WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,221
COMMITMENTS
55,543 70,668 45,537 170,136 139,804 271,216 256,009 26,005 41,212
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 15,334)
11,273 -10,457 11,104 -8,685 10,824 13,692 11,471 1,642 3,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 23.8 15.3 57.2 47.0 91.3 86.1 8.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
73 110 79 43 64 180 205
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
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 749,162
COMMITMENTS
146,255 165,277 52,074 417,670 339,785 615,999 557,136 133,163 192,026
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 28,939)
15,290 4,655 2,019 2,501 12,586 19,810 19,260 9,129 9,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 22.1 7.0 55.8 45.4 82.2 74.4 17.8 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 539)
146 117 94 176 187 374 362
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
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,413
COMMITMENTS
2,814 449 78 1,098 4,713 3,990 5,240 2,423 1,173
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 525)
270 -121 56 5 1,151 331 1,086 194 -561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 7.0 1.2 17.1 73.5 62.2 81.7 37.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 5 3 7 16 21 22
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 267,206
COMMITMENTS
57,675 55,468 24,390 139,835 113,097 221,900 192,955 45,306 74,251
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 13,917)
1,430 1,137 2,019 9,421 6,105 12,870 9,261 1,047 4,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 20.8 9.1 52.3 42.3 83.0 72.2 17.0 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
84 100 69 86 98 215 238
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 153,305
COMMITMENTS
36,834 12,176 14,660 75,972 111,544 127,466 138,380 25,839 14,925
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 11,227)
6,850 -12,724 1,164 -2,440 26,316 5,574 14,756 5,653 -3,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 7.9 9.6 49.6 72.8 83.1 90.3 16.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
43 25 30 48 47 107 92
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 582,145
COMMITMENTS
96,177 97,922 4,187 362,260 306,695 462,624 408,804 119,521 173,341
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 26,472)
-1,690 16,552 -934 21,727 -5,341 19,103 10,277 7,369 16,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 16.8 0.7 62.2 52.7 79.5 70.2 20.5 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
24 33 19 57 76 90 119
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 130,923
COMMITMENTS
20,462 19,237 15,249 68,801 74,560 104,512 109,046 26,411 21,877
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 4,011)
2,452 4,146 243 -363 -1,896 2,332 2,493 1,679 1,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 14.7 11.6 52.6 56.9 79.8 83.3 20.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
33 36 33 47 46 96 108
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,041
COMMITMENTS
2,998 1,006 879 1,903 4,039 5,780 5,924 1,261 1,117
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 631)
406 -252 92 8 833 506 673 125 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 14.3 12.5 27.0 57.4 82.1 84.1 17.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 6 9 11 15 32 27
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 335,140
COMMITMENTS
83,571 65,457 1,323 186,377 163,420 271,271 230,200 63,869 104,940
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -707)
-3,628 19,818 -338 10,825 -18,463 6,859 1,017 -7,566 -1,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 19.5 0.4 55.6 48.8 80.9 68.7 19.1 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
21 22 4 42 45 64 70
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,641,098
COMMITMENTS
389,329 380,552 20,796 1008755 852,066 1418880 1253414 222,218 387,684
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 10,604)
7,043 21,799 -16,550 31,654 -14,520 22,147 -9,271 -11,543 19,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 23.2 1.3 61.5 51.9 86.5 76.4 13.5 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
60 55 34 83 106 151 187
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,214,256
COMMITMENTS
236,492 343,786 21,813 813,152 574,857 1071457 940,456 142,799 273,800
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 88,788)
51,162 81,665 4,285 45,091 -30,082 100,538 55,868 -11,750 32,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 28.3 1.8 67.0 47.3 88.2 77.5 11.8 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
43 35 21 66 71 113 123
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 353,263
COMMITMENTS
100,555 71,260 51,285 157,861 198,556 309,701 321,101 43,562 32,162
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -110,705)
-34,237 -10,464 -19,423 -49,736 -75,431 -103,396 -105,318 -7,309 -5,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 20.2 14.5 44.7 56.2 87.7 90.9 12.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
34 25 30 48 46 99 84
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 35,810
COMMITMENTS
4,954 6,318 410 23,533 18,174 28,897 24,902 6,913 10,908
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,242)
631 -711 404 195 1,224 1,230 917 12 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 17.6 1.1 65.7 50.8 80.7 69.5 19.3 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 14 3 18 12 31 26
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 53,360
COMMITMENTS
23,585 29,814 529 11,402 13,847 35,516 44,190 17,844 9,170
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 4,729)
3,890 2,939 172 -1,385 2,035 2,677 5,146 2,052 -417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 55.9 1.0 21.4 26.0 66.6 82.8 33.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
20 25 3 15 10 38 35
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,490
COMMITMENTS
8,664 3,745 62 24,311 28,953 33,037 32,760 453 730
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -188)
120 -136 -110 -440 57 -430 -189 242 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 11.2 0.2 72.6 86.5 98.6 97.8 1.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 17 3 15 20 24 38
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,677
COMMITMENTS
366 2,096 401 12,009 8,483 12,776 10,980 4,901 6,697
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -2,384)
-305 -23 -198 -1,033 -2,329 -1,536 -2,550 -848 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 11.9 2.3 67.9 48.0 72.3 62.1 27.7 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 7 7 17 12 26 22
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 113,443
COMMITMENTS
24,485 23,356 22,457 48,905 34,076 95,847 79,889 17,596 33,554
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,939)
1,753 903 -649 -752 1,520 352 1,774 1,587 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 20.6 19.8 43.1 30.0 84.5 70.4 15.5 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
53 44 52 24 41 122 106
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
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 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 164,709
COMMITMENTS
50,871 22,650 21,928 71,656 75,572 144,455 120,150 20,254 44,559
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 9,985)
7,290 -1,593 1,412 319 6,117 9,021 5,936 964 4,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 13.8 13.3 43.5 45.9 87.7 72.9 12.3 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
66 48 57 58 107 164 188
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,968
COMMITMENTS
1,184 773 211 704 1,317 2,099 2,301 1,869 1,667
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 160)
-59 -275 79 46 432 66 236 94 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 19.5 5.3 17.7 33.2 52.9 58.0 47.1 42.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 12 6 11 21 29 35
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,276
COMMITMENTS
11,765 2,479 5,123 7,611 10,058 24,499 17,660 5,777 12,616
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -74)
-452 -506 446 -285 244 -291 184 217 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 8.2 16.9 25.1 33.2 80.9 58.3 19.1 41.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
46 21 25 34 49 96 87
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 108,178
COMMITMENTS
47,026 8,995 762 25,285 82,651 73,073 92,408 35,105 15,770
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,879)
-3,494 1,571 73 865 -2,676 -2,556 -1,032 677 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 8.3 0.7 23.4 76.4 67.5 85.4 32.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
27 18 5 17 25 46 46
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 87,779
COMMITMENTS
9,973 57,099 0 69,953 8,884 79,926 65,983 7,853 21,796
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 11,022)
3,835 7,230 0 5,671 2,588 9,506 9,818 1,516 1,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 65.0 0.0 79.7 10.1 91.1 75.2 8.9 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 30 0 15 7 19 37
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 81,286
COMMITMENTS
60,168 3,894 0 14,360 72,660 74,528 76,554 6,758 4,732
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,311)
20,091 -3,521 -53 -20,491 5,852 -453 2,278 1,764 -967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.0 4.8 0.0 17.7 89.4 91.7 94.2 8.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
53 8 0 16 17 69 25
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 89,889
COMMITMENTS
20,074 36,934 4 53,557 34,590 73,635 71,528 16,254 18,361
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 12,449)
-7,507 11,916 -59 23,153 -1,263 15,587 10,594 -3,138 1,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 41.1 0.0 59.6 38.5 81.9 79.6 18.1 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 15 1 20 16 38 31
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 167,979
COMMITMENTS
16,352 79,651 43 125,981 56,416 142,376 136,110 25,603 31,869
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 29,408)
2,883 7,116 0 24,364 22,825 27,247 29,941 2,161 -533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 47.4 0.0 75.0 33.6 84.8 81.0 15.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
21 41 2 26 17 48 59
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 143,338
COMMITMENTS
34,646 36,544 812 68,778 56,196 104,236 93,552 39,102 49,786
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 7,640)
1,719 2,014 -380 4,515 -379 5,854 1,255 1,786 6,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 25.5 0.6 48.0 39.2 72.7 65.3 27.3 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
36 35 7 29 25 67 65
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 39,084
COMMITMENTS
9,022 3,401 6 23,527 25,681 32,555 29,088 6,529 9,996
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 2,468)
-308 873 0 3,851 -7 3,543 866 -1,075 1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 8.7 0.0 60.2 65.7 83.3 74.4 16.7 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 1 10 13 13 15
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,172,516
COMMITMENTS
835,777 1084247 1039748 5334814 4589663 7210339 6713658 962,177 1458858
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 315,048)
-23,659 293,818 79,467 155,359 -88,734 211,167 284,551 103,881 30,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 13.3 12.7 65.3 56.2 88.2 82.1 11.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
49 65 86 120 142 214 255
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 630,502
COMMITMENTS
49,777 61,079 1,906 447,967 469,653 499,650 532,638 130,852 97,864
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -4,611)
423 643 -239 -3,036 -869 -2,852 -465 -1,759 -4,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 9.7 0.3 71.0 74.5 79.2 84.5 20.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
30 36 16 81 63 120 106
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 956,849
COMMITMENTS
187,216 245,858 20,480 501,267 572,196 708,963 838,534 247,886 118,315
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 8,342)
6,646 9,058 10,033 8,305 -26,945 24,984 -7,854 -16,642 16,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 25.7 2.1 52.4 59.8 74.1 87.6 25.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
42 56 16 56 58 109 119
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,780
COMMITMENTS
1,940 427 0 6,660 11,324 8,600 11,751 4,180 1,029
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 159)
154 0 0 -332 -145 -178 -145 337 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 3.3 0.0 52.1 88.6 67.3 91.9 32.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 1 0 18 14 23 15
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,351
COMMITMENTS
7,323 3,681 98 21,655 25,512 29,076 29,291 4,275 4,060
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 3,322)
1,126 -1,427 30 1,708 5,267 2,864 3,870 458 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 11.0 0.3 64.9 76.5 87.2 87.8 12.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 4 1 20 21 27 26
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,366
COMMITMENTS
9,452 9,622 1,198 28,581 35,546 39,231 46,366 17,135 10,000
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -56)
3,934 -3,154 955 -1,297 825 3,592 -1,374 -3,648 1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 17.1 2.1 50.7 63.1 69.6 82.3 30.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
13 16 1 32 23 46 39
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 269,833
COMMITMENTS
106,204 81,610 2,568 128,308 119,632 237,080 203,810 32,753 66,023
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 4,240)
17,695 -3,715 -264 -31,923 16,005 -14,492 12,026 18,732 -7,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 30.2 1.0 47.6 44.3 87.9 75.5 12.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
66 60 10 37 36 108 101
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 69,587
COMMITMENTS
29,452 582 0 16,799 60,544 46,251 61,126 23,336 8,461
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 6,406)
5,925 0 0 96 6,432 6,021 6,432 385 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 0.8 0.0 24.1 87.0 66.5 87.8 33.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
16 1 0 9 13 25 14
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,198
COMMITMENTS
669 6,045 0 26,744 21,574 27,413 27,619 4,785 4,579
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 601)
-3 156 0 580 376 577 532 24 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 18.8 0.0 83.1 67.0 85.1 85.8 14.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
1 14 0 31 28 32 42
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 230,566
COMMITMENTS
17,026 52,858 122 204,653 161,884 221,801 214,864 8,765 15,702
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 9,967)
3,273 3,732 -227 5,169 3,939 8,215 7,444 1,752 2,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 22.9 0.1 88.8 70.2 96.2 93.2 3.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
19 44 3 37 47 58 92
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,991
COMMITMENTS
17,033 17,304 1,140 22,349 29,008 40,522 47,452 12,469 5,539
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 443)
-3,211 -2,051 891 2,099 2,043 -221 883 664 -440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 32.7 2.2 42.2 54.7 76.5 89.5 23.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
29 18 3 19 23 48 44
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,013
COMMITMENTS
8,548 3,119 626 22,107 2,526 31,281 6,271 3,732 28,742
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,307)
-2,502 1,246 305 2,745 488 548 2,039 759 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 8.9 1.8 63.1 7.2 89.3 17.9 10.7 82.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 3 1 10 4 24 8
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 36,299
COMMITMENTS
1,819 2,796 150 17,579 29,143 19,548 32,089 16,751 4,210
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,820)
-465 100 150 1,474 -1,569 1,159 -1,319 -2,979 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 7.7 0.4 48.4 80.3 53.9 88.4 46.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 10 1 20 26 24 37
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 125,742
COMMITMENTS
55,195 12,413 11,276 26,807 90,271 93,278 113,960 32,464 11,782
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 6,788)
4,579 -904 1,338 986 5,768 6,903 6,202 -115 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 9.9 9.0 21.3 71.8 74.2 90.6 25.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
94 40 24 20 38 125 92
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 107,932
COMMITMENTS
40,996 31,475 10,998 42,715 53,881 94,709 96,354 13,223 11,578
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 3,537)
3,513 3,209 -904 1,351 2,082 3,960 4,387 -423 -850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 29.2 10.2 39.6 49.9 87.7 89.3 12.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
68 69 43 43 38 143 125
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 363,529
COMMITMENTS
229,464 57,966 26,620 51,172 253,896 307,256 338,482 56,273 25,047
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -3,290)
9,816 4,418 -7,668 -2,740 5,870 -592 2,620 -2,698 -5,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.1 15.9 7.3 14.1 69.8 84.5 93.1 15.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
148 64 32 30 52 201 131
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,358
COMMITMENTS
4,921 2,328 550 2,788 6,422 8,259 9,300 2,099 1,058
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 631)
407 132 0 19 151 426 283 205 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.5 22.5 5.3 26.9 62.0 79.7 89.8 20.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
19 3 12 6 6 35 21
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 114,813
COMMITMENTS
45,916 7,790 4,471 41,231 79,390 91,618 91,651 23,195 23,162
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 13,557)
7,054 3,805 -342 5,297 7,889 12,009 11,352 1,548 2,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 6.8 3.9 35.9 69.1 79.8 79.8 20.2 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
64 22 18 46 63 119 97
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 32,977
COMMITMENTS
8,436 495 391 14,507 23,208 23,334 24,094 9,643 8,883
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 3,218)
2,435 -57 24 1,359 2,921 3,818 2,888 -600 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 1.5 1.2 44.0 70.4 70.8 73.1 29.2 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
18 4 2 22 20 41 25
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 110,391
COMMITMENTS
23,572 25,796 7,776 65,880 68,011 97,228 101,583 13,163 8,808
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 2,717)
1,812 -5,514 2,166 -1,191 7,658 2,787 4,310 -70 -1,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 23.4 7.0 59.7 61.6 88.1 92.0 11.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
63 58 42 47 55 144 128
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,034
COMMITMENTS
9,550 4,342 1,431 10,645 17,763 21,626 23,536 3,408 1,498
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,830)
1,593 478 339 -304 1,471 1,628 2,288 202 -458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 17.3 5.7 42.5 71.0 86.4 94.0 13.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
41 17 15 20 17 72 40
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 124,673
COMMITMENTS
25,438 28,446 1,621 89,586 87,280 116,645 117,347 8,028 7,326
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -789)
-673 -1,725 -195 102 -1,105 -766 -3,025 -23 2,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 22.8 1.3 71.9 70.0 93.6 94.1 6.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
47 48 10 51 37 104 94
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 458,136
COMMITMENTS
164,891 34,755 31,538 182,075 345,989 378,504 412,282 79,632 45,854
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,963)
-7,414 1,029 8,639 -3,403 -14,297 -2,178 -4,629 215 2,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 7.6 6.9 39.7 75.5 82.6 90.0 17.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
69 25 32 48 52 137 93
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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 87,370
COMMITMENTS
19,833 21,869 10,147 48,333 48,156 78,313 80,172 9,057 7,198
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 864)
330 289 525 -202 1,182 653 1,996 211 -1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 25.0 11.6 55.3 55.1 89.6 91.8 10.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
90 82 51 98 79 215 193
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 19,561
COMMITMENTS
13,955 2,816 2,004 409 13,248 16,368 18,068 3,193 1,493
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,988)
1,260 -315 -3 -221 2,189 1,036 1,871 952 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.3 14.4 10.2 2.1 67.7 83.7 92.4 16.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
27 10 3 4 5 34 16
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 167,990
COMMITMENTS
21,550 16,404 22,321 91,784 108,675 135,655 147,400 32,335 20,590
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -6,468)
620 397 -2,477 -4,272 -4,244 -6,129 -6,324 -339 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 9.8 13.3 54.6 64.7 80.8 87.7 19.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
33 24 40 63 63 117 109
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 552,970
COMMITMENTS
64,673 67,898 182,936 237,671 263,285 485,280 514,119 67,690 38,851
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 15,041)
7,161 -8,540 15,673 -5,987 1,011 16,847 8,144 -1,806 6,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 12.3 33.1 43.0 47.6 87.8 93.0 12.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
61 38 67 90 79 183 154
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
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,355
COMMITMENTS
9,681 3,244 3,065 76,616 83,198 89,362 89,507 9,993 9,848
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -12,580)
107 -886 1,072 -15,068 -17,653 -13,889 -17,467 1,309 4,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 3.3 3.1 77.1 83.7 89.9 90.1 10.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 1 5 25 26 31 31
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
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,172
COMMITMENTS
2 23,682 1,515 57,431 35,876 58,948 61,073 6,224 4,099
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -3,508)
-186 5,082 -1,160 -4,030 -8,366 -5,376 -4,444 1,868 936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 36.3 2.3 88.1 55.0 90.4 93.7 9.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 3 17 16 20 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,331
COMMITMENTS
25,185 12,984 2,436 32,289 45,456 59,910 60,876 7,421 6,455
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 889)
6,171 -935 -306 -7,009 2,766 -1,144 1,525 2,033 -636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 19.3 3.6 48.0 67.5 89.0 90.4 11.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 5 3 15 16 20 22
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,290
COMMITMENTS
0 4,579 665 59,302 47,579 59,967 52,823 2,323 9,467
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -2,508)
0 -1,812 148 -1,893 -3,940 -1,745 -5,604 -763 3,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.4 1.1 95.2 76.4 96.3 84.8 3.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 15 17 16 18
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,246
COMMITMENTS
0 11,555 375 53,549 43,386 53,924 55,316 8,322 6,930
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -3,955)
0 130 -659 -6,966 -5,000 -7,625 -5,529 3,670 1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.6 0.6 86.0 69.7 86.6 88.9 13.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 19 13 21 15
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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,475
COMMITMENTS
0 1,053 462 35,439 36,886 35,901 38,401 6,574 4,074
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 11)
0 -2,038 300 1,191 1,074 1,491 -664 -1,480 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.5 1.1 83.4 86.8 84.5 90.4 15.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 12 14 13
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,212
COMMITMENTS
9,473 1,208 2,666 34,410 43,584 46,549 47,458 7,663 6,754
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -13,602)
-8,227 1,208 166 -6,976 -15,268 -15,037 -13,894 1,435 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 2.2 4.9 63.5 80.4 85.9 87.5 14.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 3 14 19 17 23
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
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
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 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,262,871
COMMITMENTS
351,575 75,421 205,540 688,666 969,240 1245781 1250201 17,090 12,670
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -67,320)
-4,797 -1,398 -27,114 -33,231 -37,139 -65,142 -65,651 -2,178 -1,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 6.0 16.3 54.5 76.7 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
26 12 29 86 81 120 114
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 213,701
COMMITMENTS
67,360 47,282 48,684 94,432 116,208 210,476 212,174 3,225 1,527
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -86,174)
-5,110 -12,574 -60,948 -16,735 -11,343 -82,793 -84,865 -3,381 -1,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 22.1 22.8 44.2 54.4 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 8 15 27 26 44 43
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 75,340
COMMITMENTS
26,370 7,040 10,442 38,340 57,738 75,152 75,220 188 120
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -5,683)
1,863 -32 -5,589 -1,895 78 -5,621 -5,543 -62 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 9.3 13.9 50.9 76.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 6 9 36 39 46 48
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,220
COMMITMENTS
4,163 4,928 1,802 20,255 18,981 26,220 25,711 0 509
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,255)
1,182 -168 -759 -1,657 -328 -1,234 -1,255 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 18.8 6.9 77.3 72.4 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 5 21 21 28 26
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,348
COMMITMENTS
684 2,648 2,450 5,706 3,742 8,840 8,840 508 508
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,474)
-378 -693 -126 -970 -655 -1,474 -1,474 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 28.3 26.2 61.0 40.0 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 3 14 10 19 14
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,602
COMMITMENTS
3,472 3,540 1,680 10,930 10,912 16,082 16,132 520 470
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,340)
-380 -140 -220 -800 -1,170 -1,400 -1,530 60 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 21.3 10.1 65.8 65.7 96.9 97.2 3.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 7 18 18 25 25
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,216
COMMITMENTS
11,330 120 1,560 10,378 22,344 23,268 24,024 948 192
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -140)
-230 -120 -190 -30 170 -450 -140 310 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.8 0.5 6.4 42.9 92.3 96.1 99.2 3.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 20 24 23 27
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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,600
COMMITMENTS
1,960 120 820 5,816 7,380 8,596 8,320 4 280
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -74)
-160 0 0 90 -114 -70 -114 -4 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 1.4 9.5 67.6 85.8 100.0 96.7 0.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 13 9 15 12
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 866,124
COMMITMENTS
118,480 145,731 157,792 529,094 490,136 805,366 793,659 60,758 72,465
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 14,910)
10,999 11,921 11,682 -12,414 -12,497 10,267 11,106 4,643 3,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 16.8 18.2 61.1 56.6 93.0 91.6 7.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
65 95 95 78 81 207 215
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,206
COMMITMENTS
8,912 3,896 117 1,373 8,718 10,402 12,731 2,804 475
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -12)
-42 -142 -19 -29 212 -90 51 78 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.5 29.5 0.9 10.4 66.0 78.8 96.4 21.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
62 10 3 9 26 72 39
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,071
COMMITMENTS
10,058 469 0 522 11,234 10,580 11,703 2,491 1,368
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 187)
522 -137 -22 62 672 562 513 -375 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.9 3.6 0.0 4.0 85.9 80.9 89.5 19.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
27 4 0 11 22 38 26
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 134,972
COMMITMENTS
22,754 2,609 11,488 86,835 111,646 121,077 125,743 13,895 9,229
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -11,564)
-19 -1,468 -2,142 -7,612 -7,144 -9,773 -10,754 -1,791 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 1.9 8.5 64.3 82.7 89.7 93.2 10.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
42 12 31 63 77 117 110
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
Updated October 14, 2005