WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,599
COMMITMENTS
51,021 65,957 47,748 171,304 141,948 270,073 255,653 27,526 41,946
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 378)
-4,522 -4,711 2,211 1,168 2,144 -1,143 -356 1,521 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 22.2 16.0 57.6 47.7 90.8 85.9 9.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
70 108 84 47 66 185 209
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
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 765,795
COMMITMENTS
147,810 170,224 54,632 430,799 349,189 633,241 574,045 132,554 191,750
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 16,633)
1,555 4,947 2,558 13,129 9,404 17,242 16,909 -609 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 22.2 7.1 56.3 45.6 82.7 75.0 17.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 547)
150 117 101 184 188 390 369
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
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,654
COMMITMENTS
3,271 339 18 1,108 5,138 4,397 5,495 2,257 1,159
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 241)
457 -110 -60 10 425 407 255 -166 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.2 5.1 0.3 16.7 77.2 66.1 82.6 33.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 4 2 9 16 26 20
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 288,160
COMMITMENTS
58,096 54,032 29,109 151,573 122,401 238,778 205,542 49,382 82,618
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 20,954)
421 -1,436 4,719 11,738 9,304 16,878 12,587 4,076 8,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 18.8 10.1 52.6 42.5 82.9 71.3 17.1 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
82 106 76 88 104 219 251
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 165,082
COMMITMENTS
41,832 9,527 20,286 74,414 121,478 136,532 151,291 28,550 13,791
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 11,777)
4,998 -2,649 5,626 -1,558 9,934 9,066 12,911 2,711 -1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 5.8 12.3 45.1 73.6 82.7 91.6 17.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
48 20 32 46 48 113 92
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 564,979
COMMITMENTS
79,577 100,607 3,739 377,692 292,926 461,008 397,272 103,971 167,707
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -17,166)
-16,600 2,685 -448 15,432 -13,769 -1,616 -11,532 -15,550 -5,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 17.8 0.7 66.9 51.8 81.6 70.3 18.4 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
21 33 17 60 68 91 108
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 136,513
COMMITMENTS
19,014 19,772 16,559 71,922 77,770 107,495 114,101 29,018 22,412
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 5,590)
-1,448 535 1,310 3,121 3,210 2,983 5,055 2,607 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 14.5 12.1 52.7 57.0 78.7 83.6 21.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
28 36 31 52 47 98 108
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,352
COMMITMENTS
2,737 909 926 2,247 4,512 5,910 6,347 1,442 1,005
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 311)
-261 -97 47 344 473 130 423 181 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 12.4 12.6 30.6 61.4 80.4 86.3 19.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
16 8 9 14 16 35 29
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 347,437
COMMITMENTS
92,804 80,694 2,058 188,737 164,603 283,599 247,355 63,838 100,082
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 12,297)
9,233 15,237 735 2,360 1,183 12,328 17,155 -31 -4,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 23.2 0.6 54.3 47.4 81.6 71.2 18.4 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
19 22 4 45 48 65 73
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,626,370
COMMITMENTS
401,854 383,641 27,554 999,765 857,238 1429173 1268433 197,197 357,937
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -14,728)
12,525 3,089 6,758 -8,990 5,172 10,293 15,019 -25,021 -29,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 23.6 1.7 61.5 52.7 87.9 78.0 12.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
63 53 35 84 108 157 186
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,304,536
COMMITMENTS
239,685 402,780 22,108 914,707 602,517 1176500 1027405 128,036 277,131
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 90,280)
3,193 58,994 295 101,555 27,660 105,043 86,949 -14,763 3,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 30.9 1.7 70.1 46.2 90.2 78.8 9.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
43 39 20 69 70 116 125
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 379,328
COMMITMENTS
112,590 92,094 51,751 168,720 207,898 333,061 351,743 46,267 27,585
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 26,065)
12,035 20,834 466 10,859 9,342 23,360 30,642 2,705 -4,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 24.3 13.6 44.5 54.8 87.8 92.7 12.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
31 27 30 52 49 101 88
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,940
COMMITMENTS
4,053 6,057 3 23,434 18,178 27,490 24,238 7,450 10,702
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -870)
-901 -261 -407 -99 4 -1,407 -664 537 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 17.3 0.0 67.1 52.0 78.7 69.4 21.3 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 12 1 19 11 28 23
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 60,394
COMMITMENTS
26,647 30,481 372 15,182 20,305 42,201 51,158 18,193 9,236
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 7,034)
3,062 667 -157 3,780 6,458 6,685 6,968 349 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 50.5 0.6 25.1 33.6 69.9 84.7 30.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
24 22 3 22 13 48 36
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,673
COMMITMENTS
8,674 3,633 62 24,473 29,105 33,209 32,800 464 873
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 183)
10 -112 0 162 152 172 40 11 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 10.8 0.2 72.7 86.4 98.6 97.4 1.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 15 3 15 21 24 37
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,997
COMMITMENTS
225 2,405 522 12,930 8,678 13,677 11,605 5,320 7,392
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,320)
-141 309 121 921 195 901 625 419 695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 12.7 2.7 68.1 45.7 72.0 61.1 28.0 38.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 9 8 18 13 28 23
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 118,777
COMMITMENTS
26,927 24,644 23,401 50,012 34,486 100,340 82,531 18,437 36,246
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 5,334)
2,442 1,288 944 1,107 410 4,493 2,642 841 2,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 20.7 19.7 42.1 29.0 84.5 69.5 15.5 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
57 46 54 26 42 128 108
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,714
COMMITMENTS
1,033 500 14 137 123 1,184 637 530 1,077
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 629)
449 153 7 112 77 568 237 61 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.3 29.2 0.8 8.0 7.2 69.1 37.2 30.9 62.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 11 1 2 3 13 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 168,999
COMMITMENTS
54,490 21,050 24,380 70,168 76,619 149,038 122,049 19,961 46,950
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 4,290)
3,619 -1,600 2,452 -1,488 1,047 4,583 1,899 -293 2,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 12.5 14.4 41.5 45.3 88.2 72.2 11.8 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
77 48 56 60 108 173 192
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,883
COMMITMENTS
1,101 872 184 825 1,091 2,110 2,147 1,773 1,736
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -85)
-83 99 -27 121 -226 11 -154 -96 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 22.5 4.7 21.2 28.1 54.3 55.3 45.7 44.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
16 16 8 11 19 32 38
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,802
COMMITMENTS
12,166 2,384 4,207 6,967 9,331 23,340 15,922 5,462 12,880
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -1,474)
401 -95 -916 -644 -727 -1,159 -1,738 -315 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 8.3 14.6 24.2 32.4 81.0 55.3 19.0 44.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
45 22 25 32 44 95 79
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 109,147
COMMITMENTS
50,532 6,941 785 25,071 82,681 76,388 90,407 32,759 18,740
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 969)
3,506 -2,054 23 -214 30 3,315 -2,001 -2,346 2,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 6.4 0.7 23.0 75.8 70.0 82.8 30.0 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
31 15 5 18 22 51 40
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 72,377
COMMITMENTS
13,572 38,859 0 52,286 12,327 65,858 51,186 6,519 21,191
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -15,402)
3,599 -18,240 0 -17,667 3,443 -14,068 -14,797 -1,334 -605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 53.7 0.0 72.2 17.0 91.0 70.7 9.0 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 24 0 15 8 19 32
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 75,577
COMMITMENTS
53,443 5,509 55 15,032 63,855 68,530 69,419 7,047 6,158
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -5,709)
-6,725 1,615 55 672 -8,805 -5,998 -7,135 289 1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.7 7.3 0.1 19.9 84.5 90.7 91.9 9.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
48 8 1 18 15 66 24
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 89,400
COMMITMENTS
13,716 36,761 4 56,373 32,485 70,093 69,250 19,307 20,150
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -489)
-6,358 -173 0 2,816 -2,105 -3,542 -2,278 3,053 1,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 41.1 0.0 63.1 36.3 78.4 77.5 21.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 16 1 19 14 33 30
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 176,161
COMMITMENTS
18,745 84,780 43 129,505 56,348 148,293 141,171 27,868 34,990
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 8,182)
2,393 5,129 0 3,524 -68 5,917 5,061 2,265 3,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 48.1 0.0 73.5 32.0 84.2 80.1 15.8 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
23 42 2 28 18 52 61
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 130,998
COMMITMENTS
30,103 25,311 1,245 61,280 58,641 92,628 85,197 38,370 45,801
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -12,340)
-4,543 -11,233 433 -7,498 2,445 -11,608 -8,355 -732 -3,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 19.3 1.0 46.8 44.8 70.7 65.0 29.3 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
36 27 10 27 24 66 58
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
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,438
COMMITMENTS
5,592 508 0 2,499 7,855 8,091 8,363 1,347 1,075
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.2 5.4 0.0 26.5 83.2 85.7 88.6 14.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 0 6 8 10 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 41,071
COMMITMENTS
9,605 2,787 1,360 23,251 29,257 34,216 33,404 6,855 7,667
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,987)
583 -614 1,354 -276 3,576 1,661 4,316 326 -2,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 6.8 3.3 56.6 71.2 83.3 81.3 16.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 2 11 14 15 18
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,351,996
COMMITMENTS
930,119 1087731 1088081 5431390 4772804 7449590 6948616 902,406 1403380
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 179,480)
94,342 3,484 48,333 96,576 183,141 239,251 234,958 -59,771 -55,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 13.0 13.0 65.0 57.1 89.2 83.2 10.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
53 65 90 120 146 218 263
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 635,003
COMMITMENTS
53,434 65,820 1,853 452,054 471,500 507,341 539,173 127,662 95,830
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 4,501)
3,657 4,741 -53 4,087 1,847 7,691 6,535 -3,190 -2,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 10.4 0.3 71.2 74.3 79.9 84.9 20.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
30 42 15 80 64 119 112
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 983,451
COMMITMENTS
196,817 256,012 17,977 551,669 606,977 766,463 880,966 216,988 102,485
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 26,602)
9,601 10,154 -2,503 50,402 34,781 57,500 42,432 -30,898 -15,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 26.0 1.8 56.1 61.7 77.9 89.6 22.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
44 54 16 64 54 118 114
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,792
COMMITMENTS
1,191 427 0 6,807 11,278 7,998 11,705 4,794 1,087
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 12)
-749 0 0 147 -46 -602 -46 614 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 3.3 0.0 53.2 88.2 62.5 91.5 37.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 19 15 21 16
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 34,408
COMMITMENTS
7,641 4,999 0 23,630 23,086 31,271 28,085 3,137 6,323
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,057)
318 1,318 -98 1,975 -2,426 2,195 -1,206 -1,138 2,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 14.5 0.0 68.7 67.1 90.9 81.6 9.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 0 20 18 26 23
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,669
COMMITMENTS
7,327 12,239 1,004 29,996 36,905 38,327 50,148 21,342 9,521
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 3,303)
-2,125 2,617 -194 1,415 1,359 -904 3,782 4,207 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 20.5 1.7 50.3 61.8 64.2 84.0 35.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
12 18 2 30 28 44 46
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 346,981
COMMITMENTS
99,262 157,029 3,071 223,059 106,946 325,392 267,046 21,589 79,935
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 77,148)
-6,942 75,419 503 94,751 -12,686 88,312 63,236 -11,164 13,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 45.3 0.9 64.3 30.8 93.8 77.0 6.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
63 59 10 46 29 117 90
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,128
COMMITMENTS
18,844 1,916 0 21,722 48,964 40,566 50,880 19,562 9,248
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -9,459)
-10,608 1,334 0 4,923 -11,580 -5,685 -10,246 -3,774 787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 3.2 0.0 36.1 81.4 67.5 84.6 32.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 2 0 13 15 24 17
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,808
COMMITMENTS
866 6,347 0 27,739 22,725 28,605 29,072 5,203 4,736
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,610)
197 302 0 995 1,151 1,192 1,453 418 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 18.8 0.0 82.0 67.2 84.6 86.0 15.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 14 0 31 27 32 41
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 255,894
COMMITMENTS
12,550 56,449 1,719 230,749 178,118 245,018 236,286 10,876 19,608
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 25,328)
-4,476 3,591 1,597 26,096 16,234 23,217 21,422 2,111 3,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 22.1 0.7 90.2 69.6 95.7 92.3 4.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
17 44 5 36 46 58 90
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 57,777
COMMITMENTS
17,701 17,452 1,116 26,917 31,458 45,734 50,026 12,043 7,751
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 4,786)
668 148 -24 4,568 2,450 5,212 2,574 -426 2,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 30.2 1.9 46.6 54.4 79.2 86.6 20.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
29 19 3 20 22 50 43
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 40,021
COMMITMENTS
10,585 2,070 145 22,793 3,133 33,523 5,348 6,498 34,673
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 5,008)
2,037 -1,049 -481 686 607 2,242 -923 2,766 5,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 5.2 0.4 57.0 7.8 83.8 13.4 16.2 86.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
15 3 1 8 6 24 9
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 32,851
COMMITMENTS
1,609 2,719 0 15,931 27,335 17,540 30,054 15,311 2,797
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -3,448)
-210 -77 -150 -1,648 -1,808 -2,008 -2,035 -1,440 -1,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 8.3 0.0 48.5 83.2 53.4 91.5 46.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 10 0 16 24 19 34
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 134,435
COMMITMENTS
62,883 11,516 13,276 26,038 96,634 102,197 121,426 32,238 13,009
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 8,693)
7,688 -897 2,000 -769 6,363 8,919 7,466 -226 1,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.8 8.6 9.9 19.4 71.9 76.0 90.3 24.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
98 39 29 21 41 129 100
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 111,629
COMMITMENTS
43,167 32,056 11,360 42,854 54,438 97,381 97,854 14,248 13,775
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 3,697)
2,171 581 362 139 557 2,672 1,500 1,025 2,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 28.7 10.2 38.4 48.8 87.2 87.7 12.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
76 73 44 46 41 150 133
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 370,844
COMMITMENTS
234,060 56,650 28,970 49,551 262,265 312,581 347,885 58,263 22,959
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 7,315)
4,596 -1,316 2,350 -1,621 8,369 5,325 9,403 1,990 -2,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.1 15.3 7.8 13.4 70.7 84.3 93.8 15.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
155 75 33 30 54 206 144
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,647
COMMITMENTS
5,190 1,443 1,052 2,719 7,652 8,961 10,147 2,686 1,500
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,289)
269 -885 502 -69 1,230 702 847 587 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.6 12.4 9.0 23.3 65.7 76.9 87.1 23.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
19 3 16 6 6 39 23
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 114,928
COMMITMENTS
47,843 7,901 3,673 41,895 81,119 93,411 92,693 21,517 22,235
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 115)
1,927 111 -798 664 1,729 1,793 1,042 -1,678 -927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 6.9 3.2 36.5 70.6 81.3 80.7 18.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
61 21 19 47 63 119 96
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 33,897
COMMITMENTS
9,851 280 387 14,700 24,247 24,938 24,914 8,959 8,983
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 920)
1,415 -215 -4 193 1,039 1,604 820 -684 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 0.8 1.1 43.4 71.5 73.6 73.5 26.4 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
22 2 2 20 18 42 22
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 115,657
COMMITMENTS
26,005 23,562 8,433 66,836 75,406 101,274 107,401 14,383 8,256
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 5,266)
2,433 -2,234 657 956 7,395 4,046 5,818 1,220 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 20.4 7.3 57.8 65.2 87.6 92.9 12.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
73 56 44 47 57 154 131
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,553
COMMITMENTS
11,005 4,857 2,161 10,860 18,757 24,026 25,775 3,527 1,778
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 2,519)
1,455 515 730 215 994 2,400 2,239 119 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 17.6 7.8 39.4 68.1 87.2 93.5 12.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
43 20 17 20 16 76 42
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,142
COMMITMENTS
27,194 30,103 1,113 92,513 91,318 120,820 122,534 8,322 6,608
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 4,469)
1,756 1,657 -508 2,927 4,038 4,175 5,187 294 -718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 23.3 0.9 71.6 70.7 93.6 94.9 6.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
47 51 11 53 36 105 95
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 456,345
COMMITMENTS
170,785 36,034 30,060 181,854 353,744 382,699 419,838 73,646 36,507
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -1,791)
5,894 1,279 -1,478 -221 7,755 4,195 7,556 -5,986 -9,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 7.9 6.6 39.9 77.5 83.9 92.0 16.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
70 30 32 47 49 140 91
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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 87,862
COMMITMENTS
19,630 19,777 11,339 47,381 50,044 78,350 81,160 9,512 6,702
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 492)
-203 -2,092 1,192 -952 1,888 37 988 455 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 22.5 12.9 53.9 57.0 89.2 92.4 10.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
91 81 59 99 84 224 199
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,688
COMMITMENTS
13,706 5,190 3,206 1,157 10,644 18,069 19,040 2,619 1,648
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,127)
-249 2,374 1,202 748 -2,604 1,701 972 -574 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.3 25.1 15.5 5.6 51.5 87.3 92.0 12.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
30 8 3 6 4 39 13
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 172,510
COMMITMENTS
20,360 21,256 20,980 97,428 107,613 138,768 149,849 33,742 22,661
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 4,520)
-1,190 4,852 -1,341 5,644 -1,062 3,113 2,449 1,407 2,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 12.3 12.2 56.5 62.4 80.4 86.9 19.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
33 25 39 63 64 117 109
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 556,902
COMMITMENTS
57,397 74,845 187,246 241,869 263,515 486,512 525,606 70,390 31,296
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 3,932)
-7,276 6,947 4,310 4,198 230 1,232 11,487 2,700 -7,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 13.4 33.6 43.4 47.3 87.4 94.4 12.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
57 38 66 91 77 182 151
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,440
COMMITMENTS
9,262 3,244 3,208 78,008 83,586 90,478 90,038 9,962 10,402
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,085)
-419 0 143 1,392 388 1,116 531 -31 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 3.2 3.2 77.7 83.2 90.1 89.6 9.9 10.4
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 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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,381
COMMITMENTS
2 21,906 2,248 60,335 41,094 62,585 65,248 5,796 3,133
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 3,209)
0 -1,776 733 2,904 5,218 3,637 4,175 -428 -966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 32.0 3.3 88.2 60.1 91.5 95.4 8.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 4 17 18 21 23
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,178
COMMITMENTS
22,069 12,926 3,840 34,694 45,337 60,603 62,103 7,575 6,075
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 847)
-3,116 -58 1,404 2,405 -119 693 1,227 154 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 19.0 5.6 50.9 66.5 88.9 91.1 11.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 5 4 16 16 22 22
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,041
COMMITMENTS
0 5,905 337 59,972 47,211 60,309 53,453 2,732 9,588
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 751)
0 1,326 -328 670 -368 342 630 409 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.4 0.5 95.1 74.9 95.7 84.8 4.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 16 15 17
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,605
COMMITMENTS
0 10,542 1,202 55,253 45,069 56,455 56,813 8,150 7,792
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 2,359)
0 -1,013 827 1,704 1,683 2,531 1,497 -172 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.3 1.9 85.5 69.8 87.4 87.9 12.6 12.1
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 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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,851
COMMITMENTS
0 1,933 162 35,439 37,224 35,601 39,319 8,250 4,532
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,376)
0 880 -300 0 338 -300 918 1,676 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.4 80.8 84.9 81.2 89.7 18.8 10.3
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 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,041
COMMITMENTS
7,551 1,398 4,464 37,481 44,421 49,496 50,283 7,545 6,758
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 2,829)
-1,922 190 1,798 3,071 837 2,947 2,825 -118 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 2.5 7.8 65.7 77.9 86.8 88.2 13.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 3 15 19 18 23
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,300,242
COMMITMENTS
348,086 77,257 222,243 710,948 989,597 1281277 1289097 18,965 11,145
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 37,371)
-3,489 1,836 16,703 22,282 20,357 35,496 38,896 1,875 -1,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 5.9 17.1 54.7 76.1 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
26 13 32 86 80 121 116
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 229,697
COMMITMENTS
68,807 52,134 55,446 102,115 120,194 226,368 227,774 3,329 1,923
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 15,996)
1,447 4,852 6,762 7,683 3,986 15,892 15,600 104 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 22.7 24.1 44.5 52.3 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 9 16 27 27 45 44
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 76,283
COMMITMENTS
26,110 9,060 10,682 38,683 56,381 75,475 76,123 808 160
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 943)
-260 2,020 240 343 -1,357 323 903 620 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 11.9 14.0 50.7 73.9 98.9 99.8 1.1 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 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,030
COMMITMENTS
3,701 4,888 2,478 20,851 19,155 27,030 26,521 0 509
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 810)
-462 -40 676 596 174 810 810 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 18.1 9.2 77.1 70.9 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 6 19 22 26 28
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,798
COMMITMENTS
684 2,606 2,450 5,664 3,742 8,798 8,798 0 0
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -550)
0 -42 0 -42 0 -42 -42 -508 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 29.6 27.8 64.4 42.5 100.0 100.0 0.0 0.0
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 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,590
COMMITMENTS
3,140 3,988 1,852 12,218 11,440 17,210 17,280 380 310
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 988)
-332 448 172 1,288 528 1,128 1,148 -140 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 22.7 10.5 69.5 65.0 97.8 98.2 2.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 7 20 20 27 27
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,276
COMMITMENTS
11,410 120 1,480 10,358 22,424 23,248 24,024 1,028 252
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 60)
80 0 -80 -20 80 -20 0 80 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 0.5 6.1 42.7 92.4 95.8 99.0 4.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 21 25 24 28
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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,146
COMMITMENTS
1,940 120 820 6,362 7,926 9,122 8,866 24 280
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 546)
-20 0 0 546 546 526 546 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 1.3 9.0 69.6 86.7 99.7 96.9 0.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 15 10 17 13
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 852,369
COMMITMENTS
106,875 147,445 142,128 545,812 485,853 794,815 775,426 57,554 76,943
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -13,755)
-11,605 1,714 -15,664 16,718 -4,283 -10,551 -18,233 -3,204 4,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 17.3 16.7 64.0 57.0 93.2 91.0 6.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
55 99 92 77 77 198 208
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,116
COMMITMENTS
8,630 2,968 180 1,400 9,536 10,210 12,684 2,906 432
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -90)
-282 -928 63 27 818 -192 -47 102 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.8 22.6 1.4 10.7 72.7 77.8 96.7 22.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
57 11 3 11 27 71 41
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,455
COMMITMENTS
10,336 555 12 553 11,512 10,901 12,079 2,554 1,376
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 384)
278 86 12 31 278 321 376 63 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.8 4.1 0.1 4.1 85.6 81.0 89.8 19.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
29 5 1 12 22 41 28
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 134,808
COMMITMENTS
26,268 2,405 12,308 81,406 109,837 119,982 124,550 14,826 10,258
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -164)
3,514 -204 820 -5,429 -1,809 -1,095 -1,193 931 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 1.8 9.1 60.4 81.5 89.0 92.4 11.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
44 11 35 58 74 116 109
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
Updated October 21, 2005