WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 15, 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 : 303,926: 51,953 102,452 27,307 193,999 132,046 273,259 261,805: 30,667 42,121
Old : 250,401: 54,294 96,954 11,924 156,468 112,070 222,686 220,948: 27,715 29,453
Other: 53,525: 11,050 18,889 1,992 37,531 19,976 50,573 40,857: 2,952 12,668
: : :
: : Changes in Commitments from: November 8, 2005 :
: 6,561: 1,569 5,989 -5,989 7,425 3,995 3,005 3,995: 3,556 2,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 33.7 9.0 63.8 43.4 89.9 86.1: 10.1 13.9
Old : 100.0: 21.7 38.7 4.8 62.5 44.8 88.9 88.2: 11.1 11.8
Other: 100.0: 20.6 35.3 3.7 70.1 37.3 94.5 76.3: 5.5 23.7
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 72 131 68 56 67 174 229:
Old : 277: 72 123 51 53 56 162 198:
Other: 138: 29 47 17 16 58 52 115:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 26.8 45.4 33.8 29.4 20.2 44.5 26.5
Old : 34.1 30.9 49.2 38.8 34.1 29.4 49.2 36.7
Other: 66.3 21.1 78.5 29.8 60.5 18.1 72.0 25.6
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
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 15, 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 : 855,305: 176,062 177,032 69,908 453,657 417,822 699,627 664,762: 155,678 190,543
Old : 778,388: 174,953 178,491 49,538 410,756 381,414 635,247 609,443: 143,141 168,945
Other: 76,917: 16,868 14,300 4,611 42,901 36,408 64,380 55,319: 12,537 21,598
: : :
: : Changes in Commitments from: November 8, 2005 :
: -12,533: 5,477 2,496 -16,589 -601 7,963 -11,713 -6,130: -820 -6,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 20.7 8.2 53.0 48.9 81.8 77.7: 18.2 22.3
Old : 100.0: 22.5 22.9 6.4 52.8 49.0 81.6 78.3: 18.4 21.7
Other: 100.0: 21.9 18.6 6.0 55.8 47.3 83.7 71.9: 16.3 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 569: 161 123 120 191 194 416 394:
Old : 559: 162 120 106 182 187 399 375:
Other: 251: 49 44 10 46 124 98 176:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 19.3 29.8 25.3 17.1 16.8 25.9 21.8
Old : 21.3 19.2 31.1 25.6 18.6 16.4 26.9 21.8
Other: 39.4 29.7 49.6 37.8 39.1 28.8 49.0 35.2
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
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 15, 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 : 7,280: 3,597 369 92 1,397 5,475 5,086 5,936: 2,194 1,344
Old : 7,258: 3,597 370 89 1,394 5,468 5,080 5,927: 2,178 1,331
Other: 22: 1 0 2 3 7 6 9: 16 13
: : :
: : Changes in Commitments from: November 8, 2005 :
: 191: -50 -51 72 221 29 243 50: -52 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 5.1 1.3 19.2 75.2 69.9 81.5: 30.1 18.5
Old : 100.0: 49.6 5.1 1.2 19.2 75.3 70.0 81.7: 30.0 18.3
Other: 100.0: 4.5 0.0 9.1 13.6 31.8 27.3 40.9: 72.7 59.1
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 13 6 3 13 12 29 18:
Old : 36: 13 6 3 13 12 29 18:
Other: 4: 1 0 1 2 2 3 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 : 30.4 52.4 46.1 68.7 30.4 46.5 44.0 61.2
Old : 30.5 52.5 46.3 68.8 30.5 46.6 44.1 61.4
Other: 27.3 40.9 27.3 40.9 13.6 27.3 13.6 27.3
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 15, 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 : 268,851: 50,295 44,700 25,822 146,031 127,283 222,148 197,805: 46,703 71,046
Old : 251,427: 50,207 46,742 18,954 137,612 120,794 206,773 186,490: 44,654 64,937
Other: 17,424: 6,422 4,292 534 8,419 6,489 15,375 11,315: 2,049 6,109
: : :
: : Changes in Commitments from: November 8, 2005 :
: -1,310: 3,271 1,693 -1,360 -5,886 -2,690 -3,975 -2,357: 2,665 1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 16.6 9.6 54.3 47.3 82.6 73.6: 17.4 26.4
Old : 100.0: 20.0 18.6 7.5 54.7 48.0 82.2 74.2: 17.8 25.8
Other: 100.0: 36.9 24.6 3.1 48.3 37.2 88.2 64.9: 11.8 35.1
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 77 97 66 87 96 214 221:
Old : 307: 83 96 56 86 93 208 213:
Other: 98: 17 22 3 22 42 40 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 19.8 32.3 26.0 19.9 16.3 29.5 21.8
Old : 22.3 20.5 33.4 27.2 22.3 17.2 32.2 23.4
Other: 47.1 28.7 65.3 38.9 43.8 28.3 62.0 38.0
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 15, 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 : 175,531: 36,302 23,397 25,756 91,225 106,465 153,283 155,618: 22,248 19,913
Old : 164,944: 39,377 24,753 19,843 84,625 101,364 143,845 145,960: 21,099 18,984
Other: 10,587: 2,051 3,770 787 6,600 5,101 9,438 9,658: 1,149 929
: : :
: : Changes in Commitments from: November 8, 2005 :
: 3,598: -2,945 6,593 894 6,440 -5,798 4,389 1,689: -791 1,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 13.3 14.7 52.0 60.7 87.3 88.7: 12.7 11.3
Old : 100.0: 23.9 15.0 12.0 51.3 61.5 87.2 88.5: 12.8 11.5
Other: 100.0: 19.4 35.6 7.4 62.3 48.2 89.1 91.2: 10.9 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 36 41 36 50 48 107 117:
Old : 151: 42 43 30 48 47 103 112:
Other: 46: 7 15 4 15 15 25 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 34.1 34.4 44.9 20.5 33.5 30.2 38.9
Old : 22.5 34.9 34.3 45.1 21.8 34.3 32.3 40.0
Other: 68.4 36.2 80.0 57.4 68.4 34.0 75.8 54.1
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 15, 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 : 647,819: 97,377 116,140 17,023 406,256 342,925 520,656 476,088: 127,163 171,731
Old : 647,819: 97,377 116,140 17,023 406,256 342,925 520,656 476,088: 127,163 171,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 33,437: 3,159 -7,267 1,830 23,220 36,360 28,209 30,923: 5,228 2,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 17.9 2.6 62.7 52.9 80.4 73.5: 19.6 26.5
Old : 100.0: 15.0 17.9 2.6 62.7 52.9 80.4 73.5: 19.6 26.5
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 : 162: 25 35 29 67 74 111 119:
Old : 162: 25 35 29 67 74 111 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 14.1 34.4 23.9 21.2 13.3 29.1 22.4
Old : 24.8 14.1 34.4 23.9 21.2 13.3 29.1 22.4
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 136,479: 21,960 19,365 16,853 71,171 76,762 109,984 112,980: 26,495 23,499
Old : 129,526: 22,202 19,974 13,970 67,403 72,646 103,575 106,590: 25,951 22,936
Other: 6,953: 1,115 748 1,526 3,768 4,116 6,409 6,390: 544 563
: : :
: : Changes in Commitments from: November 8, 2005 :
: -860: 2,445 -2,042 771 -4,514 2,130 -1,298 859: 438 -1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 14.2 12.3 52.1 56.2 80.6 82.8: 19.4 17.2
Old : 100.0: 17.1 15.4 10.8 52.0 56.1 80.0 82.3: 20.0 17.7
Other: 100.0: 16.0 10.8 21.9 54.2 59.2 92.2 91.9: 7.8 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 38 33 32 50 49 108 104:
Old : 143: 39 35 32 50 47 108 102:
Other: 44: 12 7 6 17 17 32 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 30.2 31.0 38.5 18.1 25.3 25.1 32.7
Old : 22.1 30.6 30.5 38.9 18.7 26.4 26.1 34.2
Other: 43.1 35.5 63.3 57.8 29.9 27.8 43.1 39.6
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 15, 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 : 7,392: 3,172 197 668 1,908 5,667 5,748 6,532: 1,644 860
Old : 7,357: 3,175 202 658 1,908 5,648 5,741 6,508: 1,616 849
Other: 35: 7 5 0 0 19 7 24: 28 11
: : :
: : Changes in Commitments from: November 8, 2005 :
: -63: 86 -74 -89 -25 67 -28 -96: -35 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 2.7 9.0 25.8 76.7 77.8 88.4: 22.2 11.6
Old : 100.0: 43.2 2.7 8.9 25.9 76.8 78.0 88.5: 22.0 11.5
Other: 100.0: 20.0 14.3 0.0 0.0 54.3 20.0 68.6: 80.0 31.4
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 18 4 6 13 16 32 25:
Old : 46: 18 4 6 13 16 32 25:
Other: 5: 2 1 0 0 2 2 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 : 26.1 57.4 45.0 73.3 23.5 48.4 36.2 60.4
Old : 26.2 57.7 45.2 73.4 23.6 48.7 36.3 60.5
Other: 20.0 68.6 20.0 68.6 20.0 68.6 20.0 68.6
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 15, 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 : 370,646: 103,954 96,798 2,158 193,688 162,230 299,800 261,186: 70,846 109,460
Old : 370,646: 103,954 96,798 2,158 193,688 162,230 299,800 261,186: 70,846 109,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 8,576: -980 6,192 0 9,911 -1,082 8,931 5,110: -355 3,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 26.1 0.6 52.3 43.8 80.9 70.5: 19.1 29.5
Old : 100.0: 28.0 26.1 0.6 52.3 43.8 80.9 70.5: 19.1 29.5
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 : 118: 24 28 6 48 48 75 79:
Old : 118: 24 28 6 48 48 75 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 : 26.1 16.5 37.3 26.1 25.2 15.4 36.1 24.8
Old : 26.1 16.5 37.3 26.1 25.2 15.4 36.1 24.8
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 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, November 15, 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 : 1,902,039: 375,501 363,110 64,555 1,125,385 1,058,226 1,565,441 1,485,891: 336,598 416,148
Old : 1,902,039: 375,501 363,110 64,555 1,125,385 1,058,226 1,565,441 1,485,891: 336,598 416,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 113,647: -24,676 -26,847 4,358 34,716 110,881 14,398 88,392: 99,249 25,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 19.1 3.4 59.2 55.6 82.3 78.1: 17.7 21.9
Old : 100.0: 19.7 19.1 3.4 59.2 55.6 82.3 78.1: 17.7 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 : 274: 75 54 37 98 108 187 185:
Old : 274: 75 54 37 98 108 187 185:
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 : 32.7 25.9 39.1 35.8 28.1 24.5 34.3 31.4
Old : 32.7 25.9 39.1 35.8 28.1 24.5 34.3 31.4
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, November 15, 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 : 1,461,691: 261,129 456,881 41,222 1,017,345 670,566 1,319,696 1,168,669: 141,995 293,022
Old : 1,461,691: 261,129 456,881 41,222 1,017,345 670,566 1,319,696 1,168,669: 141,995 293,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -8,155: -15,931 -7,009 -4,391 3,460 -658 -16,862 -12,058: 8,707 3,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 31.3 2.8 69.6 45.9 90.3 80.0: 9.7 20.0
Old : 100.0: 17.9 31.3 2.8 69.6 45.9 90.3 80.0: 9.7 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 : 197: 43 46 28 72 76 123 142:
Old : 197: 43 46 28 72 76 123 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 25.0 47.8 35.8 33.0 24.6 42.9 31.9
Old : 35.5 25.0 47.8 35.8 33.0 24.6 42.9 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, November 15, 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 : 346,087: 102,592 83,148 50,352 150,091 178,777 303,035 312,277: 43,052 33,810
Old : 346,087: 102,592 83,148 50,352 150,091 178,777 303,035 312,277: 43,052 33,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 21,008: 4,850 366 7,684 6,504 13,357 19,038 21,407: 1,970 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 24.0 14.5 43.4 51.7 87.6 90.2: 12.4 9.8
Old : 100.0: 29.6 24.0 14.5 43.4 51.7 87.6 90.2: 12.4 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 32 21 32 50 47 99 85:
Old : 116: 32 21 32 50 47 99 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 23.1 41.3 37.8 23.6 20.2 34.2 30.0
Old : 26.0 23.1 41.3 37.8 23.6 20.2 34.2 30.0
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, November 15, 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 : 37,458: 6,349 8,596 5 26,010 17,535 32,364 26,136: 5,094 11,322
Old : 37,458: 6,349 8,596 5 26,010 17,535 32,364 26,136: 5,094 11,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -85: 647 833 0 75 -110 722 723: -807 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 22.9 0.0 69.4 46.8 86.4 69.8: 13.6 30.2
Old : 100.0: 16.9 22.9 0.0 69.4 46.8 86.4 69.8: 13.6 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 : 57: 15 13 2 19 11 35 25:
Old : 57: 15 13 2 19 11 35 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 39.9 61.3 53.2 45.1 39.8 61.3 53.1
Old : 45.1 39.9 61.3 53.2 45.1 39.8 61.3 53.1
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, November 15, 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 : 77,729: 30,386 25,915 676 31,984 40,508 63,046 67,099: 14,683 10,630
Old : 77,729: 30,386 25,915 676 31,984 40,508 63,046 67,099: 14,683 10,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 7,438: 3,100 3,240 96 6,237 2,189 9,433 5,525: -1,995 1,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 33.3 0.9 41.1 52.1 81.1 86.3: 18.9 13.7
Old : 100.0: 39.1 33.3 0.9 41.1 52.1 81.1 86.3: 18.9 13.7
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 : 84: 29 27 4 18 14 49 43:
Old : 84: 29 27 4 18 14 49 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 49.1 53.6 62.6 42.7 48.9 51.4 62.5
Old : 42.7 49.1 53.6 62.6 42.7 48.9 51.4 62.5
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, November 15, 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 : 33,614: 7,236 3,730 69 25,950 29,027 33,255 32,826: 359 788
Old : 33,614: 7,236 3,730 69 25,950 29,027 33,255 32,826: 359 788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 61: 319 267 13 -282 -251 50 29: 11 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 11.1 0.2 77.2 86.4 98.9 97.7: 1.1 2.3
Old : 100.0: 21.5 11.1 0.2 77.2 86.4 98.9 97.7: 1.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 9 12 4 18 20 29 34:
Old : 54: 9 12 4 18 20 29 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 48.8 81.0 71.8 60.0 43.9 75.3 63.4
Old : 61.0 48.8 81.0 71.8 60.0 43.9 75.3 63.4
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 19,625: 129 2,461 548 13,764 8,316 14,441 11,325: 5,184 8,300
Old : 19,625: 129 2,461 548 13,764 8,316 14,441 11,325: 5,184 8,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 709: -67 6 109 703 102 745 217: -36 492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 12.5 2.8 70.1 42.4 73.6 57.7: 26.4 42.3
Old : 100.0: 0.7 12.5 2.8 70.1 42.4 73.6 57.7: 26.4 42.3
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 : 31: 2 8 8 17 13 25 24:
Old : 31: 2 8 8 17 13 25 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 : 45.1 32.9 63.6 47.6 45.1 30.3 63.1 42.6
Old : 45.1 32.9 63.6 47.6 45.1 30.3 63.1 42.6
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, November 15, 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 : 116,659: 29,570 24,107 20,411 49,224 39,581 99,205 84,099: 17,454 32,560
Old : 116,520: 29,570 24,102 20,411 49,216 39,537 99,197 84,050: 17,323 32,470
Other: 139: 0 5 0 8 44 8 49: 131 90
: : :
: : Changes in Commitments from: November 8, 2005 :
: 4,919: 4,515 114 -1,043 229 3,812 3,701 2,883: 1,218 2,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 20.7 17.5 42.2 33.9 85.0 72.1: 15.0 27.9
Old : 100.0: 25.4 20.7 17.5 42.2 33.9 85.1 72.1: 14.9 27.9
Other: 100.0: 0.0 3.6 0.0 5.8 31.7 5.8 35.3: 94.2 64.7
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 53 54 54 25 39 124 116:
Old : 172: 53 54 54 25 39 124 116:
Other: 7: 0 1 0 1 5 1 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 : 27.9 16.7 39.7 27.9 27.9 16.2 39.0 25.6
Old : 28.0 16.8 39.8 27.9 28.0 16.2 39.0 25.7
Other: 5.8 30.2 5.8 35.3 5.8 30.2 5.8 35.3
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, November 15, 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 : 1,247: 302 345 116 288 142 706 603: 541 644
Old : 1,247: 302 345 116 288 142 706 603: 541 644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -68: -98 -28 79 16 -44 -3 7: -65 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 27.7 9.3 23.1 11.4 56.6 48.4: 43.4 51.6
Old : 100.0: 24.2 27.7 9.3 23.1 11.4 56.6 48.4: 43.4 51.6
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: 6 10 3 3 2 11 13:
Old : 21: 6 10 3 3 2 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 : 41.0 25.5 52.0 38.4 39.5 24.5 47.1 34.7
Old : 41.0 25.5 52.0 38.4 39.5 24.5 47.1 34.7
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 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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 15, 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 : 173,332: 55,519 19,330 22,351 73,914 81,384 151,784 123,065: 21,548 50,267
Old : 173,332: 55,519 19,330 22,351 73,914 81,384 151,784 123,065: 21,548 50,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 7,149: 1,522 1,213 672 3,867 5,247 6,061 7,132: 1,088 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 11.2 12.9 42.6 47.0 87.6 71.0: 12.4 29.0
Old : 100.0: 32.0 11.2 12.9 42.6 47.0 87.6 71.0: 12.4 29.0
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 : 271: 74 40 58 59 121 173 202:
Old : 271: 74 40 58 59 121 173 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 8.1 34.0 15.1 22.9 7.1 33.2 13.4
Old : 22.9 8.1 34.0 15.1 22.9 7.1 33.2 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, November 15, 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 : 4,898: 2,533 225 339 463 2,704 3,335 3,268: 1,563 1,630
Old : 4,898: 2,533 225 339 463 2,704 3,335 3,268: 1,563 1,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 423: 475 -83 128 -46 463 557 508: -134 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 4.6 6.9 9.5 55.2 68.1 66.7: 31.9 33.3
Old : 100.0: 51.7 4.6 6.9 9.5 55.2 68.1 66.7: 31.9 33.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 24 8 7 11 29 39 40:
Old : 62: 24 8 7 11 29 39 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 21.4 40.9 32.9 29.6 21.4 40.3 30.8
Old : 29.6 21.4 40.9 32.9 29.6 21.4 40.3 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 15, 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 : 27,220: 12,508 3,284 2,494 7,474 7,699 22,476 13,477: 4,744 13,743
Old : 27,220: 12,508 3,284 2,494 7,474 7,699 22,476 13,477: 4,744 13,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -1,020: 550 -579 -1,077 -288 480 -815 -1,176: -205 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 12.1 9.2 27.5 28.3 82.6 49.5: 17.4 50.5
Old : 100.0: 46.0 12.1 9.2 27.5 28.3 82.6 49.5: 17.4 50.5
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 : 129: 48 14 19 32 45 92 70:
Old : 129: 48 14 19 32 45 92 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 13.0 30.2 19.4 16.8 7.3 28.2 13.7
Old : 18.3 13.0 30.2 19.4 16.8 7.3 28.2 13.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, November 15, 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 : 102,550: 32,487 12,318 731 37,885 71,831 71,103 84,880: 31,447 17,670
Old : 102,550: 32,487 12,318 731 37,885 71,831 71,103 84,880: 31,447 17,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -1,801: -4,747 1,424 -44 1,726 7,446 -3,065 8,826: 1,264 -10,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 12.0 0.7 36.9 70.0 69.3 82.8: 30.7 17.2
Old : 100.0: 31.7 12.0 0.7 36.9 70.0 69.3 82.8: 30.7 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 23 14 4 20 25 45 41:
Old : 72: 23 14 4 20 25 45 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 : 29.4 35.5 43.5 54.1 29.4 34.7 43.5 53.4
Old : 29.4 35.5 43.5 54.1 29.4 34.7 43.5 53.4
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 15, 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 : 98,446: 15,132 60,166 0 76,659 12,671 91,791 72,837: 6,655 25,609
Old : 98,446: 15,132 60,166 0 76,659 12,671 91,791 72,837: 6,655 25,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 13,693: 1,302 11,666 0 13,235 229 14,537 11,895: -844 1,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 61.1 0.0 77.9 12.9 93.2 74.0: 6.8 26.0
Old : 100.0: 15.4 61.1 0.0 77.9 12.9 93.2 74.0: 6.8 26.0
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 : 60: 5 33 0 19 9 24 42:
Old : 60: 5 33 0 19 9 24 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 : 44.3 27.6 71.2 43.5 44.2 27.6 70.4 43.4
Old : 44.3 27.6 71.2 43.5 44.2 27.6 70.4 43.4
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 15, 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 : 110,276: 84,664 4,827 0 18,758 101,832 103,422 106,659: 6,854 3,617
Old : 110,276: 84,664 4,827 0 18,758 101,832 103,422 106,659: 6,854 3,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 18,584: 17,303 -380 0 776 18,864 18,079 18,484: 505 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 4.4 0.0 17.0 92.3 93.8 96.7: 6.2 3.3
Old : 100.0: 76.8 4.4 0.0 17.0 92.3 93.8 96.7: 6.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 62 7 0 17 20 79 27:
Old : 100: 62 7 0 17 20 79 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 : 35.6 64.3 52.1 79.9 35.6 62.0 52.1 77.3
Old : 35.6 64.3 52.1 79.9 35.6 62.0 52.1 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, 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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 15, 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 : 84,441: 10,175 33,992 4 58,210 27,537 68,389 61,533: 16,052 22,908
Old : 84,441: 10,175 33,992 4 58,210 27,537 68,389 61,533: 16,052 22,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 4,051: -314 4,133 0 4,740 -475 4,426 3,658: -375 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 40.3 0.0 68.9 32.6 81.0 72.9: 19.0 27.1
Old : 100.0: 12.0 40.3 0.0 68.9 32.6 81.0 72.9: 19.0 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 : 55: 11 18 1 20 12 32 30:
Old : 55: 11 18 1 20 12 32 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 : 37.7 34.4 59.9 48.5 29.4 29.7 49.2 38.7
Old : 37.7 34.4 59.9 48.5 29.4 29.7 49.2 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, 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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 15, 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 : 203,137: 21,147 88,378 667 155,676 80,033 177,490 169,078: 25,647 34,059
Old : 203,137: 21,147 88,378 667 155,676 80,033 177,490 169,078: 25,647 34,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 5,422: 1,719 4,322 -217 3,012 -91 4,514 4,014: 908 1,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 43.5 0.3 76.6 39.4 87.4 83.2: 12.6 16.8
Old : 100.0: 10.4 43.5 0.3 76.6 39.4 87.4 83.2: 12.6 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 27 46 5 29 23 57 73:
Old : 114: 27 46 5 29 23 57 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 29.9 59.6 43.1 34.6 24.9 51.5 35.4
Old : 38.3 29.9 59.6 43.1 34.6 24.9 51.5 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, 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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 15, 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 : 175,265: 31,487 44,709 2,096 94,478 73,806 128,061 120,611: 47,204 54,654
Old : 175,265: 31,487 44,709 2,096 94,478 73,806 128,061 120,611: 47,204 54,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 15,387: 1,929 8,524 721 13,271 5,032 15,921 14,277: -534 1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 25.5 1.2 53.9 42.1 73.1 68.8: 26.9 31.2
Old : 100.0: 18.0 25.5 1.2 53.9 42.1 73.1 68.8: 26.9 31.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 32 39 12 27 27 65 73:
Old : 110: 32 39 12 27 27 65 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 31.8 43.1 40.8 26.1 30.6 40.0 39.1
Old : 28.3 31.8 43.1 40.8 26.1 30.6 40.0 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, 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
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, November 15, 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 : 9,335,467: 1,025,812 1,203,874 1,440,253 5,976,818 5,209,406 8,442,883 7,853,533: 892,584 1,481,934
Old : 9,335,467: 1,025,812 1,203,874 1,440,253 5,976,818 5,209,406 8,442,883 7,853,533: 892,584 1,481,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 140,747: -12,722 -28,885 139,282 43,923 62,815 170,483 173,212: -29,736 -32,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 12.9 15.4 64.0 55.8 90.4 84.1: 9.6 15.9
Old : 100.0: 11.0 12.9 15.4 64.0 55.8 90.4 84.1: 9.6 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 61 65 94 126 146 231 270:
Old : 287: 61 65 94 126 146 231 270:
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 : 31.8 14.3 46.4 22.6 31.1 10.8 39.3 18.1
Old : 31.8 14.3 46.4 22.6 31.1 10.8 39.3 18.1
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 15, 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 : 656,451: 59,621 67,365 4,494 462,553 467,543 526,668 539,402: 129,783 117,049
Old : 656,451: 59,621 67,365 4,494 462,553 467,543 526,668 539,402: 129,783 117,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 2,316: 2,505 1,569 1,504 -375 -703 3,634 2,370: -1,318 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 10.3 0.7 70.5 71.2 80.2 82.2: 19.8 17.8
Old : 100.0: 9.1 10.3 0.7 70.5 71.2 80.2 82.2: 19.8 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 : 189: 35 36 12 85 62 127 104:
Old : 189: 35 36 12 85 62 127 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 29.5 29.1 43.0 21.1 29.1 29.1 42.6
Old : 21.1 29.5 29.1 43.0 21.1 29.1 29.1 42.6
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, November 15, 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 : 1,144,708: 163,546 309,364 19,435 613,043 701,837 796,024 1,030,636: 348,684 114,072
Old : 1,144,708: 163,546 309,364 19,435 613,043 701,837 796,024 1,030,636: 348,684 114,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 7,936: -469 -22,502 -946 -26,523 23,792 -27,938 344: 35,874 7,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 27.0 1.7 53.6 61.3 69.5 90.0: 30.5 10.0
Old : 100.0: 14.3 27.0 1.7 53.6 61.3 69.5 90.0: 30.5 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 51 54 15 61 61 123 119:
Old : 197: 51 54 15 61 61 123 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 28.9 29.7 44.1 15.0 27.2 22.6 39.1
Old : 19.9 28.9 29.7 44.1 15.0 27.2 22.6 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,979: 1,282 649 0 6,367 11,157 7,649 11,806: 5,330 1,173
Old : 12,979: 1,282 649 0 6,367 11,157 7,649 11,806: 5,330 1,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -219: 5 0 0 -309 -161 -304 -161: 85 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.0 0.0 49.1 86.0 58.9 91.0: 41.1 9.0
Old : 100.0: 9.9 5.0 0.0 49.1 86.0 58.9 91.0: 41.1 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 0 17 14 19 16:
Old : 31: 2 2 0 17 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 46.9 40.2 68.7 26.1 46.9 40.2 67.1
Old : 26.1 46.9 40.2 68.7 26.1 46.9 40.2 67.1
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, November 15, 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 : 44,023: 7,812 9,661 0 31,507 27,000 39,319 36,661: 4,704 7,362
Old : 44,023: 7,812 9,661 0 31,507 27,000 39,319 36,661: 4,704 7,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 4,964: 716 479 0 4,828 4,065 5,544 4,544: -580 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 21.9 0.0 71.6 61.3 89.3 83.3: 10.7 16.7
Old : 100.0: 17.7 21.9 0.0 71.6 61.3 89.3 83.3: 10.7 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 : 43: 6 6 0 20 18 26 24:
Old : 43: 6 6 0 20 18 26 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 : 57.4 43.3 72.3 60.4 55.3 43.2 69.4 60.3
Old : 57.4 43.3 72.3 60.4 55.3 43.2 69.4 60.3
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 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 59,145: 14,157 12,487 0 33,476 36,563 47,633 49,050: 11,512 10,095
Old : 59,145: 14,157 12,487 0 33,476 36,563 47,633 49,050: 11,512 10,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -2,892: 3,087 -659 -56 -161 -1,345 2,870 -2,060: -5,762 -832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 21.1 0.0 56.6 61.8 80.5 82.9: 19.5 17.1
Old : 100.0: 23.9 21.1 0.0 56.6 61.8 80.5 82.9: 19.5 17.1
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 : 82: 16 15 0 36 25 52 40:
Old : 82: 16 15 0 36 25 52 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 29.8 41.2 46.9 28.9 27.9 40.7 43.1
Old : 28.9 29.8 41.2 46.9 28.9 27.9 40.7 43.1
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 15, 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 : 350,316: 147,878 88,213 3,671 174,376 230,384 325,925 322,268: 24,391 28,048
Old : 350,316: 147,878 88,213 3,671 174,376 230,384 325,925 322,268: 24,391 28,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 1,848: 38,751 -6,208 -929 -39,886 39,060 -2,064 31,923: 3,912 -30,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 25.2 1.0 49.8 65.8 93.0 92.0: 7.0 8.0
Old : 100.0: 42.2 25.2 1.0 49.8 65.8 93.0 92.0: 7.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 214: 80 60 12 43 41 130 106:
Old : 214: 80 60 12 43 41 130 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 31.7 45.9 45.7 27.2 21.9 36.4 33.1
Old : 35.5 31.7 45.9 45.7 27.2 21.9 36.4 33.1
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 15, 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 : 75,581: 18,367 18,174 0 43,292 40,805 61,659 58,979: 13,922 16,602
Old : 75,581: 18,367 18,174 0 43,292 40,805 61,659 58,979: 13,922 16,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 7,381: 1,184 5,062 0 6,782 1,738 7,966 6,800: -585 581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 24.0 0.0 57.3 54.0 81.6 78.0: 18.4 22.0
Old : 100.0: 24.3 24.0 0.0 57.3 54.0 81.6 78.0: 18.4 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 7 15 0 15 14 22 29:
Old : 47: 7 15 0 15 14 22 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 : 48.5 34.6 65.2 49.3 48.5 34.4 64.6 48.9
Old : 48.5 34.6 65.2 49.3 48.5 34.4 64.6 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, 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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, November 15, 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 : 37,141: 1,516 5,836 0 31,806 23,266 33,322 29,102: 3,819 8,039
Old : 37,141: 1,516 5,836 0 31,806 23,266 33,322 29,102: 3,819 8,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -445: 8 -158 0 106 -13 114 -171: -559 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 15.7 0.0 85.6 62.6 89.7 78.4: 10.3 21.6
Old : 100.0: 4.1 15.7 0.0 85.6 62.6 89.7 78.4: 10.3 21.6
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 : 64: 2 14 0 31 27 33 41:
Old : 64: 2 14 0 31 27 33 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 30.8 67.6 42.9 53.7 29.2 66.9 41.3
Old : 54.4 30.8 67.6 42.9 53.7 29.2 66.9 41.3
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, November 15, 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 : 288,183: 18,483 59,679 2,819 240,654 215,884 261,956 278,382: 26,227 9,801
Old : 288,183: 18,483 59,679 2,819 240,654 215,884 261,956 278,382: 26,227 9,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 3,495: 2,036 -186 232 -2,286 4,453 -18 4,499: 3,513 -1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 20.7 1.0 83.5 74.9 90.9 96.6: 9.1 3.4
Old : 100.0: 6.4 20.7 1.0 83.5 74.9 90.9 96.6: 9.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 29 45 7 40 50 73 98:
Old : 146: 29 45 7 40 50 73 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 : 60.4 32.5 70.3 48.2 56.2 31.7 63.2 44.9
Old : 60.4 32.5 70.3 48.2 56.2 31.7 63.2 44.9
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, November 15, 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 : 68,244: 20,383 25,523 1,232 32,728 33,338 54,343 60,093: 13,901 8,151
Old : 68,244: 20,383 25,523 1,232 32,728 33,338 54,343 60,093: 13,901 8,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 2,340: -542 1,651 -14 -69 -2,157 -625 -520: 2,965 2,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 37.4 1.8 48.0 48.9 79.6 88.1: 20.4 11.9
Old : 100.0: 29.9 37.4 1.8 48.0 48.9 79.6 88.1: 20.4 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 34 28 4 24 24 61 53:
Old : 105: 34 28 4 24 24 61 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.8 39.7 50.9 21.7 37.7 34.8 48.5
Old : 26.6 38.8 39.7 50.9 21.7 37.7 34.8 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, November 15, 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 : 45,105: 17,091 3,404 4 24,038 7,594 41,133 11,002: 3,972 34,103
Old : 45,105: 17,091 3,404 4 24,038 7,594 41,133 11,002: 3,972 34,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -1,021: -101 -214 0 -396 132 -497 -82: -524 -939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 7.5 0.0 53.3 16.8 91.2 24.4: 8.8 75.6
Old : 100.0: 37.9 7.5 0.0 53.3 16.8 91.2 24.4: 8.8 75.6
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 : 45: 17 7 1 11 11 29 18:
Old : 45: 17 7 1 11 11 29 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 : 53.4 11.8 67.4 16.6 48.4 8.2 62.4 12.7
Old : 53.4 11.8 67.4 16.6 48.4 8.2 62.4 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, 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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, November 15, 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 : 34,725: 2,408 1,802 136 19,693 27,806 22,237 29,744: 12,488 4,981
Old : 34,725: 2,408 1,802 136 19,693 27,806 22,237 29,744: 12,488 4,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -927: 829 108 0 865 -206 1,694 -98: -2,621 -829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 5.2 0.4 56.7 80.1 64.0 85.7: 36.0 14.3
Old : 100.0: 6.9 5.2 0.4 56.7 80.1 64.0 85.7: 36.0 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 9 2 20 27 26 38:
Old : 46: 5 9 2 20 27 26 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 : 34.5 40.0 47.6 61.3 19.6 29.6 26.8 40.7
Old : 34.5 40.0 47.6 61.3 19.6 29.6 26.8 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, 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
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, November 15, 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 : 150,342: 65,215 13,493 19,171 32,637 105,122 117,023 137,786: 33,319 12,556
Old : 150,342: 65,215 13,493 19,171 32,637 105,122 117,023 137,786: 33,319 12,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 6,376: 2,958 2,312 2,684 704 1,261 6,346 6,257: 30 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 9.0 12.8 21.7 69.9 77.8 91.6: 22.2 8.4
Old : 100.0: 43.4 9.0 12.8 21.7 69.9 77.8 91.6: 22.2 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 : 185: 93 41 36 17 42 125 107:
Old : 185: 93 41 36 17 42 125 107:
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 : 22.5 34.9 33.3 53.9 13.7 30.5 20.6 42.5
Old : 22.5 34.9 33.3 53.9 13.7 30.5 20.6 42.5
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, November 15, 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 : 114,189: 36,580 29,053 16,801 46,031 54,360 99,412 100,214: 14,777 13,975
Old : 114,189: 36,580 29,053 16,801 46,031 54,360 99,412 100,214: 14,777 13,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 4,811: 2,528 740 1,663 -330 2,419 3,861 4,822: 950 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 25.4 14.7 40.3 47.6 87.1 87.8: 12.9 12.2
Old : 100.0: 32.0 25.4 14.7 40.3 47.6 87.1 87.8: 12.9 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 65 77 49 45 40 153 135:
Old : 205: 65 77 49 45 40 153 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 35.9 35.5 46.1 24.9 31.5 33.1 40.1
Old : 25.0 35.9 35.5 46.1 24.9 31.5 33.1 40.1
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - Futures Only, November 15, 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 : 324,719: 177,421 47,735 28,940 67,453 221,732 273,814 298,407: 50,905 26,312
Old : 324,719: 177,421 47,735 28,940 67,453 221,732 273,814 298,407: 50,905 26,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 7,643: 10,171 3,596 -1,529 -355 3,508 8,287 5,575: -644 2,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 14.7 8.9 20.8 68.3 84.3 91.9: 15.7 8.1
Old : 100.0: 54.6 14.7 8.9 20.8 68.3 84.3 91.9: 15.7 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 138 58 34 35 44 192 124:
Old : 258: 138 58 34 35 44 192 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 36.5 40.8 58.6 26.3 32.6 32.0 48.0
Old : 29.7 36.5 40.8 58.6 26.3 32.6 32.0 48.0
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 15, 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 : 14,209: 2,938 2,406 404 3,516 7,020 6,858 9,830: 7,351 4,379
Old : 14,209: 2,938 2,406 404 3,516 7,020 6,858 9,830: 7,351 4,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 1,956: -2,194 551 -308 234 -392 -2,268 -149: 4,224 2,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 16.9 2.8 24.7 49.4 48.3 69.2: 51.7 30.8
Old : 100.0: 20.7 16.9 2.8 24.7 49.4 48.3 69.2: 51.7 30.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 17 4 11 5 5 32 18:
Old : 36: 17 4 11 5 5 32 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 : 29.7 60.6 38.4 66.9 18.2 43.4 23.3 48.8
Old : 29.7 60.6 38.4 66.9 18.2 43.4 23.3 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, 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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 15, 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 : 126,660: 47,740 5,335 13,391 51,296 85,593 112,427 104,319: 14,233 22,341
Old : 93,599: 40,086 5,832 6,272 36,977 64,884 83,335 76,988: 10,264 16,611
Other: 33,061: 13,139 4,988 1,634 14,319 20,709 29,092 27,331: 3,969 5,730
: : :
: : Changes in Commitments from: November 8, 2005 :
: -7,379: -1,569 -755 326 -4,477 -3,393 -5,720 -3,822: -1,659 -3,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 4.2 10.6 40.5 67.6 88.8 82.4: 11.2 17.6
Old : 100.0: 42.8 6.2 6.7 39.5 69.3 89.0 82.3: 11.0 17.7
Other: 100.0: 39.7 15.1 4.9 43.3 62.6 88.0 82.7: 12.0 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 62 21 34 60 61 134 108:
Old : 158: 55 23 20 49 59 114 94:
Other: 98: 25 18 11 24 37 53 64:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 35.1 37.1 48.3 17.1 29.0 25.9 34.1
Old : 31.2 39.4 42.5 49.2 25.9 36.5 36.8 42.6
Other: 39.4 54.6 53.1 63.0 39.4 53.0 51.8 60.9
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, November 15, 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 : 38,103: 9,735 84 1,985 17,361 28,051 29,081 30,120: 9,022 7,983
Old : 35,380: 10,804 10 827 15,812 27,455 27,443 28,292: 7,937 7,088
Other: 2,723: 72 1,215 17 1,549 596 1,638 1,828: 1,085 895
: : :
: : Changes in Commitments from: November 8, 2005 :
: 1,350: 800 1 603 124 621 1,527 1,225: -177 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 0.2 5.2 45.6 73.6 76.3 79.0: 23.7 21.0
Old : 100.0: 30.5 0.0 2.3 44.7 77.6 77.6 80.0: 22.4 20.0
Other: 100.0: 2.6 44.6 0.6 56.9 21.9 60.2 67.1: 39.8 32.9
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 22 2 11 22 20 47 31:
Old : 53: 24 1 6 21 20 46 26:
Other: 25: 1 8 3 9 8 12 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 : 29.5 48.5 42.5 62.1 15.5 34.4 26.9 40.8
Old : 30.1 51.6 43.1 65.5 15.3 36.4 27.3 44.3
Other: 42.9 41.0 55.8 59.2 35.7 40.5 48.3 54.6
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, November 15, 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 : 102,344: 17,765 23,913 4,199 69,577 65,091 91,541 93,203: 10,803 9,141
Old : 100,676: 17,765 23,891 3,955 68,303 63,799 90,023 91,645: 10,653 9,031
Other: 1,668: 181 203 63 1,274 1,292 1,518 1,558: 150 110
: : :
: : Changes in Commitments from: November 8, 2005 :
: -12,478: -5,880 -4,541 -1,355 -3,639 -5,745 -10,874 -11,641: -1,604 -837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 23.4 4.1 68.0 63.6 89.4 91.1: 10.6 8.9
Old : 100.0: 17.6 23.7 3.9 67.8 63.4 89.4 91.0: 10.6 9.0
Other: 100.0: 10.9 12.2 3.8 76.4 77.5 91.0 93.4: 9.0 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 47 64 41 58 59 137 138:
Old : 193: 47 65 40 58 58 136 137:
Other: 35: 5 8 1 6 17 11 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 30.4 43.9 40.7 28.1 26.2 39.4 34.3
Old : 28.8 30.1 44.6 40.4 28.6 26.5 40.9 34.7
Other: 73.6 63.6 89.3 76.7 73.6 63.6 85.6 75.1
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, November 15, 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 : 35,866: 17,420 3,340 3,219 11,362 26,427 32,001 32,986: 3,865 2,880
Old : 35,860: 17,420 3,342 3,217 11,362 26,426 31,999 32,985: 3,861 2,875
Other: 6: 2 0 0 0 1 2 1: 4 5
: : :
: : Changes in Commitments from: November 8, 2005 :
: 1,196: 958 -253 171 226 1,076 1,355 994: -159 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 9.3 9.0 31.7 73.7 89.2 92.0: 10.8 8.0
Old : 100.0: 48.6 9.3 9.0 31.7 73.7 89.2 92.0: 10.8 8.0
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 : 122: 61 25 19 19 19 92 54:
Old : 122: 61 26 19 19 19 92 54:
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 : 26.9 50.6 40.0 67.2 26.9 47.3 38.6 61.8
Old : 26.9 50.6 40.0 67.2 26.9 47.3 38.6 61.8
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 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
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 129,232: 28,485 37,850 2,966 88,457 82,079 119,908 122,895: 9,324 6,337
Old : 107,050: 28,722 38,196 2,221 67,057 60,319 98,000 100,736: 9,050 6,314
Other: 22,182: 375 266 133 21,400 21,760 21,908 22,159: 274 23
: : :
: : Changes in Commitments from: November 8, 2005 :
: -5,681: 566 1,201 -1,373 -4,663 -5,773 -5,470 -5,945: -211 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 29.3 2.3 68.4 63.5 92.8 95.1: 7.2 4.9
Old : 100.0: 26.8 35.7 2.1 62.6 56.3 91.5 94.1: 8.5 5.9
Other: 100.0: 1.7 1.2 0.6 96.5 98.1 98.8 99.9: 1.2 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 49 44 15 52 34 107 91:
Old : 158: 50 46 14 51 34 106 90:
Other: 28: 3 3 3 13 14 17 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 25.9 47.3 41.2 23.9 19.2 35.6 30.5
Old : 33.4 23.2 48.9 36.7 30.8 22.3 44.6 35.1
Other: 62.8 74.9 92.4 94.6 52.3 55.1 69.0 69.8
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 475,030: 146,268 35,740 38,789 220,621 366,003 405,678 440,532: 69,352 34,498
Old : 475,030: 146,268 35,740 38,789 220,621 366,003 405,678 440,532: 69,352 34,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 10,874: 4,201 1,773 2,523 1,392 8,279 8,116 12,575: 2,758 -1,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 7.5 8.2 46.4 77.0 85.4 92.7: 14.6 7.3
Old : 100.0: 30.8 7.5 8.2 46.4 77.0 85.4 92.7: 14.6 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 70 23 31 54 49 144 87:
Old : 162: 70 23 31 54 49 144 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 31.3 28.2 50.4 15.1 24.8 23.2 38.2
Old : 16.3 31.3 28.2 50.4 15.1 24.8 23.2 38.2
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 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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, November 15, 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 : 83,925: 18,490 12,833 8,562 46,678 55,656 73,730 77,051: 10,195 6,874
Old : 81,419: 18,458 13,732 7,228 45,697 53,832 71,383 74,792: 10,036 6,627
Other: 2,506: 969 38 397 981 1,824 2,347 2,259: 159 247
: : :
: : Changes in Commitments from: November 8, 2005 :
: -3,281: -3,324 -1,748 -2,398 484 -1,945 -5,238 -6,091: 1,957 2,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 15.3 10.2 55.6 66.3 87.9 91.8: 12.1 8.2
Old : 100.0: 22.7 16.9 8.9 56.1 66.1 87.7 91.9: 12.3 8.1
Other: 100.0: 38.7 1.5 15.8 39.1 72.8 93.7 90.1: 6.3 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 95 59 50 88 78 208 168:
Old : 268: 94 63 49 88 77 207 167:
Other: 49: 10 5 5 13 26 24 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 23.5 32.8 35.4 19.6 16.0 29.2 24.0
Old : 20.6 24.0 33.7 36.2 20.2 16.6 30.1 25.0
Other: 55.0 39.1 78.3 62.2 35.6 32.8 51.5 43.5
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, November 15, 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 : 41,712: 32,782 3,554 2,089 3,688 34,400 38,559 40,043: 3,153 1,669
Old : 41,712: 32,782 3,554 2,089 3,688 34,400 38,559 40,043: 3,153 1,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 2,965: 3,026 703 1 309 2,277 3,336 2,981: -371 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 8.5 5.0 8.8 82.5 92.4 96.0: 7.6 4.0
Old : 100.0: 78.6 8.5 5.0 8.8 82.5 92.4 96.0: 7.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 38 7 4 11 7 51 17:
Old : 62: 38 7 4 11 7 51 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 : 36.7 82.8 59.5 91.4 36.7 81.4 58.4 88.0
Old : 36.7 82.8 59.5 91.4 36.7 81.4 58.4 88.0
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 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
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders - Futures Only, November 15, 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 : 22,025: 14,257 863 0 2,871 18,217 17,128 19,080: 4,897 2,945
Old : 22,025: 14,257 863 0 2,871 18,217 17,128 19,080: 4,897 2,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -1,284: -1,177 63 0 -160 -1,268 -1,337 -1,205: 53 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 3.9 0.0 13.0 82.7 77.8 86.6: 22.2 13.4
Old : 100.0: 64.7 3.9 0.0 13.0 82.7 77.8 86.6: 22.2 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 1 0 3 10 9 11:
Old : 20: 6 1 0 3 10 9 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 61.3 75.0 79.9 60.5 61.3 75.0 79.9
Old : 60.5 61.3 75.0 79.9 60.5 61.3 75.0 79.9
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, November 15, 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 : 182,698: 15,037 23,419 24,281 111,725 106,780 151,043 154,480: 31,655 28,218
Old : 182,698: 15,037 23,419 24,281 111,725 106,780 151,043 154,480: 31,655 28,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 13,517: 1,046 470 3,376 8,215 6,590 12,637 10,436: 880 3,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 12.8 13.3 61.2 58.4 82.7 84.6: 17.3 15.4
Old : 100.0: 8.2 12.8 13.3 61.2 58.4 82.7 84.6: 17.3 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 27 33 36 75 66 123 117:
Old : 143: 27 33 36 75 66 123 117:
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 : 19.6 15.3 31.1 26.2 14.1 10.8 21.3 18.0
Old : 19.6 15.3 31.1 26.2 14.1 10.8 21.3 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, November 15, 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 : 557,479: 48,156 91,976 177,356 260,272 255,234 485,784 524,566: 71,695 32,913
Old : 557,479: 48,156 91,976 177,356 260,272 255,234 485,784 524,566: 71,695 32,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 13,975: -470 2,564 1,975 11,594 6,076 13,099 10,615: 876 3,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 16.5 31.8 46.7 45.8 87.1 94.1: 12.9 5.9
Old : 100.0: 8.6 16.5 31.8 46.7 45.8 87.1 94.1: 12.9 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 43 50 70 92 76 177 157:
Old : 191: 43 50 70 92 76 177 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 29.0 35.1 43.9 8.5 13.6 13.0 20.1
Old : 24.2 29.0 35.1 43.9 8.5 13.6 13.0 20.1
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
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, November 15, 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 : 40,853: 2,937 372 432 30,863 37,177 34,232 37,981: 6,621 2,872
Old : 40,853: 2,937 372 432 30,863 37,177 34,232 37,981: 6,621 2,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 1,744: 264 0 -243 690 1,939 711 1,696: 1,033 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.9 1.1 75.5 91.0 83.8 93.0: 16.2 7.0
Old : 100.0: 7.2 0.9 1.1 75.5 91.0 83.8 93.0: 16.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 14 15 15 17:
Old : 24: 1 1 1 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 : 53.7 65.1 73.8 79.7 49.8 64.6 68.6 78.6
Old : 53.7 65.1 73.8 79.7 49.8 64.6 68.6 78.6
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,960: 0 7,031 1,018 32,114 24,946 33,132 32,995: 5,828 5,965
Old : 38,960: 0 7,031 1,018 32,114 24,946 33,132 32,995: 5,828 5,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 1,112: 0 -882 -123 1,354 3,249 1,231 2,244: -119 -1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.0 2.6 82.4 64.0 85.0 84.7: 15.0 15.3
Old : 100.0: 0.0 18.0 2.6 82.4 64.0 85.0 84.7: 15.0 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 17 16 19 18:
Old : 24: 0 2 2 17 16 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 : 41.3 40.9 66.0 60.5 39.3 38.5 59.9 56.9
Old : 41.3 40.9 66.0 60.5 39.3 38.5 59.9 56.9
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, November 15, 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 : 106,842: 14,568 2,474 3,916 81,913 91,788 100,397 98,178: 6,445 8,664
Old : 106,842: 14,568 2,474 3,916 81,913 91,788 100,397 98,178: 6,445 8,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 362: -790 611 -46 1,251 901 415 1,466: -53 -1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 2.3 3.7 76.7 85.9 94.0 91.9: 6.0 8.1
Old : 100.0: 13.6 2.3 3.7 76.7 85.9 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 : 39: 4 3 5 26 28 32 34:
Old : 39: 4 3 5 26 28 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 44.5 61.7 61.9 44.4 40.8 55.4 56.2
Old : 46.0 44.5 61.7 61.9 44.4 40.8 55.4 56.2
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, November 15, 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 : 55,986: 2,904 5,684 0 49,266 43,365 52,170 49,049: 3,816 6,937
Old : 55,986: 2,904 5,684 0 49,266 43,365 52,170 49,049: 3,816 6,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 2,662: -1,712 0 0 5,897 2,306 4,185 2,306: -1,523 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 10.2 0.0 88.0 77.5 93.2 87.6: 6.8 12.4
Old : 100.0: 5.2 10.2 0.0 88.0 77.5 93.2 87.6: 6.8 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 0 15 15 16 17:
Old : 24: 1 2 0 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 45.4 76.0 67.4 49.5 43.4 69.0 63.7
Old : 55.9 45.4 76.0 67.4 49.5 43.4 69.0 63.7
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, November 15, 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 : 70,064: 0 12,769 3,583 59,866 50,496 63,449 66,848: 6,615 3,216
Old : 70,064: 0 12,769 3,583 59,866 50,496 63,449 66,848: 6,615 3,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 3,518: 0 -702 -274 5,892 5,011 5,618 4,035: -2,100 -517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.2 5.1 85.4 72.1 90.6 95.4: 9.4 4.6
Old : 100.0: 0.0 18.2 5.1 85.4 72.1 90.6 95.4: 9.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 3 17 16 20 19:
Old : 23: 0 3 3 17 16 20 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 : 42.6 58.1 68.0 78.8 36.5 47.9 54.4 61.1
Old : 42.6 58.1 68.0 78.8 36.5 47.9 54.4 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, November 15, 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 : 74,657: 22,533 5,390 4,072 38,650 58,604 65,255 68,066: 9,402 6,591
Old : 74,657: 22,533 5,390 4,072 38,650 58,604 65,255 68,066: 9,402 6,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 4,589: 126 -661 -184 3,979 4,927 3,921 4,082: 668 507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 7.2 5.5 51.8 78.5 87.4 91.2: 12.6 8.8
Old : 100.0: 30.2 7.2 5.5 51.8 78.5 87.4 91.2: 12.6 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 57.8 45.6 73.4 64.3 47.9 36.0 55.6 50.0
Old : 57.8 45.6 73.4 64.3 47.9 36.0 55.6 50.0
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,916: 36 0 2,382 58,545 55,824 60,963 58,206: 2,953 5,710
Old : 63,916: 36 0 2,382 58,545 55,824 60,963 58,206: 2,953 5,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 4,201: 36 -2,015 739 2,024 6,322 2,799 5,046: 1,402 -845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 3.7 91.6 87.3 95.4 91.1: 4.6 8.9
Old : 100.0: 0.1 0.0 3.7 91.6 87.3 95.4 91.1: 4.6 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 17 19 18 20:
Old : 26: 1 0 1 17 19 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 : 61.6 42.5 78.1 65.8 60.8 38.5 68.9 55.8
Old : 61.6 42.5 78.1 65.8 60.8 38.5 68.9 55.8
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,745: 0 9,107 1,938 46,958 37,424 48,896 48,469: 5,849 6,276
Old : 54,745: 0 9,107 1,938 46,958 37,424 48,896 48,469: 5,849 6,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -1,133: -720 -1,381 621 -48 -465 -147 -1,225: -986 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.6 3.5 85.8 68.4 89.3 88.5: 10.7 11.5
Old : 100.0: 0.0 16.6 3.5 85.8 68.4 89.3 88.5: 10.7 11.5
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 : 26: 0 2 2 22 16 24 18:
Old : 26: 0 2 2 22 16 24 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 : 36.0 54.1 57.9 75.7 26.7 37.0 39.8 47.0
Old : 36.0 54.1 57.9 75.7 26.7 37.0 39.8 47.0
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
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders - Futures Only, November 15, 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 : 40,750: 0 222 1,880 35,128 33,983 37,008 36,085: 3,742 4,665
Old : 40,750: 0 222 1,880 35,128 33,983 37,008 36,085: 3,742 4,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 421: 0 -62 -66 459 487 393 359: 28 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 4.6 86.2 83.4 90.8 88.6: 9.2 11.4
Old : 100.0: 0.0 0.5 4.6 86.2 83.4 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 : 54.8 60.5 74.7 78.4 54.8 53.2 69.5 65.7
Old : 54.8 60.5 74.7 78.4 54.8 53.2 69.5 65.7
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 15, 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 : 66,477: 17,731 0 2,190 40,963 58,712 60,884 60,902: 5,593 5,575
Old : 66,477: 17,731 0 2,190 40,963 58,712 60,884 60,902: 5,593 5,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 9,700: 3,852 0 0 7,006 10,718 10,858 10,718: -1,158 -1,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 0.0 3.3 61.6 88.3 91.6 91.6: 8.4 8.4
Old : 100.0: 26.7 0.0 3.3 61.6 88.3 91.6 91.6: 8.4 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 : 26: 4 0 3 16 20 20 23:
Old : 26: 4 0 3 16 20 20 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 : 61.4 45.7 81.7 68.3 39.7 28.9 45.8 39.9
Old : 61.4 45.7 81.7 68.3 39.7 28.9 45.8 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, 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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, November 15, 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 : 50,547: 4,535 0 3,314 36,018 35,127 43,867 38,441: 6,680 12,106
Old : 50,547: 4,535 0 3,314 36,018 35,127 43,867 38,441: 6,680 12,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 2,541: -411 -751 -21 3,309 3,311 2,877 2,539: -336 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 6.6 71.3 69.5 86.8 76.1: 13.2 23.9
Old : 100.0: 9.0 0.0 6.6 71.3 69.5 86.8 76.1: 13.2 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 2 18 16 20 18:
Old : 24: 2 0 2 18 16 20 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 : 45.8 36.9 67.3 58.5 43.1 30.4 58.5 44.8
Old : 45.8 36.9 67.3 58.5 43.1 30.4 58.5 44.8
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, November 15, 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 : 1,408,277: 335,523 57,084 285,008 769,676 1,054,751 1,390,207 1,396,843: 18,070 11,434
Old : 1,408,277: 335,523 57,084 285,008 769,676 1,054,751 1,390,207 1,396,843: 18,070 11,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 30,268: -11,382 -7,141 25,289 14,389 12,429 28,296 30,577: 1,972 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 4.1 20.2 54.7 74.9 98.7 99.2: 1.3 0.8
Old : 100.0: 23.8 4.1 20.2 54.7 74.9 98.7 99.2: 1.3 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 : 137: 30 12 35 89 79 130 116:
Old : 137: 30 12 35 89 79 130 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 24.4 38.8 42.4 16.5 18.5 25.7 31.4
Old : 24.7 24.4 38.8 42.4 16.5 18.5 25.7 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, November 15, 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 : 308,436: 72,865 97,488 75,391 157,092 134,510 305,348 307,389: 3,088 1,047
Old : 308,436: 72,865 97,488 75,391 157,092 134,510 305,348 307,389: 3,088 1,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 31,692: 10,398 -17 11,641 10,158 19,714 32,197 31,338: -505 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 31.6 24.4 50.9 43.6 99.0 99.7: 1.0 0.3
Old : 100.0: 23.6 31.6 24.4 50.9 43.6 99.0 99.7: 1.0 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: 15 7 18 30 28 51 47:
Old : 53: 15 7 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 : 37.2 53.0 57.8 71.2 24.5 41.3 36.5 46.8
Old : 37.2 53.0 57.8 71.2 24.5 41.3 36.5 46.8
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, November 15, 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 : 72,723: 22,436 6,580 11,654 37,871 53,689 71,961 71,923: 762 800
Old : 72,723: 22,436 6,580 11,654 37,871 53,689 71,961 71,923: 762 800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 304: -1,160 -1,880 1,000 -44 626 -204 -254: 508 558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 9.0 16.0 52.1 73.8 99.0 98.9: 1.0 1.1
Old : 100.0: 30.9 9.0 16.0 52.1 73.8 99.0 98.9: 1.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 8 10 37 40 47 51:
Old : 53: 3 8 10 37 40 47 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 39.0 67.9 57.6 45.7 31.2 51.2 45.6
Old : 55.1 39.0 67.9 57.6 45.7 31.2 51.2 45.6
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 26,355: 3,472 4,126 2,719 20,123 18,960 26,314 25,805: 41 550
Old : 26,355: 3,472 4,126 2,719 20,123 18,960 26,314 25,805: 41 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 788: -1,062 187 472 1,337 88 747 747: 41 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 15.7 10.3 76.4 71.9 99.8 97.9: 0.2 2.1
Old : 100.0: 13.2 15.7 10.3 76.4 71.9 99.8 97.9: 0.2 2.1
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 : 39: 3 4 6 23 24 30 30:
Old : 39: 3 4 6 23 24 30 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 : 58.9 47.1 77.4 70.7 49.6 44.3 66.4 61.3
Old : 58.9 47.1 77.4 70.7 49.6 44.3 66.4 61.3
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, November 15, 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 : 11,348: 1,677 4,351 846 8,825 6,151 11,348 11,348: 0 0
Old : 11,348: 1,677 4,351 846 8,825 6,151 11,348 11,348: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -280: 0 -21 0 -280 -169 -280 -190: 0 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 38.3 7.5 77.8 54.2 100.0 100.0: 0.0 0.0
Old : 100.0: 14.8 38.3 7.5 77.8 54.2 100.0 100.0: 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 : 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 : 52.9 57.2 78.2 81.8 41.2 55.1 59.1 71.3
Old : 52.9 57.2 78.2 81.8 41.2 55.1 59.1 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, November 15, 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 : 19,472: 4,040 5,372 2,054 13,046 11,546 19,140 18,972: 332 500
Old : 19,472: 4,040 5,372 2,054 13,046 11,546 19,140 18,972: 332 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 344: 540 220 272 -540 -140 272 352: 72 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 27.6 10.5 67.0 59.3 98.3 97.4: 1.7 2.6
Old : 100.0: 20.7 27.6 10.5 67.0 59.3 98.3 97.4: 1.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 3 7 20 21 27 28:
Old : 30: 4 3 7 20 21 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 53.7 67.3 80.3 39.7 43.0 55.2 63.0
Old : 44.3 53.7 67.3 80.3 39.7 43.0 55.2 63.0
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, November 15, 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 : 22,936: 10,240 120 1,290 10,770 20,998 22,300 22,408: 636 528
Old : 22,936: 10,240 120 1,290 10,770 20,998 22,300 22,408: 636 528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 140: 240 0 -40 0 -120 200 -160: -60 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 0.5 5.6 47.0 91.6 97.2 97.7: 2.8 2.3
Old : 100.0: 44.6 0.5 5.6 47.0 91.6 97.2 97.7: 2.8 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 : 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 : 65.8 51.8 78.5 75.3 59.2 49.0 71.2 68.9
Old : 65.8 51.8 78.5 75.3 59.2 49.0 71.2 68.9
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 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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, November 15, 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 : 10,610: 746 80 804 8,540 9,426 10,090 10,310: 520 300
Old : 10,610: 746 80 804 8,540 9,426 10,090 10,310: 520 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 776: -520 0 116 700 420 296 536: 480 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.8 7.6 80.5 88.8 95.1 97.2: 4.9 2.8
Old : 100.0: 7.0 0.8 7.6 80.5 88.8 95.1 97.2: 4.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 2 16 11 18 14:
Old : 21: 2 1 2 16 11 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 70.6 80.2 89.7 41.2 66.8 62.2 70.3
Old : 50.7 70.6 80.2 89.7 41.2 66.8 62.2 70.3
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, November 15, 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 : 845,065: 115,494 171,662 121,405 543,858 473,204 780,757 766,271: 64,308 78,794
Old : 845,065: 115,494 171,662 121,405 543,858 473,204 780,757 766,271: 64,308 78,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 14,308: -6,585 1,767 -6,926 13,357 8,119 -154 2,960: 14,462 11,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 20.3 14.4 64.4 56.0 92.4 90.7: 7.6 9.3
Old : 100.0: 13.7 20.3 14.4 64.4 56.0 92.4 90.7: 7.6 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 : 256: 55 106 90 74 81 192 220:
Old : 256: 55 106 90 74 81 192 220:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 17.7 37.9 26.6 20.4 11.3 27.7 17.4
Old : 26.2 17.7 37.9 26.6 20.4 11.3 27.7 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, 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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, November 15, 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 : 14,838: 8,687 2,359 439 2,841 11,555 11,967 14,353: 2,871 485
Old : 14,838: 8,687 2,359 439 2,841 11,555 11,967 14,353: 2,871 485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 617: -608 214 155 666 42 213 411: 404 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 15.9 3.0 19.1 77.9 80.7 96.7: 19.3 3.3
Old : 100.0: 58.5 15.9 3.0 19.1 77.9 80.7 96.7: 19.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 59 11 6 15 27 80 41:
Old : 114: 59 11 6 15 27 80 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 : 26.7 34.2 40.6 53.3 26.7 34.2 40.6 53.3
Old : 26.7 34.2 40.6 53.3 26.7 34.2 40.6 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, 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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 12,913: 9,811 671 0 971 10,945 10,782 11,616: 2,131 1,297
Old : 12,913: 9,811 671 0 971 10,945 10,782 11,616: 2,131 1,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 1,388: 1,311 209 0 26 997 1,337 1,206: 51 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 5.2 0.0 7.5 84.8 83.5 90.0: 16.5 10.0
Old : 100.0: 76.0 5.2 0.0 7.5 84.8 83.5 90.0: 16.5 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 30 6 0 8 24 38 30:
Old : 64: 30 6 0 8 24 38 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 : 35.0 46.9 51.2 69.0 35.0 45.5 51.2 67.6
Old : 35.0 46.9 51.2 69.0 35.0 45.5 51.2 67.6
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 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 138,236: 28,866 8,152 12,412 85,388 107,307 126,666 127,871: 11,570 10,365
Old : 138,236: 28,866 8,152 12,412 85,388 107,307 126,666 127,871: 11,570 10,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 6,192: 795 1,441 1,052 4,807 4,407 6,654 6,900: -462 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 5.9 9.0 61.8 77.6 91.6 92.5: 8.4 7.5
Old : 100.0: 20.9 5.9 9.0 61.8 77.6 91.6 92.5: 8.4 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 49 19 35 68 70 132 114:
Old : 156: 49 19 35 68 70 132 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 21.9 38.1 34.0 19.7 18.9 29.0 28.1
Old : 24.3 21.9 38.1 34.0 19.7 18.9 29.0 28.1
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
Updated November 28, 2005