WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 293,651
COMMITMENTS
52,252 66,464 45,080 171,788 140,669 269,120 252,213 24,531 41,438
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -3,948)
1,231 507 -2,668 484 -1,279 -953 -3,440 -2,995 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 22.6 15.4 58.5 47.9 91.6 85.9 8.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
70 102 76 47 66 176 201
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
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 797,135
COMMITMENTS
151,829 162,436 64,462 439,533 373,746 655,824 600,644 141,311 196,491
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 31,340)
4,019 -7,788 9,830 8,734 24,557 22,583 26,599 8,757 4,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 20.4 8.1 55.1 46.9 82.3 75.4 17.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 547)
149 128 107 186 187 396 375
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
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,897
COMMITMENTS
3,543 348 44 893 5,305 4,480 5,697 2,417 1,200
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 243)
272 9 26 -215 167 83 202 160 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.4 5.0 0.6 12.9 76.9 65.0 82.6 35.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 5 3 8 16 25 21
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 298,791
COMMITMENTS
60,825 49,055 32,661 156,777 137,683 250,263 219,399 48,528 79,392
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 10,631)
2,729 -4,977 3,552 5,204 15,282 11,485 13,857 -854 -3,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 16.4 10.9 52.5 46.1 83.8 73.4 16.2 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
94 96 90 97 111 240 265
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 170,678
COMMITMENTS
43,563 9,562 21,867 76,682 125,654 142,112 157,083 28,566 13,595
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 5,596)
1,731 35 1,581 2,268 4,176 5,580 5,792 16 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 5.6 12.8 44.9 73.6 83.3 92.0 16.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
57 18 30 48 50 121 91
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 594,283
COMMITMENTS
92,882 120,464 4,024 386,332 292,369 483,238 416,857 111,045 177,426
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 29,304)
13,305 19,857 285 8,640 -557 22,230 19,585 7,074 9,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 20.3 0.7 65.0 49.2 81.3 70.1 18.7 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
24 35 17 59 69 91 113
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 135,432
COMMITMENTS
20,561 18,721 15,088 71,235 77,866 106,884 111,675 28,548 23,757
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,081)
1,547 -1,051 -1,471 -687 96 -611 -2,426 -470 1,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 13.8 11.1 52.6 57.5 78.9 82.5 21.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
30 36 30 48 45 97 102
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,474
COMMITMENTS
2,624 723 903 2,314 4,796 5,841 6,422 1,633 1,052
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 122)
-113 -186 -23 67 284 -69 75 191 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 9.7 12.1 31.0 64.2 78.2 85.9 21.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 5 9 14 16 34 27
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 355,080
COMMITMENTS
93,564 86,377 2,052 189,371 167,329 284,987 255,758 70,093 99,322
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 7,643)
760 5,683 -6 634 2,726 1,388 8,403 6,255 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 24.3 0.6 53.3 47.1 80.3 72.0 19.7 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
21 24 4 43 48 65 75
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,678,231
COMMITMENTS
402,787 365,577 32,879 1020269 891,974 1455935 1290430 222,296 387,801
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 51,861)
933 -18,064 5,325 20,504 34,736 26,762 21,997 25,099 29,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 21.8 2.0 60.8 53.1 86.8 76.9 13.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
72 51 36 93 106 173 185
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,353,179
COMMITMENTS
254,231 423,859 26,009 938,285 614,797 1218525 1064665 134,654 288,514
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 48,643)
14,546 21,079 3,901 23,578 12,280 42,025 37,260 6,618 11,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 31.3 1.9 69.3 45.4 90.0 78.7 10.0 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
43 40 23 68 66 117 123
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 423,027
COMMITMENTS
138,750 105,290 60,207 181,587 222,986 380,544 388,483 42,483 34,544
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 43,699)
26,160 13,196 8,456 12,867 15,088 47,483 36,740 -3,784 6,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 24.9 14.2 42.9 52.7 90.0 91.8 10.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
33 28 30 55 51 106 91
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,278
COMMITMENTS
5,880 7,140 2 23,586 17,806 29,468 24,948 6,810 11,330
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,338)
1,827 1,083 -1 152 -372 1,978 710 -640 628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 19.7 0.0 65.0 49.1 81.2 68.8 18.8 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 13 1 19 11 32 24
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,682
COMMITMENTS
27,748 35,335 628 22,786 23,143 51,162 59,106 18,520 10,576
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 9,288)
1,101 4,854 256 7,604 2,838 8,961 7,948 327 1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 50.7 0.9 32.7 33.2 73.4 84.8 26.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 28 5 21 12 49 43
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,929
COMMITMENTS
8,674 3,600 62 25,785 30,571 34,521 34,233 408 696
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,256)
0 -33 0 1,312 1,466 1,312 1,433 -56 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 10.3 0.2 73.8 87.5 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 15 3 16 21 25 37
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 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,531
COMMITMENTS
278 1,713 0 14,253 12,689 14,531 14,402 0 129
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 11.8 0.0 98.1 87.3 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 0 5 7 7 13
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,762
COMMITMENTS
404 2,427 493 13,136 9,194 14,033 12,114 5,729 7,648
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 765)
179 22 -29 206 516 356 509 409 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 12.3 2.5 66.5 46.5 71.0 61.3 29.0 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 8 7 17 13 26 22
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 110,126
COMMITMENTS
23,577 20,426 25,073 46,904 33,673 95,554 79,172 14,572 30,954
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -8,651)
-3,350 -4,218 1,672 -3,108 -813 -4,786 -3,359 -3,865 -5,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 18.5 22.8 42.6 30.6 86.8 71.9 13.2 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
56 48 57 23 37 123 112
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,433
COMMITMENTS
679 499 51 166 128 896 678 537 755
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -281)
-354 -1 37 29 5 -288 41 7 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 34.8 3.6 11.6 8.9 62.5 47.3 37.5 52.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 11 2 3 3 14 14
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 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 165,123
COMMITMENTS
51,040 16,397 23,523 71,420 78,492 145,983 118,412 19,140 46,711
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -3,876)
-3,450 -4,653 -857 1,252 1,873 -3,055 -3,637 -821 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 9.9 14.2 43.3 47.5 88.4 71.7 11.6 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
70 45 58 62 118 173 194
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,896
COMMITMENTS
1,048 975 138 838 1,092 2,024 2,205 1,872 1,691
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 13)
-53 103 -46 13 1 -86 58 99 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 25.0 3.5 21.5 28.0 52.0 56.6 48.0 43.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 17 6 13 17 33 37
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,479
COMMITMENTS
12,134 3,003 3,141 7,250 8,124 22,525 14,268 4,954 13,211
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,323)
-32 619 -1,066 283 -1,207 -815 -1,654 -508 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 10.9 11.4 26.4 29.6 82.0 51.9 18.0 48.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
41 21 22 38 43 97 73
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 112,354
COMMITMENTS
51,259 8,447 781 26,795 87,395 78,835 96,623 33,519 15,731
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,207)
727 1,506 -4 1,724 4,714 2,447 6,216 760 -3,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 7.5 0.7 23.8 77.8 70.2 86.0 29.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
32 14 4 19 25 52 42
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 80,322
COMMITMENTS
13,958 44,940 0 58,497 10,814 72,455 55,754 7,867 24,568
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 7,945)
386 6,081 0 6,211 -1,513 6,597 4,568 1,348 3,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 55.9 0.0 72.8 13.5 90.2 69.4 9.8 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 28 0 16 9 22 37
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 63,100
COMMITMENTS
26,899 6,589 0 30,411 50,441 57,310 57,030 5,790 6,070
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -12,477)
-26,544 1,080 -55 15,379 -13,414 -11,220 -12,389 -1,257 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 10.4 0.0 48.2 79.9 90.8 90.4 9.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
36 14 0 16 15 52 29
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 83,729
COMMITMENTS
10,591 31,641 4 53,424 27,988 64,019 59,633 19,710 24,096
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -5,671)
-3,125 -5,120 0 -2,949 -4,497 -6,074 -9,617 403 3,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 37.8 0.0 63.8 33.4 76.5 71.2 23.5 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 16 1 19 13 32 29
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 199,678
COMMITMENTS
20,214 86,855 33 149,883 72,818 170,130 159,706 29,548 39,972
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 23,517)
1,469 2,075 -10 20,378 16,470 21,837 18,535 1,680 4,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 43.5 0.0 75.1 36.5 85.2 80.0 14.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
22 45 2 28 19 51 65
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 144,421
COMMITMENTS
25,238 24,383 763 73,072 68,315 99,073 93,461 45,348 50,960
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 13,423)
-4,865 -928 -482 11,792 9,674 6,445 8,264 6,978 5,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 16.9 0.5 50.6 47.3 68.6 64.7 31.4 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
36 30 7 28 25 67 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
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 10,099
COMMITMENTS
6,208 508 0 2,353 8,421 8,561 8,929 1,538 1,170
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 661)
616 0 0 -146 566 470 566 191 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.5 5.0 0.0 23.3 83.4 84.8 88.4 15.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 0 6 8 11 11
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 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 29,793
COMMITMENTS
8,853 1,847 450 16,713 22,213 26,016 24,510 3,777 5,283
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -11,278)
-752 -940 -910 -6,538 -7,044 -8,200 -8,894 -3,078 -2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 6.2 1.5 56.1 74.6 87.3 82.3 12.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 1 8 11 12 14
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,426,832
COMMITMENTS
920,919 1069474 1123238 5508367 4821193 7552524 7013905 874,308 1412927
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 74,836)
-9,200 -18,257 35,157 76,977 48,389 102,934 65,289 -28,098 9,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 12.7 13.3 65.4 57.2 89.6 83.2 10.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
52 71 91 119 140 218 261
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 644,666
COMMITMENTS
60,722 67,697 1,633 460,210 468,792 522,565 538,122 122,101 106,544
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 9,663)
7,288 1,877 -220 8,156 -2,708 15,224 -1,051 -5,561 10,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 10.5 0.3 71.4 72.7 81.1 83.5 18.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
35 43 13 83 62 128 108
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,050,108
COMMITMENTS
152,417 302,426 12,626 609,636 626,922 774,679 941,974 275,429 108,134
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 66,657)
-44,400 46,414 -5,351 57,967 19,945 8,216 61,008 58,441 5,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 28.8 1.2 58.1 59.7 73.8 89.7 26.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
43 56 16 62 56 114 119
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,943
COMMITMENTS
1,239 688 0 6,808 11,133 8,047 11,821 4,896 1,122
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 151)
48 261 0 1 -145 49 116 102 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 5.3 0.0 52.6 86.0 62.2 91.3 37.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 0 19 15 21 17
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 34,533
COMMITMENTS
6,073 5,888 0 24,513 21,513 30,586 27,401 3,947 7,132
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 125)
-1,568 889 0 883 -1,573 -685 -684 810 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 17.1 0.0 71.0 62.3 88.6 79.3 11.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 6 0 19 20 23 26
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,079
COMMITMENTS
8,104 16,076 0 33,849 38,919 41,953 54,995 22,126 9,084
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 4,410)
777 3,837 -1,004 3,853 2,014 3,626 4,847 784 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 25.1 0.0 52.8 60.7 65.5 85.8 34.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
12 21 0 33 27 45 48
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 412,587
COMMITMENTS
73,884 206,003 2,658 318,105 114,139 394,647 322,800 17,940 89,787
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 65,606)
-25,378 48,974 -413 95,046 7,193 69,255 55,754 -3,649 9,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 49.9 0.6 77.1 27.7 95.7 78.2 4.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
50 69 9 45 36 102 107
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 63,897
COMMITMENTS
19,393 8,331 0 28,198 43,633 47,591 51,964 16,306 11,933
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,769)
549 6,415 0 6,476 -5,331 7,025 1,084 -3,256 2,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 13.0 0.0 44.1 68.3 74.5 81.3 25.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 8 0 11 15 21 23
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,459
COMMITMENTS
743 7,091 0 29,542 22,742 30,285 29,833 4,174 4,626
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 651)
-123 744 0 1,803 17 1,680 761 -1,029 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 20.6 0.0 85.7 66.0 87.9 86.6 12.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
1 17 0 31 27 32 44
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 265,998
COMMITMENTS
13,062 62,886 1,428 243,534 188,430 258,024 252,744 7,974 13,254
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 10,104)
512 6,437 -291 12,785 10,312 13,006 16,458 -2,902 -6,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 23.6 0.5 91.6 70.8 97.0 95.0 3.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
13 52 5 39 47 56 100
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 58,951
COMMITMENTS
17,057 17,449 725 29,373 33,860 47,155 52,034 11,796 6,917
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,174)
-644 -3 -391 2,456 2,402 1,421 2,008 -247 -834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 29.6 1.2 49.8 57.4 80.0 88.3 20.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
28 22 3 20 23 49 47
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,182
COMMITMENTS
10,338 1,511 0 23,146 3,573 33,484 5,084 3,698 32,098
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -2,839)
-247 -559 -145 353 440 -39 -264 -2,800 -2,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 4.1 0.0 62.3 9.6 90.1 13.7 9.9 86.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 2 0 9 8 24 10
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 33,868
COMMITMENTS
1,609 2,114 0 16,584 27,988 18,193 30,102 15,675 3,766
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,017)
0 -605 0 653 653 653 48 364 969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 6.2 0.0 49.0 82.6 53.7 88.9 46.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 11 0 18 27 21 38
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 142,530
COMMITMENTS
66,282 12,036 13,290 26,591 99,784 106,163 125,110 36,367 17,420
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 8,095)
3,399 520 14 553 3,150 3,966 3,684 4,129 4,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 8.4 9.3 18.7 70.0 74.5 87.8 25.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
96 43 27 17 38 122 100
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 107,427
COMMITMENTS
38,505 31,179 11,254 43,435 52,248 93,194 94,681 14,233 12,746
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -4,202)
-4,662 -877 -106 581 -2,190 -4,187 -3,173 -15 -1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 29.0 10.5 40.4 48.6 86.8 88.1 13.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
69 71 42 47 41 146 133
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 362,699
COMMITMENTS
224,424 54,000 30,249 51,648 251,155 306,321 335,404 56,378 27,295
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -8,145)
-9,636 -2,650 1,279 2,097 -11,110 -6,260 -12,481 -1,885 4,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.9 14.9 8.3 14.2 69.2 84.5 92.5 15.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
147 74 29 30 46 195 135
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 13,038
COMMITMENTS
5,336 1,267 1,052 3,417 8,689 9,805 11,008 3,233 2,030
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,391)
146 -176 0 698 1,037 844 861 547 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 9.7 8.1 26.2 66.6 75.2 84.4 24.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
20 3 15 6 6 40 22
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 120,791
COMMITMENTS
54,448 7,459 6,059 45,776 83,756 106,283 97,274 14,508 23,517
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 5,863)
6,605 -442 2,386 3,881 2,637 12,872 4,581 -7,009 1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.1 6.2 5.0 37.9 69.3 88.0 80.5 12.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
61 25 24 54 70 128 107
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,673
COMMITMENTS
10,985 722 822 14,514 25,176 26,321 26,720 9,352 8,953
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,776)
1,134 442 435 -186 929 1,383 1,806 393 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 2.0 2.3 40.7 70.6 73.8 74.9 26.2 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 6 5 18 16 42 24
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 122,932
COMMITMENTS
34,110 22,802 8,684 66,998 84,224 109,792 115,710 13,140 7,222
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 7,275)
8,105 -760 251 162 8,818 8,518 8,309 -1,243 -1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 18.5 7.1 54.5 68.5 89.3 94.1 10.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
82 48 48 46 62 162 136
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,981
COMMITMENTS
12,400 5,243 2,156 9,123 18,999 23,679 26,398 4,302 1,583
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 428)
1,395 386 -5 -1,737 242 -347 623 775 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 18.7 7.7 32.6 67.9 84.6 94.3 15.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
54 20 17 19 17 82 45
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 133,853
COMMITMENTS
29,931 29,927 1,868 93,203 96,615 125,002 128,410 8,851 5,443
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 4,711)
2,737 -176 755 690 5,297 4,182 5,876 529 -1,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 22.4 1.4 69.6 72.2 93.4 95.9 6.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
56 47 13 54 38 116 94
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 475,768
COMMITMENTS
165,611 39,711 29,644 205,379 374,979 400,634 444,334 75,134 31,434
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 19,423)
-5,174 3,677 -416 23,525 21,235 17,935 24,496 1,488 -5,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 8.3 6.2 43.2 78.8 84.2 93.4 15.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
64 30 33 50 52 138 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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 85,868
COMMITMENTS
17,960 16,066 9,755 46,820 51,774 74,535 77,595 11,333 8,273
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,994)
-1,670 -3,711 -1,584 -561 1,730 -3,815 -3,565 1,821 1,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 18.7 11.4 54.5 60.3 86.8 90.4 13.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
88 75 55 90 80 214 182
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,239
COMMITMENTS
17,026 3,343 2,022 966 17,041 20,014 22,406 4,225 1,833
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,551)
3,320 -1,847 -1,184 -191 6,397 1,945 3,366 1,606 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.2 13.8 8.3 4.0 70.3 82.6 92.4 17.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
35 9 2 7 6 43 17
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 175,228
COMMITMENTS
19,689 24,275 22,244 101,093 107,849 143,026 154,368 32,202 20,860
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 2,718)
-671 3,019 1,264 3,665 236 4,258 4,519 -1,540 -1,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 13.9 12.7 57.7 61.5 81.6 88.1 18.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
33 29 39 68 63 120 114
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 556,099
COMMITMENTS
56,364 80,419 187,491 246,450 262,293 490,305 530,203 65,794 25,896
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -803)
-1,033 5,574 245 4,581 -1,222 3,793 4,597 -4,596 -5,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 14.5 33.7 44.3 47.2 88.2 95.3 11.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
54 41 68 92 79 182 154
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,262
COMMITMENTS
8,500 3,848 2,302 80,796 85,016 91,598 91,166 9,664 10,096
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 822)
-762 604 -906 2,788 1,430 1,120 1,128 -298 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 3.8 2.3 79.8 84.0 90.5 90.0 9.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 4 25 26 30 31
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,219
COMMITMENTS
5,899 8,332 0 42,845 39,591 48,744 47,923 6,475 7,296
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 15.1 0.0 77.6 71.7 88.3 86.8 11.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 0 13 14 15 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,209
COMMITMENTS
2 20,600 1,549 62,190 45,573 63,741 67,722 6,468 2,487
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,828)
0 -1,306 -699 1,855 4,479 1,156 2,474 672 -646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 29.3 2.2 88.6 64.9 90.8 96.5 9.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 4 18 18 22 22
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,256
COMMITMENTS
25,249 11,246 2,798 34,380 49,297 62,427 63,341 7,829 6,915
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 2,078)
3,180 -1,680 -1,042 -314 3,960 1,824 1,238 254 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 16.0 4.0 48.9 70.2 88.9 90.2 11.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 5 3 16 16 20 22
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,890
COMMITMENTS
0 4,612 1,327 60,316 48,448 61,643 54,387 2,247 9,503
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 849)
0 -1,293 990 344 1,237 1,334 934 -485 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.2 2.1 94.4 75.8 96.5 85.1 3.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 18 17 19
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,528
COMMITMENTS
0 8,846 2,628 55,229 46,137 57,857 57,611 7,671 7,917
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 923)
0 -1,696 1,426 -24 1,068 1,402 798 -479 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.5 4.0 84.3 70.4 88.3 87.9 11.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 13 22 15
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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,901
COMMITMENTS
0 2,241 440 37,211 38,688 37,651 41,369 8,250 4,532
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 2,050)
0 308 278 1,772 1,464 2,050 2,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.9 1.0 81.1 84.3 82.0 90.1 18.0 9.9
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 10/11/05 |
--------------------------------------------------------------| 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,843
COMMITMENTS
6,041 1,398 5,974 37,248 43,861 49,263 51,233 8,580 6,610
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 802)
-1,510 0 1,510 -233 -560 -233 950 1,035 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 2.4 10.3 64.4 75.8 85.2 88.6 14.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 16 19 19 23
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,364,215
COMMITMENTS
342,387 82,661 248,590 750,274 1018096 1341251 1349347 22,964 14,868
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 63,973)
-5,699 5,404 26,347 39,326 28,499 59,974 60,250 3,999 3,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 6.1 18.2 55.0 74.6 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
28 12 34 87 78 125 114
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 250,677
COMMITMENTS
70,626 71,969 56,342 120,230 120,366 247,198 248,677 3,479 2,000
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 20,980)
1,819 19,835 896 18,115 172 20,830 20,903 150 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 28.7 22.5 48.0 48.0 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 9 15 27 26 45 42
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 76,100
COMMITMENTS
27,610 10,460 10,062 38,220 55,138 75,892 75,660 208 440
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -183)
1,500 1,400 -620 -463 -1,243 417 -463 -600 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 13.7 13.2 50.2 72.5 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 6 9 35 40 45 49
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,598
COMMITMENTS
5,185 4,848 2,518 19,789 19,617 27,492 26,983 106 615
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 568)
1,484 -40 40 -1,062 462 462 462 106 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 17.6 9.1 71.7 71.1 99.6 97.8 0.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 6 20 23 27 29
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,243
COMMITMENTS
743 3,295 2,454 6,046 3,494 9,243 9,243 0 0
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 445)
59 689 4 382 -248 445 445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 35.6 26.5 65.4 37.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 3 14 9 19 13
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,530
COMMITMENTS
2,900 3,868 1,972 12,238 11,430 17,110 17,270 420 260
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -60)
-240 -120 120 20 -10 -100 -10 40 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 22.1 11.2 69.8 65.2 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 7 20 21 27 28
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,366
COMMITMENTS
11,360 120 1,530 10,618 22,424 23,508 24,074 858 292
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 90)
-50 0 50 260 0 260 50 -170 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 0.5 6.3 43.6 92.0 96.5 98.8 3.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 22 25 25 28
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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,656
COMMITMENTS
1,630 120 820 6,902 8,616 9,352 9,556 304 100
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 510)
-310 0 0 540 690 230 690 280 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 1.2 8.5 71.5 89.2 96.9 99.0 3.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 16 11 18 14
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 860,139
COMMITMENTS
123,903 150,021 133,867 549,911 503,139 807,681 787,027 52,458 73,112
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 7,770)
17,028 2,576 -8,261 4,099 17,286 12,866 11,601 -5,096 -3,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 17.4 15.6 63.9 58.5 93.9 91.5 6.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
55 95 92 79 80 195 211
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,255
COMMITMENTS
9,073 2,463 165 1,431 10,164 10,669 12,792 2,586 463
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 139)
443 -505 -15 31 628 459 108 -320 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.4 18.6 1.2 10.8 76.7 80.5 96.5 19.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
63 10 3 11 27 76 40
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,560
COMMITMENTS
9,361 536 12 848 10,670 10,221 11,218 2,339 1,342
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -895)
-975 -19 0 295 -842 -680 -861 -215 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.5 4.3 0.1 6.8 85.0 81.4 89.3 18.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
27 5 1 12 20 39 26
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 133,768
COMMITMENTS
27,635 3,897 10,977 82,743 109,508 121,355 124,382 12,413 9,386
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,040)
1,367 1,492 -1,331 1,337 -329 1,373 -168 -2,413 -872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 2.9 8.2 61.9 81.9 90.7 93.0 9.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
48 13 33 62 74 121 111
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
Updated October 28, 2005