WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 22, 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 : 296,485: 50,454 104,082 27,671 192,020 128,942 270,145 260,695: 26,340 35,790
Old : 239,635: 50,515 94,446 12,895 153,172 109,180 216,582 216,521: 23,053 23,114
Other: 56,850: 11,472 21,169 3,243 38,848 19,762 53,563 44,174: 3,287 12,676
: : :
: : Changes in Commitments from: November 15, 2005 :
: -7,441: -1,499 1,630 364 -1,979 -3,104 -3,114 -1,110: -4,327 -6,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 35.1 9.3 64.8 43.5 91.1 87.9: 8.9 12.1
Old : 100.0: 21.1 39.4 5.4 63.9 45.6 90.4 90.4: 9.6 9.6
Other: 100.0: 20.2 37.2 5.7 68.3 34.8 94.2 77.7: 5.8 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 75 126 71 55 63 173 226:
Old : 275: 81 113 50 51 53 160 194:
Other: 140: 28 55 21 16 53 57 116:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 27.1 45.9 34.2 30.0 20.8 44.0 27.2
Old : 36.3 31.7 50.0 39.6 36.3 30.6 50.0 37.7
Other: 64.6 21.5 75.3 31.2 57.9 17.8 67.7 25.3
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
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 22, 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 : 847,679: 162,359 187,877 83,702 455,542 397,978 701,603 669,557: 146,076 178,122
Old : 761,750: 157,610 188,143 60,356 411,259 358,910 629,225 607,409: 132,525 154,341
Other: 85,929: 23,403 18,388 4,692 44,283 39,068 72,378 62,148: 13,551 23,781
: : :
: : Changes in Commitments from: November 15, 2005 :
: -7,626: -13,703 10,845 13,794 1,885 -19,844 1,976 4,795: -9,602 -12,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 22.2 9.9 53.7 46.9 82.8 79.0: 17.2 21.0
Old : 100.0: 20.7 24.7 7.9 54.0 47.1 82.6 79.7: 17.4 20.3
Other: 100.0: 27.2 21.4 5.5 51.5 45.5 84.2 72.3: 15.8 27.7
: : :
:# Traders : Number of Traders in Each Category :
All : 530: 135 124 114 185 190 375 394:
Old : 520: 137 128 98 178 182 359 373:
Other: 257: 47 46 12 44 133 95 188:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 18.6 30.3 24.8 17.1 17.0 27.0 22.2
Old : 21.9 18.7 31.7 25.3 19.0 16.8 28.2 22.4
Other: 40.0 28.5 49.5 35.9 39.5 27.8 48.9 33.7
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
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 22, 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 : 8,269: 3,800 358 168 1,563 6,556 5,531 7,082: 2,738 1,187
Old : 8,190: 3,800 373 148 1,560 6,507 5,508 7,028: 2,682 1,162
Other: 79: 15 0 5 3 49 23 54: 56 25
: : :
: : Changes in Commitments from: November 15, 2005 :
: 989: 203 -11 76 166 1,081 445 1,146: 544 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 4.3 2.0 18.9 79.3 66.9 85.6: 33.1 14.4
Old : 100.0: 46.4 4.6 1.8 19.0 79.5 67.3 85.8: 32.7 14.2
Other: 100.0: 19.0 0.0 6.3 3.8 62.0 29.1 68.4: 70.9 31.6
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 14 4 3 10 13 27 17:
Old : 34: 14 4 3 9 13 26 17:
Other: 5: 1 0 1 2 3 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 52.2 43.9 70.1 26.8 42.4 39.2 60.0
Old : 27.5 52.3 44.4 70.3 27.1 42.4 39.6 60.1
Other: 29.1 68.4 29.1 68.4 21.5 60.8 21.5 60.8
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 22, 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 : 272,262: 43,581 56,945 27,108 153,838 117,989 224,527 202,042: 47,735 70,220
Old : 255,027: 41,546 57,984 21,955 145,795 111,404 209,296 191,343: 45,731 63,684
Other: 17,235: 6,550 3,476 638 8,043 6,585 15,231 10,699: 2,004 6,536
: : :
: : Changes in Commitments from: November 15, 2005 :
: 3,411: -6,714 12,245 1,286 7,807 -9,294 2,379 4,237: 1,032 -826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 20.9 10.0 56.5 43.3 82.5 74.2: 17.5 25.8
Old : 100.0: 16.3 22.7 8.6 57.2 43.7 82.1 75.0: 17.9 25.0
Other: 100.0: 38.0 20.2 3.7 46.7 38.2 88.4 62.1: 11.6 37.9
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 59 97 70 92 90 205 224:
Old : 295: 68 100 62 91 87 200 216:
Other: 100: 18 24 5 23 40 44 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 18.5 32.4 24.2 19.8 14.5 29.6 20.1
Old : 22.1 19.1 33.5 25.2 22.1 15.1 32.0 21.1
Other: 47.7 27.3 63.3 37.2 44.2 26.5 59.8 35.8
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 170,839: 29,735 31,384 24,112 96,179 95,871 150,026 151,367: 20,813 19,472
Old : 159,951: 33,442 32,601 17,599 89,260 90,797 140,301 140,997: 19,650 18,954
Other: 10,888: 2,021 4,511 785 6,919 5,074 9,725 10,370: 1,163 518
: : :
: : Changes in Commitments from: November 15, 2005 :
: -4,692: -6,567 7,987 -1,644 4,954 -10,594 -3,257 -4,251: -1,435 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 18.4 14.1 56.3 56.1 87.8 88.6: 12.2 11.4
Old : 100.0: 20.9 20.4 11.0 55.8 56.8 87.7 88.2: 12.3 11.8
Other: 100.0: 18.6 41.4 7.2 63.5 46.6 89.3 95.2: 10.7 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 33 41 37 48 44 103 117:
Old : 151: 43 43 32 46 42 100 111:
Other: 42: 5 16 3 12 15 20 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 : 24.3 30.7 35.8 41.0 22.2 29.2 32.8 36.5
Old : 22.7 30.8 34.7 41.1 22.5 29.6 32.9 37.2
Other: 69.3 35.8 80.7 55.7 69.3 33.2 77.5 52.2
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 22, 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 : 593,960: 84,871 102,232 16,907 387,215 327,187 488,993 446,326: 104,967 147,634
Old : 593,960: 84,871 102,232 16,907 387,215 327,187 488,993 446,326: 104,967 147,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -53,859: -12,506 -13,908 -116 -19,041 -15,738 -31,663 -29,762: -22,196 -24,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 17.2 2.8 65.2 55.1 82.3 75.1: 17.7 24.9
Old : 100.0: 14.3 17.2 2.8 65.2 55.1 82.3 75.1: 17.7 24.9
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 : 152: 24 35 30 61 71 105 116:
Old : 152: 24 35 30 61 71 105 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 14.5 34.5 24.4 19.8 14.0 28.4 23.0
Old : 24.5 14.5 34.5 24.4 19.8 14.0 28.4 23.0
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, November 22, 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 : 136,202: 18,231 23,483 16,605 75,161 73,667 109,997 113,755: 26,205 22,447
Old : 128,969: 18,133 23,654 14,241 71,030 69,326 103,404 107,221: 25,565 21,748
Other: 7,233: 969 700 1,493 4,131 4,341 6,593 6,534: 640 699
: : :
: : Changes in Commitments from: November 15, 2005 :
: -277: -3,729 4,118 -248 3,990 -3,095 13 775: -290 -1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 17.2 12.2 55.2 54.1 80.8 83.5: 19.2 16.5
Old : 100.0: 14.1 18.3 11.0 55.1 53.8 80.2 83.1: 19.8 16.9
Other: 100.0: 13.4 9.7 20.6 57.1 60.0 91.2 90.3: 8.8 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 30 36 30 47 45 95 101:
Old : 131: 30 40 30 46 43 94 99:
Other: 45: 13 7 6 18 17 34 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 : 22.4 29.1 33.5 37.5 20.2 23.3 27.7 31.1
Old : 22.8 29.3 32.9 38.1 20.8 24.2 28.4 32.4
Other: 39.9 34.1 59.6 58.1 30.5 30.3 41.4 42.5
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 22, 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 : 7,129: 3,221 316 426 1,914 5,517 5,561 6,259: 1,568 870
Old : 7,090: 3,223 314 418 1,914 5,498 5,555 6,230: 1,535 860
Other: 39: 5 9 1 0 19 6 29: 33 10
: : :
: : Changes in Commitments from: November 15, 2005 :
: -263: 49 119 -242 6 -150 -187 -273: -76 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 4.4 6.0 26.8 77.4 78.0 87.8: 22.0 12.2
Old : 100.0: 45.5 4.4 5.9 27.0 77.5 78.3 87.9: 21.7 12.1
Other: 100.0: 12.8 23.1 2.6 0.0 48.7 15.4 74.4: 84.6 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 18 6 7 13 14 33 25:
Old : 46: 17 6 7 13 14 33 25:
Other: 5: 1 2 1 0 2 2 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 59.2 43.9 71.9 24.0 50.1 37.5 62.6
Old : 26.9 59.5 44.1 72.1 24.1 50.4 37.8 62.7
Other: 15.4 74.4 15.4 74.4 12.8 71.8 12.8 71.8
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 22, 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 : 343,390: 82,788 63,582 2,181 181,900 167,677 266,869 233,440: 76,521 109,950
Old : 343,390: 82,788 63,582 2,181 181,900 167,677 266,869 233,440: 76,521 109,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -27,256: -21,166 -33,216 23 -11,788 5,447 -32,931 -27,746: 5,675 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 18.5 0.6 53.0 48.8 77.7 68.0: 22.3 32.0
Old : 100.0: 24.1 18.5 0.6 53.0 48.8 77.7 68.0: 22.3 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 22 22 6 46 55 71 80:
Old : 113: 22 22 6 46 55 71 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 14.3 36.1 23.9 24.9 13.3 34.5 22.8
Old : 25.6 14.3 36.1 23.9 24.9 13.3 34.5 22.8
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 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, November 22, 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 : 1,702,810: 377,118 324,920 53,759 1,060,878 978,670 1,491,755 1,357,349: 211,055 345,461
Old : 1,702,810: 377,118 324,920 53,759 1,060,878 978,670 1,491,755 1,357,349: 211,055 345,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -199,229: 1,617 -38,190 -10,796 -64,507 -79,556 -73,686 -128,542: -125,543 -70,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 19.1 3.2 62.3 57.5 87.6 79.7: 12.4 20.3
Old : 100.0: 22.1 19.1 3.2 62.3 57.5 87.6 79.7: 12.4 20.3
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 : 246: 54 63 36 88 101 161 181:
Old : 246: 54 63 36 88 101 161 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 25.3 45.1 34.4 33.2 23.8 40.9 29.6
Old : 36.5 25.3 45.1 34.4 33.2 23.8 40.9 29.6
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, November 22, 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 : 1,306,695: 210,714 349,602 63,501 908,070 704,862 1,182,285 1,117,965: 124,410 188,730
Old : 1,306,695: 210,714 349,602 63,501 908,070 704,862 1,182,285 1,117,965: 124,410 188,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -154,996: -50,415 -107,279 22,279 -109,275 34,296 -137,411 -50,704: -17,585 -104,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 26.8 4.9 69.5 53.9 90.5 85.6: 9.5 14.4
Old : 100.0: 16.1 26.8 4.9 69.5 53.9 90.5 85.6: 9.5 14.4
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 : 177: 33 45 25 64 75 110 132:
Old : 177: 33 45 25 64 75 110 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 24.5 47.8 35.0 30.8 22.0 40.2 29.7
Old : 34.1 24.5 47.8 35.0 30.8 22.0 40.2 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, November 22, 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 : 376,293: 110,926 95,652 53,258 165,698 191,151 329,882 340,061: 46,411 36,232
Old : 376,293: 110,926 95,652 53,258 165,698 191,151 329,882 340,061: 46,411 36,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 30,206: 8,334 12,504 2,906 15,607 12,374 26,847 27,784: 3,359 2,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 25.4 14.2 44.0 50.8 87.7 90.4: 12.3 9.6
Old : 100.0: 29.5 25.4 14.2 44.0 50.8 87.7 90.4: 12.3 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 30 24 34 51 48 101 89:
Old : 117: 30 24 34 51 48 101 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 22.1 40.3 36.2 22.1 18.6 31.4 28.8
Old : 25.4 22.1 40.3 36.2 22.1 18.6 31.4 28.8
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, November 22, 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 : 37,815: 10,410 6,182 185 21,577 18,489 32,172 24,856: 5,643 12,959
Old : 37,815: 10,410 6,182 185 21,577 18,489 32,172 24,856: 5,643 12,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 357: 4,061 -2,414 180 -4,433 954 -192 -1,280: 549 1,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 16.3 0.5 57.1 48.9 85.1 65.7: 14.9 34.3
Old : 100.0: 27.5 16.3 0.5 57.1 48.9 85.1 65.7: 14.9 34.3
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: 15 11 2 18 12 33 25:
Old : 54: 15 11 2 18 12 33 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 : 41.9 37.2 57.9 49.1 41.9 37.2 57.9 48.3
Old : 41.9 37.2 57.9 49.1 41.9 37.2 57.9 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, 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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, November 22, 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 : 80,390: 39,493 22,472 622 22,211 46,531 62,326 69,625: 18,064 10,765
Old : 80,390: 39,493 22,472 622 22,211 46,531 62,326 69,625: 18,064 10,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 2,661: 9,107 -3,443 -54 -9,773 6,023 -720 2,526: 3,381 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 28.0 0.8 27.6 57.9 77.5 86.6: 22.5 13.4
Old : 100.0: 49.1 28.0 0.8 27.6 57.9 77.5 86.6: 22.5 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 : 83: 34 20 5 17 16 55 37:
Old : 83: 34 20 5 17 16 55 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 : 36.2 48.4 44.8 64.0 36.2 48.3 44.8 62.6
Old : 36.2 48.4 44.8 64.0 36.2 48.3 44.8 62.6
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, November 22, 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 : 35,967: 9,084 4,087 69 25,854 30,497 35,007 34,653: 960 1,314
Old : 35,967: 9,084 4,087 69 25,854 30,497 35,007 34,653: 960 1,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 2,353: 1,848 357 0 -96 1,470 1,752 1,827: 601 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 11.4 0.2 71.9 84.8 97.3 96.3: 2.7 3.7
Old : 100.0: 25.3 11.4 0.2 71.9 84.8 97.3 96.3: 2.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 10 12 4 18 20 30 34:
Old : 54: 10 12 4 18 20 30 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 : 61.8 50.4 80.4 71.9 61.0 45.8 75.1 64.1
Old : 61.8 50.4 80.4 71.9 61.0 45.8 75.1 64.1
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,706: 177 2,578 703 15,255 8,501 16,135 11,782: 4,571 8,924
Old : 20,706: 177 2,578 703 15,255 8,501 16,135 11,782: 4,571 8,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,081: 48 117 155 1,491 185 1,694 457: -613 624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 12.5 3.4 73.7 41.1 77.9 56.9: 22.1 43.1
Old : 100.0: 0.9 12.5 3.4 73.7 41.1 77.9 56.9: 22.1 43.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 8 7 18 13 26 23:
Old : 32: 3 8 7 18 13 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 31.6 65.0 45.3 44.2 29.0 64.6 40.6
Old : 44.3 31.6 65.0 45.3 44.2 29.0 64.6 40.6
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, November 22, 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 : 117,449: 27,144 21,993 20,944 51,496 40,204 99,584 83,141: 17,865 34,308
Old : 117,301: 27,155 21,993 20,933 51,489 40,160 99,577 83,086: 17,724 34,215
Other: 148: 0 11 0 7 44 7 55: 141 93
: : :
: : Changes in Commitments from: November 15, 2005 :
: 790: -2,426 -2,114 533 2,272 623 379 -958: 411 1,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 18.7 17.8 43.8 34.2 84.8 70.8: 15.2 29.2
Old : 100.0: 23.1 18.7 17.8 43.9 34.2 84.9 70.8: 15.1 29.2
Other: 100.0: 0.0 7.4 0.0 4.7 29.7 4.7 37.2: 95.3 62.8
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 55 48 53 29 40 125 118:
Old : 173: 55 48 53 29 40 125 118:
Other: 9: 0 2 0 2 5 2 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 15.9 40.1 26.7 28.4 15.1 39.5 23.9
Old : 28.4 15.9 40.2 26.7 28.4 15.1 39.5 23.9
Other: 4.7 31.8 4.7 37.2 4.7 31.8 4.7 37.2
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, November 22, 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 : 1,343: 286 313 125 310 161 721 599: 622 744
Old : 1,343: 286 313 125 310 161 721 599: 622 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 96: -16 -32 9 22 19 15 -4: 81 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 23.3 9.3 23.1 12.0 53.7 44.6: 46.3 55.4
Old : 100.0: 21.3 23.3 9.3 23.1 12.0 53.7 44.6: 46.3 55.4
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: 5 8 3 4 2 11 12:
Old : 20: 5 8 3 4 2 11 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 : 37.3 25.2 49.1 37.2 37.3 24.2 44.2 33.7
Old : 37.3 25.2 49.1 37.2 37.3 24.2 44.2 33.7
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 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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 22, 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 : 178,002: 56,751 19,241 22,890 76,288 83,426 155,929 125,557: 22,073 52,445
Old : 178,002: 56,751 19,241 22,890 76,288 83,426 155,929 125,557: 22,073 52,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,670: 1,232 -89 539 2,374 2,042 4,145 2,492: 525 2,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 10.8 12.9 42.9 46.9 87.6 70.5: 12.4 29.5
Old : 100.0: 31.9 10.8 12.9 42.9 46.9 87.6 70.5: 12.4 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 : 282: 78 42 69 63 123 188 213:
Old : 282: 78 42 69 63 123 188 213:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 7.9 33.2 14.5 22.9 7.0 32.9 13.0
Old : 22.9 7.9 33.2 14.5 22.9 7.0 32.9 13.0
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, November 22, 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 : 5,196: 2,468 159 436 475 2,947 3,379 3,542: 1,817 1,654
Old : 5,196: 2,468 159 436 475 2,947 3,379 3,542: 1,817 1,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 298: -65 -66 97 12 243 44 274: 254 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 3.1 8.4 9.1 56.7 65.0 68.2: 35.0 31.8
Old : 100.0: 47.5 3.1 8.4 9.1 56.7 65.0 68.2: 35.0 31.8
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 : 61: 24 6 9 10 27 41 37:
Old : 61: 24 6 9 10 27 41 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 25.4 37.4 36.2 27.0 25.4 36.6 35.0
Old : 27.0 25.4 37.4 36.2 27.0 25.4 36.6 35.0
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 22, 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 : 24,242: 10,828 2,860 2,093 6,959 7,014 19,880 11,967: 4,362 12,275
Old : 24,242: 10,828 2,860 2,093 6,959 7,014 19,880 11,967: 4,362 12,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -2,978: -1,680 -424 -401 -515 -685 -2,596 -1,510: -382 -1,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 11.8 8.6 28.7 28.9 82.0 49.4: 18.0 50.6
Old : 100.0: 44.7 11.8 8.6 28.7 28.9 82.0 49.4: 18.0 50.6
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 : 121: 37 17 15 29 44 79 69:
Old : 121: 37 17 15 29 44 79 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 13.7 32.6 19.9 17.9 9.1 30.2 15.0
Old : 19.9 13.7 32.6 19.9 17.9 9.1 30.2 15.0
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, November 22, 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 : 106,006: 33,585 17,860 1,346 39,485 69,963 74,416 89,169: 31,590 16,837
Old : 106,006: 33,585 17,860 1,346 39,485 69,963 74,416 89,169: 31,590 16,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 3,456: 1,098 5,542 615 1,600 -1,868 3,313 4,289: 143 -833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 16.8 1.3 37.2 66.0 70.2 84.1: 29.8 15.9
Old : 100.0: 31.7 16.8 1.3 37.2 66.0 70.2 84.1: 29.8 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 : 78: 23 19 6 22 25 48 47:
Old : 78: 23 19 6 22 25 48 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 32.3 42.7 50.9 29.0 31.9 42.7 50.5
Old : 29.0 32.3 42.7 50.9 29.0 31.9 42.7 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, November 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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 22, 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 : 100,881: 15,191 63,398 0 78,940 14,203 94,131 77,601: 6,750 23,280
Old : 100,881: 15,191 63,398 0 78,940 14,203 94,131 77,601: 6,750 23,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 2,435: 59 3,232 0 2,281 1,532 2,340 4,764: 95 -2,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 62.8 0.0 78.3 14.1 93.3 76.9: 6.7 23.1
Old : 100.0: 15.1 62.8 0.0 78.3 14.1 93.3 76.9: 6.7 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 5 32 0 19 10 24 42:
Old : 60: 5 32 0 19 10 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 : 43.5 28.2 70.5 43.2 43.5 28.2 69.2 43.2
Old : 43.5 28.2 70.5 43.2 43.5 28.2 69.2 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 22, 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 : 129,683: 91,337 5,043 129 31,169 118,752 122,635 123,924: 7,048 5,759
Old : 129,683: 91,337 5,043 129 31,169 118,752 122,635 123,924: 7,048 5,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 19,407: 6,673 216 129 12,411 16,920 19,213 17,265: 194 2,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 3.9 0.1 24.0 91.6 94.6 95.6: 5.4 4.4
Old : 100.0: 70.4 3.9 0.1 24.0 91.6 94.6 95.6: 5.4 4.4
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 : 103: 64 9 1 17 19 82 28:
Old : 103: 64 9 1 17 19 82 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 : 34.2 59.8 50.6 76.0 32.2 54.6 47.0 69.0
Old : 34.2 59.8 50.6 76.0 32.2 54.6 47.0 69.0
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 89,837: 9,056 42,076 0 63,136 22,728 72,192 64,804: 17,645 25,033
Old : 89,837: 9,056 42,076 0 63,136 22,728 72,192 64,804: 17,645 25,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 5,396: -1,119 8,084 -4 4,926 -4,809 3,803 3,271: 1,593 2,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 46.8 0.0 70.3 25.3 80.4 72.1: 19.6 27.9
Old : 100.0: 10.1 46.8 0.0 70.3 25.3 80.4 72.1: 19.6 27.9
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 : 54: 9 21 0 20 11 29 32:
Old : 54: 9 21 0 20 11 29 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 : 39.2 32.3 59.5 48.0 32.1 28.8 50.5 40.5
Old : 39.2 32.3 59.5 48.0 32.1 28.8 50.5 40.5
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 22, 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 : 204,816: 21,037 86,921 575 155,228 83,522 176,840 171,018: 27,976 33,798
Old : 204,816: 21,037 86,921 575 155,228 83,522 176,840 171,018: 27,976 33,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,679: -110 -1,457 -92 -448 3,489 -650 1,940: 2,329 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 42.4 0.3 75.8 40.8 86.3 83.5: 13.7 16.5
Old : 100.0: 10.3 42.4 0.3 75.8 40.8 86.3 83.5: 13.7 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 : 109: 26 44 4 29 19 55 67:
Old : 109: 26 44 4 29 19 55 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 : 37.4 30.7 59.3 44.1 34.0 26.0 51.2 37.0
Old : 37.4 30.7 59.3 44.1 34.0 26.0 51.2 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 22, 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 : 185,618: 35,452 46,579 3,216 97,074 80,164 135,742 129,959: 49,876 55,659
Old : 185,618: 35,452 46,579 3,216 97,074 80,164 135,742 129,959: 49,876 55,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 10,353: 3,965 1,870 1,120 2,596 6,358 7,681 9,348: 2,672 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 25.1 1.7 52.3 43.2 73.1 70.0: 26.9 30.0
Old : 100.0: 19.1 25.1 1.7 52.3 43.2 73.1 70.0: 26.9 30.0
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 : 112: 32 40 14 26 29 65 77:
Old : 112: 32 40 14 26 29 65 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 29.7 43.0 38.8 26.7 28.7 41.8 37.8
Old : 27.9 29.7 43.0 38.8 26.7 28.7 41.8 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, November 22, 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 : 9,455,007: 1,015,872 1,095,961 1,420,214 6,058,733 5,441,113 8,494,819 7,957,288: 960,188 1,497,719
Old : 9,455,007: 1,015,872 1,095,961 1,420,214 6,058,733 5,441,113 8,494,819 7,957,288: 960,188 1,497,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 119,540: -9,940 -107,913 -20,039 81,915 231,707 51,936 103,755: 67,604 15,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 11.6 15.0 64.1 57.5 89.8 84.2: 10.2 15.8
Old : 100.0: 10.7 11.6 15.0 64.1 57.5 89.8 84.2: 10.2 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 56 64 94 129 148 236 268:
Old : 287: 56 64 94 129 148 236 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 15.2 46.2 23.6 31.1 11.3 38.0 18.5
Old : 31.9 15.2 46.2 23.6 31.1 11.3 38.0 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, 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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 22, 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 : 660,513: 60,512 68,879 5,309 454,469 464,827 520,290 539,015: 140,223 121,498
Old : 660,513: 60,512 68,879 5,309 454,469 464,827 520,290 539,015: 140,223 121,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,062: 891 1,514 815 -8,084 -2,716 -6,378 -387: 10,440 4,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 10.4 0.8 68.8 70.4 78.8 81.6: 21.2 18.4
Old : 100.0: 9.2 10.4 0.8 68.8 70.4 78.8 81.6: 21.2 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 33 36 12 80 59 120 101:
Old : 181: 33 36 12 80 59 120 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 28.8 29.2 42.3 20.8 28.5 29.1 42.0
Old : 20.9 28.8 29.2 42.3 20.8 28.5 29.1 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, 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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, November 22, 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 : 1,210,541: 209,791 316,772 26,703 619,638 743,582 856,132 1,087,057: 354,409 123,484
Old : 1,210,541: 209,791 316,772 26,703 619,638 743,582 856,132 1,087,057: 354,409 123,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 65,833: 46,245 7,408 7,268 6,595 41,745 60,108 56,421: 5,725 9,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 26.2 2.2 51.2 61.4 70.7 89.8: 29.3 10.2
Old : 100.0: 17.3 26.2 2.2 51.2 61.4 70.7 89.8: 29.3 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 59 59 18 62 62 130 130:
Old : 211: 59 59 18 62 62 130 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 30.4 28.8 46.1 14.9 27.2 22.9 39.5
Old : 18.7 30.4 28.8 46.1 14.9 27.2 22.9 39.5
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, November 22, 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 : 12,914: 1,277 649 0 6,284 11,021 7,561 11,670: 5,353 1,244
Old : 12,914: 1,277 649 0 6,284 11,021 7,561 11,670: 5,353 1,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -65: -5 0 0 -83 -136 -88 -136: 23 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.0 0.0 48.7 85.3 58.5 90.4: 41.5 9.6
Old : 100.0: 9.9 5.0 0.0 48.7 85.3 58.5 90.4: 41.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 26.3 47.2 40.2 69.1 26.3 47.2 40.2 67.5
Old : 26.3 47.2 40.2 69.1 26.3 47.2 40.2 67.5
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, November 22, 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 : 44,248: 8,473 9,188 0 30,437 29,181 38,910 38,369: 5,338 5,879
Old : 44,248: 8,473 9,188 0 30,437 29,181 38,910 38,369: 5,338 5,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 225: 661 -473 0 -1,070 2,181 -409 1,708: 634 -1,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 20.8 0.0 68.8 65.9 87.9 86.7: 12.1 13.3
Old : 100.0: 19.1 20.8 0.0 68.8 65.9 87.9 86.7: 12.1 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 7 0 21 17 28 24:
Old : 45: 7 7 0 21 17 28 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 : 50.0 46.8 66.4 66.4 48.1 46.7 63.8 66.3
Old : 50.0 46.8 66.4 66.4 48.1 46.7 63.8 66.3
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 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, November 22, 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 : 58,829: 14,517 14,620 18 35,468 31,987 50,003 46,625: 8,826 12,204
Old : 58,829: 14,517 14,620 18 35,468 31,987 50,003 46,625: 8,826 12,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -316: 360 2,133 18 1,992 -4,576 2,370 -2,425: -2,686 2,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 24.9 0.0 60.3 54.4 85.0 79.3: 15.0 20.7
Old : 100.0: 24.7 24.9 0.0 60.3 54.4 85.0 79.3: 15.0 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 16 15 1 38 24 54 40:
Old : 84: 16 15 1 38 24 54 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 : 28.6 27.9 42.9 43.5 28.6 26.0 41.4 39.4
Old : 28.6 27.9 42.9 43.5 28.6 26.0 41.4 39.4
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 22, 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 : 421,971: 184,072 128,163 2,956 202,547 274,769 389,575 405,888: 32,396 16,083
Old : 421,971: 184,072 128,163 2,956 202,547 274,769 389,575 405,888: 32,396 16,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 71,655: 36,194 39,950 -715 28,171 44,385 63,650 83,620: 8,005 -11,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 30.4 0.7 48.0 65.1 92.3 96.2: 7.7 3.8
Old : 100.0: 43.6 30.4 0.7 48.0 65.1 92.3 96.2: 7.7 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 : 217: 86 57 10 44 41 136 102:
Old : 217: 86 57 10 44 41 136 102:
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 : 33.2 30.1 45.8 47.1 28.9 24.6 37.2 38.3
Old : 33.2 30.1 45.8 47.1 28.9 24.6 37.2 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 22, 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 : 79,829: 19,690 18,941 0 46,121 44,046 65,811 62,987: 14,018 16,842
Old : 79,829: 19,690 18,941 0 46,121 44,046 65,811 62,987: 14,018 16,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,248: 1,323 767 0 2,829 3,241 4,152 4,008: 96 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 23.7 0.0 57.8 55.2 82.4 78.9: 17.6 21.1
Old : 100.0: 24.7 23.7 0.0 57.8 55.2 82.4 78.9: 17.6 21.1
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 : 47: 6 16 0 16 14 22 30:
Old : 47: 6 16 0 16 14 22 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 : 50.8 38.5 68.0 52.3 50.8 38.2 67.4 51.9
Old : 50.8 38.5 68.0 52.3 50.8 38.2 67.4 51.9
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 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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, November 22, 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 : 36,897: 1,523 5,940 0 31,436 22,659 32,959 28,599: 3,938 8,298
Old : 36,897: 1,523 5,940 0 31,436 22,659 32,959 28,599: 3,938 8,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -244: 7 104 0 -370 -607 -363 -503: 119 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 16.1 0.0 85.2 61.4 89.3 77.5: 10.7 22.5
Old : 100.0: 4.1 16.1 0.0 85.2 61.4 89.3 77.5: 10.7 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 53.4 30.1 66.7 41.8 52.7 28.5 66.1 40.2
Old : 53.4 30.1 66.7 41.8 52.7 28.5 66.1 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, November 22, 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 : 290,149: 22,809 57,725 2,962 236,407 219,499 262,178 280,186: 27,971 9,963
Old : 290,149: 22,809 57,725 2,962 236,407 219,499 262,178 280,186: 27,971 9,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,966: 4,326 -1,954 143 -4,247 3,615 222 1,804: 1,744 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 19.9 1.0 81.5 75.7 90.4 96.6: 9.6 3.4
Old : 100.0: 7.9 19.9 1.0 81.5 75.7 90.4 96.6: 9.6 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 : 144: 28 45 5 40 50 72 96:
Old : 144: 28 45 5 40 50 72 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 33.7 67.6 49.7 52.9 33.5 60.9 47.3
Old : 56.7 33.7 67.6 49.7 52.9 33.5 60.9 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, 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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, November 22, 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 : 72,180: 19,790 27,102 1,206 36,917 35,768 57,913 64,076: 14,267 8,104
Old : 72,180: 19,790 27,102 1,206 36,917 35,768 57,913 64,076: 14,267 8,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 3,936: -593 1,579 -26 4,189 2,430 3,570 3,983: 366 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 37.5 1.7 51.1 49.6 80.2 88.8: 19.8 11.2
Old : 100.0: 27.4 37.5 1.7 51.1 49.6 80.2 88.8: 19.8 11.2
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 : 101: 34 27 5 21 25 59 53:
Old : 101: 34 27 5 21 25 59 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 : 30.0 40.1 42.2 51.9 24.8 37.2 34.6 47.6
Old : 30.0 40.1 42.2 51.9 24.8 37.2 34.6 47.6
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, November 22, 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 : 49,715: 19,345 3,227 4 24,565 9,202 43,914 12,433: 5,801 37,282
Old : 49,715: 19,345 3,227 4 24,565 9,202 43,914 12,433: 5,801 37,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,610: 2,254 -177 0 527 1,608 2,781 1,431: 1,829 3,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 6.5 0.0 49.4 18.5 88.3 25.0: 11.7 75.0
Old : 100.0: 38.9 6.5 0.0 49.4 18.5 88.3 25.0: 11.7 75.0
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 7 1 12 11 31 18:
Old : 47: 18 7 1 12 11 31 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 : 48.8 12.1 62.9 17.5 43.6 8.2 57.5 13.1
Old : 48.8 12.1 62.9 17.5 43.6 8.2 57.5 13.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, November 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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, November 22, 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 : 35,540: 1,929 1,904 106 19,800 27,292 21,835 29,302: 13,705 6,238
Old : 35,540: 1,929 1,904 106 19,800 27,292 21,835 29,302: 13,705 6,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 815: -479 102 -30 107 -514 -402 -442: 1,217 1,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.4 0.3 55.7 76.8 61.4 82.4: 38.6 17.6
Old : 100.0: 5.4 5.4 0.3 55.7 76.8 61.4 82.4: 38.6 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 : 43: 4 9 1 19 26 24 36:
Old : 43: 4 9 1 19 26 24 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 41.7 47.6 58.7 17.9 26.6 24.5 35.5
Old : 34.7 41.7 47.6 58.7 17.9 26.6 24.5 35.5
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, November 22, 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 : 149,698: 73,548 12,988 10,265 29,449 107,773 113,262 131,026: 36,436 18,672
Old : 149,698: 73,548 12,988 10,265 29,449 107,773 113,262 131,026: 36,436 18,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -644: 8,333 -505 -8,906 -3,188 2,651 -3,761 -6,760: 3,117 6,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 8.7 6.9 19.7 72.0 75.7 87.5: 24.3 12.5
Old : 100.0: 49.1 8.7 6.9 19.7 72.0 75.7 87.5: 24.3 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 105 31 30 20 44 136 97:
Old : 188: 105 31 30 20 44 136 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 : 19.3 35.9 30.2 50.3 14.6 31.7 21.9 43.1
Old : 19.3 35.9 30.2 50.3 14.6 31.7 21.9 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, 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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, November 22, 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 : 113,630: 34,901 28,448 18,379 45,917 51,581 99,197 98,408: 14,433 15,222
Old : 113,630: 34,901 28,448 18,379 45,917 51,581 99,197 98,408: 14,433 15,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -559: -1,679 -605 1,578 -114 -2,779 -215 -1,806: -344 1,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 25.0 16.2 40.4 45.4 87.3 86.6: 12.7 13.4
Old : 100.0: 30.7 25.0 16.2 40.4 45.4 87.3 86.6: 12.7 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 : 200: 67 68 53 42 42 146 138:
Old : 200: 67 68 53 42 42 146 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 38.4 36.5 46.2 25.0 33.1 33.5 39.8
Old : 25.3 38.4 36.5 46.2 25.0 33.1 33.5 39.8
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - Futures Only, November 22, 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 : 350,603: 201,765 38,783 33,292 56,380 236,621 291,437 308,696: 59,166 41,907
Old : 350,603: 201,765 38,783 33,292 56,380 236,621 291,437 308,696: 59,166 41,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 25,884: 24,344 -8,952 4,352 -11,073 14,889 17,623 10,289: 8,261 15,595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 11.1 9.5 16.1 67.5 83.1 88.0: 16.9 12.0
Old : 100.0: 57.5 11.1 9.5 16.1 67.5 83.1 88.0: 16.9 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 147 52 40 35 48 205 125:
Old : 265: 147 52 40 35 48 205 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 34.9 40.2 55.9 25.1 30.7 31.8 47.5
Old : 29.6 34.9 40.2 55.9 25.1 30.7 31.8 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - Futures Only, 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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 22, 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 : 8,111: 4,241 2,988 339 2,439 4,008 7,019 7,335: 1,092 776
Old : 8,111: 4,241 2,988 339 2,439 4,008 7,019 7,335: 1,092 776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -6,098: 1,303 582 -65 -1,077 -3,012 161 -2,495: -6,259 -3,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 36.8 4.2 30.1 49.4 86.5 90.4: 13.5 9.6
Old : 100.0: 52.3 36.8 4.2 30.1 49.4 86.5 90.4: 13.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 12 4 9 5 4 26 15:
Old : 30: 12 4 9 5 4 26 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 80.0 73.7 87.6 48.8 67.2 57.4 69.5
Old : 62.0 80.0 73.7 87.6 48.8 67.2 57.4 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 22, 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 : 123,044: 39,012 8,933 10,316 51,332 79,291 100,660 98,540: 22,384 24,504
Old : 88,100: 32,714 9,321 2,620 36,288 57,733 71,622 69,674: 16,478 18,426
Other: 34,944: 12,164 5,478 1,830 15,044 21,558 29,038 28,866: 5,906 6,078
: : :
: : Changes in Commitments from: November 15, 2005 :
: -3,616: -8,728 3,598 -3,075 36 -6,302 -11,767 -5,779: 8,151 2,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 7.3 8.4 41.7 64.4 81.8 80.1: 18.2 19.9
Old : 100.0: 37.1 10.6 3.0 41.2 65.5 81.3 79.1: 18.7 20.9
Other: 100.0: 34.8 15.7 5.2 43.1 61.7 83.1 82.6: 16.9 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 51 24 35 63 59 126 112:
Old : 154: 46 26 19 54 56 108 95:
Other: 96: 20 23 10 24 38 48 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 : 22.6 37.0 35.7 47.1 16.7 29.3 26.3 34.0
Old : 29.6 39.3 40.9 45.9 28.4 37.5 39.4 43.1
Other: 38.5 53.1 51.6 60.6 38.5 50.5 51.6 57.2
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, November 22, 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 : 39,030: 8,620 51 2,640 19,076 27,704 30,336 30,395: 8,694 8,635
Old : 35,260: 10,040 0 996 16,691 26,684 27,727 27,680: 7,533 7,580
Other: 3,770: 94 1,565 130 2,385 1,020 2,609 2,715: 1,161 1,055
: : :
: : Changes in Commitments from: November 15, 2005 :
: 927: -1,115 -33 655 1,715 -347 1,255 275: -328 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 0.1 6.8 48.9 71.0 77.7 77.9: 22.3 22.1
Old : 100.0: 28.5 0.0 2.8 47.3 75.7 78.6 78.5: 21.4 21.5
Other: 100.0: 2.5 41.5 3.4 63.3 27.1 69.2 72.0: 30.8 28.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 20 2 10 23 20 46 30:
Old : 51: 23 0 5 22 19 45 24:
Other: 26: 3 7 3 11 10 16 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 : 32.4 47.6 44.6 61.5 18.3 32.3 29.1 42.1
Old : 31.3 52.1 44.4 66.5 17.5 36.3 29.5 47.0
Other: 50.4 43.6 63.5 63.2 37.7 36.5 47.7 49.7
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, November 22, 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 : 89,118: 15,161 28,934 4,053 60,833 48,045 80,047 81,032: 9,071 8,086
Old : 87,175: 15,178 28,940 3,708 59,475 46,548 78,361 79,196: 8,814 7,979
Other: 1,943: 202 213 126 1,358 1,497 1,686 1,836: 257 107
: : :
: : Changes in Commitments from: November 15, 2005 :
: -13,226: -2,604 5,021 -146 -8,744 -17,046 -11,494 -12,171: -1,732 -1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 32.5 4.5 68.3 53.9 89.8 90.9: 10.2 9.1
Old : 100.0: 17.4 33.2 4.3 68.2 53.4 89.9 90.8: 10.1 9.2
Other: 100.0: 10.4 11.0 6.5 69.9 77.0 86.8 94.5: 13.2 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 57 69 39 47 51 127 139:
Old : 199: 58 69 37 47 51 125 139:
Other: 37: 7 9 2 6 16 14 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 : 32.6 28.9 48.3 38.5 32.6 27.3 47.2 36.3
Old : 33.4 29.5 49.4 39.1 33.4 27.9 49.2 36.7
Other: 67.5 65.6 82.7 78.0 67.5 64.6 78.0 75.0
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, November 22, 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 : 35,024: 15,512 3,218 3,025 12,247 25,597 30,784 31,840: 4,240 3,184
Old : 35,017: 15,510 3,218 3,025 12,246 25,596 30,781 31,839: 4,236 3,178
Other: 7: 2 0 0 1 1 3 1: 4 6
: : :
: : Changes in Commitments from: November 15, 2005 :
: -842: -1,908 -122 -194 885 -830 -1,217 -1,146: 375 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 9.2 8.6 35.0 73.1 87.9 90.9: 12.1 9.1
Old : 100.0: 44.3 9.2 8.6 35.0 73.1 87.9 90.9: 12.1 9.1
Other: 100.0: 28.6 0.0 0.0 14.3 14.3 42.9 14.3: 57.1 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 59 26 23 22 17 94 56:
Old : 119: 59 26 23 22 17 94 56:
Other: 3: 1 0 0 1 1 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 51.4 38.5 66.8 26.2 47.7 36.0 60.8
Old : 26.2 51.4 38.5 66.8 26.2 47.7 36.0 60.8
Other: 42.9 14.3 42.9 14.3 42.9 14.3 42.9 14.3
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, November 22, 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 : 120,710: 29,108 26,732 1,715 82,446 87,471 113,269 115,918: 7,441 4,792
Old : 98,164: 29,399 26,925 1,153 60,488 65,375 91,040 93,453: 7,124 4,711
Other: 22,546: 193 291 78 21,958 22,096 22,229 22,465: 317 81
: : :
: : Changes in Commitments from: November 15, 2005 :
: -8,522: 623 -11,118 -1,251 -6,011 5,392 -6,639 -6,977: -1,883 -1,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 22.1 1.4 68.3 72.5 93.8 96.0: 6.2 4.0
Old : 100.0: 29.9 27.4 1.2 61.6 66.6 92.7 95.2: 7.3 4.8
Other: 100.0: 0.9 1.3 0.3 97.4 98.0 98.6 99.6: 1.4 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 47 42 10 49 34 101 85:
Old : 152: 49 43 9 47 33 99 83:
Other: 26: 1 3 1 13 14 14 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 : 33.5 28.5 49.5 46.5 25.5 23.4 35.9 35.2
Old : 34.2 27.3 50.4 42.4 32.8 25.9 44.7 40.5
Other: 64.3 73.6 93.4 93.5 50.2 50.9 66.7 65.4
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, November 22, 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 : 488,989: 147,482 35,343 37,514 232,583 383,333 417,579 456,190: 71,410 32,799
Old : 488,989: 147,482 35,343 37,514 232,583 383,333 417,579 456,190: 71,410 32,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 13,959: 1,214 -397 -1,275 11,962 17,330 11,901 15,658: 2,058 -1,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 7.2 7.7 47.6 78.4 85.4 93.3: 14.6 6.7
Old : 100.0: 30.2 7.2 7.7 47.6 78.4 85.4 93.3: 14.6 6.7
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 : 163: 70 23 33 56 51 145 91:
Old : 163: 70 23 33 56 51 145 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 31.4 29.0 51.0 14.7 25.1 23.3 38.6
Old : 16.6 31.4 29.0 51.0 14.7 25.1 23.3 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, 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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, November 22, 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 : 74,016: 18,344 13,383 6,740 39,929 47,541 65,013 67,664: 9,003 6,352
Old : 71,328: 18,292 14,344 5,336 38,900 45,616 62,528 65,296: 8,800 6,032
Other: 2,688: 1,031 18 425 1,029 1,925 2,485 2,368: 203 320
: : :
: : Changes in Commitments from: November 15, 2005 :
: -9,909: -146 550 -1,822 -6,749 -8,115 -8,717 -9,387: -1,192 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 18.1 9.1 53.9 64.2 87.8 91.4: 12.2 8.6
Old : 100.0: 25.6 20.1 7.5 54.5 64.0 87.7 91.5: 12.3 8.5
Other: 100.0: 38.4 0.7 15.8 38.3 71.6 92.4 88.1: 7.6 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 101 56 37 79 74 203 152:
Old : 269: 101 60 35 79 71 201 149:
Other: 50: 14 2 6 13 27 27 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 : 22.7 21.5 33.9 31.2 22.7 18.5 33.9 27.2
Old : 23.5 22.0 35.2 31.9 23.5 19.3 35.2 28.4
Other: 53.5 36.6 76.5 61.7 36.8 32.4 49.6 43.7
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, November 22, 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 : 38,120: 31,395 1,958 2,176 1,138 32,160 34,709 36,294: 3,411 1,826
Old : 38,120: 31,395 1,958 2,176 1,138 32,160 34,709 36,294: 3,411 1,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -3,592: -1,387 -1,596 87 -2,550 -2,240 -3,850 -3,749: 258 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 5.1 5.7 3.0 84.4 91.1 95.2: 8.9 4.8
Old : 100.0: 82.4 5.1 5.7 3.0 84.4 91.1 95.2: 8.9 4.8
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 : 59: 36 7 5 9 9 47 20:
Old : 59: 36 7 5 9 9 47 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 : 44.3 84.4 64.5 91.8 44.3 81.3 63.1 87.6
Old : 44.3 84.4 64.5 91.8 44.3 81.3 63.1 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, November 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
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, November 22, 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 : 184,489: 17,988 24,255 24,175 111,895 109,152 154,058 157,582: 30,431 26,907
Old : 184,489: 17,988 24,255 24,175 111,895 109,152 154,058 157,582: 30,431 26,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,791: 2,951 836 -106 170 2,372 3,015 3,102: -1,224 -1,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 13.1 13.1 60.7 59.2 83.5 85.4: 16.5 14.6
Old : 100.0: 9.8 13.1 13.1 60.7 59.2 83.5 85.4: 16.5 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 32 32 38 72 67 126 118:
Old : 146: 32 32 38 72 67 126 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 15.5 32.4 26.8 14.7 10.3 21.2 18.0
Old : 20.5 15.5 32.4 26.8 14.7 10.3 21.2 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 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, November 22, 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 : 550,058: 45,963 95,671 168,839 261,003 250,844 475,805 515,354: 74,253 34,704
Old : 550,058: 45,963 95,671 168,839 261,003 250,844 475,805 515,354: 74,253 34,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -7,421: -2,193 3,695 -8,517 731 -4,390 -9,979 -9,212: 2,558 1,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 17.4 30.7 47.5 45.6 86.5 93.7: 13.5 6.3
Old : 100.0: 8.4 17.4 30.7 47.5 45.6 86.5 93.7: 13.5 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 48 50 72 93 77 181 160:
Old : 195: 48 50 72 93 77 181 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 29.3 36.0 43.6 9.0 12.9 13.7 19.9
Old : 24.8 29.3 36.0 43.6 9.0 12.9 13.7 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, November 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
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, November 22, 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 : 54,916: 2,420 372 554 46,501 51,056 49,475 51,982: 5,441 2,934
Old : 54,916: 2,420 372 554 46,501 51,056 49,475 51,982: 5,441 2,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 14,063: -517 0 122 15,638 13,879 15,243 14,001: -1,180 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.7 1.0 84.7 93.0 90.1 94.7: 9.9 5.3
Old : 100.0: 4.4 0.7 1.0 84.7 93.0 90.1 94.7: 9.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 1 17 18 18 20:
Old : 28: 1 1 1 17 18 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 : 59.6 69.7 78.8 80.5 57.4 69.1 74.6 79.6
Old : 59.6 69.7 78.8 80.5 57.4 69.1 74.6 79.6
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 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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, November 22, 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 : 39,469: 0 8,475 922 32,995 23,582 33,917 32,979: 5,552 6,490
Old : 39,469: 0 8,475 922 32,995 23,582 33,917 32,979: 5,552 6,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 509: 0 1,444 -96 881 -1,364 785 -16: -276 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.5 2.3 83.6 59.7 85.9 83.6: 14.1 16.4
Old : 100.0: 0.0 21.5 2.3 83.6 59.7 85.9 83.6: 14.1 16.4
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 : 23: 0 2 2 17 14 19 16:
Old : 23: 0 2 2 17 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 46.0 65.6 66.5 39.6 43.4 59.7 62.2
Old : 41.6 46.0 65.6 66.5 39.6 43.4 59.7 62.2
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, November 22, 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 : 108,418: 16,816 2,308 2,833 82,463 93,006 102,112 98,147: 6,306 10,271
Old : 108,418: 16,816 2,308 2,833 82,463 93,006 102,112 98,147: 6,306 10,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,576: 2,248 -166 -1,083 550 1,218 1,715 -31: -139 1,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 2.1 2.6 76.1 85.8 94.2 90.5: 5.8 9.5
Old : 100.0: 15.5 2.1 2.6 76.1 85.8 94.2 90.5: 5.8 9.5
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 : 39: 4 2 4 27 27 32 32:
Old : 39: 4 2 4 27 27 32 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 : 44.8 43.9 61.1 61.2 43.2 40.1 55.9 55.2
Old : 44.8 43.9 61.1 61.2 43.2 40.1 55.9 55.2
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 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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, November 22, 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 : 56,062: 2,904 5,684 0 49,351 43,388 52,255 49,072: 3,807 6,990
Old : 56,062: 2,904 5,684 0 49,351 43,388 52,255 49,072: 3,807 6,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 76: 0 0 0 85 23 85 23: -9 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 10.1 0.0 88.0 77.4 93.2 87.5: 6.8 12.5
Old : 100.0: 5.2 10.1 0.0 88.0 77.4 93.2 87.5: 6.8 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 0 16 15 17 17:
Old : 25: 1 2 0 16 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 : 55.0 43.9 76.3 65.7 50.5 43.2 69.1 63.3
Old : 55.0 43.9 76.3 65.7 50.5 43.2 69.1 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, 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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, November 22, 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 : 75,962: 0 11,703 3,982 60,296 53,233 64,278 68,918: 11,684 7,044
Old : 75,962: 0 11,703 3,982 60,296 53,233 64,278 68,918: 11,684 7,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 5,898: 0 -1,066 399 430 2,737 829 2,070: 5,069 3,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.4 5.2 79.4 70.1 84.6 90.7: 15.4 9.3
Old : 100.0: 0.0 15.4 5.2 79.4 70.1 84.6 90.7: 15.4 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 : 25: 0 3 3 18 18 21 21:
Old : 25: 0 3 3 18 18 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 54.4 62.6 72.7 35.3 43.6 51.7 55.5
Old : 38.7 54.4 62.6 72.7 35.3 43.6 51.7 55.5
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, November 22, 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 : 76,871: 20,366 5,521 4,710 42,788 60,759 67,864 70,990: 9,007 5,881
Old : 76,871: 20,366 5,521 4,710 42,788 60,759 67,864 70,990: 9,007 5,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 2,214: -2,167 131 638 4,138 2,155 2,609 2,924: -395 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 7.2 6.1 55.7 79.0 88.3 92.3: 11.7 7.7
Old : 100.0: 26.5 7.2 6.1 55.7 79.0 88.3 92.3: 11.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 3 21 20 25 24:
Old : 28: 2 3 3 21 20 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 : 53.9 45.7 69.7 64.0 43.8 36.5 53.6 49.8
Old : 53.9 45.7 69.7 64.0 43.8 36.5 53.6 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,078: 0 1,670 1,801 60,778 55,497 62,579 58,968: 2,499 6,110
Old : 65,078: 0 1,670 1,801 60,778 55,497 62,579 58,968: 2,499 6,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,162: -36 1,670 -581 2,233 -327 1,616 762: -454 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 2.8 93.4 85.3 96.2 90.6: 3.8 9.4
Old : 100.0: 0.0 2.6 2.8 93.4 85.3 96.2 90.6: 3.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 19 19 20 20:
Old : 26: 0 1 1 19 19 20 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 : 58.5 43.2 77.5 66.3 58.3 39.3 68.4 56.1
Old : 58.5 43.2 77.5 66.3 58.3 39.3 68.4 56.1
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,873: 0 6,936 3,022 46,792 40,457 49,814 50,415: 8,059 7,458
Old : 57,873: 0 6,936 3,022 46,792 40,457 49,814 50,415: 8,059 7,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 3,128: 0 -2,171 1,084 -166 3,033 918 1,946: 2,210 1,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.0 5.2 80.9 69.9 86.1 87.1: 13.9 12.9
Old : 100.0: 0.0 12.0 5.2 80.9 69.9 86.1 87.1: 13.9 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 23 18 25 20:
Old : 27: 0 2 2 23 18 25 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 : 33.7 45.1 53.0 69.3 23.8 35.4 35.2 43.8
Old : 33.7 45.1 53.0 69.3 23.8 35.4 35.2 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, 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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, November 22, 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 : 48,157: 0 4,176 18 39,899 38,217 39,917 42,411: 8,240 5,746
Old : 48,157: 0 4,176 18 39,899 38,217 39,917 42,411: 8,240 5,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.7 0.0 82.9 79.4 82.9 88.1: 17.1 11.9
Old : 100.0: 0.0 8.7 0.0 82.9 79.4 82.9 88.1: 17.1 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 : 20: 0 1 1 14 12 15 13:
Old : 20: 0 1 1 14 12 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 64.0 74.9 84.2 59.1 64.0 73.6 81.7
Old : 59.5 64.0 74.9 84.2 59.1 64.0 73.6 81.7
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 43,805: 738 0 2,633 36,186 36,507 39,557 39,140: 4,248 4,665
Old : 43,805: 738 0 2,633 36,186 36,507 39,557 39,140: 4,248 4,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 3,055: 738 -222 753 1,058 2,524 2,549 3,055: 506 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 6.0 82.6 83.3 90.3 89.4: 9.7 10.6
Old : 100.0: 1.7 0.0 6.0 82.6 83.3 90.3 89.4: 9.7 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 14 15 15 16:
Old : 20: 1 0 1 14 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 57.0 75.6 78.2 52.0 53.6 65.4 65.2
Old : 56.3 57.0 75.6 78.2 52.0 53.6 65.4 65.2
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,602: 18,711 0 1,824 41,170 60,203 61,705 62,027: 5,897 5,575
Old : 67,602: 18,711 0 1,824 41,170 60,203 61,705 62,027: 5,897 5,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,125: 980 0 -366 207 1,491 821 1,125: 304 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 0.0 2.7 60.9 89.1 91.3 91.8: 8.7 8.2
Old : 100.0: 27.7 0.0 2.7 60.9 89.1 91.3 91.8: 8.7 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 61.1 45.8 81.1 68.5 39.7 29.1 46.1 39.3
Old : 61.1 45.8 81.1 68.5 39.7 29.1 46.1 39.3
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, November 22, 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 : 52,936: 3,184 578 3,619 37,739 36,876 44,542 41,073: 8,394 11,863
Old : 52,936: 3,184 578 3,619 37,739 36,876 44,542 41,073: 8,394 11,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 2,389: -1,351 578 305 1,721 1,749 675 2,632: 1,714 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.1 6.8 71.3 69.7 84.1 77.6: 15.9 22.4
Old : 100.0: 6.0 1.1 6.8 71.3 69.7 84.1 77.6: 15.9 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 19 16 21 19:
Old : 25: 1 2 2 19 16 21 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 : 43.7 38.8 65.7 59.3 39.4 31.9 54.9 46.1
Old : 43.7 38.8 65.7 59.3 39.4 31.9 54.9 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, November 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
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders - Futures Only, November 22, 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 : 59,990: 35 248 1,677 50,585 50,380 52,297 52,305: 7,693 7,685
Old : 59,990: 35 248 1,677 50,585 50,380 52,297 52,305: 7,693 7,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.4 2.8 84.3 84.0 87.2 87.2: 12.8 12.8
Old : 100.0: 0.1 0.4 2.8 84.3 84.0 87.2 87.2: 12.8 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 : 22: 1 1 1 16 15 17 17:
Old : 22: 1 1 1 16 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 : 68.3 55.5 78.4 76.6 67.0 53.4 71.6 68.4
Old : 68.3 55.5 78.4 76.6 67.0 53.4 71.6 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders - Futures Only, November 22, 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 : 179,537: 2,290 10,597 10,760 150,603 148,345 163,653 169,702: 15,884 9,835
Old : 179,537: 2,290 10,597 10,760 150,603 148,345 163,653 169,702: 15,884 9,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.9 6.0 83.9 82.6 91.2 94.5: 8.8 5.5
Old : 100.0: 1.3 5.9 6.0 83.9 82.6 91.2 94.5: 8.8 5.5
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 : 46: 2 4 6 34 31 40 37:
Old : 46: 2 4 6 34 31 40 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 : 37.5 35.6 58.0 53.9 31.8 34.2 48.5 49.7
Old : 37.5 35.6 58.0 53.9 31.8 34.2 48.5 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders - Futures Only, November 22, 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 : 85,524: 2,658 649 4,423 68,868 70,903 75,949 75,975: 9,575 9,549
Old : 85,524: 2,658 649 4,423 68,868 70,903 75,949 75,975: 9,575 9,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.8 5.2 80.5 82.9 88.8 88.8: 11.2 11.2
Old : 100.0: 3.1 0.8 5.2 80.5 82.9 88.8 88.8: 11.2 11.2
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 : 28: 1 1 1 18 18 20 19:
Old : 28: 1 1 1 18 18 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 : 39.1 64.1 64.0 81.2 38.2 64.0 60.4 76.2
Old : 39.1 64.1 64.0 81.2 38.2 64.0 60.4 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,202: 18,820 1,426 1,680 44,750 59,891 65,250 62,997: 1,952 4,205
Old : 67,202: 18,820 1,426 1,680 44,750 59,891 65,250 62,997: 1,952 4,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 2.1 2.5 66.6 89.1 97.1 93.7: 2.9 6.3
Old : 100.0: 28.0 2.1 2.5 66.6 89.1 97.1 93.7: 2.9 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 12 14 14 16:
Old : 21: 2 1 1 12 14 14 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 : 72.6 74.4 91.3 87.5 42.1 35.1 47.9 44.9
Old : 72.6 74.4 91.3 87.5 42.1 35.1 47.9 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders - Futures Only, November 22, 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 : 155,231: 7,071 0 4,337 137,159 142,314 148,567 146,651: 6,664 8,580
Old : 155,231: 7,071 0 4,337 137,159 142,314 148,567 146,651: 6,664 8,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 2.8 88.4 91.7 95.7 94.5: 4.3 5.5
Old : 100.0: 4.6 0.0 2.8 88.4 91.7 95.7 94.5: 4.3 5.5
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 : 38: 3 0 2 32 31 35 33:
Old : 38: 3 0 2 32 31 35 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 : 48.3 41.5 65.9 59.0 32.9 30.1 46.5 42.4
Old : 48.3 41.5 65.9 59.0 32.9 30.1 46.5 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders - Futures Only, November 22, 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 : 162,361: 15,755 1,415 17,380 125,569 141,062 158,704 159,857: 3,657 2,504
Old : 162,361: 15,755 1,415 17,380 125,569 141,062 158,704 159,857: 3,657 2,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.9 10.7 77.3 86.9 97.7 98.5: 2.3 1.5
Old : 100.0: 9.7 0.9 10.7 77.3 86.9 97.7 98.5: 2.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 2 7 37 31 45 38:
Old : 48: 6 2 7 37 31 45 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 : 35.9 55.2 52.8 70.8 31.3 52.3 42.2 61.0
Old : 35.9 55.2 52.8 70.8 31.3 52.3 42.2 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders - Futures Only, November 22, 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 : 142,006: 4,533 5,363 4,139 117,857 117,550 126,529 127,052: 15,477 14,954
Old : 142,006: 4,533 5,363 4,139 117,857 117,550 126,529 127,052: 15,477 14,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.8 2.9 83.0 82.8 89.1 89.5: 10.9 10.5
Old : 100.0: 3.2 3.8 2.9 83.0 82.8 89.1 89.5: 10.9 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 : 35: 1 1 2 28 27 30 29:
Old : 35: 1 1 2 28 27 30 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 : 41.4 54.9 59.3 70.0 36.6 54.2 50.3 65.2
Old : 41.4 54.9 59.3 70.0 36.6 54.2 50.3 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders - Futures Only, November 22, 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 : 160,067: 4,345 20,412 13,431 133,013 119,346 150,789 153,189: 9,278 6,878
Old : 160,067: 4,345 20,412 13,431 133,013 119,346 150,789 153,189: 9,278 6,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 12.8 8.4 83.1 74.6 94.2 95.7: 5.8 4.3
Old : 100.0: 2.7 12.8 8.4 83.1 74.6 94.2 95.7: 5.8 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 : 42: 4 6 8 27 29 35 39:
Old : 42: 4 6 8 27 29 35 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 : 45.1 37.4 69.5 57.0 43.1 34.3 55.0 48.4
Old : 45.1 37.4 69.5 57.0 43.1 34.3 55.0 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders - Futures Only, November 22, 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 : 63,731: 1,109 16,534 2,575 57,820 35,868 61,504 54,977: 2,227 8,754
Old : 63,731: 1,109 16,534 2,575 57,820 35,868 61,504 54,977: 2,227 8,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 25.9 4.0 90.7 56.3 96.5 86.3: 3.5 13.7
Old : 100.0: 1.7 25.9 4.0 90.7 56.3 96.5 86.3: 3.5 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 : 29: 2 5 5 17 19 23 25:
Old : 29: 2 5 5 17 19 23 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 : 60.6 32.8 78.2 55.8 54.6 29.3 63.6 47.7
Old : 60.6 32.8 78.2 55.8 54.6 29.3 63.6 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, November 22, 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 : 1,465,330: 330,743 55,553 294,186 796,476 1,078,722 1,421,405 1,428,461: 43,925 36,869
Old : 1,465,330: 330,743 55,553 294,186 796,476 1,078,722 1,421,405 1,428,461: 43,925 36,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 57,053: -4,780 -1,531 9,178 26,800 23,971 31,198 31,618: 25,855 25,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 3.8 20.1 54.4 73.6 97.0 97.5: 3.0 2.5
Old : 100.0: 22.6 3.8 20.1 54.4 73.6 97.0 97.5: 3.0 2.5
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 : 143: 32 10 35 97 82 137 119:
Old : 143: 32 10 35 97 82 137 119:
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 : 24.1 24.1 37.8 40.4 15.6 17.2 24.5 29.7
Old : 24.1 24.1 37.8 40.4 15.6 17.2 24.5 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, November 22, 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 : 328,201: 80,990 107,410 73,851 170,697 145,444 325,538 326,705: 2,663 1,496
Old : 328,201: 80,990 107,410 73,851 170,697 145,444 325,538 326,705: 2,663 1,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 19,765: 8,125 9,922 -1,540 13,605 10,934 20,190 19,316: -425 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 32.7 22.5 52.0 44.3 99.2 99.5: 0.8 0.5
Old : 100.0: 24.7 32.7 22.5 52.0 44.3 99.2 99.5: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 15 8 17 33 30 53 50:
Old : 58: 15 8 17 33 30 53 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 : 33.8 54.7 56.0 71.7 22.7 39.7 32.8 45.3
Old : 33.8 54.7 56.0 71.7 22.7 39.7 32.8 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, 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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, November 22, 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 : 72,890: 22,536 9,048 11,282 38,940 52,510 72,758 72,840: 132 50
Old : 72,890: 22,536 9,048 11,282 38,940 52,510 72,758 72,840: 132 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 167: 100 2,468 -372 1,069 -1,179 797 917: -630 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 12.4 15.5 53.4 72.0 99.8 99.9: 0.2 0.1
Old : 100.0: 30.9 12.4 15.5 53.4 72.0 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 3 8 10 38 41 48 52:
Old : 54: 3 8 10 38 41 48 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 37.6 69.1 57.9 45.8 30.8 50.9 45.0
Old : 55.0 37.6 69.1 57.9 45.8 30.8 50.9 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, November 22, 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 : 25,738: 4,765 4,084 2,222 18,751 18,923 25,738 25,229: 0 509
Old : 25,738: 4,765 4,084 2,222 18,751 18,923 25,738 25,229: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -617: 1,293 -42 -497 -1,372 -37 -576 -576: -41 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 15.9 8.6 72.9 73.5 100.0 98.0: 0.0 2.0
Old : 100.0: 18.5 15.9 8.6 72.9 73.5 100.0 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 : 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 : 59.2 48.2 77.9 72.4 51.7 45.4 68.5 62.7
Old : 59.2 48.2 77.9 72.4 51.7 45.4 68.5 62.7
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, November 22, 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 : 12,582: 1,677 5,199 932 9,973 6,451 12,582 12,582: 0 0
Old : 12,582: 1,677 5,199 932 9,973 6,451 12,582 12,582: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,234: 0 848 86 1,148 300 1,234 1,234: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 41.3 7.4 79.3 51.3 100.0 100.0: 0.0 0.0
Old : 100.0: 13.3 41.3 7.4 79.3 51.3 100.0 100.0: 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 17 11 21 15:
Old : 26: 3 3 2 17 11 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 55.5 78.6 80.9 42.1 52.4 59.5 70.7
Old : 55.8 55.5 78.6 80.9 42.1 52.4 59.5 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, November 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, November 22, 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 : 20,412: 3,900 5,420 2,374 13,965 12,274 20,239 20,068: 173 344
Old : 20,412: 3,900 5,420 2,374 13,965 12,274 20,239 20,068: 173 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 940: -140 48 320 919 728 1,099 1,096: -159 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 26.6 11.6 68.4 60.1 99.2 98.3: 0.8 1.7
Old : 100.0: 19.1 26.6 11.6 68.4 60.1 99.2 98.3: 0.8 1.7
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 : 31: 4 3 7 21 22 28 29:
Old : 31: 4 3 7 21 22 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 50.8 63.7 77.2 33.9 40.2 49.0 58.4
Old : 41.3 50.8 63.7 77.2 33.9 40.2 49.0 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, 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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, November 22, 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 : 22,810: 10,000 120 1,350 10,782 20,772 22,132 22,242: 678 568
Old : 22,810: 10,000 120 1,350 10,782 20,772 22,132 22,242: 678 568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -126: -240 0 60 12 -226 -168 -166: 42 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 0.5 5.9 47.3 91.1 97.0 97.5: 3.0 2.5
Old : 100.0: 43.8 0.5 5.9 47.3 91.1 97.0 97.5: 3.0 2.5
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 : 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 : 65.4 52.1 78.1 74.8 58.4 49.2 70.6 68.4
Old : 65.4 52.1 78.1 74.8 58.4 49.2 70.6 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, 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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, November 22, 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 : 10,807: 618 80 904 8,672 9,523 10,194 10,507: 613 300
Old : 10,807: 618 80 904 8,672 9,523 10,194 10,507: 613 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 197: -128 0 100 132 97 104 197: 93 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.7 8.4 80.2 88.1 94.3 97.2: 5.7 2.8
Old : 100.0: 5.7 0.7 8.4 80.2 88.1 94.3 97.2: 5.7 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 12 18 15:
Old : 21: 2 1 2 16 12 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 70.0 79.3 89.7 39.4 65.6 59.9 69.0
Old : 49.4 70.0 79.3 89.7 39.4 65.6 59.9 69.0
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, November 22, 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 : 805,527: 115,470 158,534 117,270 527,909 466,685 760,649 742,489: 44,878 63,038
Old : 805,527: 115,470 158,534 117,270 527,909 466,685 760,649 742,489: 44,878 63,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -39,538: -24 -13,128 -4,135 -15,949 -6,519 -20,108 -23,782: -19,430 -15,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 19.7 14.6 65.5 57.9 94.4 92.2: 5.6 7.8
Old : 100.0: 14.3 19.7 14.6 65.5 57.9 94.4 92.2: 5.6 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 : 242: 56 90 77 75 76 185 197:
Old : 242: 56 90 77 75 76 185 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.1 40.1 27.4 21.2 11.2 28.7 18.1
Old : 28.0 18.1 40.1 27.4 21.2 11.2 28.7 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, 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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, November 22, 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 : 14,981: 8,740 2,311 455 2,473 11,758 11,668 14,524: 3,313 457
Old : 14,981: 8,740 2,311 455 2,473 11,758 11,668 14,524: 3,313 457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 143: 53 -48 16 -368 203 -299 171: 442 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 15.4 3.0 16.5 78.5 77.9 96.9: 22.1 3.1
Old : 100.0: 58.3 15.4 3.0 16.5 78.5 77.9 96.9: 22.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 59 13 9 15 26 81 44:
Old : 114: 59 13 9 15 26 81 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 37.0 37.3 55.4 25.6 37.0 37.2 55.4
Old : 25.8 37.0 37.3 55.4 25.6 37.0 37.2 55.4
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 13,491: 10,153 745 0 997 11,480 11,150 12,225: 2,341 1,266
Old : 13,491: 10,153 745 0 997 11,480 11,150 12,225: 2,341 1,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 578: 342 74 0 26 535 368 609: 210 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 5.5 0.0 7.4 85.1 82.6 90.6: 17.4 9.4
Old : 100.0: 75.3 5.5 0.0 7.4 85.1 82.6 90.6: 17.4 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 : 65: 31 7 0 8 23 39 30:
Old : 65: 31 7 0 8 23 39 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 : 36.6 46.0 51.7 68.8 36.6 44.5 51.7 67.3
Old : 36.6 46.0 51.7 68.8 36.6 44.5 51.7 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, November 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, November 22, 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 : 142,891: 29,474 8,163 14,576 88,578 109,511 132,628 132,250: 10,263 10,641
Old : 142,891: 29,474 8,163 14,576 88,578 109,511 132,628 132,250: 10,263 10,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,655: 608 11 2,164 3,190 2,204 5,962 4,379: -1,307 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 5.7 10.2 62.0 76.6 92.8 92.6: 7.2 7.4
Old : 100.0: 20.6 5.7 10.2 62.0 76.6 92.8 92.6: 7.2 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 48 20 36 73 70 137 115:
Old : 156: 48 20 36 73 70 137 115:
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 : 25.4 21.2 39.0 35.2 20.5 18.5 30.6 27.7
Old : 25.4 21.2 39.0 35.2 20.5 18.5 30.6 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, November 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
Updated December 2, 2005