WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 281,887
COMMITMENTS
44,270 81,125 34,433 178,821 128,980 257,524 244,538 24,363 37,349
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 192)
-888 -8,414 4,612 -4,423 1,818 -699 -1,984 891 2,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 28.8 12.2 63.4 45.8 91.4 86.8 8.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
62 114 69 40 60 158 203
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
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 720,223
COMMITMENTS
130,965 160,622 50,055 415,169 327,199 596,189 537,876 124,034 182,347
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 13,307)
3,214 4,795 6,144 1,754 -3,012 11,112 7,927 2,195 5,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 22.3 6.9 57.6 45.4 82.8 74.7 17.2 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 531)
128 128 90 174 187 358 362
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
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,888
COMMITMENTS
2,544 570 22 1,093 3,562 3,659 4,154 2,229 1,734
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 200)
192 -162 3 -2 129 193 -30 7 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 9.7 0.4 18.6 60.5 62.1 70.6 37.9 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 6 2 7 15 20 21
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 253,289
COMMITMENTS
56,245 54,331 22,371 130,414 106,992 209,030 183,694 44,259 69,595
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,163)
-2,993 4,960 4,141 2,716 -5,102 3,864 3,999 1,299 1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 21.5 8.8 51.5 42.2 82.5 72.5 17.5 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
85 104 67 82 95 211 238
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 142,078
COMMITMENTS
29,984 24,900 13,496 78,412 85,228 121,892 123,624 20,186 18,454
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 1,875)
240 -2,006 169 848 1,567 1,257 -270 618 2,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 17.5 9.5 55.2 60.0 85.8 87.0 14.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
37 33 27 48 47 98 103
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 555,673
COMMITMENTS
97,867 81,370 5,121 340,533 312,036 443,521 398,527 112,152 157,146
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,094)
13,855 13,950 3,144 -16,627 -26,498 372 -9,404 4,722 14,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 14.6 0.9 61.3 56.2 79.8 71.7 20.2 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
24 31 17 54 70 87 109
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 126,912
COMMITMENTS
18,010 15,091 15,006 69,164 76,456 102,180 106,553 24,732 20,359
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 1,443)
1,674 2,754 217 -2,704 -1,731 -813 1,240 2,256 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 11.9 11.8 54.5 60.2 80.5 84.0 19.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
33 32 36 50 46 101 107
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,410
COMMITMENTS
2,592 1,258 787 1,895 3,206 5,274 5,251 1,136 1,159
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -353)
-245 -260 -127 -71 518 -443 131 90 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 19.6 12.3 29.6 50.0 82.3 81.9 17.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 7 9 11 15 32 28
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 335,847
COMMITMENTS
87,199 45,639 1,661 175,552 181,883 264,412 229,183 71,435 106,664
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -10,934)
-16,195 -6,200 -1,058 1,842 -3,938 -15,411 -11,196 4,477 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 13.6 0.5 52.3 54.2 78.7 68.2 21.3 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
16 20 4 40 48 58 70
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,630,494
COMMITMENTS
382,286 358,753 37,346 977,101 866,586 1396733 1262685 233,761 367,809
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -88,319)
1,808 -41,379 -41,537 -37,451 -60,537 -77,180 -143,453 -11,139 55,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 22.0 2.3 59.9 53.1 85.7 77.4 14.3 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
60 51 30 85 108 153 181
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,125,468
COMMITMENTS
185,330 262,121 17,528 768,061 604,939 970,919 884,588 154,549 240,880
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -10,655)
10,012 -10,056 -2,186 2,368 -8,210 10,194 -20,452 -20,849 9,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 23.3 1.6 68.2 53.7 86.3 78.6 13.7 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
38 38 14 65 68 108 115
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 463,968
COMMITMENTS
134,792 81,724 70,708 207,597 273,987 413,097 426,419 50,871 37,549
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -38,075)
-23,174 -7,269 -594 -11,289 -32,350 -35,057 -40,213 -3,018 2,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 17.6 15.2 44.7 59.1 89.0 91.9 11.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
38 32 35 58 53 118 98
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,568
COMMITMENTS
4,323 7,029 6 23,338 16,950 27,667 23,985 6,901 10,583
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 952)
533 71 6 -473 -159 66 -82 886 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 20.3 0.0 67.5 49.0 80.0 69.4 20.0 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 13 2 17 10 27 23
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 48,631
COMMITMENTS
19,695 26,875 357 12,787 11,812 32,839 39,044 15,792 9,587
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -923)
392 -3,519 -48 -3,392 3,621 -3,048 54 2,125 -977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 55.3 0.7 26.3 24.3 67.5 80.3 32.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
16 24 3 13 13 31 38
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,678
COMMITMENTS
8,544 3,881 172 24,751 28,896 33,467 32,949 211 729
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -402)
-336 77 0 -73 -550 -409 -473 7 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 11.5 0.5 73.5 85.8 99.4 97.8 0.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 17 3 16 20 25 38
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,061
COMMITMENTS
671 2,119 599 13,042 10,812 14,312 13,530 5,749 6,531
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 426)
-121 -17 151 350 109 380 243 46 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 10.6 3.0 65.0 53.9 71.3 67.4 28.7 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 7 7 18 16 27 26
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 111,504
COMMITMENTS
22,732 22,453 23,106 49,657 32,556 95,495 78,115 16,009 33,389
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 3,874)
2,433 1,392 -96 1,713 1,597 4,050 2,893 -176 981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 20.1 20.7 44.5 29.2 85.6 70.1 14.4 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
51 45 59 26 40 126 111
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,085
COMMITMENTS
584 347 7 25 46 616 400 469 685
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.8 32.0 0.6 2.3 4.2 56.8 36.9 43.2 63.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 8 3 1 2 13 11
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 154,724
COMMITMENTS
43,581 24,243 20,516 71,337 69,455 135,434 114,214 19,290 40,510
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 6,043)
4,688 2,006 781 169 2,082 5,638 4,869 405 1,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 15.7 13.3 46.1 44.9 87.5 73.8 12.5 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
64 46 56 62 105 159 189
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,808
COMMITMENTS
1,243 1,048 132 658 885 2,033 2,065 1,775 1,743
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -1)
13 -469 50 15 340 78 -79 -79 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 27.5 3.5 17.3 23.2 53.4 54.2 46.6 45.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 15 7 12 15 31 32
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,350
COMMITMENTS
12,217 2,985 4,677 7,896 9,814 24,790 17,476 5,560 12,874
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 1,287)
36 40 147 592 996 775 1,183 512 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 9.8 15.4 26.0 32.3 81.7 57.6 18.3 42.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
45 23 26 39 48 104 85
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 110,057
COMMITMENTS
50,520 7,424 689 24,420 85,327 75,629 93,440 34,428 16,617
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -38,114)
4,984 -11,609 -2,042 -38,389 -18,895 -35,447 -32,546 -2,667 -5,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 6.7 0.6 22.2 77.5 68.7 84.9 31.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
28 15 6 18 25 49 43
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 76,757
COMMITMENTS
6,138 49,869 0 64,282 6,296 70,420 56,165 6,337 20,592
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 19,559)
3,650 16,471 0 18,692 -432 22,342 16,039 -2,783 3,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 65.0 0.0 83.7 8.2 91.7 73.2 8.3 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 26 0 16 6 20 32
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 79,975
COMMITMENTS
40,077 7,415 53 34,851 66,808 74,981 74,276 4,994 5,699
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,366)
257 2,898 -74 5,870 3,098 6,053 5,922 -687 -556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 9.3 0.1 43.6 83.5 93.8 92.9 6.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
40 9 1 14 18 55 27
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 77,440
COMMITMENTS
27,581 25,018 63 30,404 35,853 58,048 60,934 19,392 16,506
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 9,655)
3,009 11,024 59 7,916 -5,315 10,984 5,768 -1,329 3,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 32.3 0.1 39.3 46.3 75.0 78.7 25.0 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 12 2 16 16 35 28
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 138,571
COMMITMENTS
13,469 72,535 43 101,617 33,591 115,129 106,169 23,442 32,402
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 10,721)
1,515 12,952 0 8,066 -5,868 9,581 7,084 1,140 3,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 52.3 0.0 73.3 24.2 83.1 76.6 16.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
19 40 2 25 16 45 57
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 135,698
COMMITMENTS
32,927 34,530 1,192 64,263 56,575 98,382 92,297 37,316 43,401
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 17,032)
3,875 4,050 360 11,322 9,119 15,557 13,529 1,475 3,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 25.4 0.9 47.4 41.7 72.5 68.0 27.5 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
33 30 10 28 21 66 56
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 36,616
COMMITMENTS
9,330 2,528 6 19,676 25,688 29,012 28,222 7,604 8,394
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,964)
1,366 -954 -279 3,564 4,706 4,651 3,473 1,313 2,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 6.9 0.0 53.7 70.2 79.2 77.1 20.8 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 9 13 12 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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,857,468
COMMITMENTS
859,436 790,429 960,281 5179455 4678397 6999172 6429107 858,296 1428361
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 396,559)
-6,081 77,646 105,528 243,680 137,005 343,127 320,179 53,432 76,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 10.1 12.2 65.9 59.5 89.1 81.8 10.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
44 66 90 115 144 211 256
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 635,113
COMMITMENTS
49,354 60,436 2,145 451,003 470,522 502,502 533,103 132,611 102,010
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 3,497)
3,901 3,926 -572 -10,300 5,533 -6,971 8,887 10,468 -5,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 9.5 0.3 71.0 74.1 79.1 83.9 20.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
32 35 16 79 63 120 105
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 948,507
COMMITMENTS
180,570 236,800 10,447 492,962 599,141 683,979 846,388 264,528 102,119
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 46,028)
27,619 -22,500 -12,089 44,795 48,691 60,325 14,102 -14,297 31,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 25.0 1.1 52.0 63.2 72.1 89.2 27.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
36 57 13 60 51 106 111
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,621
COMMITMENTS
1,786 427 0 6,992 11,469 8,778 11,896 3,843 725
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 120)
235 0 0 436 341 671 341 -551 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 3.4 0.0 55.4 90.9 69.6 94.3 30.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 0 20 16 24 17
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,029
COMMITMENTS
6,197 5,108 68 19,947 20,245 26,212 25,421 3,817 4,608
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 2,974)
169 1,079 68 2,422 2,378 2,659 3,525 315 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 17.0 0.2 66.4 67.4 87.3 84.7 12.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 7 1 18 18 22 26
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,422
COMMITMENTS
5,518 12,776 243 29,878 34,721 35,639 47,740 20,783 8,682
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 4,694)
-302 986 243 -736 1,822 -795 3,051 5,489 1,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 22.6 0.4 53.0 61.5 63.2 84.6 36.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
10 19 1 31 23 42 42
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 265,593
COMMITMENTS
88,509 85,325 2,832 160,231 103,627 251,572 191,784 14,021 73,809
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 34,871)
-12,081 13,409 321 47,777 -5,020 36,017 8,710 -1,146 26,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 32.1 1.1 60.3 39.0 94.7 72.2 5.3 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
47 58 8 43 31 95 92
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 63,181
COMMITMENTS
23,527 582 0 16,703 54,112 40,230 54,694 22,951 8,487
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -15,451)
-12,674 582 0 343 -18,499 -12,331 -17,917 -3,120 2,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 0.9 0.0 26.4 85.6 63.7 86.6 36.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 1 0 9 14 25 15
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,597
COMMITMENTS
672 5,889 0 26,164 21,198 26,836 27,087 4,761 4,510
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 421)
-506 212 0 425 345 -81 557 502 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 18.6 0.0 82.8 67.1 84.9 85.7 15.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 14 0 30 28 31 42
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 220,599
COMMITMENTS
13,753 49,126 349 199,484 157,945 213,586 207,420 7,013 13,179
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 7,038)
-2,827 -1,287 141 10,159 6,125 7,473 4,979 -435 2,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 22.3 0.2 90.4 71.6 96.8 94.0 3.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
19 37 2 34 48 54 86
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,548
COMMITMENTS
20,244 19,355 249 20,250 26,965 40,743 46,569 11,805 5,979
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,388)
1,488 742 142 2,196 2,816 3,826 3,700 1,562 1,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 36.8 0.5 38.5 51.3 77.5 88.6 22.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
31 19 2 21 18 52 39
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 33,706
COMMITMENTS
11,050 1,873 321 19,362 2,038 30,733 4,232 2,973 29,474
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -583)
-1,415 340 85 2,401 548 1,071 973 -1,654 -1,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 5.6 1.0 57.4 6.0 91.2 12.6 8.8 87.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 3 1 9 3 21 7
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 38,119
COMMITMENTS
2,284 2,696 0 16,105 30,712 18,389 33,408 19,730 4,711
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -1,276)
-525 0 0 638 -381 113 -381 -1,389 -895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 7.1 0.0 42.2 80.6 48.2 87.6 51.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 9 0 16 23 20 32
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 118,954
COMMITMENTS
50,616 13,317 9,938 25,821 84,503 86,375 107,758 32,579 11,196
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 1,236)
1,608 -2,231 1,578 -2,064 2,719 1,122 2,066 114 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 11.2 8.4 21.7 71.0 72.6 90.6 27.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
94 34 24 18 36 121 85
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 104,395
COMMITMENTS
37,483 28,266 11,902 41,364 51,799 90,749 91,967 13,646 12,428
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 3,543)
2,703 381 132 934 3,132 3,769 3,645 -226 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 27.1 11.4 39.6 49.6 86.9 88.1 13.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
65 66 42 40 36 140 116
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 366,819
COMMITMENTS
219,648 53,548 34,288 53,912 248,026 307,848 335,862 58,971 30,957
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 3,504)
-315 -8,289 4,735 -4,208 2,829 212 -725 3,292 4,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.9 14.6 9.3 14.7 67.6 83.9 91.6 16.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
150 65 43 29 52 211 133
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,727
COMMITMENTS
4,514 2,196 550 2,769 6,271 7,833 9,017 1,894 710
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -276)
-131 -102 -70 83 103 -118 -69 -158 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.4 22.6 5.7 28.5 64.5 80.5 92.7 19.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 3 11 5 6 30 19
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 101,256
COMMITMENTS
38,862 3,985 4,813 35,934 71,501 79,609 80,299 21,647 20,957
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 6,255)
4,251 626 656 1,196 4,664 6,103 5,946 152 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 3.9 4.8 35.5 70.6 78.6 79.3 21.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
59 17 14 45 54 112 77
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 29,759
COMMITMENTS
6,001 552 367 13,148 20,287 19,516 21,206 10,243 8,553
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -165)
798 -1,274 -332 -1,168 873 -702 -733 537 568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 1.9 1.2 44.2 68.2 65.6 71.3 34.4 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 4 4 17 18 32 24
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 107,674
COMMITMENTS
21,760 31,310 5,610 67,071 60,353 94,441 97,273 13,233 10,401
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 3,327)
1,431 -3,038 900 -676 5,450 1,655 3,312 1,672 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 29.1 5.2 62.3 56.1 87.7 90.3 12.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
63 63 38 49 55 138 133
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 23,204
COMMITMENTS
7,957 3,864 1,092 10,949 16,292 19,998 21,248 3,206 1,956
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -365)
236 -1,545 319 -1,000 1,299 -445 73 80 -438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 16.7 4.7 47.2 70.2 86.2 91.6 13.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
33 21 16 20 14 63 43
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 125,462
COMMITMENTS
26,111 30,171 1,816 89,484 88,385 117,411 120,372 8,051 5,090
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 7,551)
1,168 7,767 -257 4,664 -960 5,575 6,550 1,976 1,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 24.0 1.4 71.3 70.4 93.6 95.9 6.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
50 50 14 50 34 105 94
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 460,099
COMMITMENTS
172,305 33,726 22,899 185,478 360,286 380,682 416,911 79,417 43,188
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -26,839)
-17,470 2,213 -6,611 -1,238 -17,301 -25,319 -21,699 -1,520 -5,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 7.3 5.0 40.3 78.3 82.7 90.6 17.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
73 28 33 51 52 144 95
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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 86,506
COMMITMENTS
19,503 21,580 9,622 48,535 46,974 77,660 78,176 8,846 8,330
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 1,483)
905 1,491 -227 958 -216 1,636 1,048 -153 435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 24.9 11.1 56.1 54.3 89.8 90.4 10.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
94 79 49 96 75 214 189
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,573
COMMITMENTS
12,695 3,131 2,007 630 11,059 15,332 16,197 2,241 1,376
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,284)
5,140 696 1 -21 5,079 5,120 5,776 164 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.2 17.8 11.4 3.6 62.9 87.2 92.2 12.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
23 9 2 6 6 30 17
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 174,458
COMMITMENTS
20,930 16,007 24,798 96,056 112,919 141,784 153,724 32,674 20,734
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 2,559)
470 -2,673 -563 3,039 5,768 2,946 2,532 -387 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 9.2 14.2 55.1 64.7 81.3 88.1 18.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
33 26 39 64 61 119 107
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 537,929
COMMITMENTS
57,512 76,438 167,263 243,658 262,274 468,433 505,975 69,496 31,954
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -24,415)
-13,218 -1,573 -7,595 6,424 -13,874 -14,389 -23,042 -10,026 -1,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 14.2 31.1 45.3 48.8 87.1 94.1 12.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
56 42 64 94 80 184 154
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,541
COMMITMENTS
982 3,131 4,275 30,290 26,844 35,547 34,250 5,994 7,291
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 377)
982 -73 -753 272 901 501 75 -124 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 7.5 10.3 72.9 64.6 85.6 82.4 14.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 17 16 19 19
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,935
COMMITMENTS
9,574 4,130 1,993 91,684 100,851 103,251 106,974 8,684 4,961
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 379)
0 0 62 -152 927 -90 989 469 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 3.7 1.8 81.9 90.1 92.2 95.6 7.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 5 28 33 34 38
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,392
COMMITMENTS
7,502 8,832 434 48,263 42,642 56,199 51,908 3,193 7,484
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -676)
496 0 -496 2,338 -698 2,338 -1,194 -3,014 518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 14.9 0.7 81.3 71.8 94.6 87.4 5.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 21 17 24 20
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,680
COMMITMENTS
188 18,600 2,675 61,461 44,242 64,324 65,517 4,356 3,163
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 3,121)
-124 1,049 426 2,217 974 2,519 2,449 602 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 27.1 3.9 89.5 64.4 93.7 95.4 6.3 4.6
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 09/20/05 |
--------------------------------------------------------------| 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,442
COMMITMENTS
19,014 13,919 2,742 39,298 42,690 61,054 59,351 5,388 7,091
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 974)
213 217 122 807 1,003 1,142 1,342 -168 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 20.9 4.1 59.1 64.3 91.9 89.3 8.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 4 20 19 24 26
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,798
COMMITMENTS
0 6,391 517 61,195 51,519 61,712 58,427 3,086 6,371
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 2,484)
0 3,042 -1,184 1,918 408 734 2,266 1,750 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.9 0.8 94.4 79.5 95.2 90.2 4.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 21 22 22 23
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,201
COMMITMENTS
0 11,425 1,034 60,515 48,386 61,549 60,845 4,652 5,356
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 591)
0 -32 -172 711 658 539 454 52 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.3 1.6 91.4 73.1 93.0 91.9 7.0 8.1
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 09/20/05 |
--------------------------------------------------------------| 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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,464
COMMITMENTS
0 3,091 162 34,248 35,812 34,410 39,065 8,054 3,399
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 453)
0 275 0 -124 -188 -124 87 577 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 0.4 80.7 84.3 81.0 92.0 19.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 15 14 16
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 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,814
COMMITMENTS
17,700 0 2,500 41,386 58,852 61,586 61,352 6,228 6,462
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 412)
-992 0 124 1,969 261 1,101 385 -689 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 0.0 3.7 61.0 86.8 90.8 90.5 9.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 20 23 22 25
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,473
COMMITMENTS
1,131 1,157 4,755 37,560 33,399 43,446 39,311 4,027 8,162
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -343)
-188 1,157 -633 1,175 -956 354 -432 -697 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 2.4 10.0 79.1 70.4 91.5 82.8 8.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 3 16 18 22 21
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
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,416
COMMITMENTS
2,170 2,697 0 43,661 43,024 45,831 45,721 585 695
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 5.8 0.0 94.1 92.7 98.7 98.5 1.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 0 12 8 14 10
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,967
COMMITMENTS
2,170 2,883 0 44,167 44,430 46,337 47,313 2,630 1,654
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 5.9 0.0 90.2 90.7 94.6 96.6 5.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 16 16 18 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,330,191
COMMITMENTS
356,372 76,819 232,654 721,897 1006379 1310923 1315852 19,268 14,339
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 9,126)
20,481 -1,445 -21,857 12,573 29,735 11,197 6,433 -2,071 2,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 5.8 17.5 54.3 75.7 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
26 14 36 91 85 130 123
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 299,875
COMMITMENTS
72,470 59,856 109,632 111,167 127,551 293,269 297,039 6,606 2,836
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 57,480)
15,156 4,932 35,556 2,854 16,263 53,566 56,751 3,914 729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 20.0 36.6 37.1 42.5 97.8 99.1 2.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 8 20 28 30 50 52
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 81,023
COMMITMENTS
24,507 7,072 16,031 40,235 57,660 80,773 80,763 250 260
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -335)
-320 -408 -360 323 453 -357 -315 22 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 8.7 19.8 49.7 71.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 7 9 36 40 45 50
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,475
COMMITMENTS
2,981 5,096 2,561 21,912 19,309 27,454 26,966 21 509
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 1,872)
172 328 -202 1,902 1,746 1,872 1,872 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 18.5 9.3 79.8 70.3 99.9 98.1 0.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 6 22 23 30 29
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,822
COMMITMENTS
1,062 3,341 2,576 6,676 4,397 10,314 10,314 508 508
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 126)
126 0 0 0 126 126 126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 30.9 23.8 61.7 40.6 95.3 95.3 4.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 4 17 12 23 17
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,942
COMMITMENTS
3,852 3,680 1,900 11,730 12,082 17,482 17,662 460 280
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -8)
0 -240 240 -268 -28 -28 -28 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 20.5 10.6 65.4 67.3 97.4 98.4 2.6 1.6
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 09/20/05 |
--------------------------------------------------------------| 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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,356
COMMITMENTS
11,560 240 1,750 10,408 22,174 23,718 24,164 638 192
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -170)
-230 80 70 110 -200 -50 -50 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.5 1.0 7.2 42.7 91.0 97.4 99.2 2.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 4 21 24 26 29
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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,674
COMMITMENTS
2,120 120 820 5,726 7,494 8,666 8,434 8 240
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 176)
-840 0 160 896 16 216 176 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 1.4 9.5 66.0 86.4 99.9 97.2 0.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 14 14 16 17
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 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 851,214
COMMITMENTS
107,481 133,810 146,110 541,508 502,633 795,099 782,553 56,115 68,661
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 4,626)
-2,597 10,629 3,922 8,964 -9,170 10,289 5,381 -5,663 -755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 15.7 17.2 63.6 59.0 93.4 91.9 6.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
61 99 94 77 83 205 214
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,218
COMMITMENTS
8,954 4,038 136 1,402 8,506 10,492 12,680 2,726 538
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -150)
-78 -1,069 24 -35 1,019 -89 -26 -61 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.7 30.5 1.0 10.6 64.4 79.4 95.9 20.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
59 14 3 11 27 73 42
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,884
COMMITMENTS
9,536 606 22 460 10,562 10,018 11,190 2,866 1,694
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -596)
-590 -177 -27 -388 -437 -1,005 -641 409 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.0 4.7 0.2 3.6 82.0 77.8 86.9 22.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
28 6 3 8 20 37 28
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 146,536
COMMITMENTS
22,773 4,077 13,630 94,447 118,790 130,850 136,497 15,686 10,039
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 7,879)
-7,121 52 4,841 9,459 1,865 7,179 6,758 700 1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 2.8 9.3 64.5 81.1 89.3 93.1 10.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
44 14 32 69 74 124 111
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
Updated October 7, 2005