WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 305,362
COMMITMENTS
52,061 91,832 46,040 180,937 126,382 279,038 264,254 26,324 41,108
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 6,605)
2,465 11,504 -427 1,060 -5,220 3,098 5,857 3,507 748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 30.1 15.1 59.3 41.4 91.4 86.5 8.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
67 130 92 46 65 184 242
WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 298,757
COMMITMENTS
49,596 80,328 46,467 179,877 131,602 275,940 258,397 22,817 40,360
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 5,106)
-2,656 13,864 1,387 8,089 -9,067 6,820 6,184 -1,714 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 26.9 15.6 60.2 44.0 92.4 86.5 7.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
61 114 80 46 64 173 216
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 859,864
COMMITMENTS
160,732 167,782 88,622 460,611 404,104 709,965 660,508 149,899 199,356
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 32,556)
9,208 1,719 3,100 8,582 20,247 20,890 25,066 11,666 7,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 19.5 10.3 53.6 47.0 82.6 76.8 17.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
148 125 121 187 191 408 396
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 827,308
COMMITMENTS
151,524 166,063 85,522 452,029 383,857 689,075 635,442 138,233 191,866
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 30,173)
-305 3,627 21,060 12,496 10,111 33,251 34,798 -3,078 -4,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 20.1 10.3 54.6 46.4 83.3 76.8 16.7 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561)
145 130 119 184 188 404 394
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,544
COMMITMENTS
2,966 220 92 1,015 5,145 4,073 5,457 2,471 1,087
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -739)
-884 -97 75 118 -464 -691 -486 -48 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 3.4 1.4 15.5 78.6 62.2 83.4 37.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 4 3 12 13 26 18
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,283
COMMITMENTS
3,850 317 17 897 5,609 4,764 5,943 2,519 1,340
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 386)
307 -31 -27 4 304 284 246 102 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.9 4.4 0.2 12.3 77.0 65.4 81.6 34.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 4 2 9 13 27 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 274,636
COMMITMENTS
47,813 44,732 28,221 156,209 129,813 232,243 202,766 42,393 71,870
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -14,595)
3,664 1,545 -657 -8,639 -6,454 -5,632 -5,566 -8,963 -9,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 16.3 10.3 56.9 47.3 84.6 73.8 15.4 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
68 97 72 85 104 205 242
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 289,231
COMMITMENTS
44,149 43,187 28,878 164,848 136,267 237,875 208,332 51,356 80,899
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -9,560)
-16,676 -5,868 -3,783 8,071 -1,416 -12,388 -11,067 2,828 1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 14.9 10.0 57.0 47.1 82.2 72.0 17.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
58 93 78 93 102 210 234
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 171,539
COMMITMENTS
39,881 12,959 23,403 83,329 118,827 146,613 155,189 24,926 16,350
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 2,738)
-2,171 4,023 -187 5,399 -4,900 3,041 -1,064 -303 3,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 7.6 13.6 48.6 69.3 85.5 90.5 14.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
40 29 44 48 51 119 110
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 168,801
COMMITMENTS
42,052 8,936 23,590 77,930 123,727 143,572 156,253 25,229 12,548
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,877)
-1,511 -626 1,723 1,248 -1,927 1,460 -830 -3,337 -1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 5.3 14.0 46.2 73.3 85.1 92.6 14.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
48 19 35 45 51 115 98
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 601,814
COMMITMENTS
85,173 142,346 9,354 395,943 291,736 490,470 443,436 111,344 158,378
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 6,180)
-33 22,665 1,396 5,170 1,653 6,533 25,714 -353 -19,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 23.7 1.6 65.8 48.5 81.5 73.7 18.5 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
21 41 26 63 70 98 123
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 595,634
COMMITMENTS
85,206 119,681 7,958 390,773 290,083 483,937 417,722 111,697 177,912
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,351)
-7,676 -783 3,934 4,441 -2,286 699 865 652 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 20.1 1.3 65.6 48.7 81.2 70.1 18.8 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
23 36 23 62 69 99 114
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 140,900
COMMITMENTS
18,878 22,158 16,241 77,636 78,216 112,755 116,615 28,145 24,285
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 2,179)
31 1,056 1,442 5,138 1,088 6,611 3,586 -4,432 -1,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 15.7 11.5 55.1 55.5 80.0 82.8 20.0 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
32 39 35 45 44 102 105
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 138,721
COMMITMENTS
18,847 21,102 14,799 72,498 77,128 106,144 113,029 32,577 25,692
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 3,289)
-1,714 2,381 -289 1,263 -738 -740 1,354 4,029 1,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 15.2 10.7 52.3 55.6 76.5 81.5 23.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
28 36 30 43 42 91 100
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,490
COMMITMENTS
2,684 577 883 2,438 4,935 6,005 6,395 1,485 1,095
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 70)
190 -161 82 -64 316 208 237 -138 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 7.7 11.8 32.6 65.9 80.2 85.4 19.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 6 5 14 16 29 25
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,420
COMMITMENTS
2,494 738 801 2,502 4,619 5,797 6,158 1,623 1,262
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -54)
-130 15 -102 188 -177 -44 -264 -10 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 9.9 10.8 33.7 62.3 78.1 83.0 21.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 5 6 14 15 30 23
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 356,104
COMMITMENTS
95,091 91,571 2,006 187,188 155,358 284,285 248,935 71,819 107,169
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -16,212)
-6,370 -5,706 -91 -6,470 -10,279 -12,931 -16,076 -3,281 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 25.7 0.6 52.6 43.6 79.8 69.9 20.2 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
24 26 5 45 48 71 77
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 372,316
COMMITMENTS
101,461 97,277 2,097 193,658 165,637 297,216 265,011 75,100 107,305
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 17,236)
7,897 10,900 45 4,287 -1,692 12,229 9,253 5,007 7,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 26.1 0.6 52.0 44.5 79.8 71.2 20.2 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
23 26 5 46 49 71 78
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,746,486
COMMITMENTS
351,198 417,725 45,576 1108157 878,868 1504931 1342169 241,555 404,317
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 17,105)
1,603 -15,188 8,901 6,452 16,305 16,956 10,018 149 7,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 23.9 2.6 63.5 50.3 86.2 76.8 13.8 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
58 59 35 84 104 157 183
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,729,381
COMMITMENTS
349,595 432,913 36,675 1101705 862,563 1487975 1332151 241,406 397,230
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 51,150)
-53,192 67,336 3,796 81,436 -29,411 32,040 41,721 19,110 9,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 25.0 2.1 63.7 49.9 86.0 77.0 14.0 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
58 60 31 90 102 158 183
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,444,095
COMMITMENTS
253,885 463,738 40,257 1013798 634,536 1307940 1138531 136,155 305,564
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 34,446)
-5,294 2,534 12,430 24,032 19,472 31,168 34,436 3,278 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 32.1 2.8 70.2 43.9 90.6 78.8 9.4 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
41 45 23 67 70 115 131
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,409,649
COMMITMENTS
259,179 461,204 27,827 989,766 615,064 1276772 1104095 132,877 305,554
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 56,470)
4,948 37,345 1,818 51,481 267 58,247 39,430 -1,777 17,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 32.7 2.0 70.2 43.6 90.6 78.3 9.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
43 45 28 65 67 116 132
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 436,192
COMMITMENTS
155,128 104,779 50,692 195,984 245,708 401,804 401,179 34,388 35,013
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -16,536)
-1,618 -600 -14,579 10,122 -225 -6,075 -15,404 -10,461 -1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 24.0 11.6 44.9 56.3 92.1 92.0 7.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
37 27 36 51 50 109 93
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 452,728
COMMITMENTS
156,746 105,379 65,271 185,862 245,933 407,879 416,583 44,849 36,145
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 29,701)
17,996 89 5,064 4,275 22,947 27,335 28,100 2,366 1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 23.3 14.4 41.1 54.3 90.1 92.0 9.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
35 28 31 54 50 109 90
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,620
COMMITMENTS
5,130 8,498 0 26,014 17,327 31,144 25,825 6,476 11,795
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -230)
289 -487 -12 234 120 511 -379 -741 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 22.6 0.0 69.1 46.1 82.8 68.6 17.2 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 13 0 19 11 31 24
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,850
COMMITMENTS
4,841 8,985 12 25,780 17,207 30,633 26,204 7,217 11,646
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,572)
-1,039 1,845 10 2,194 -599 1,165 1,256 407 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 23.7 0.0 68.1 45.5 80.9 69.2 19.1 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 13 1 19 10 30 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 71,636
COMMITMENTS
28,742 27,057 614 23,281 35,326 52,637 62,997 18,999 8,639
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 4,685)
369 -180 75 2,513 6,847 2,957 6,742 1,728 -2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 37.8 0.9 32.5 49.3 73.5 87.9 26.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
29 23 4 21 15 53 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,951
COMMITMENTS
28,373 27,237 539 20,768 28,479 49,680 56,255 17,271 10,696
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -2,731)
625 -8,098 -89 -2,018 5,336 -1,482 -2,851 -1,249 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 40.7 0.8 31.0 42.5 74.2 84.0 25.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
25 20 4 20 12 46 35
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 32,729
COMMITMENTS
6,822 3,536 56 25,443 28,407 32,321 31,999 408 730
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -669)
43 80 -6 -736 -710 -699 -636 30 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 10.8 0.2 77.7 86.8 98.8 97.8 1.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 13 3 16 21 25 35
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,398
COMMITMENTS
6,779 3,456 62 26,179 29,117 33,020 32,635 378 763
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,531)
-1,895 -144 0 394 -1,454 -1,501 -1,598 -30 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 10.3 0.2 78.4 87.2 98.9 97.7 1.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 12 3 17 21 26 34
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,781
COMMITMENTS
879 2,457 497 13,866 9,574 15,242 12,528 5,539 8,253
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 779)
218 13 32 683 280 933 325 -154 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 11.8 2.4 66.7 46.1 73.3 60.3 26.7 39.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 8 8 16 13 26 23
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,002
COMMITMENTS
661 2,444 465 13,183 9,294 14,309 12,203 5,693 7,799
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 240)
257 17 -28 47 100 276 89 -36 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 12.2 2.3 65.9 46.5 71.5 61.0 28.5 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 8 8 17 13 27 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 113,354
COMMITMENTS
22,840 23,866 25,815 49,247 33,569 97,902 83,250 15,452 30,104
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 943)
-674 114 856 407 491 589 1,461 354 -518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 21.1 22.8 43.4 29.6 86.4 73.4 13.6 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
42 48 61 27 40 122 117
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 112,411
COMMITMENTS
23,514 23,752 24,959 48,840 33,078 97,313 81,789 15,098 30,622
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 2,285)
-63 3,326 -114 1,936 -595 1,759 2,617 526 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 21.1 22.2 43.4 29.4 86.6 72.8 13.4 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
47 48 59 25 37 117 114
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,411
COMMITMENTS
389 369 119 301 129 809 617 602 794
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 57)
-128 -23 62 85 -3 19 36 38 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 26.2 8.4 21.3 9.1 57.3 43.7 42.7 56.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 8 4 3 3 13 14
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,354
COMMITMENTS
517 392 57 216 132 790 581 564 773
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -79)
-162 -107 6 50 4 -106 -97 27 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 29.0 4.2 16.0 9.7 58.3 42.9 41.7 57.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 10 2 4 4 14 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 168,060
COMMITMENTS
51,425 16,782 24,876 72,303 79,170 148,604 120,828 19,456 47,232
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -272)
-1,849 495 33 899 -1,194 -917 -666 645 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 10.0 14.8 43.0 47.1 88.4 71.9 11.6 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
70 47 53 65 111 174 182
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 168,332
COMMITMENTS
53,274 16,287 24,843 71,404 80,364 149,521 121,494 18,811 46,838
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 3,209)
2,234 -110 1,320 -16 1,872 3,538 3,082 -329 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 9.7 14.8 42.4 47.7 88.8 72.2 11.2 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
71 54 57 64 115 178 191
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,679
COMMITMENTS
1,470 555 150 563 1,485 2,183 2,190 1,496 1,489
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -135)
502 -208 -61 -248 214 193 -55 -328 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 15.1 4.1 15.3 40.4 59.3 59.5 40.7 40.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
20 11 7 7 18 31 32
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,814
COMMITMENTS
968 763 211 811 1,271 1,990 2,245 1,824 1,569
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -82)
-80 -212 73 -27 179 -34 40 -48 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 20.0 5.5 21.3 33.3 52.2 58.9 47.8 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 16 6 14 18 30 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,532
COMMITMENTS
11,163 3,373 3,790 7,716 7,804 22,669 14,967 4,863 12,565
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 253)
-563 -191 886 280 13 603 708 -350 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 12.3 13.8 28.0 28.3 82.3 54.4 17.7 45.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
42 23 20 33 49 92 80
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,279
COMMITMENTS
11,726 3,564 2,904 7,436 7,791 22,066 14,259 5,213 13,020
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -200)
-408 561 -237 186 -333 -459 -9 259 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 13.1 10.6 27.3 28.6 80.9 52.3 19.1 47.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
45 19 20 38 45 98 73
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 108,226
COMMITMENTS
44,435 7,275 792 30,161 82,796 75,388 90,863 32,838 17,363
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 3,601)
586 371 -1 2,429 2,851 3,014 3,221 587 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 6.7 0.7 27.9 76.5 69.7 84.0 30.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
28 13 6 21 23 52 39
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 104,625
COMMITMENTS
43,849 6,904 793 27,732 79,945 72,374 87,642 32,251 16,983
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -7,729)
-7,410 -1,543 12 937 -7,450 -6,461 -8,981 -1,268 1,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 6.6 0.8 26.5 76.4 69.2 83.8 30.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
29 14 5 19 24 50 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 69,574
COMMITMENTS
13,637 35,416 55 47,185 11,374 60,877 46,845 8,697 22,729
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 2,810)
823 1,759 -301 2,379 -1,809 2,901 -351 -91 3,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 50.9 0.1 67.8 16.3 87.5 67.3 12.5 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 20 1 18 9 24 30
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 66,764
COMMITMENTS
12,814 33,657 356 44,806 13,183 57,976 47,196 8,788 19,568
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -13,558)
-1,144 -11,283 356 -13,691 2,369 -14,479 -8,558 921 -5,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 50.4 0.5 67.1 19.7 86.8 70.7 13.2 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 25 3 15 9 24 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 69,890
COMMITMENTS
49,052 5,131 0 14,604 60,275 63,656 65,406 6,234 4,484
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 5,561)
22,333 -6,917 -20 -16,471 13,428 5,842 6,491 -281 -930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.2 7.3 0.0 20.9 86.2 91.1 93.6 8.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
45 9 0 15 17 60 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 64,329
COMMITMENTS
26,719 12,048 20 31,075 46,847 57,814 58,915 6,515 5,414
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,229)
-180 5,459 20 664 -3,594 504 1,885 725 -656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 18.7 0.0 48.3 72.8 89.9 91.6 10.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
35 18 1 13 16 49 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 69,583
COMMITMENTS
9,163 23,472 6 44,419 27,284 53,588 50,762 15,995 18,821
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -4,703)
-3,378 -3,110 -174 117 -1,847 -3,435 -5,131 -1,268 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 33.7 0.0 63.8 39.2 77.0 73.0 23.0 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 16 2 22 11 33 27
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 74,286
COMMITMENTS
12,541 26,582 180 44,302 29,131 57,023 55,893 17,263 18,393
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -9,443)
1,950 -5,059 176 -9,122 1,143 -6,996 -3,740 -2,447 -5,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 35.8 0.2 59.6 39.2 76.8 75.2 23.2 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 17 3 21 15 35 32
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 195,803
COMMITMENTS
19,862 86,164 75 150,226 74,757 170,163 160,996 25,640 34,807
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 585)
-236 -616 -25 2,351 -1,877 2,090 -2,518 -1,505 3,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 44.0 0.0 76.7 38.2 86.9 82.2 13.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
22 44 4 29 18 52 65
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 195,218
COMMITMENTS
20,098 86,780 100 147,875 76,634 168,073 163,514 27,145 31,704
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -4,460)
-116 -75 67 -2,008 3,816 -2,057 3,808 -2,403 -8,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 44.5 0.1 75.7 39.3 86.1 83.8 13.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
23 46 5 29 19 54 68
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 144,306
COMMITMENTS
26,432 19,434 918 73,569 75,190 100,919 95,542 43,387 48,764
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -6,937)
5,638 -3,918 -754 -4,243 4,749 641 77 -7,578 -7,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 13.5 0.6 51.0 52.1 69.9 66.2 30.1 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
37 23 7 26 26 65 55
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 151,243
COMMITMENTS
20,794 23,352 1,672 77,812 70,441 100,278 95,465 50,965 55,778
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 6,822)
-4,444 -1,031 909 4,740 2,126 1,205 2,004 5,617 4,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 15.4 1.1 51.4 46.6 66.3 63.1 33.7 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
32 27 6 30 26 63 59
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 39,943
COMMITMENTS
9,061 721 500 27,201 33,078 36,762 34,299 3,181 5,644
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,290)
115 0 50 2,718 1,043 2,883 1,093 -1,593 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 1.8 1.3 68.1 82.8 92.0 85.9 8.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 1 12 14 16 16
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 38,653
COMMITMENTS
8,946 721 450 24,483 32,035 33,879 33,206 4,774 5,447
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 8,860)
93 -1,126 0 7,770 9,822 7,863 8,696 997 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 1.9 1.2 63.3 82.9 87.6 85.9 12.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 1 10 13 14 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,897,347
COMMITMENTS
918,705 1107938 1248132 5799593 5034515 7966430 7390585 930,917 1506762
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 210,507)
46,072 43,002 93,253 73,160 34,085 212,485 170,340 -1,978 40,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 12.5 14.0 65.2 56.6 89.5 83.1 10.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
63 63 92 122 140 226 263
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,686,840
COMMITMENTS
872,633 1064936 1154879 5726433 5000430 7753945 7220245 932,895 1466595
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 260,008)
-48,286 -4,538 31,641 218,066 179,237 201,421 206,340 58,587 53,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 12.3 13.3 65.9 57.6 89.3 83.1 10.7 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
51 70 89 123 143 223 262
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 651,988
COMMITMENTS
58,443 70,304 3,507 469,850 467,449 531,800 541,260 120,188 110,728
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -1,060)
-1,321 1,125 1,907 2,970 555 3,556 3,587 -4,616 -4,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 10.8 0.5 72.1 71.7 81.6 83.0 18.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
37 38 13 87 63 130 108
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 653,048
COMMITMENTS
59,764 69,179 1,600 466,880 466,894 528,244 537,673 124,804 115,375
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 8,382)
-958 1,482 -33 6,670 -1,898 5,679 -449 2,703 8,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 10.6 0.2 71.5 71.5 80.9 82.3 19.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
37 35 12 83 59 126 100
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,107,973
COMMITMENTS
161,135 307,586 19,482 609,982 659,513 790,599 986,581 317,374 121,392
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -11,127)
20,539 -55,131 8,107 -44,543 48,376 -15,897 1,352 4,770 -12,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 27.8 1.8 55.1 59.5 71.4 89.0 28.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
49 54 15 60 57 118 117
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,119,100
COMMITMENTS
140,596 362,717 11,375 654,525 611,137 806,496 985,229 312,604 133,871
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 68,992)
-11,821 60,291 -1,251 44,889 -15,785 31,817 43,255 37,175 25,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 32.4 1.0 58.5 54.6 72.1 88.0 27.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
44 58 18 62 60 116 126
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,103
COMMITMENTS
1,323 661 0 6,458 11,221 7,781 11,882 5,322 1,221
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 165)
81 0 0 -349 88 -268 88 433 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 5.0 0.0 49.3 85.6 59.4 90.7 40.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 0 17 15 19 17
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,938
COMMITMENTS
1,242 661 0 6,807 11,133 8,049 11,794 4,889 1,144
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -5)
3 -27 0 -1 0 2 -27 -7 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 5.1 0.0 52.6 86.0 62.2 91.2 37.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 0 19 15 21 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 37,979
COMMITMENTS
6,810 9,825 0 26,056 19,709 32,866 29,534 5,113 8,445
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 2,637)
511 3,503 0 1,099 -1,880 1,610 1,623 1,027 1,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 25.9 0.0 68.6 51.9 86.5 77.8 13.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 7 0 19 15 23 22
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 35,342
COMMITMENTS
6,299 6,322 0 24,957 21,589 31,256 27,911 4,086 7,431
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 809)
226 434 0 444 76 670 510 139 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 17.9 0.0 70.6 61.1 88.4 79.0 11.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 6 0 18 17 22 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,439
COMMITMENTS
8,818 13,591 0 33,559 39,692 42,377 53,283 20,062 9,156
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -451)
-193 437 -754 167 412 -780 95 329 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 21.8 0.0 53.7 63.6 67.9 85.3 32.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
12 17 0 33 25 45 42
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,890
COMMITMENTS
9,011 13,154 754 33,392 39,280 43,157 53,188 19,733 9,702
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,189)
907 -2,922 754 -457 361 1,204 -1,807 -2,393 618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 20.9 1.2 53.1 62.5 68.6 84.6 31.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 18 2 33 24 46 43
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 375,609
COMMITMENTS
68,630 138,627 11,341 276,807 145,832 356,778 295,800 18,831 79,809
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -27,938)
-2,305 -46,586 1,766 -28,109 11,838 -28,648 -32,982 710 5,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 36.9 3.0 73.7 38.8 95.0 78.8 5.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
59 72 12 43 37 110 113
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 403,547
COMMITMENTS
70,935 185,213 9,575 304,916 133,994 385,426 328,782 18,121 74,765
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -9,040)
-2,949 -20,790 6,917 -13,189 19,855 -9,221 5,982 181 -15,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 45.9 2.4 75.6 33.2 95.5 81.5 4.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
46 88 9 45 38 99 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,243
COMMITMENTS
14,623 10,587 0 31,931 38,432 46,554 49,019 14,689 12,224
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,410)
-939 2,939 0 4,681 -2,723 3,742 216 -2,332 1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 17.3 0.0 52.1 62.8 76.0 80.0 24.0 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 8 0 12 15 21 23
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 59,833
COMMITMENTS
15,562 7,648 0 27,250 41,155 42,812 48,803 17,021 11,030
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -4,064)
-3,831 -683 0 -948 -2,478 -4,779 -3,161 715 -903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 12.8 0.0 45.5 68.8 71.6 81.6 28.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 6 0 11 15 21 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,941
COMMITMENTS
900 6,427 0 31,395 23,650 32,295 30,077 3,646 5,864
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 508)
48 -660 0 272 888 320 228 188 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 17.9 0.0 87.4 65.8 89.9 83.7 10.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
2 15 0 33 29 35 44
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,433
COMMITMENTS
852 7,087 0 31,123 22,762 31,975 29,849 3,458 5,584
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 974)
109 -4 0 1,581 20 1,690 16 -716 958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 20.0 0.0 87.8 64.2 90.2 84.2 9.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
2 16 0 32 27 34 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 286,803
COMMITMENTS
13,484 62,320 2,747 255,089 211,554 271,320 276,621 15,483 10,182
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 4,617)
-140 -7,614 1,355 -559 11,855 656 5,596 3,961 -979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 21.7 1.0 88.9 73.8 94.6 96.4 5.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
16 53 8 38 47 60 102
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 282,186
COMMITMENTS
13,624 69,934 1,392 255,648 199,699 270,664 271,025 11,522 11,161
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 16,188)
562 7,048 -36 12,114 11,269 12,640 18,281 3,548 -2,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 24.8 0.5 90.6 70.8 95.9 96.0 4.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
15 52 6 41 49 60 103
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 59,019
COMMITMENTS
18,288 17,248 422 28,495 35,398 47,205 53,068 11,814 5,951
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 927)
1,830 -82 -208 173 2,000 1,795 1,710 -868 -783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 29.2 0.7 48.3 60.0 80.0 89.9 20.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
29 21 3 20 23 49 47
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 58,092
COMMITMENTS
16,458 17,330 630 28,322 33,398 45,410 51,358 12,682 6,734
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -859)
-599 -119 -95 -1,051 -462 -1,745 -676 886 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 29.8 1.1 48.8 57.5 78.2 88.4 21.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
26 20 3 22 23 49 45
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,407
COMMITMENTS
11,664 1,597 4 23,126 5,720 34,794 7,321 4,613 32,086
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 3,261)
1,679 66 4 1,535 1,137 3,218 1,207 43 2,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 4.1 0.0 58.7 14.5 88.3 18.6 11.7 81.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 4 1 10 8 26 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,146
COMMITMENTS
9,985 1,531 0 21,591 4,583 31,576 6,114 4,570 30,032
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,036)
-353 20 0 -1,555 1,010 -1,908 1,030 872 -2,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 4.2 0.0 59.7 12.7 87.4 16.9 12.6 83.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 2 0 9 10 21 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 37,484
COMMITMENTS
1,609 1,738 129 18,337 29,521 20,075 31,388 17,409 6,096
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,920)
0 -356 129 1,250 789 1,379 562 541 1,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 4.6 0.3 48.9 78.8 53.6 83.7 46.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 9 1 18 26 22 35
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,564
COMMITMENTS
1,609 2,094 0 17,087 28,732 18,696 30,826 16,868 4,738
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,696)
0 -20 0 503 744 503 724 1,193 972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 5.9 0.0 48.0 80.8 52.6 86.7 47.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 9 0 18 26 21 35
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 137,967
COMMITMENTS
60,685 9,137 15,919 28,578 100,970 105,182 126,026 32,785 11,941
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -993)
-5,571 -2,998 1,602 2,677 -447 -1,292 -1,843 299 850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 6.6 11.5 20.7 73.2 76.2 91.3 23.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
92 32 31 16 39 115 98
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 138,960
COMMITMENTS
66,256 12,135 14,317 25,901 101,417 106,474 127,869 32,486 11,091
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -3,570)
-26 99 1,027 -690 1,633 311 2,759 -3,881 -6,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 8.7 10.3 18.6 73.0 76.6 92.0 23.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
101 40 29 17 37 124 102
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 105,650
COMMITMENTS
31,733 28,506 14,260 45,842 48,892 91,835 91,658 13,815 13,992
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 3,138)
71 -1,925 3,181 1,159 2,015 4,411 3,271 -1,273 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 27.0 13.5 43.4 46.3 86.9 86.8 13.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
68 76 50 43 37 149 137
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 102,512
COMMITMENTS
31,662 30,431 11,079 44,683 46,877 87,424 88,387 15,088 14,125
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -4,915)
-6,843 -748 -175 1,248 -5,371 -5,770 -6,294 855 1,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 29.7 10.8 43.6 45.7 85.3 86.2 14.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
69 67 43 46 38 147 127
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 334,470
COMMITMENTS
180,554 49,986 30,031 69,529 229,860 280,114 309,877 54,356 24,593
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -4,918)
-26,255 -3,471 -229 15,215 -5,245 -11,269 -8,945 6,351 4,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 14.9 9.0 20.8 68.7 83.7 92.6 16.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
129 68 31 33 40 180 125
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 339,388
COMMITMENTS
206,809 53,457 30,260 54,314 235,105 291,383 318,822 48,005 20,566
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -23,311)
-17,615 -543 11 2,666 -16,050 -14,938 -16,582 -8,373 -6,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.9 15.8 8.9 16.0 69.3 85.9 93.9 14.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
145 77 36 28 43 193 141
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,390
COMMITMENTS
5,241 1,252 917 3,705 8,341 9,863 10,510 2,527 1,880
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 476)
57 -39 -47 120 65 130 -21 346 497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 10.1 7.4 29.9 67.3 79.6 84.8 20.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 4 13 7 7 37 21
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,914
COMMITMENTS
5,184 1,291 964 3,585 8,276 9,733 10,531 2,181 1,383
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,124)
-152 24 -88 168 -413 -72 -477 -1,052 -647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 10.8 8.1 30.1 69.5 81.7 88.4 18.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 4 15 7 6 39 22
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 126,404
COMMITMENTS
52,487 6,229 8,668 49,469 86,236 110,624 101,133 15,780 25,271
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,752)
154 -503 1,383 -1,566 17 -29 897 1,781 855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 4.9 6.9 39.1 68.2 87.5 80.0 12.5 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
69 22 31 56 60 135 105
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 124,652
COMMITMENTS
52,333 6,732 7,285 51,035 86,219 110,653 100,236 13,999 24,416
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 3,861)
-2,115 -727 1,226 5,259 2,463 4,370 2,962 -509 899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 5.4 5.8 40.9 69.2 88.8 80.4 11.2 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
67 25 34 56 68 137 115
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 36,263
COMMITMENTS
9,642 60 883 16,741 27,353 27,266 28,296 8,997 7,967
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -17)
-537 -100 -193 843 1,348 113 1,055 -130 -1,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 0.2 2.4 46.2 75.4 75.2 78.0 24.8 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 2 8 21 20 44 28
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 36,280
COMMITMENTS
10,179 160 1,076 15,898 26,005 27,153 27,241 9,127 9,039
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 607)
-806 -562 254 1,384 829 832 521 -225 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 0.4 3.0 43.8 71.7 74.8 75.1 25.2 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
21 2 6 20 17 43 23
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 116,387
COMMITMENTS
24,917 24,994 7,455 70,759 74,888 103,131 107,337 13,256 9,050
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -6,432)
-6,216 1,948 -252 2,554 -8,151 -3,914 -6,455 -2,518 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 21.5 6.4 60.8 64.3 88.6 92.2 11.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
64 56 46 59 61 157 140
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 122,819
COMMITMENTS
31,133 23,046 7,707 68,205 83,039 107,045 113,792 15,774 9,027
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -113)
-2,977 244 -977 1,207 -1,185 -2,747 -1,918 2,634 1,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 18.8 6.3 55.5 67.6 87.2 92.7 12.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
81 50 49 50 65 169 138
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,344
COMMITMENTS
15,324 3,595 3,017 10,455 23,251 28,796 29,863 3,548 2,481
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,288)
1,545 -24 -690 946 1,418 1,801 704 -513 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 11.1 9.3 32.3 71.9 89.0 92.3 11.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
60 24 21 20 20 93 54
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,056
COMMITMENTS
13,779 3,619 3,707 9,509 21,833 26,995 29,159 4,061 1,897
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 3,075)
1,379 -1,624 1,551 386 2,834 3,316 2,761 -241 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 11.7 11.9 30.6 70.3 86.9 93.9 13.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
63 23 26 20 20 97 57
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 146,129
COMMITMENTS
30,840 32,218 2,990 102,163 103,891 135,993 139,099 10,136 7,030
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 9,908)
-295 -159 1,633 8,050 7,850 9,388 9,324 520 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 22.0 2.0 69.9 71.1 93.1 95.2 6.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
50 50 15 52 37 109 98
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 136,221
COMMITMENTS
31,135 32,377 1,357 94,113 96,041 126,605 129,775 9,616 6,446
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 2,368)
1,204 2,450 -511 910 -574 1,603 1,365 765 1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 23.8 1.0 69.1 70.5 92.9 95.3 7.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
57 48 9 55 38 115 93
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 460,599
COMMITMENTS
147,414 31,696 33,962 214,568 357,341 395,944 422,999 64,655 37,600
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -12,063)
-19,936 -5,942 2,795 10,720 -14,205 -6,421 -17,352 -5,642 5,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 6.9 7.4 46.6 77.6 86.0 91.8 14.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
66 25 32 55 55 139 96
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 472,662
COMMITMENTS
167,350 37,638 31,167 203,848 371,546 402,365 440,351 70,297 32,311
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -3,106)
1,739 -2,073 1,523 -1,531 -3,433 1,731 -3,983 -4,837 877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 8.0 6.6 43.1 78.6 85.1 93.2 14.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
67 30 31 55 56 144 97
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 83,960
COMMITMENTS
18,780 14,589 10,322 47,298 54,473 76,400 79,384 7,560 4,576
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -852)
-701 -633 435 634 84 368 -114 -1,220 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 17.4 12.3 56.3 64.9 91.0 94.5 9.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
87 70 52 89 81 207 184
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 84,812
COMMITMENTS
19,481 15,222 9,887 46,664 54,389 76,032 79,498 8,780 5,314
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,056)
1,521 -844 132 -156 2,615 1,497 1,903 -2,553 -2,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 17.9 11.7 55.0 64.1 89.6 93.7 10.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
84 79 56 85 78 211 180
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 33,202
COMMITMENTS
26,542 2,857 2,240 1,548 25,938 30,330 31,035 2,872 2,167
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -848)
-1,264 -716 52 238 -690 -974 -1,354 126 506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.9 8.6 6.7 4.7 78.1 91.3 93.5 8.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
35 10 6 8 9 45 24
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 34,050
COMMITMENTS
27,806 3,573 2,188 1,310 26,628 31,304 32,389 2,746 1,661
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 9,811)
10,780 230 166 344 9,587 11,290 9,983 -1,479 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.7 10.5 6.4 3.8 78.2 91.9 95.1 8.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
38 12 8 7 9 48 27
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 21,871
COMMITMENTS
13,379 1,363 0 3,685 17,824 17,064 19,187 4,807 2,684
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 442)
305 -146 0 441 1,535 746 1,389 -304 -947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.2 6.2 0.0 16.8 81.5 78.0 87.7 22.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 2 0 3 11 11 13
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 21,429
COMMITMENTS
13,074 1,509 0 3,244 16,289 16,318 17,798 5,111 3,631
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.0 7.0 0.0 15.1 76.0 76.1 83.1 23.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 2 0 3 10 10 12
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 166,299
COMMITMENTS
15,898 26,642 19,713 103,010 94,709 138,621 141,064 27,678 25,235
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -7,034)
-1,721 2,213 -2,941 1,324 -5,180 -3,338 -5,908 -3,696 -1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 16.0 11.9 61.9 57.0 83.4 84.8 16.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
31 29 34 69 61 118 109
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 173,333
COMMITMENTS
17,619 24,429 22,654 101,686 99,889 141,959 146,972 31,374 26,361
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,895)
-2,070 154 410 593 -7,960 -1,067 -7,396 -828 5,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 14.1 13.1 58.7 57.6 81.9 84.8 18.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
31 33 40 69 64 122 116
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 527,674
COMMITMENTS
48,162 84,098 169,188 243,301 246,620 460,651 499,906 67,023 27,768
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -31,579)
-20,024 -1,899 -8,960 40 -13,861 -28,944 -24,720 -2,635 -6,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 15.9 32.1 46.1 46.7 87.3 94.7 12.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
50 46 61 86 73 170 148
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 559,253
COMMITMENTS
68,186 85,997 178,148 243,261 260,481 489,595 524,626 69,658 34,627
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 3,154)
11,822 5,578 -9,343 -3,189 -1,812 -710 -5,577 3,864 8,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 15.4 31.9 43.5 46.6 87.5 93.8 12.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
57 47 69 88 78 186 156
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,426
COMMITMENTS
2,538 0 698 30,330 36,034 33,566 36,732 6,860 3,694
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.0 1.7 75.0 89.1 83.0 90.9 17.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 13 15 14
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,072
COMMITMENTS
0 6,650 956 29,139 21,507 30,095 29,113 5,977 6,959
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -2,462)
0 -1,279 -473 -1,336 1,555 -1,809 -197 -653 -2,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.4 2.7 80.8 59.6 83.4 80.7 16.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 14 13 16 15
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,534
COMMITMENTS
0 7,929 1,429 30,475 19,952 31,904 29,310 6,630 9,224
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 20.6 3.7 79.1 51.8 82.8 76.1 17.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 17 14 19 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,164
COMMITMENTS
10,411 2,091 3,792 81,370 86,147 95,573 92,030 6,591 10,134
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 91)
2,366 -1,606 1,492 -1,979 959 1,879 845 -1,788 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 2.0 3.7 79.6 84.3 93.5 90.1 6.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 5 27 27 33 32
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,073
COMMITMENTS
8,045 3,697 2,300 83,349 85,188 93,694 91,185 8,379 10,888
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 811)
-455 -151 -2 2,553 172 2,096 19 -1,285 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 3.6 2.3 81.7 83.5 91.8 89.3 8.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 4 26 26 31 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,235
COMMITMENTS
5,336 8,332 0 45,283 40,859 50,619 49,191 5,616 7,044
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,188)
-563 0 0 2,358 1,162 1,795 1,162 -607 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 14.8 0.0 80.5 72.7 90.0 87.5 10.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 14 16 15 18
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,047
COMMITMENTS
5,899 8,332 0 42,925 39,697 48,824 48,029 6,223 7,018
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -172)
0 0 0 80 106 80 106 -252 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 15.1 0.0 78.0 72.1 88.7 87.3 11.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 0 14 16 16 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,773
COMMITMENTS
0 15,108 2,828 54,141 45,328 56,969 63,264 9,804 3,509
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -10,469)
-302 -4,992 1,012 -13,981 -7,480 -13,271 -11,460 2,802 991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 22.6 4.2 81.1 67.9 85.3 94.7 14.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 3 16 16 19 19
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,242
COMMITMENTS
302 20,100 1,816 68,122 52,808 70,240 74,724 7,002 2,518
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 7,033)
300 -500 267 5,932 7,235 6,499 7,002 534 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 26.0 2.4 88.2 68.4 90.9 96.7 9.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 4 18 18 23 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,367
COMMITMENTS
20,911 5,691 5,668 37,347 53,315 63,926 64,674 6,441 5,693
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -2,401)
-4,587 -2,074 1,578 62 -303 -2,947 -799 546 -1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 8.1 8.1 53.1 75.8 90.8 91.9 9.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 19 21 22 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,768
COMMITMENTS
25,498 7,765 4,090 37,285 53,618 66,873 65,473 5,895 7,295
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 2,512)
249 -3,481 1,292 2,905 4,321 4,446 2,132 -1,934 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 10.7 5.6 51.2 73.7 91.9 90.0 8.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 4 3 18 19 22 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,111
COMMITMENTS
0 1,315 1,433 62,680 54,287 64,113 57,035 998 8,076
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -267)
0 -2,965 308 -178 3,479 130 822 -397 -1,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.0 2.2 96.3 83.4 98.5 87.6 1.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 21 18 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,378
COMMITMENTS
0 4,280 1,125 62,858 50,808 63,983 56,213 1,395 9,165
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,488)
0 -332 -202 2,542 2,360 2,340 1,826 -852 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 1.7 96.1 77.7 97.9 86.0 2.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 20 18 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,854
COMMITMENTS
968 9,368 1,159 51,586 43,944 53,713 54,471 5,141 4,383
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -8,596)
968 834 -1,799 -6,889 -6,886 -7,720 -7,851 -876 -745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 15.9 2.0 87.7 74.7 91.3 92.6 8.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 22 15 25 17
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,450
COMMITMENTS
0 8,534 2,958 58,475 50,830 61,433 62,322 6,017 5,128
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,922)
0 -312 330 3,246 4,693 3,576 4,711 -1,654 -2,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.7 4.4 86.7 75.4 91.1 92.4 8.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 22 17 24 19
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,121
COMMITMENTS
0 2,573 644 37,919 39,158 38,563 42,375 8,558 4,746
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 458)
0 428 0 0 -32 0 396 458 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.5 1.4 80.5 83.1 81.8 89.9 18.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 14 14 15 15
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,663
COMMITMENTS
0 2,145 644 37,919 39,190 38,563 41,979 8,100 4,684
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 762)
0 -96 204 708 502 912 610 -150 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.6 1.4 81.3 84.0 82.6 90.0 17.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 14 13 15 14
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,273
COMMITMENTS
13,271 0 2,674 32,083 46,059 48,028 48,733 7,245 6,540
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -2,248)
6,900 -70 -2,970 -5,478 785 -1,548 -2,255 -700 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 0.0 4.8 58.0 83.3 86.9 88.2 13.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 3 14 17 18 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,521
COMMITMENTS
6,371 70 5,644 37,561 45,274 49,576 50,988 7,945 6,533
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -322)
330 -1,328 -330 313 1,413 313 -245 -635 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 0.1 9.8 65.3 78.7 86.2 88.6 13.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 19 19 22 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,387
COMMITMENTS
2,641 0 3,675 35,897 33,632 42,213 37,307 7,174 12,080
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,548)
593 0 -2,007 3,236 2,964 1,822 957 -274 591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 0.0 7.4 72.7 68.1 85.5 75.5 14.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 15 13 17 15
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,839
COMMITMENTS
2,048 0 5,682 32,661 30,668 40,391 36,350 7,448 11,489
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 11.9 68.3 64.1 84.4 76.0 15.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 13 13 15 15
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,101
COMMITMENTS
22,302 2,160 120 44,011 65,819 66,433 68,099 2,668 1,002
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 3.1 0.2 63.7 95.3 96.1 98.5 3.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 1 13 15 15 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,343,590
COMMITMENTS
345,957 87,974 246,376 731,247 997,742 1323580 1332092 20,010 11,498
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -50,897)
-8,232 -2,171 -2,215 -39,508 -46,682 -49,955 -51,068 -942 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 6.5 18.3 54.4 74.3 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
29 10 32 86 77 124 111
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,394,487
COMMITMENTS
354,189 90,145 248,591 770,755 1044424 1373535 1383160 20,952 11,327
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 30,272)
11,802 7,484 1 20,481 26,328 32,284 33,813 -2,012 -3,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 6.5 17.8 55.3 74.9 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
29 10 30 92 82 128 115
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 246,513
COMMITMENTS
56,479 68,945 61,929 124,904 114,541 243,312 245,415 3,201 1,098
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -29,605)
-6,004 -15,619 -5,800 -18,439 -7,951 -30,243 -29,370 638 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 28.0 25.1 50.7 46.5 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 6 17 29 27 49 44
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 276,118
COMMITMENTS
62,483 84,564 67,729 143,343 122,492 273,555 274,785 2,563 1,333
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 25,441)
-8,143 12,595 11,387 23,113 2,126 26,357 26,108 -916 -667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 30.6 24.5 51.9 44.4 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 8 18 32 30 53 49
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 73,701
COMMITMENTS
26,306 9,420 10,326 36,955 53,853 73,587 73,599 114 102
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -3,146)
-544 -380 -460 -2,068 -2,328 -3,072 -3,168 -74 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 12.8 14.0 50.1 73.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 6 9 37 39 46 48
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 76,847
COMMITMENTS
26,850 9,800 10,786 39,023 56,181 76,659 76,767 188 80
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 747)
-760 -660 724 803 1,043 767 1,107 -20 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 12.8 14.0 50.8 73.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 6 9 36 42 46 51
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,748
COMMITMENTS
4,719 4,911 2,201 20,828 20,085 27,748 27,197 0 551
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 18)
-1,366 63 151 1,339 -132 124 82 -106 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 17.7 7.9 75.1 72.4 100.0 98.0 0.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 6 21 23 28 29
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,730
COMMITMENTS
6,085 4,848 2,050 19,489 20,217 27,624 27,115 106 615
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 132)
900 0 -468 -300 600 132 132 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 17.5 7.4 70.3 72.9 99.6 97.8 0.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 5 22 23 29 28
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,019
COMMITMENTS
2,745 3,381 2,106 6,168 5,532 11,019 11,019 0 0
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,612)
2,002 -78 -348 -42 2,038 1,612 1,612 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 30.7 19.1 56.0 50.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 3 14 9 19 13
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,407
COMMITMENTS
743 3,459 2,454 6,210 3,494 9,407 9,407 0 0
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 164)
0 164 0 164 0 164 164 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 36.8 26.1 66.0 37.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 3 14 9 19 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,356
COMMITMENTS
3,460 4,008 1,632 12,034 11,218 17,126 16,858 230 498
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -274)
-12 328 -268 316 -344 36 -284 -310 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 23.1 9.4 69.3 64.6 98.7 97.1 1.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 7 18 21 25 28
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,630
COMMITMENTS
3,472 3,680 1,900 11,718 11,562 17,090 17,142 540 488
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 100)
572 -188 -72 -520 132 -20 -128 120 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 20.9 10.8 66.5 65.6 96.9 97.2 3.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 7 19 21 27 28
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,724
COMMITMENTS
11,200 120 1,330 10,478 22,046 23,008 23,496 716 228
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -1,142)
-160 0 -200 -870 -938 -1,230 -1,138 88 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.2 0.5 5.6 44.2 92.9 97.0 99.0 3.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 22 26 25 29
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,866
COMMITMENTS
11,360 120 1,530 11,348 22,984 24,238 24,634 628 232
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 500)
0 0 0 730 560 730 560 -230 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.7 0.5 6.2 45.6 92.4 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 23 26 26 29
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,046
COMMITMENTS
1,650 80 800 7,576 9,126 10,026 10,006 20 40
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 150)
20 -40 -20 154 230 154 170 -4 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 0.8 8.0 75.4 90.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 15 11 17 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,896
COMMITMENTS
1,630 120 820 7,422 8,896 9,872 9,836 24 60
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 240)
0 0 0 520 280 520 280 -280 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 1.2 8.3 75.0 89.9 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 16 12 18 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 821,833
COMMITMENTS
120,127 162,167 126,950 521,071 461,207 768,148 750,324 53,685 71,509
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 4,424)
-526 3,430 3,330 -2,038 -3,773 766 2,987 3,658 1,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 19.7 15.4 63.4 56.1 93.5 91.3 6.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
43 107 87 75 81 184 216
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 817,409
COMMITMENTS
120,653 158,737 123,620 523,109 464,980 767,382 747,337 50,027 70,072
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -42,730)
-3,250 8,716 -10,247 -26,802 -38,159 -40,299 -39,690 -2,431 -3,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 19.4 15.1 64.0 56.9 93.9 91.4 6.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
46 103 82 76 78 184 204
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,180
COMMITMENTS
9,189 2,259 327 2,091 11,070 11,607 13,656 2,573 524
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 275)
-196 9 151 616 291 571 451 -296 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.8 15.9 2.3 14.7 78.1 81.9 96.3 18.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
65 10 6 10 29 79 44
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,905
COMMITMENTS
9,385 2,250 176 1,475 10,779 11,036 13,205 2,869 700
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 650)
312 -213 11 44 615 367 413 283 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.5 16.2 1.3 10.6 77.5 79.4 95.0 20.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
62 10 2 10 27 74 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,075
COMMITMENTS
8,024 472 12 891 9,434 8,927 9,918 2,148 1,157
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -1,699)
-1,810 -92 -35 213 -1,370 -1,632 -1,497 -67 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.5 4.3 0.1 8.0 85.2 80.6 89.6 19.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
27 4 1 9 17 36 22
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,774
COMMITMENTS
9,834 564 47 678 10,804 10,559 11,415 2,215 1,359
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 214)
473 28 35 -170 134 338 197 -124 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.0 4.4 0.4 5.3 84.6 82.7 89.4 17.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
32 6 2 10 18 43 25
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 129,907
COMMITMENTS
28,497 4,752 8,987 81,206 106,839 118,690 120,578 11,217 9,329
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -8,694)
36 1,700 -3,306 -5,102 -6,247 -8,372 -7,853 -322 -841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 3.7 6.9 62.5 82.2 91.4 92.8 8.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
45 21 35 58 67 122 107
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 138,601
COMMITMENTS
28,461 3,052 12,293 86,308 113,086 127,062 128,431 11,539 10,170
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 4,833)
826 -845 1,316 3,565 3,578 5,707 4,049 -874 784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 2.2 8.9 62.3 81.6 91.7 92.7 8.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
48 13 34 68 76 130 111
Updated October 14, 2005