WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,365
COMMITMENTS
50,384 96,463 33,296 186,574 128,051 270,254 257,810 27,111 39,555
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -7,997)
-1,677 4,631 -12,744 5,637 1,669 -8,784 -6,444 787 -1,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 32.4 11.2 62.7 43.1 90.9 86.7 9.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
73 135 85 52 65 181 244
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
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 867,838
COMMITMENTS
170,585 174,536 86,497 454,258 409,859 711,340 670,892 156,498 196,946
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 7,974)
9,853 6,754 -2,125 -6,353 5,755 1,375 10,384 6,599 -2,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 20.1 10.0 52.3 47.2 82.0 77.3 18.0 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 570)
150 130 123 190 194 406 409
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
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,089
COMMITMENTS
3,647 420 20 1,176 5,446 4,843 5,886 2,246 1,203
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 545)
681 200 -72 161 301 770 429 -225 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.4 5.9 0.3 16.6 76.8 68.3 83.0 31.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 6 2 11 12 27 18
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 270,161
COMMITMENTS
47,024 43,007 27,182 151,917 129,973 226,123 200,162 44,038 69,999
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -4,475)
-789 -1,725 -1,039 -4,292 160 -6,120 -2,604 1,645 -1,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 15.9 10.1 56.2 48.1 83.7 74.1 16.3 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
66 92 67 84 97 200 226
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 171,933
COMMITMENTS
39,247 16,804 24,862 84,785 112,263 148,894 153,929 23,039 18,004
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 394)
-634 3,845 1,459 1,456 -6,564 2,281 -1,260 -1,887 1,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 9.8 14.5 49.3 65.3 86.6 89.5 13.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
41 37 42 49 47 115 116
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 614,382
COMMITMENTS
94,218 123,407 15,193 383,036 306,565 492,447 445,165 121,935 169,217
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 12,568)
9,045 -18,939 5,839 -12,907 14,829 1,977 1,729 10,591 10,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 20.1 2.5 62.3 49.9 80.2 72.5 19.8 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
24 37 30 65 74 107 123
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 137,339
COMMITMENTS
19,515 21,407 16,082 75,685 74,632 111,282 112,121 26,057 25,218
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -3,561)
637 -751 -159 -1,951 -3,584 -1,473 -4,494 -2,088 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 15.6 11.7 55.1 54.3 81.0 81.6 19.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
33 37 34 47 43 104 102
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,455
COMMITMENTS
3,086 271 757 1,933 5,600 5,776 6,628 1,679 827
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -35)
402 -306 -126 -505 665 -229 233 194 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 3.6 10.2 25.9 75.1 77.5 88.9 22.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 5 6 14 16 33 25
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 362,070
COMMITMENTS
104,934 90,606 2,158 183,777 163,312 290,869 256,076 71,201 105,994
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 5,966)
9,843 -965 152 -3,411 7,954 6,584 7,141 -618 -1,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 25.0 0.6 50.8 45.1 80.3 70.7 19.7 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
23 26 6 46 50 72 79
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,788,392
COMMITMENTS
400,177 389,957 60,197 1090669 947,345 1551043 1397499 237,349 390,893
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 41,906)
48,979 -27,768 14,621 -17,488 68,477 46,112 55,330 -4,206 -13,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 21.8 3.4 61.0 53.0 86.7 78.1 13.3 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
70 58 35 95 107 180 185
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,469,846
COMMITMENTS
277,060 463,890 45,613 1013885 671,224 1336558 1180727 133,288 289,119
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 25,751)
23,175 152 5,356 87 36,688 28,618 42,196 -2,867 -16,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 31.6 3.1 69.0 45.7 90.9 80.3 9.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
43 46 30 68 75 119 143
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 325,079
COMMITMENTS
97,742 82,782 42,668 143,587 165,420 283,997 290,870 41,082 34,209
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -111,113)
-57,386 -21,997 -8,024 -52,397 -80,288 -117,807 -110,309 6,694 -804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 25.5 13.1 44.2 50.9 87.4 89.5 12.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
29 24 31 45 48 91 88
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,543
COMMITMENTS
5,702 7,763 5 25,935 17,645 31,642 25,413 5,901 12,130
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -77)
572 -735 5 -79 318 498 -412 -575 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 20.7 0.0 69.1 47.0 84.3 67.7 15.7 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
14 10 1 18 11 32 22
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 70,291
COMMITMENTS
27,286 22,675 580 25,747 38,319 53,613 61,574 16,678 8,717
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,345)
-1,456 -4,382 -34 2,466 2,993 976 -1,423 -2,321 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 32.3 0.8 36.6 54.5 76.3 87.6 23.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
28 21 5 20 14 50 38
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,553
COMMITMENTS
6,917 3,463 56 26,232 29,278 33,205 32,797 348 756
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 824)
95 -73 0 789 871 884 798 -60 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 10.3 0.2 78.2 87.3 99.0 97.7 1.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 12 3 21 20 31 33
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,916
COMMITMENTS
196 2,455 439 13,061 8,214 13,696 11,108 5,220 7,808
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,865)
-683 -2 -58 -805 -1,360 -1,546 -1,420 -319 -445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 13.0 2.3 69.0 43.4 72.4 58.7 27.6 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 8 7 17 13 25 23
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 111,740
COMMITMENTS
25,055 23,993 21,454 48,995 35,769 95,504 81,216 16,236 30,524
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,614)
2,215 127 -4,361 -252 2,200 -2,398 -2,034 784 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 21.5 19.2 43.8 32.0 85.5 72.7 14.5 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
47 53 58 29 40 124 121
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,315
COMMITMENTS
400 373 37 272 186 709 596 606 719
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -96)
11 4 -82 -29 57 -100 -21 4 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 28.4 2.8 20.7 14.1 53.9 45.3 46.1 54.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 10 1 3 3 11 13
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 166,183
COMMITMENTS
53,997 18,117 21,679 70,047 76,137 145,723 115,933 20,460 50,250
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,877)
2,572 1,335 -3,197 -2,256 -3,033 -2,881 -4,895 1,004 3,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 10.9 13.0 42.2 45.8 87.7 69.8 12.3 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
74 45 54 63 110 171 185
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,475
COMMITMENTS
2,058 308 211 509 2,241 2,778 2,760 1,697 1,715
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 796)
588 -247 61 -54 756 595 570 201 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 6.9 4.7 11.4 50.1 62.1 61.7 37.9 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
22 11 10 10 24 39 38
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,240
COMMITMENTS
11,958 3,863 3,571 7,762 7,219 23,291 14,653 4,949 13,587
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 708)
795 490 -219 46 -585 622 -314 86 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 13.7 12.6 27.5 25.6 82.5 51.9 17.5 48.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
45 22 24 32 44 94 79
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 104,351
COMMITMENTS
37,234 10,894 775 36,159 64,385 74,168 76,054 30,183 28,297
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -3,875)
-7,201 3,619 -17 5,998 -18,411 -1,220 -14,809 -2,655 10,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 10.4 0.7 34.7 61.7 71.1 72.9 28.9 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
26 15 6 19 23 48 41
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 84,753
COMMITMENTS
13,830 48,500 0 63,424 12,442 77,254 60,942 7,499 23,811
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 15,179)
193 13,084 -55 16,239 1,068 16,377 14,097 -1,198 1,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 57.2 0.0 74.8 14.7 91.2 71.9 8.8 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 29 0 19 8 23 37
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 91,692
COMMITMENTS
67,361 5,207 0 17,982 82,968 85,343 88,175 6,349 3,517
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 21,802)
18,309 76 0 3,378 22,693 21,687 22,769 115 -967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.5 5.7 0.0 19.6 90.5 93.1 96.2 6.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
54 9 0 17 19 71 28
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 80,390
COMMITMENTS
10,489 29,859 4 53,470 28,012 63,963 57,875 16,427 22,515
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 10,807)
1,326 6,387 -2 9,051 728 10,375 7,113 432 3,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 37.1 0.0 66.5 34.8 79.6 72.0 20.4 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 15 1 21 13 31 28
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 197,715
COMMITMENTS
19,428 84,056 884 152,664 80,124 172,976 165,064 24,739 32,651
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,912)
-434 -2,108 809 2,438 5,367 2,813 4,068 -901 -2,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 42.5 0.4 77.2 40.5 87.5 83.5 12.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
24 45 4 28 19 53 67
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 159,878
COMMITMENTS
29,558 36,185 1,375 81,207 68,774 112,140 106,334 47,738 53,544
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 15,572)
3,126 16,751 457 7,638 -6,416 11,221 10,792 4,351 4,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 22.6 0.9 50.8 43.0 70.1 66.5 29.9 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
33 35 8 25 25 62 65
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 36,994
COMMITMENTS
7,467 721 0 25,262 28,487 32,729 29,208 4,265 7,786
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -2,949)
-1,594 0 -500 -1,939 -4,591 -4,033 -5,091 1,084 2,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 1.9 0.0 68.3 77.0 88.5 79.0 11.5 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 11 15 13 16
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,194,720
COMMITMENTS
1038534 1232759 1300971 5932895 5146591 8272400 7680321 922,320 1514399
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 297,373)
119,829 124,821 52,839 133,302 112,076 305,970 289,736 -8,597 7,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 13.4 14.1 64.5 56.0 90.0 83.5 10.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
63 66 94 128 146 237 270
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 654,135
COMMITMENTS
57,116 65,796 2,990 462,928 468,246 523,034 537,032 131,101 117,103
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 2,147)
-1,327 -4,508 -517 -6,922 797 -8,766 -4,228 10,913 6,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 10.1 0.5 70.8 71.6 80.0 82.1 20.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
33 36 15 84 63 126 105
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,136,772
COMMITMENTS
164,015 331,866 20,381 639,566 678,045 823,962 1030292 312,810 106,480
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 28,799)
2,880 24,280 899 29,584 18,532 33,363 43,711 -4,564 -14,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 29.2 1.8 56.3 59.6 72.5 90.6 27.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
50 53 16 61 60 120 120
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,198
COMMITMENTS
1,277 649 0 6,676 11,318 7,953 11,967 5,245 1,231
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 95)
-46 -12 0 218 97 172 85 -77 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 4.9 0.0 50.6 85.8 60.3 90.7 39.7 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 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 39,059
COMMITMENTS
7,096 9,182 0 26,679 22,935 33,775 32,117 5,284 6,942
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,080)
286 -643 0 623 3,226 909 2,583 171 -1,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 23.5 0.0 68.3 58.7 86.5 82.2 13.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 6 0 18 17 23 23
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,037
COMMITMENTS
11,070 13,146 56 33,637 37,908 44,763 51,110 17,274 10,927
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -402)
2,252 -445 56 78 -1,784 2,386 -2,173 -2,788 1,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 21.2 0.1 54.2 61.1 72.2 82.4 27.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
12 15 1 37 24 50 39
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 348,468
COMMITMENTS
109,127 94,421 4,600 214,262 191,324 327,989 290,345 20,479 58,123
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -27,141)
40,497 -44,206 -6,741 -62,545 45,492 -28,789 -5,455 1,648 -21,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 27.1 1.3 61.5 54.9 94.1 83.3 5.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
70 70 13 41 40 118 116
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 68,200
COMMITMENTS
17,183 13,112 0 36,510 39,067 53,693 52,179 14,507 16,021
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 6,957)
2,560 2,525 0 4,579 635 7,139 3,160 -182 3,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 19.2 0.0 53.5 57.3 78.7 76.5 21.3 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 11 0 14 15 22 26
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,586
COMMITMENTS
1,508 5,994 0 31,700 23,279 33,208 29,273 4,378 8,313
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,645)
608 -433 0 305 -371 913 -804 732 2,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 15.9 0.0 84.3 61.9 88.4 77.9 11.6 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
2 15 0 32 27 34 42
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 284,688
COMMITMENTS
16,447 59,865 2,587 242,940 211,431 261,974 273,883 22,714 10,805
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -2,115)
2,963 -2,455 -160 -12,149 -123 -9,346 -2,738 7,231 623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 21.0 0.9 85.3 74.3 92.0 96.2 8.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
25 49 8 39 47 70 98
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 65,904
COMMITMENTS
20,925 23,872 1,246 32,797 35,495 54,968 60,613 10,936 5,291
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 6,885)
2,637 6,624 824 4,302 97 7,763 7,545 -878 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 36.2 1.9 49.8 53.9 83.4 92.0 16.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
31 26 2 22 23 54 50
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 46,126
COMMITMENTS
17,192 3,618 4 24,434 7,462 41,630 11,084 4,496 35,042
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 6,719)
5,528 2,021 0 1,308 1,742 6,836 3,763 -117 2,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 7.8 0.0 53.0 16.2 90.3 24.0 9.7 76.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 9 1 11 11 30 20
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,652
COMMITMENTS
1,579 1,694 136 18,828 28,012 20,543 29,842 15,109 5,810
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,832)
-30 -44 7 491 -1,509 468 -1,546 -2,300 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 4.8 0.4 52.8 78.6 57.6 83.7 42.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 8 2 19 27 23 37
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 143,966
COMMITMENTS
62,257 11,181 16,487 31,933 103,861 110,677 131,529 33,289 12,437
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 5,999)
1,572 2,044 568 3,355 2,891 5,495 5,503 504 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 7.8 11.5 22.2 72.1 76.9 91.4 23.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
92 36 33 16 39 114 102
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 109,378
COMMITMENTS
34,052 28,313 15,138 46,361 51,941 95,551 95,392 13,827 13,986
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 3,728)
2,319 -193 878 519 3,049 3,716 3,734 12 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 25.9 13.8 42.4 47.5 87.4 87.2 12.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
65 80 51 43 41 151 144
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 317,076
COMMITMENTS
167,250 44,139 30,469 67,808 218,224 265,527 292,832 51,549 24,244
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -17,394)
-13,304 -5,847 438 -1,721 -11,636 -14,587 -17,045 -2,807 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.7 13.9 9.6 21.4 68.8 83.7 92.4 16.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
131 56 34 36 43 183 122
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,253
COMMITMENTS
5,132 1,855 712 3,282 7,412 9,126 9,979 3,127 2,274
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -137)
-109 603 -205 -423 -929 -737 -531 600 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 15.1 5.8 26.8 60.5 74.5 81.4 25.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
19 3 13 7 6 38 19
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 134,039
COMMITMENTS
49,309 6,090 13,065 55,773 88,986 118,147 108,141 15,892 25,898
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 7,635)
-3,178 -139 4,397 6,304 2,750 7,523 7,008 112 627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 4.5 9.7 41.6 66.4 88.1 80.7 11.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
68 24 41 58 62 140 117
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 36,753
COMMITMENTS
8,935 83 1,382 17,237 27,430 27,554 28,895 9,199 7,858
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 490)
-707 23 499 496 77 288 599 202 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 0.2 3.8 46.9 74.6 75.0 78.6 25.0 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 3 10 21 21 45 31
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 114,822
COMMITMENTS
23,645 28,454 5,554 73,216 70,836 102,415 104,844 12,407 9,978
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,565)
-1,272 3,460 -1,901 2,457 -4,052 -716 -2,493 -849 928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 24.8 4.8 63.8 61.7 89.2 91.3 10.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
56 66 50 61 59 156 146
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,670
COMMITMENTS
16,462 3,593 3,048 11,136 25,351 30,646 31,992 4,024 2,678
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 2,326)
1,138 -2 31 681 2,100 1,850 2,129 476 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.5 10.4 8.8 32.1 73.1 88.4 92.3 11.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
62 28 20 21 18 95 56
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 134,913
COMMITMENTS
27,919 36,649 4,339 93,120 87,852 125,378 128,840 9,535 6,073
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -11,216)
-2,921 4,431 1,349 -9,043 -16,039 -10,615 -10,259 -601 -957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 27.2 3.2 69.0 65.1 92.9 95.5 7.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
48 47 23 51 37 111 103
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 464,156
COMMITMENTS
142,067 33,967 36,266 219,229 357,724 397,562 427,957 66,594 36,199
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 3,557)
-5,347 2,271 2,304 4,661 383 1,618 4,958 1,939 -1,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 7.3 7.8 47.2 77.1 85.7 92.2 14.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
65 26 35 57 55 144 97
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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 87,206
COMMITMENTS
21,814 14,581 10,960 46,194 57,601 78,968 83,142 8,238 4,064
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 3,246)
3,034 -8 638 -1,104 3,128 2,568 3,758 678 -512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 16.7 12.6 53.0 66.1 90.6 95.3 9.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
95 69 55 81 80 210 181
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 38,747
COMMITMENTS
29,756 2,851 2,088 3,379 32,123 35,223 37,062 3,524 1,685
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 5,545)
3,214 -6 -152 1,831 6,185 4,893 6,027 652 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.8 7.4 5.4 8.7 82.9 90.9 95.7 9.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
39 6 3 8 8 48 17
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
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 23,309
COMMITMENTS
15,434 800 0 3,031 19,485 18,465 20,285 4,844 3,024
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,438)
2,055 -563 0 -654 1,661 1,401 1,098 37 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.2 3.4 0.0 13.0 83.6 79.2 87.0 20.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 1 0 3 11 10 12
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 169,181
COMMITMENTS
13,991 22,949 20,905 103,510 100,190 138,406 144,044 30,775 25,137
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 2,882)
-1,907 -3,693 1,192 500 5,481 -215 2,980 3,097 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 13.6 12.4 61.2 59.2 81.8 85.1 18.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
27 30 33 72 63 119 108
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 543,504
COMMITMENTS
48,626 89,412 175,381 248,678 249,158 472,685 513,951 70,819 29,553
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 15,830)
464 5,314 6,193 5,377 2,538 12,034 14,045 3,796 1,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 16.5 32.3 45.8 45.8 87.0 94.6 13.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
46 46 65 90 76 175 151
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
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,109
COMMITMENTS
2,673 372 675 30,173 35,238 33,521 36,285 5,588 2,824
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,317)
135 372 -23 -157 -796 -45 -447 -1,272 -870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 1.0 1.7 77.2 90.1 85.7 92.8 14.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 15 15 16 17
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,848
COMMITMENTS
0 7,913 1,141 30,760 21,697 31,901 30,751 5,947 7,097
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,776)
0 1,263 185 1,621 190 1,806 1,638 -30 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 20.9 3.0 81.3 57.3 84.3 81.2 15.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 15 14 17 16
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,480
COMMITMENTS
15,358 1,863 3,962 80,662 90,887 99,982 96,712 6,498 9,768
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 4,316)
4,947 -228 170 -708 4,740 4,409 4,682 -93 -366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 1.7 3.7 75.8 85.4 93.9 90.8 6.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 1 5 27 27 33 32
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,324
COMMITMENTS
4,616 5,684 0 43,369 41,059 47,985 46,743 5,339 6,581
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -2,911)
-720 -2,648 0 -1,914 200 -2,634 -2,448 -277 -463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 10.7 0.0 81.3 77.0 90.0 87.7 10.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 14 15 15 17
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,546
COMMITMENTS
0 13,471 3,857 53,974 45,485 57,831 62,813 8,715 3,733
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -227)
0 -1,637 1,029 -167 157 862 -451 -1,089 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 20.2 5.8 81.1 68.4 86.9 94.4 13.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 3 16 15 19 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,068
COMMITMENTS
22,407 6,051 4,256 34,671 53,677 61,334 63,984 8,734 6,084
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -299)
1,496 360 -1,412 -2,676 362 -2,592 -690 2,293 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 8.6 6.1 49.5 76.6 87.5 91.3 12.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 18 20 21 23
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,715
COMMITMENTS
0 2,015 1,643 56,521 49,502 58,164 53,160 1,551 6,555
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -5,396)
0 700 210 -6,159 -4,785 -5,949 -3,875 553 -1,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.4 2.8 94.7 82.9 97.4 89.0 2.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 18 18 19
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,878
COMMITMENTS
720 10,488 1,317 47,006 37,889 49,043 49,694 6,835 6,184
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -2,976)
-248 1,120 158 -4,580 -6,055 -4,670 -4,777 1,694 1,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 18.8 2.4 84.1 67.8 87.8 88.9 12.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 21 14 24 16
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
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
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,329
COMMITMENTS
0 284 1,946 34,669 33,496 36,615 35,726 3,714 4,603
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 4.8 86.0 83.1 90.8 88.6 9.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 13 15 14
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,777
COMMITMENTS
13,879 0 2,190 33,957 47,994 50,026 50,184 6,751 6,593
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,504)
608 0 -484 1,874 1,935 1,998 1,451 -494 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 0.0 3.9 59.8 84.5 88.1 88.4 11.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 3 15 18 19 21
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,006
COMMITMENTS
4,946 751 3,335 32,709 31,816 40,990 35,902 7,016 12,104
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,381)
2,305 751 -340 -3,188 -1,816 -1,223 -1,405 -158 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 1.6 6.9 68.1 66.3 85.4 74.8 14.6 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 15 15 17 17
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,378,009
COMMITMENTS
346,905 64,225 259,719 755,287 1042322 1361911 1366266 16,098 11,743
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 34,419)
948 -23,749 13,343 24,040 44,580 38,331 34,174 -3,912 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 4.7 18.8 54.8 75.6 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
29 12 33 88 80 128 115
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 276,744
COMMITMENTS
62,467 97,505 63,750 146,934 114,796 273,151 276,051 3,593 693
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 30,231)
5,988 28,560 1,821 22,030 255 29,839 30,636 392 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 35.2 23.0 53.1 41.5 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 8 18 30 28 51 47
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,419
COMMITMENTS
23,596 8,460 10,654 37,915 53,063 72,165 72,177 254 242
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,282)
-2,710 -960 328 960 -790 -1,422 -1,422 140 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 11.7 14.7 52.4 73.3 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 8 10 37 39 47 50
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,567
COMMITMENTS
4,534 3,939 2,247 18,786 18,872 25,567 25,058 0 509
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -2,181)
-185 -972 46 -2,042 -1,213 -2,181 -2,139 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 15.4 8.8 73.5 73.8 100.0 98.0 0.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 6 22 24 29 30
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,628
COMMITMENTS
1,677 4,372 846 9,105 6,320 11,628 11,538 0 90
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 609)
-1,068 991 -1,260 2,937 788 609 519 0 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 37.6 7.3 78.3 54.4 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 2 16 11 20 15
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,128
COMMITMENTS
3,500 5,152 1,782 13,586 11,686 18,868 18,620 260 508
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,772)
40 1,144 150 1,552 468 1,742 1,762 30 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 26.9 9.3 71.0 61.1 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 6 20 21 26 28
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,796
COMMITMENTS
10,000 120 1,330 10,770 21,118 22,100 22,568 696 228
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -928)
-1,200 0 0 292 -928 -908 -928 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 0.5 5.8 47.2 92.6 96.9 99.0 3.1 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 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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,834
COMMITMENTS
1,266 80 688 7,840 9,006 9,794 9,774 40 60
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -212)
-384 0 -112 264 -120 -232 -232 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 0.8 7.0 79.7 91.6 99.6 99.4 0.4 0.6
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 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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 830,757
COMMITMENTS
122,079 169,895 128,331 530,501 465,085 780,911 763,311 49,846 67,446
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 8,924)
1,952 7,728 1,381 9,430 3,878 12,763 12,987 -3,839 -4,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 20.5 15.4 63.9 56.0 94.0 91.9 6.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
55 108 95 76 83 197 230
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,221
COMMITMENTS
9,295 2,145 284 2,175 11,513 11,754 13,942 2,467 279
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 41)
106 -114 -43 84 443 147 286 -106 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.4 15.1 2.0 15.3 81.0 82.7 98.0 17.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
64 11 6 13 29 82 44
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,525
COMMITMENTS
8,500 462 0 945 9,948 9,445 10,410 2,080 1,115
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 450)
476 -10 -12 54 514 518 492 -68 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.8 4.0 0.0 8.2 86.3 82.0 90.3 18.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
30 4 0 8 19 38 23
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 132,044
COMMITMENTS
28,071 6,711 11,360 80,581 102,900 120,012 120,971 12,032 11,073
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 2,137)
-426 1,959 2,373 -625 -3,939 1,322 393 815 1,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 5.1 8.6 61.0 77.9 90.9 91.6 9.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
47 21 36 61 70 124 113
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
Updated October 14, 2005