 19.7 15.4 63.4 56.1 93.5 91.3: 6.5 8.7
Old : 100.0: 14.6 19.7 15.4 63.4 56.1 93.5 91.3: 6.5 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 : 245: 43 107 87 75 81 184 216:
Old : 245: 43 107 87 75 81 184 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 17.7 38.0 27.1 21.1 12.1 29.2 18.2
Old : 26.0 17.7 38.0 27.1 21.1 12.1 29.2 18.2
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, November 8, 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 : 14,221: 9,295 2,145 284 2,175 11,513 11,754 13,942: 2,467 279
Old : 14,221: 9,295 2,145 284 2,175 11,513 11,754 13,942: 2,467 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 41: 106 -114 -43 84 443 147 286: -106 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 15.1 2.0 15.3 81.0 82.7 98.0: 17.3 2.0
Old : 100.0: 65.4 15.1 2.0 15.3 81.0 82.7 98.0: 17.3 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 : 118: 64 11 6 13 29 82 44:
Old : 118: 64 11 6 13 29 82 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 : 25.8 35.1 40.2 53.7 25.8 35.1 40.2 53.6
Old : 25.8 35.1 40.2 53.7 25.8 35.1 40.2 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, November 1, 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 : 14,180: 9,189 2,259 327 2,091 11,070 11,607 13,656: 2,573 524
Old : 14,180: 9,189 2,259 327 2,091 11,070 11,607 13,656: 2,573 524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 275: -196 9 151 616 291 571 451: -296 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 15.9 2.3 14.7 78.1 81.9 96.3: 18.1 3.7
Old : 100.0: 64.8 15.9 2.3 14.7 78.1 81.9 96.3: 18.1 3.7
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 : 115: 65 10 6 10 29 79 44:
Old : 115: 65 10 6 10 29 79 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 : 25.9 33.7 39.3 52.3 25.9 33.7 39.3 52.3
Old : 25.9 33.7 39.3 52.3 25.9 33.7 39.3 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, November 8, 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 : 11,525: 8,500 462 0 945 9,948 9,445 10,410: 2,080 1,115
Old : 11,525: 8,500 462 0 945 9,948 9,445 10,410: 2,080 1,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 450: 476 -10 -12 54 514 518 492: -68 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 4.0 0.0 8.2 86.3 82.0 90.3: 18.0 9.7
Old : 100.0: 73.8 4.0 0.0 8.2 86.3 82.0 90.3: 18.0 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 30 4 0 8 19 38 23:
Old : 57: 30 4 0 8 19 38 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 : 34.2 51.0 50.7 74.0 34.2 49.6 50.7 72.6
Old : 34.2 51.0 50.7 74.0 34.2 49.6 50.7 72.6
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, November 1, 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 : 11,075: 8,024 472 12 891 9,434 8,927 9,918: 2,148 1,157
Old : 11,075: 8,024 472 12 891 9,434 8,927 9,918: 2,148 1,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -1,699: -1,810 -92 -35 213 -1,370 -1,632 -1,497: -67 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 4.3 0.1 8.0 85.2 80.6 89.6: 19.4 10.4
Old : 100.0: 72.5 4.3 0.1 8.0 85.2 80.6 89.6: 19.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 27 4 1 9 17 36 22:
Old : 53: 27 4 1 9 17 36 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 : 34.0 51.3 50.8 76.2 34.0 49.6 50.8 74.4
Old : 34.0 51.3 50.8 76.2 34.0 49.6 50.8 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, November 8, 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 : 132,044: 28,071 6,711 11,360 80,581 102,900 120,012 120,971: 12,032 11,073
Old : 132,044: 28,071 6,711 11,360 80,581 102,900 120,012 120,971: 12,032 11,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 2,137: -426 1,959 2,373 -625 -3,939 1,322 393: 815 1,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 5.1 8.6 61.0 77.9 90.9 91.6: 9.1 8.4
Old : 100.0: 21.3 5.1 8.6 61.0 77.9 90.9 91.6: 9.1 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 : 151: 47 21 36 61 70 124 113:
Old : 151: 47 21 36 61 70 124 113:
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 : 25.6 22.2 41.1 35.3 19.6 18.4 29.7 28.7
Old : 25.6 22.2 41.1 35.3 19.6 18.4 29.7 28.7
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, November 1, 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 : 129,907: 28,497 4,752 8,987 81,206 106,839 118,690 120,578: 11,217 9,329
Old : 129,907: 28,497 4,752 8,987 81,206 106,839 118,690 120,578: 11,217 9,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -8,694: 36 1,700 -3,306 -5,102 -6,247 -8,372 -7,853: -322 -841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 3.7 6.9 62.5 82.2 91.4 92.8: 8.6 7.2
Old : 100.0: 21.9 3.7 6.9 62.5 82.2 91.4 92.8: 8.6 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 45 21 35 58 67 122 107:
Old : 147: 45 21 35 58 67 122 107:
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 : 28.0 21.8 43.4 37.0 19.9 18.3 30.7 28.7
Old : 28.0 21.8 43.4 37.0 19.9 18.3 30.7 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005