WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 281,695
COMMITMENTS
45,158 89,539 29,821 183,244 127,162 258,223 246,522 23,472 35,173
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 4,158)
-3,521 106 3,617 4,217 547 4,313 4,270 -155 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 31.8 10.6 65.1 45.1 91.7 87.5 8.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
67 112 61 45 59 155 199
WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 277,537
COMMITMENTS
48,679 89,433 26,204 179,027 126,615 253,910 242,252 23,627 35,285
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 15,985)
4,271 -1,629 6,355 3,804 8,729 14,430 13,455 1,555 2,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 32.2 9.4 64.5 45.6 91.5 87.3 8.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
75 103 58 42 55 155 190
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 706,916
COMMITMENTS
127,751 155,827 43,911 413,415 330,211 585,077 529,949 121,839 176,967
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -1,295)
5,445 -3,674 4,963 -9,614 -2,641 794 -1,352 -2,089 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 22.0 6.2 58.5 46.7 82.8 75.0 17.2 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 540)
126 130 80 175 199 350 372
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 708,211
COMMITMENTS
122,306 159,501 38,948 423,029 332,852 584,283 531,301 123,928 176,910
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -863)
-10,030 8,740 -1,100 9,527 -9,657 -1,603 -2,017 740 1,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 22.5 5.5 59.7 47.0 82.5 75.0 17.5 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
130 127 83 176 199 354 372
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,688
COMMITMENTS
2,352 732 19 1,095 3,433 3,466 4,184 2,222 1,504
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -68)
77 144 0 -107 -139 -30 5 -38 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 12.9 0.3 19.3 60.4 60.9 73.6 39.1 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 7 2 7 15 19 22
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,756
COMMITMENTS
2,275 588 19 1,202 3,572 3,496 4,179 2,260 1,577
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -117)
-108 0 -46 -100 -5 -254 -51 137 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 10.2 0.3 20.9 62.1 60.7 72.6 39.3 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 6 2 9 14 20 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 248,126
COMMITMENTS
59,238 49,371 18,230 127,698 112,094 205,166 179,695 42,960 68,431
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 3,822)
277 6,346 1,162 4,235 -6,580 5,674 928 -1,852 2,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 19.9 7.3 51.5 45.2 82.7 72.4 17.3 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
92 95 67 79 103 213 236
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 244,304
COMMITMENTS
58,961 43,025 17,068 123,463 118,674 199,492 178,767 44,812 65,537
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,205)
-1,057 4,196 2,106 1,978 -6,488 3,027 -186 -4,232 -1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 17.6 7.0 50.5 48.6 81.7 73.2 18.3 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
98 87 66 78 106 217 234
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 140,203
COMMITMENTS
29,744 26,906 13,327 77,564 83,661 120,635 123,894 19,568 16,309
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 2,820)
2,764 -393 975 835 4,486 4,574 5,068 -1,754 -2,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 19.2 9.5 55.3 59.7 86.0 88.4 14.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
38 38 32 47 42 104 104
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 137,383
COMMITMENTS
26,980 27,299 12,352 76,729 79,175 116,061 118,826 21,322 18,557
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 1,170)
880 3,391 -441 771 -2,839 1,210 111 -40 1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 19.9 9.0 55.9 57.6 84.5 86.5 15.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
32 41 27 47 35 95 95
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 550,579
COMMITMENTS
84,012 67,420 1,977 357,160 338,534 443,149 407,931 107,430 142,648
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -57,586)
-10,566 -4,049 -15,226 -11,117 -15,768 -36,909 -35,043 -20,677 -22,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 12.2 0.4 64.9 61.5 80.5 74.1 19.5 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
31 28 14 56 69 94 104
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 608,165
COMMITMENTS
94,578 71,469 17,203 368,277 354,302 480,058 442,974 128,107 165,191
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -64,433)
-2,251 -2,326 -9,376 -47,196 -45,605 -58,823 -57,307 -5,610 -7,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 11.8 2.8 60.6 58.3 78.9 72.8 21.1 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
29 31 23 59 75 102 117
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 125,469
COMMITMENTS
16,336 12,337 14,789 71,868 78,187 102,993 105,313 22,476 20,156
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 7,683)
-197 587 -558 10,900 7,018 10,145 7,047 -2,462 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 9.8 11.8 57.3 62.3 82.1 83.9 17.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
34 28 34 47 43 99 98
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 117,786
COMMITMENTS
16,533 11,750 15,347 60,968 71,169 92,848 98,266 24,938 19,520
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 3,677)
-1,038 2,856 252 3,949 -259 3,163 2,849 514 828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 10.0 13.0 51.8 60.4 78.8 83.4 21.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
32 27 29 42 39 91 88
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,763
COMMITMENTS
2,837 1,518 914 1,966 2,688 5,717 5,120 1,046 1,643
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 47)
43 79 -39 8 54 12 94 35 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 22.4 13.5 29.1 39.7 84.5 75.7 15.5 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 10 8 12 15 32 30
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,716
COMMITMENTS
2,794 1,439 953 1,958 2,634 5,705 5,026 1,011 1,690
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 152)
46 170 88 129 -221 263 37 -111 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 21.4 14.2 29.2 39.2 84.9 74.8 15.1 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 8 9 12 15 31 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 346,781
COMMITMENTS
103,394 51,839 2,719 173,710 185,821 279,823 240,379 66,958 106,402
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -40,322)
-11,089 -33,791 401 -33,338 94 -44,026 -33,296 3,704 -7,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 14.9 0.8 50.1 53.6 80.7 69.3 19.3 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
17 23 6 40 46 60 72
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 387,103
COMMITMENTS
114,483 85,630 2,318 207,048 185,727 323,849 273,675 63,254 113,428
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -964)
3,473 3,601 -4,613 -4,375 -5,271 -5,515 -6,283 4,551 5,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 22.1 0.6 53.5 48.0 83.7 70.7 16.3 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
17 29 6 44 46 64 78
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,718,813
COMMITMENTS
380,478 400,132 78,883 1014552 927,123 1473913 1406138 244,900 312,675
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -200,437)
7,867 30,277 -128,277 -89,122 -51,704 -209,532 -149,704 9,095 -50,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 23.3 4.6 59.0 53.9 85.8 81.8 14.2 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
61 56 31 90 107 163 184
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,919,250
COMMITMENTS
372,611 369,855 207,160 1103674 978,827 1683445 1555842 235,805 363,408
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 61,726)
-6,445 1,188 67,241 18,004 50,860 78,800 119,289 -17,074 -57,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 19.3 10.8 57.5 51.0 87.7 81.1 12.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
61 64 40 90 108 166 199
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,136,123
COMMITMENTS
175,318 272,177 19,714 765,693 613,149 960,725 905,040 175,398 231,083
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -64,753)
4,313 -28,746 -981 -48,813 -35,455 -45,481 -65,182 -19,272 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 24.0 1.7 67.4 54.0 84.6 79.7 15.4 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
40 34 13 67 73 112 115
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,200,876
COMMITMENTS
171,005 300,923 20,695 814,506 648,604 1006206 970,222 194,670 230,654
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -110,371)
5,377 -39,605 -675 -121,437 -47,607 -116,735 -87,887 6,364 -22,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 25.1 1.7 67.8 54.0 83.8 80.8 16.2 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
37 41 17 66 73 108 126
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 502,043
COMMITMENTS
157,966 88,993 71,302 218,886 306,337 448,154 466,632 53,889 35,411
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 16,200)
-26,461 15,261 5,499 33,043 -438 12,081 20,322 4,119 -4,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 17.7 14.2 43.6 61.0 89.3 92.9 10.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
39 36 36 64 51 126 100
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 485,843
COMMITMENTS
184,427 73,732 65,803 185,843 306,775 436,073 446,310 49,770 39,533
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 72,619)
8,009 14,388 12,415 47,428 44,874 67,852 71,677 4,767 942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 15.2 13.5 38.3 63.1 89.8 91.9 10.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
36 29 33 53 53 107 97
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,616
COMMITMENTS
3,790 6,958 0 23,811 17,109 27,601 24,067 6,015 9,549
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -18,124)
-4,205 782 -2,549 -5,308 -13,628 -12,062 -15,395 -6,062 -2,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 20.7 0.0 70.8 50.9 82.1 71.6 17.9 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 13 0 16 10 24 23
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,740
COMMITMENTS
7,995 6,176 2,549 29,119 30,737 39,663 39,462 12,077 12,278
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 17,760)
438 1,132 2,331 10,463 9,120 13,232 12,583 4,528 5,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 11.9 4.9 56.3 59.4 76.7 76.3 23.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 11 9 27 19 45 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 49,554
COMMITMENTS
19,303 30,394 405 16,179 8,191 35,887 38,990 13,667 10,564
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -32,971)
2,242 -4,783 -3,019 -30,336 -12,698 -31,113 -20,500 -1,858 -12,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 61.3 0.8 32.6 16.5 72.4 78.7 27.6 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
18 24 2 17 4 37 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,525
COMMITMENTS
17,061 35,177 3,424 46,515 20,889 67,000 59,490 15,525 23,035
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 10,662)
2,528 -563 2,303 1,173 3,196 6,004 4,936 4,658 5,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 42.6 4.1 56.4 25.3 81.2 72.1 18.8 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
20 29 15 25 22 54 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,080
COMMITMENTS
8,880 3,804 172 24,824 29,446 33,876 33,422 204 658
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -5,623)
5,958 -122 -6,466 -4,907 1,236 -5,415 -5,352 -208 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 11.2 0.5 72.8 86.4 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 16 3 16 20 26 37
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,703
COMMITMENTS
2,922 3,926 6,638 29,731 28,210 39,291 38,774 412 929
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -738)
492 -508 2,195 -2,529 -1,453 158 234 -896 -972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 9.9 16.7 74.9 71.1 99.0 97.7 1.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 16 4 17 21 27 39
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,635
COMMITMENTS
792 2,136 448 12,692 10,703 13,932 13,287 5,703 6,348
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 462)
-380 -196 -41 215 548 -206 311 668 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 10.9 2.3 64.6 54.5 71.0 67.7 29.0 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 6 7 19 16 28 26
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,173
COMMITMENTS
1,172 2,332 489 12,477 10,155 14,138 12,976 5,035 6,197
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 315)
39 107 -81 -45 -99 -87 -73 402 388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 12.2 2.6 65.1 53.0 73.7 67.7 26.3 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 7 8 19 15 28 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 107,630
COMMITMENTS
20,299 21,061 23,202 47,944 30,959 91,445 75,222 16,185 32,408
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 3,845)
737 99 4,043 -132 -236 4,648 3,906 -803 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 19.6 21.6 44.5 28.8 85.0 69.9 15.0 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
53 38 56 25 38 121 105
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,785
COMMITMENTS
19,562 20,962 19,159 48,076 31,195 86,797 71,316 16,988 32,469
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,494)
-164 -266 -3,129 -16 1,326 -3,309 -2,069 1,815 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 20.2 18.5 46.3 30.1 83.6 68.7 16.4 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
43 41 49 23 37 105 99
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 148,681
COMMITMENTS
38,893 22,237 19,735 71,168 67,373 129,796 109,345 18,885 39,336
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 6,316)
2,441 -1,253 1,536 2,295 5,097 6,272 5,380 44 936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 15.0 13.3 47.9 45.3 87.3 73.5 12.7 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
57 49 58 57 99 152 184
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,365
COMMITMENTS
36,452 23,490 18,199 68,873 62,276 123,524 103,965 18,841 38,400
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 6,001)
-1,103 -11,282 5,878 698 5,514 5,473 110 528 5,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 16.5 12.8 48.4 43.7 86.8 73.0 13.2 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
57 49 54 56 90 142 175
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,809
COMMITMENTS
1,230 1,517 82 643 545 1,955 2,144 1,854 1,665
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -73)
-96 -124 31 27 89 -38 -4 -35 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 39.8 2.2 16.9 14.3 51.3 56.3 48.7 43.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 12 4 12 11 27 26
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,882
COMMITMENTS
1,326 1,641 51 616 456 1,993 2,148 1,889 1,734
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -156)
278 36 -113 -241 -63 -76 -140 -80 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 42.3 1.3 15.9 11.7 51.3 55.3 48.7 44.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 12 6 13 12 30 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,063
COMMITMENTS
12,181 2,945 4,530 7,304 8,818 24,015 16,293 5,048 12,770
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 944)
-1,125 -549 769 764 598 408 818 536 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 10.1 15.6 25.1 30.3 82.6 56.1 17.4 43.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
45 26 24 34 42 99 75
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,119
COMMITMENTS
13,306 3,494 3,761 6,540 8,220 23,607 15,475 4,512 12,644
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 1,203)
891 -895 470 -209 8 1,152 -417 51 1,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 12.4 13.4 23.3 29.2 84.0 55.0 16.0 45.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
45 24 22 29 37 92 68
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 148,171
COMMITMENTS
45,536 19,033 2,731 62,809 104,222 111,076 125,986 37,095 22,185
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 6,952)
-421 2,668 1,082 3,140 -1,401 3,801 2,349 3,151 4,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 12.8 1.8 42.4 70.3 75.0 85.0 25.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
27 18 7 28 30 58 52
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 141,219
COMMITMENTS
45,957 16,365 1,649 59,669 105,623 107,275 123,637 33,944 17,582
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 23,768)
-466 -65 600 17,300 17,589 17,434 18,124 6,334 5,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 11.6 1.2 42.3 74.8 76.0 87.5 24.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
28 15 8 30 29 63 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 57,198
COMMITMENTS
2,488 33,398 0 45,590 6,728 48,078 40,126 9,120 17,072
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -3,647)
-1,687 14,257 -147 2,220 -22,808 386 -8,698 -4,033 5,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 58.4 0.0 79.7 11.8 84.1 70.2 15.9 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 17 0 14 6 16 23
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 60,845
COMMITMENTS
4,175 19,141 147 43,370 29,536 47,692 48,824 13,153 12,021
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -627)
-10,769 3,412 -375 6,471 -7,915 -4,673 -4,878 4,046 4,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 31.5 0.2 71.3 48.5 78.4 80.2 21.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 16 1 15 19 20 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 74,609
COMMITMENTS
39,820 4,517 127 28,981 63,710 68,928 68,354 5,681 6,255
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -13,734)
-5,190 -887 -1,386 -5,199 -9,847 -11,775 -12,120 -1,959 -1,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.4 6.1 0.2 38.8 85.4 92.4 91.6 7.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
40 7 1 14 17 55 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 88,343
COMMITMENTS
45,010 5,404 1,513 34,180 73,557 80,703 80,474 7,640 7,869
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 12,591)
-12 3,460 858 7,897 6,773 8,743 11,091 3,848 1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.9 6.1 1.7 38.7 83.3 91.4 91.1 8.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
42 9 8 21 18 68 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 67,785
COMMITMENTS
24,572 13,994 4 22,488 41,168 47,064 55,166 20,721 12,619
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -23,916)
-2,838 5,059 -764 -18,370 -25,986 -21,972 -21,691 -1,944 -2,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 20.6 0.0 33.2 60.7 69.4 81.4 30.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
17 10 1 12 18 30 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 91,701
COMMITMENTS
27,410 8,935 768 40,858 67,154 69,036 76,857 22,665 14,844
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 11,179)
1,470 -6,009 707 3,254 5,241 5,431 -61 5,748 11,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 9.7 0.8 44.6 73.2 75.3 83.8 24.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 9 4 16 26 38 36
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 127,850
COMMITMENTS
11,954 59,583 43 93,551 39,459 105,548 99,085 22,302 28,765
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -61,397)
1,674 14,369 -2,442 -55,626 -74,546 -56,394 -62,619 -5,003 1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 46.6 0.0 73.2 30.9 82.6 77.5 17.4 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 29 2 26 17 42 47
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 189,247
COMMITMENTS
10,280 45,214 2,485 149,177 114,005 161,942 161,704 27,305 27,543
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 13,261)
2,263 2,825 1,031 -2,795 -7,753 499 -3,897 12,762 17,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 23.9 1.3 78.8 60.2 85.6 85.4 14.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
16 28 7 29 32 49 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 118,666
COMMITMENTS
29,052 30,480 832 52,941 47,456 82,825 78,768 35,841 39,898
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -44,077)
-269 8,744 -762 -35,756 -54,177 -36,787 -46,195 -7,290 2,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 25.7 0.7 44.6 40.0 69.8 66.4 30.2 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
32 29 11 25 20 62 55
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 162,743
COMMITMENTS
29,321 21,736 1,594 88,697 101,633 119,612 124,963 43,131 37,780
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 1,725)
-9,447 6,486 587 8,406 -7,969 -454 -896 2,179 2,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 13.4 1.0 54.5 62.4 73.5 76.8 26.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
33 19 12 28 29 66 55
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 11,677
COMMITMENTS
5,465 0 222 4,488 10,510 10,175 10,732 1,502 945
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 2,081)
214 0 222 1,437 1,900 1,873 2,122 208 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.8 0.0 1.9 38.4 90.0 87.1 91.9 12.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 0 1 7 13 15 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 30,652
COMMITMENTS
7,964 3,482 285 16,112 20,982 24,361 24,749 6,291 5,903
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -12,867)
6,754 678 -895 -19,994 -14,487 -14,135 -14,704 1,268 1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 11.4 0.9 52.6 68.5 79.5 80.7 20.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 10 12 13 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 43,519
COMMITMENTS
1,210 2,804 1,180 36,106 35,469 38,496 39,453 5,023 4,066
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 6.4 2.7 83.0 81.5 88.5 90.7 11.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 12 13 14 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,460,909
COMMITMENTS
865,517 712,783 854,753 4935775 4541392 6656045 6108928 804,864 1351981
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -805,864)
-352,139 -88,559 -100,438 -271,188 -504,589 -723,765 -693,586 -82,099 -112,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 9.6 11.5 66.2 60.9 89.2 81.9 10.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
45 61 81 121 143 210 244
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,266,773
COMMITMENTS
1217656 801,342 955,191 5206963 5045981 7379810 6802514 886,963 1464259
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -30,011)
-50,579 -93,959 112,559 41,475 99,294 103,455 117,894 -133,466 -147,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 9.7 11.6 63.0 61.0 89.3 82.3 10.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
52 64 86 133 150 231 256
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 631,616
COMMITMENTS
45,453 56,510 2,717 461,303 464,989 509,473 524,216 122,143 107,400
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -111,806)
-1,481 -6,135 -12,420 -60,662 -74,647 -74,563 -93,202 -37,243 -18,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 8.9 0.4 73.0 73.6 80.7 83.0 19.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
29 33 16 81 62 120 101
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 743,422
COMMITMENTS
46,934 62,645 15,137 521,965 539,636 584,036 617,418 159,386 126,004
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 55,978)
3,235 4,056 1,566 35,761 24,671 40,562 30,293 15,416 25,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 8.4 2.0 70.2 72.6 78.6 83.1 21.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
35 39 32 96 70 154 118
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 902,479
COMMITMENTS
152,951 259,300 22,536 448,167 550,450 623,654 832,286 278,825 70,193
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -525,836)
-61,311 -129,740 -40,737 -403,191 -273,120 -505,239 -443,597 -20,597 -82,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 28.7 2.5 49.7 61.0 69.1 92.2 30.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
33 61 12 55 51 96 116
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,428,315
COMMITMENTS
214,262 389,040 63,273 851,358 823,570 1128893 1275883 299,422 152,432
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 226,567)
5,718 26,955 9,953 176,842 140,692 192,513 177,600 34,054 48,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 27.2 4.4 59.6 57.7 79.0 89.3 21.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
41 69 44 74 77 140 165
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,501
COMMITMENTS
1,551 427 0 6,556 11,128 8,107 11,555 4,394 946
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -7,813)
400 0 -505 -6,652 -4,666 -6,757 -5,171 -1,056 -2,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 3.4 0.0 52.4 89.0 64.9 92.4 35.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 0 18 15 21 16
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 20,314
COMMITMENTS
1,151 427 505 13,208 15,794 14,864 16,726 5,450 3,588
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 6,816)
-288 -103 505 5,629 5,450 5,846 5,852 970 964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 2.1 2.5 65.0 77.7 73.2 82.3 26.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 21 16 24 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 27,055
COMMITMENTS
6,028 4,029 0 17,525 17,867 23,553 21,896 3,502 5,159
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -21,799)
-1,677 1,261 -3,059 -7,337 -18,676 -12,073 -20,474 -9,726 -1,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 14.9 0.0 64.8 66.0 87.1 80.9 12.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 5 0 18 16 22 21
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 48,854
COMMITMENTS
7,705 2,768 3,059 24,862 36,543 35,626 42,370 13,228 6,484
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 13,172)
95 1,017 2,943 6,846 4,925 9,884 8,885 3,288 4,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 5.7 6.3 50.9 74.8 72.9 86.7 27.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 7 3 25 19 33 27
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,728
COMMITMENTS
5,820 11,790 0 30,614 32,899 36,434 44,689 15,294 7,039
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -25,032)
-1,364 -5,791 -1,131 -19,585 -14,101 -22,080 -21,023 -2,952 -4,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 22.8 0.0 59.2 63.6 70.4 86.4 29.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
10 18 0 34 24 44 42
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,760
COMMITMENTS
7,184 17,581 1,131 50,199 47,000 58,514 65,712 18,246 11,048
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 18,411)
758 1,307 1,115 15,903 13,494 17,776 15,916 635 2,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 22.9 1.5 65.4 61.2 76.2 85.6 23.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 20 6 36 34 51 57
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 230,722
COMMITMENTS
100,590 71,916 2,511 112,454 108,647 215,555 183,074 15,167 47,648
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -163,413)
-24,593 -10,153 -9,532 -118,577 -129,595 -152,702 -149,280 -10,711 -14,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 31.2 1.1 48.7 47.1 93.4 79.3 6.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
47 61 11 34 32 90 95
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 394,135
COMMITMENTS
125,183 82,069 12,043 231,031 238,242 368,257 332,354 25,878 61,781
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 59,322)
11,069 2,714 8,789 33,856 42,066 53,714 53,569 5,608 5,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 20.8 3.1 58.6 60.4 93.4 84.3 6.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
71 60 25 48 52 135 122
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 78,632
COMMITMENTS
36,201 0 0 16,360 72,611 52,561 72,611 26,071 6,021
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -17,735)
-84 -3,043 -1,395 -15,910 -10,201 -17,389 -14,639 -346 -3,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 0.0 0.0 20.8 92.3 66.8 92.3 33.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 0 0 9 17 27 17
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 96,367
COMMITMENTS
36,285 3,043 1,395 32,270 82,812 69,950 87,250 26,417 9,117
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 31,075)
15,487 1,578 1,395 1,028 26,307 17,910 29,280 13,165 1,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 3.2 1.4 33.5 85.9 72.6 90.5 27.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 3 3 14 22 35 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,176
COMMITMENTS
1,178 5,677 0 25,739 20,853 26,917 26,530 4,259 4,646
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -15,302)
393 -489 -896 -13,561 -11,462 -14,064 -12,847 -1,238 -2,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 18.2 0.0 82.6 66.9 86.3 85.1 13.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 13 0 30 27 33 40
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 46,478
COMMITMENTS
785 6,166 896 39,300 32,315 40,981 39,377 5,497 7,101
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 8,337)
564 21 841 7,146 6,460 8,551 7,322 -214 1,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 13.3 1.9 84.6 69.5 88.2 84.7 11.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 15 5 37 30 44 46
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 213,561
COMMITMENTS
16,580 50,413 208 189,325 151,820 206,113 202,441 7,448 11,120
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -74,842)
-4,491 1,493 -5,195 -45,960 -61,939 -55,646 -65,641 -19,196 -9,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 23.6 0.1 88.7 71.1 96.5 94.8 3.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
20 41 3 34 46 56 88
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 288,403
COMMITMENTS
21,071 48,920 5,403 235,285 213,759 261,759 268,082 26,644 20,321
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 47,598)
301 -1,130 4,137 30,175 35,050 34,613 38,057 12,985 9,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 17.0 1.9 81.6 74.1 90.8 93.0 9.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
22 34 14 41 56 70 97
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 47,160
COMMITMENTS
18,756 18,613 107 18,054 24,149 36,917 42,869 10,243 4,291
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 3,667)
1,658 2,606 0 3,083 1,985 4,741 4,591 -1,074 -924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 39.5 0.2 38.3 51.2 78.3 90.9 21.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 16 1 23 17 52 34
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,493
COMMITMENTS
17,098 16,007 107 14,971 22,164 32,176 38,278 11,317 5,215
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -22,305)
-3,240 2,875 -6,115 -6,357 -12,127 -15,712 -15,367 -6,593 -6,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 36.8 0.2 34.4 51.0 74.0 88.0 26.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
28 17 1 20 16 48 34
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,289
COMMITMENTS
12,465 1,533 236 16,961 1,490 29,662 3,259 4,627 31,030
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 5,706)
488 -409 -2 3,749 151 4,235 -260 1,471 5,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 4.5 0.7 49.5 4.3 86.5 9.5 13.5 90.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 2 1 7 4 19 7
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 28,583
COMMITMENTS
11,977 1,942 238 13,212 1,339 25,427 3,519 3,156 25,064
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -10,463)
5,033 -543 -3,251 -7,615 -9,643 -5,833 -13,437 -4,630 2,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 6.8 0.8 46.2 4.7 89.0 12.3 11.0 87.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
14 4 1 7 4 22 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,395
COMMITMENTS
2,809 2,696 0 15,467 31,093 18,276 33,789 21,119 5,606
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -2,299)
1,311 -391 -80 -5,844 1,746 -4,613 1,275 2,314 -3,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 6.8 0.0 39.3 78.9 46.4 85.8 53.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 9 0 14 23 18 32
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 41,694
COMMITMENTS
1,498 3,087 80 21,311 29,347 22,889 32,514 18,805 9,180
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 2,210)
0 181 80 1,763 801 1,843 1,062 367 1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 7.4 0.2 51.1 70.4 54.9 78.0 45.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 11 1 20 23 25 34
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 117,718
COMMITMENTS
49,008 15,548 8,360 27,885 81,784 85,253 105,692 32,465 12,026
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 2,283)
7,004 -10,947 168 -6,213 12,402 959 1,623 1,324 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 13.2 7.1 23.7 69.5 72.4 89.8 27.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
95 35 23 21 34 120 90
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 115,435
COMMITMENTS
42,004 26,495 8,192 34,098 69,382 84,294 104,069 31,141 11,366
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 3,260)
2,779 1,836 223 669 841 3,671 2,900 -411 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 23.0 7.1 29.5 60.1 73.0 90.2 27.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
90 40 21 23 27 120 82
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 100,852
COMMITMENTS
34,780 27,885 11,770 40,430 48,667 86,980 88,322 13,872 12,530
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 1,523)
1,046 402 755 -505 456 1,296 1,613 227 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 27.6 11.7 40.1 48.3 86.2 87.6 13.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
67 65 38 40 36 138 112
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 99,329
COMMITMENTS
33,734 27,483 11,015 40,935 48,211 85,684 86,709 13,645 12,620
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -6,510)
-5,092 -1,576 -1,522 809 -3,224 -5,805 -6,322 -705 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 27.7 11.1 41.2 48.5 86.3 87.3 13.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
63 61 33 43 37 131 109
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 363,315
COMMITMENTS
219,963 61,837 29,553 58,120 245,197 307,636 336,587 55,679 26,728
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 42,115)
44,678 13,350 2,351 -5,082 23,206 41,947 38,907 168 3,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.5 17.0 8.1 16.0 67.5 84.7 92.6 15.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
152 74 33 33 53 209 142
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 321,200
COMMITMENTS
175,285 48,487 27,202 63,202 221,991 265,689 297,680 55,511 23,520
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 22,008)
15,363 3,817 625 6,741 16,913 22,729 21,355 -721 653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.6 15.1 8.5 19.7 69.1 82.7 92.7 17.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
137 65 31 33 48 195 124
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,003
COMMITMENTS
4,645 2,298 620 2,686 6,168 7,951 9,086 2,052 917
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 704)
-94 22 136 114 169 156 327 548 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.4 23.0 6.2 26.9 61.7 79.5 90.8 20.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
18 4 13 6 6 36 21
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,299
COMMITMENTS
4,739 2,276 484 2,572 5,999 7,795 8,759 1,504 540
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -17)
41 15 -57 -35 -60 -51 -102 34 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.0 24.5 5.2 27.7 64.5 83.8 94.2 16.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 4 11 6 6 34 19
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 95,001
COMMITMENTS
34,611 3,359 4,157 34,738 66,837 73,506 74,353 21,495 20,648
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -3,299)
5,851 -6,908 34 -12,288 1,406 -6,403 -5,468 3,104 2,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 3.5 4.4 36.6 70.4 77.4 78.3 22.6 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
54 16 18 42 53 107 78
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 98,300
COMMITMENTS
28,760 10,267 4,123 47,026 65,431 79,909 79,821 18,391 18,479
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 3,868)
5,406 1,017 287 -2,568 2,972 3,125 4,276 743 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 10.4 4.2 47.8 66.6 81.3 81.2 18.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
54 20 24 44 57 106 95
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 29,924
COMMITMENTS
5,203 1,826 699 14,316 19,414 20,218 21,939 9,706 7,985
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -1,915)
1,415 -2,532 -98 -2,024 1,906 -707 -724 -1,208 -1,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 6.1 2.3 47.8 64.9 67.6 73.3 32.4 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 4 4 19 13 30 21
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 31,839
COMMITMENTS
3,788 4,358 797 16,340 17,508 20,925 22,663 10,914 9,176
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 3,810)
1,538 -1,249 109 46 3,087 1,693 1,947 2,117 1,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 13.7 2.5 51.3 55.0 65.7 71.2 34.3 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 9 5 22 15 34 28
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 104,347
COMMITMENTS
20,329 34,348 4,710 67,747 54,903 92,786 93,961 11,561 10,386
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -224)
-125 -229 -222 278 1,172 -69 721 -155 -945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 32.9 4.5 64.9 52.6 88.9 90.0 11.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
55 68 38 54 54 135 140
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 104,571
COMMITMENTS
20,454 34,577 4,932 67,469 53,731 92,855 93,240 11,716 11,331
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -2,527)
-657 -7,409 89 -1,040 5,494 -1,608 -1,826 -919 -701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 33.1 4.7 64.5 51.4 88.8 89.2 11.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
51 66 36 51 49 126 131
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 23,569
COMMITMENTS
7,721 5,409 773 11,949 14,993 20,443 21,175 3,126 2,394
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -126)
-233 -803 -412 485 737 -160 -478 34 352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 22.9 3.3 50.7 63.6 86.7 89.8 13.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 30 13 23 14 60 49
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 23,695
COMMITMENTS
7,954 6,212 1,185 11,464 14,256 20,603 21,653 3,092 2,042
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 60)
163 810 -305 34 -576 -108 -71 168 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 26.2 5.0 48.4 60.2 87.0 91.4 13.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
28 32 13 26 14 64 51
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 117,911
COMMITMENTS
24,943 22,404 2,073 84,820 89,345 111,836 113,822 6,075 4,089
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 4,041)
1,142 5,505 332 2,588 -1,979 4,062 3,858 -21 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 19.0 1.8 71.9 75.8 94.8 96.5 5.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
52 44 16 50 34 107 91
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 113,870
COMMITMENTS
23,801 16,899 1,741 82,232 91,324 107,774 109,964 6,096 3,906
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,307)
3,242 -2,899 420 -3,612 2,901 50 422 -1,357 -1,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 14.8 1.5 72.2 80.2 94.6 96.6 5.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
45 38 12 49 34 103 78
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 486,938
COMMITMENTS
189,775 31,513 29,510 186,716 377,587 406,001 438,610 80,937 48,328
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 18,449)
10,372 415 1,402 5,942 10,400 17,716 12,217 733 6,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 6.5 6.1 38.3 77.5 83.4 90.1 16.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
68 31 37 50 53 143 100
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 468,489
COMMITMENTS
179,403 31,098 28,108 180,774 367,187 388,285 426,393 80,204 42,096
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -15,145)
7,057 -11,642 -19,949 2,964 30,600 -9,928 -991 -5,217 -14,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 6.6 6.0 38.6 78.4 82.9 91.0 17.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
66 32 38 54 53 143 102
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 85,023
COMMITMENTS
18,598 20,089 9,849 47,577 47,190 76,024 77,128 8,999 7,895
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 484)
-498 473 788 -719 -1,890 -429 -629 913 1,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 23.6 11.6 56.0 55.5 89.4 90.7 10.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
95 76 44 93 77 210 181
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 84,539
COMMITMENTS
19,096 19,616 9,061 48,296 49,080 76,453 77,757 8,086 6,782
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -954)
-2,186 697 359 1,584 -2,280 -243 -1,224 -711 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 23.2 10.7 57.1 58.1 90.4 92.0 9.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
84 78 44 91 78 204 181
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 12,289
COMMITMENTS
7,555 2,435 2,006 651 5,980 10,212 10,421 2,077 1,868
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -5,860)
3,337 -1,752 -125 -9,437 -2,753 -6,225 -4,630 365 -1,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.5 19.8 16.3 5.3 48.7 83.1 84.8 16.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 13 3 4 7 19 22
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,149
COMMITMENTS
4,218 4,187 2,131 10,088 8,733 16,437 15,051 1,712 3,098
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -2,717)
-1,662 -7,048 -572 -1,058 4,481 -3,292 -3,139 575 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 23.1 11.7 55.6 48.1 90.6 82.9 9.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 19 5 7 8 20 29
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 20,549
COMMITMENTS
8,134 419 0 8,399 16,092 16,533 16,511 4,016 4,038
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 2.0 0.0 40.9 78.3 80.5 80.3 19.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 0 6 13 11 14
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 171,899
COMMITMENTS
20,460 18,680 25,361 93,017 107,151 138,838 151,192 33,061 20,707
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 2,786)
-2,506 739 2,159 3,455 2,237 3,108 5,135 -322 -2,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 10.9 14.8 54.1 62.3 80.8 88.0 19.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
33 29 41 59 56 117 105
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 169,113
COMMITMENTS
22,966 17,941 23,202 89,562 104,914 135,730 146,057 33,383 23,056
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -9,633)
-7,341 -489 -676 425 -9,077 -7,592 -10,242 -2,041 609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 10.6 13.7 53.0 62.0 80.3 86.4 19.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
36 28 41 56 56 116 103
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 562,344
COMMITMENTS
70,730 78,011 174,858 237,234 276,148 482,822 529,017 79,522 33,327
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 21,269)
7,711 4,211 6,037 3,841 5,575 17,589 15,823 3,680 5,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 13.9 31.1 42.2 49.1 85.9 94.1 14.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
61 42 70 95 84 189 164
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 541,075
COMMITMENTS
63,019 73,800 168,821 233,393 270,573 465,233 513,194 75,842 27,881
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 21,348)
2,706 4,883 7,342 7,515 13,150 17,563 25,375 3,785 -4,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 13.6 31.2 43.1 50.0 86.0 94.8 14.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
57 45 65 96 81 190 159
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,164
COMMITMENTS
0 3,204 5,028 30,018 25,943 35,046 34,175 6,118 6,989
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 79)
0 549 -497 -584 67 -1,081 119 1,160 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.8 12.2 72.9 63.0 85.1 83.0 14.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 16 15 18 18
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,085
COMMITMENTS
0 2,655 5,525 30,602 25,876 36,127 34,056 4,958 7,029
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 164)
0 -939 596 -434 147 162 -196 2 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 13.4 74.5 63.0 87.9 82.9 12.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 16 14 18 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,556
COMMITMENTS
9,574 4,130 1,931 91,836 99,924 103,341 105,985 8,215 5,571
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 3,556)
-222 0 0 5,078 2,463 4,856 2,463 -1,300 1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 3.7 1.7 82.3 89.6 92.6 95.0 7.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 5 29 32 35 37
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,000
COMMITMENTS
9,796 4,130 1,931 86,758 97,461 98,485 103,522 9,515 4,478
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 2,006)
321 -1,170 -2,465 3,995 5,757 1,851 2,122 155 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 3.8 1.8 80.3 90.2 91.2 95.9 8.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 5 26 30 32 35
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,068
COMMITMENTS
7,006 8,832 930 45,925 43,340 53,861 53,102 6,207 6,966
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 784)
1,306 0 -434 -3,093 2,038 -2,221 1,604 3,005 -820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 14.7 1.5 76.5 72.2 89.7 88.4 10.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 1 19 18 22 21
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,284
COMMITMENTS
5,700 8,832 1,364 49,018 41,302 56,082 51,498 3,202 7,786
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -54)
780 -1,989 -151 192 1,410 821 -730 -875 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 14.9 2.3 82.7 69.7 94.6 86.9 5.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 1 20 17 23 20
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,559
COMMITMENTS
312 17,551 2,249 59,244 43,268 61,805 63,068 3,754 2,491
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 1,882)
124 -1,966 549 1,209 3,299 1,882 1,882 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 26.8 3.4 90.4 66.0 94.3 96.2 5.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 3 21 20 24 24
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,677
COMMITMENTS
188 19,517 1,700 58,035 39,969 59,923 61,186 3,754 2,491
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,331)
0 -5,618 276 -608 4,011 -332 -1,331 -999 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 30.6 2.7 91.1 62.8 94.1 96.1 5.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 3 21 20 24 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,468
COMMITMENTS
18,801 13,702 2,620 38,491 41,687 59,912 58,009 5,556 7,459
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 2,812)
-200 -492 616 2,365 2,113 2,781 2,237 31 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 20.9 4.0 58.8 63.7 91.5 88.6 8.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 5 4 19 19 23 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,656
COMMITMENTS
19,001 14,194 2,004 36,126 39,574 57,131 55,772 5,525 6,884
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 6,546)
4,906 1,172 888 759 2,627 6,553 4,687 -7 1,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 22.7 3.2 57.7 63.2 91.2 89.0 8.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 5 4 19 19 23 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,314
COMMITMENTS
0 3,349 1,701 59,277 51,111 60,978 56,161 1,336 6,153
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 1,314)
-211 3,349 -896 1,841 -1,264 734 1,189 580 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.4 2.7 95.1 82.0 97.9 90.1 2.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 19 20 20 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,000
COMMITMENTS
211 0 2,597 57,436 52,375 60,244 54,972 756 6,028
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 400)
-192 0 608 -237 176 179 784 221 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 4.3 94.2 85.9 98.8 90.1 1.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 20 21 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,610
COMMITMENTS
0 11,457 1,206 59,804 47,728 61,010 60,391 4,600 5,219
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 635)
0 -496 434 50 192 484 130 151 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.5 1.8 91.2 72.7 93.0 92.0 7.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 23 20 25 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,975
COMMITMENTS
0 11,953 772 59,754 47,536 60,526 60,261 4,449 4,714
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -525)
0 -4,670 710 1,776 3,734 2,486 -226 -3,011 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.4 1.2 92.0 73.2 93.2 92.7 6.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 23 22 25 24
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,011
COMMITMENTS
0 2,816 162 34,372 36,000 34,534 38,978 7,477 3,033
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.7 0.4 81.8 85.7 82.2 92.8 17.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 15 14 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,402
COMMITMENTS
18,692 0 2,376 39,417 58,591 60,485 60,967 6,917 6,435
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 1,170)
248 0 0 -1,224 876 -976 876 2,146 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 0.0 3.5 58.5 86.9 89.7 90.5 10.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 19 22 21 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,232
COMMITMENTS
18,444 0 2,376 40,641 57,715 61,461 60,091 4,771 6,141
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,148)
-3,820 -565 -544 2,671 -74 -1,693 -1,183 545 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 0.0 3.6 61.4 87.1 92.8 90.7 7.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 18 22 20 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,816
COMMITMENTS
1,319 0 5,388 36,385 34,355 43,092 39,743 4,724 8,073
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 3,759)
297 0 706 2,634 4,047 3,637 4,753 122 -994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.0 11.3 76.1 71.8 90.1 83.1 9.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 2 17 18 21 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,057
COMMITMENTS
1,022 0 4,682 33,751 30,308 39,455 34,990 4,602 9,067
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 6,130)
-370 -648 1,520 4,281 6,238 5,431 7,110 699 -980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 10.6 76.6 68.8 89.6 79.4 10.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 2 17 16 20 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,321,065
COMMITMENTS
335,891 78,264 254,511 709,324 976,644 1299726 1309419 21,339 11,646
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 55,862)
9,369 23,327 10,435 34,581 21,565 54,385 55,327 1,477 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 5.9 19.3 53.7 73.9 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
27 11 35 85 81 122 118
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,265,203
COMMITMENTS
326,522 54,937 244,076 674,743 955,079 1245341 1254092 19,862 11,111
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 34,749)
4,119 -570 5,497 24,047 28,427 33,663 33,354 1,086 1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 4.3 19.3 53.3 75.5 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
26 12 35 81 79 118 116
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 242,395
COMMITMENTS
57,314 54,924 74,076 108,313 111,288 239,703 240,288 2,692 2,107
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 24,095)
6,337 8,832 16,245 1,192 77 23,774 25,154 321 -1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 22.7 30.6 44.7 45.9 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 8 18 29 31 47 50
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 218,300
COMMITMENTS
50,977 46,092 57,831 107,121 111,211 215,929 215,134 2,371 3,166
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 13,468)
750 4,479 5,903 6,817 3,939 13,470 14,321 -2 -853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 21.1 26.5 49.1 50.9 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 7 18 29 30 48 49
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 81,358
COMMITMENTS
24,827 7,480 16,391 39,912 57,207 81,130 81,078 228 280
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 506)
1,148 -140 -534 -188 1,000 426 326 80 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 9.2 20.1 49.1 70.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 7 9 36 38 45 48
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 80,852
COMMITMENTS
23,679 7,620 16,925 40,100 56,207 80,704 80,752 148 100
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 810)
1,740 1,440 -1,260 700 1,050 1,180 1,230 -370 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 9.4 20.9 49.6 69.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 8 9 36 38 45 49
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,603
COMMITMENTS
2,809 4,768 2,763 20,010 17,563 25,582 25,094 21 509
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 362)
487 -443 341 800 592 1,628 490 -1,266 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 18.6 10.8 78.2 68.6 99.9 98.0 0.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 6 21 23 29 29
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,241
COMMITMENTS
2,322 5,211 2,422 19,210 16,971 23,954 24,604 1,287 637
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 176)
208 143 -225 841 522 824 440 -648 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 20.6 9.6 76.1 67.2 94.9 97.5 5.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 5 20 23 26 28
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,696
COMMITMENTS
936 3,341 2,576 6,676 4,271 10,188 10,188 508 508
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 739)
676 -172 785 126 126 1,587 739 -848 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 31.2 24.1 62.4 39.9 95.3 95.3 4.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 4 18 11 24 16
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,957
COMMITMENTS
260 3,513 1,791 6,550 4,145 8,601 9,449 1,356 508
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -302)
0 -466 -42 -218 248 -260 -260 -42 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 35.3 18.0 65.8 41.6 86.4 94.9 13.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 18 11 22 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,950
COMMITMENTS
3,852 3,920 1,660 11,998 12,110 17,510 17,690 440 260
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 902)
552 740 -520 950 630 982 850 -80 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 21.8 9.2 66.8 67.5 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 7 18 19 25 26
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,048
COMMITMENTS
3,300 3,180 2,180 11,048 11,480 16,528 16,840 520 208
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 948)
100 -40 -220 880 1,228 760 968 188 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 18.7 12.8 64.8 67.3 96.9 98.8 3.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 6 19 19 25 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,526
COMMITMENTS
11,790 160 1,680 10,298 22,374 23,768 24,214 758 312
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 760)
-60 -80 140 500 640 580 700 180 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.1 0.7 6.8 42.0 91.2 96.9 98.7 3.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 5 21 24 27 29
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,766
COMMITMENTS
11,850 240 1,540 9,798 21,734 23,188 23,514 578 252
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -320)
0 0 60 -92 -120 -32 -60 -288 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 1.0 6.5 41.2 91.4 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 5 19 20 25 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,498
COMMITMENTS
2,960 120 660 4,830 7,478 8,450 8,258 48 240
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 1.4 7.8 56.8 88.0 99.4 97.2 0.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 12 14 14 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 846,588
COMMITMENTS
110,078 123,181 142,188 532,544 511,803 784,810 777,172 61,778 69,416
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -26,259)
-4,560 295 -1,969 -2,282 -15,185 -8,811 -16,859 -17,448 -9,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 14.6 16.8 62.9 60.5 92.7 91.8 7.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
63 90 83 74 84 196 201
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 872,847
COMMITMENTS
114,638 122,886 144,157 534,826 526,988 793,621 794,031 79,226 78,816
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -24,713)
-26,139 6,203 -17,245 9,924 -13,472 -33,460 -24,514 8,747 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 14.1 16.5 61.3 60.4 90.9 91.0 9.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
71 90 96 74 83 209 216
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,368
COMMITMENTS
9,032 5,107 112 1,437 7,487 10,581 12,706 2,787 662
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 81)
431 -1,858 -18 -645 2,147 -232 271 313 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.6 38.2 0.8 10.7 56.0 79.2 95.0 20.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
60 15 4 13 26 77 42
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,287
COMMITMENTS
8,601 6,965 130 2,082 5,340 10,813 12,435 2,474 852
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -28)
209 267 -106 -209 -275 -106 -114 78 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.7 52.4 1.0 15.7 40.2 81.4 93.6 18.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
56 16 2 13 25 71 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,480
COMMITMENTS
10,126 783 49 848 10,999 11,023 11,831 2,457 1,649
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 1,520)
1,743 -131 -177 -102 1,295 1,464 987 56 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.1 5.8 0.4 6.3 81.6 81.8 87.8 18.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
29 7 1 5 21 35 28
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,960
COMMITMENTS
8,383 914 226 950 9,704 9,559 10,844 2,401 1,116
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 641)
601 96 -19 -55 458 527 535 114 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.1 7.6 1.9 7.9 81.1 79.9 90.7 20.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
25 10 3 7 22 35 32
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 138,657
COMMITMENTS
29,894 4,025 8,789 84,988 116,925 123,671 129,739 14,986 8,918
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 731)
-2,713 -1,299 175 4,562 3,181 2,024 2,057 -1,293 -1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 2.9 6.3 61.3 84.3 89.2 93.6 10.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
47 15 33 61 74 119 111
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 137,926
COMMITMENTS
32,607 5,324 8,614 80,426 113,744 121,647 127,682 16,279 10,244
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,799)
-3,058 -435 2,343 513 -2,888 -202 -980 -1,597 -819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 3.9 6.2 58.3 82.5 88.2 92.6 11.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
55 14 33 57 67 122 105
Updated September 30, 2005