WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 303,926
COMMITMENTS
51,953 102,452 27,307 193,999 132,046 273,259 261,805 30,667 42,121
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 6,561)
1,569 5,989 -5,989 7,425 3,995 3,005 3,995 3,556 2,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 33.7 9.0 63.8 43.4 89.9 86.1 10.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
72 131 68 56 67 174 229
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
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 855,305
COMMITMENTS
176,062 177,032 69,908 453,657 417,822 699,627 664,762 155,678 190,543
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -12,533)
5,477 2,496 -16,589 -601 7,963 -11,713 -6,130 -820 -6,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 20.7 8.2 53.0 48.9 81.8 77.7 18.2 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
161 123 120 191 194 416 394
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
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,280
COMMITMENTS
3,597 369 92 1,397 5,475 5,086 5,936 2,194 1,344
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 191)
-50 -51 72 221 29 243 50 -52 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.4 5.1 1.3 19.2 75.2 69.9 81.5 30.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 6 3 13 12 29 18
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 268,851
COMMITMENTS
50,295 44,700 25,822 146,031 127,283 222,148 197,805 46,703 71,046
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -1,310)
3,271 1,693 -1,360 -5,886 -2,690 -3,975 -2,357 2,665 1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 16.6 9.6 54.3 47.3 82.6 73.6 17.4 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
77 97 66 87 96 214 221
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 175,531
COMMITMENTS
36,302 23,397 25,756 91,225 106,465 153,283 155,618 22,248 19,913
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 3,598)
-2,945 6,593 894 6,440 -5,798 4,389 1,689 -791 1,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 13.3 14.7 52.0 60.7 87.3 88.7 12.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
36 41 36 50 48 107 117
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 647,819
COMMITMENTS
97,377 116,140 17,023 406,256 342,925 520,656 476,088 127,163 171,731
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 33,437)
3,159 -7,267 1,830 23,220 36,360 28,209 30,923 5,228 2,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 17.9 2.6 62.7 52.9 80.4 73.5 19.6 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
25 35 29 67 74 111 119
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 136,479
COMMITMENTS
21,960 19,365 16,853 71,171 76,762 109,984 112,980 26,495 23,499
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -860)
2,445 -2,042 771 -4,514 2,130 -1,298 859 438 -1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 14.2 12.3 52.1 56.2 80.6 82.8 19.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
38 33 32 50 49 108 104
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,392
COMMITMENTS
3,172 197 668 1,908 5,667 5,748 6,532 1,644 860
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -63)
86 -74 -89 -25 67 -28 -96 -35 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 2.7 9.0 25.8 76.7 77.8 88.4 22.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 4 6 13 16 32 25
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 370,646
COMMITMENTS
103,954 96,798 2,158 193,688 162,230 299,800 261,186 70,846 109,460
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 8,576)
-980 6,192 0 9,911 -1,082 8,931 5,110 -355 3,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 26.1 0.6 52.3 43.8 80.9 70.5 19.1 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
24 28 6 48 48 75 79
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,902,039
COMMITMENTS
375,501 363,110 64,555 1125385 1058226 1565441 1485891 336,598 416,148
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 113,647)
-24,676 -26,847 4,358 34,716 110,881 14,398 88,392 99,249 25,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 19.1 3.4 59.2 55.6 82.3 78.1 17.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
75 54 37 98 108 187 185
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,461,691
COMMITMENTS
261,129 456,881 41,222 1017345 670,566 1319696 1168669 141,995 293,022
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -8,155)
-15,931 -7,009 -4,391 3,460 -658 -16,862 -12,058 8,707 3,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 31.3 2.8 69.6 45.9 90.3 80.0 9.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
43 46 28 72 76 123 142
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 346,087
COMMITMENTS
102,592 83,148 50,352 150,091 178,777 303,035 312,277 43,052 33,810
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 21,008)
4,850 366 7,684 6,504 13,357 19,038 21,407 1,970 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 24.0 14.5 43.4 51.7 87.6 90.2 12.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
32 21 32 50 47 99 85
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,458
COMMITMENTS
6,349 8,596 5 26,010 17,535 32,364 26,136 5,094 11,322
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -85)
647 833 0 75 -110 722 723 -807 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 22.9 0.0 69.4 46.8 86.4 69.8 13.6 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 13 2 19 11 35 25
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,729
COMMITMENTS
30,386 25,915 676 31,984 40,508 63,046 67,099 14,683 10,630
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 7,438)
3,100 3,240 96 6,237 2,189 9,433 5,525 -1,995 1,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 33.3 0.9 41.1 52.1 81.1 86.3 18.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
29 27 4 18 14 49 43
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,614
COMMITMENTS
7,236 3,730 69 25,950 29,027 33,255 32,826 359 788
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 61)
319 267 13 -282 -251 50 29 11 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 11.1 0.2 77.2 86.4 98.9 97.7 1.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 12 4 18 20 29 34
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,625
COMMITMENTS
129 2,461 548 13,764 8,316 14,441 11,325 5,184 8,300
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 709)
-67 6 109 703 102 745 217 -36 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 12.5 2.8 70.1 42.4 73.6 57.7 26.4 42.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 8 8 17 13 25 24
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 116,659
COMMITMENTS
29,570 24,107 20,411 49,224 39,581 99,205 84,099 17,454 32,560
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 4,919)
4,515 114 -1,043 229 3,812 3,701 2,883 1,218 2,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 20.7 17.5 42.2 33.9 85.0 72.1 15.0 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
53 54 54 25 39 124 116
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,247
COMMITMENTS
302 345 116 288 142 706 603 541 644
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -68)
-98 -28 79 16 -44 -3 7 -65 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 27.7 9.3 23.1 11.4 56.6 48.4 43.4 51.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 10 3 3 2 11 13
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 173,332
COMMITMENTS
55,519 19,330 22,351 73,914 81,384 151,784 123,065 21,548 50,267
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 7,149)
1,522 1,213 672 3,867 5,247 6,061 7,132 1,088 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 11.2 12.9 42.6 47.0 87.6 71.0 12.4 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
74 40 58 59 121 173 202
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,898
COMMITMENTS
2,533 225 339 463 2,704 3,335 3,268 1,563 1,630
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 423)
475 -83 128 -46 463 557 508 -134 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.7 4.6 6.9 9.5 55.2 68.1 66.7 31.9 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
24 8 7 11 29 39 40
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,220
COMMITMENTS
12,508 3,284 2,494 7,474 7,699 22,476 13,477 4,744 13,743
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -1,020)
550 -579 -1,077 -288 480 -815 -1,176 -205 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 12.1 9.2 27.5 28.3 82.6 49.5 17.4 50.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
48 14 19 32 45 92 70
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 102,550
COMMITMENTS
32,487 12,318 731 37,885 71,831 71,103 84,880 31,447 17,670
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -1,801)
-4,747 1,424 -44 1,726 7,446 -3,065 8,826 1,264 -10,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 12.0 0.7 36.9 70.0 69.3 82.8 30.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
23 14 4 20 25 45 41
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 98,446
COMMITMENTS
15,132 60,166 0 76,659 12,671 91,791 72,837 6,655 25,609
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 13,693)
1,302 11,666 0 13,235 229 14,537 11,895 -844 1,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 61.1 0.0 77.9 12.9 93.2 74.0 6.8 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 33 0 19 9 24 42
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 110,276
COMMITMENTS
84,664 4,827 0 18,758 101,832 103,422 106,659 6,854 3,617
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 18,584)
17,303 -380 0 776 18,864 18,079 18,484 505 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.8 4.4 0.0 17.0 92.3 93.8 96.7 6.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
62 7 0 17 20 79 27
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 84,441
COMMITMENTS
10,175 33,992 4 58,210 27,537 68,389 61,533 16,052 22,908
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 4,051)
-314 4,133 0 4,740 -475 4,426 3,658 -375 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 40.3 0.0 68.9 32.6 81.0 72.9 19.0 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
11 18 1 20 12 32 30
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 203,137
COMMITMENTS
21,147 88,378 667 155,676 80,033 177,490 169,078 25,647 34,059
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 5,422)
1,719 4,322 -217 3,012 -91 4,514 4,014 908 1,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 43.5 0.3 76.6 39.4 87.4 83.2 12.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
27 46 5 29 23 57 73
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 175,265
COMMITMENTS
31,487 44,709 2,096 94,478 73,806 128,061 120,611 47,204 54,654
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 15,387)
1,929 8,524 721 13,271 5,032 15,921 14,277 -534 1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 25.5 1.2 53.9 42.1 73.1 68.8 26.9 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
32 39 12 27 27 65 73
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
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,335,467
COMMITMENTS
1025812 1203874 1440253 5976818 5209406 8442883 7853533 892,584 1481934
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 140,747)
-12,722 -28,885 139,282 43,923 62,815 170,483 173,212 -29,736 -32,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 12.9 15.4 64.0 55.8 90.4 84.1 9.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
61 65 94 126 146 231 270
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 656,451
COMMITMENTS
59,621 67,365 4,494 462,553 467,543 526,668 539,402 129,783 117,049
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 2,316)
2,505 1,569 1,504 -375 -703 3,634 2,370 -1,318 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 10.3 0.7 70.5 71.2 80.2 82.2 19.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
35 36 12 85 62 127 104
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,144,708
COMMITMENTS
163,546 309,364 19,435 613,043 701,837 796,024 1030636 348,684 114,072
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 7,936)
-469 -22,502 -946 -26,523 23,792 -27,938 344 35,874 7,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 27.0 1.7 53.6 61.3 69.5 90.0 30.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
51 54 15 61 61 123 119
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,979
COMMITMENTS
1,282 649 0 6,367 11,157 7,649 11,806 5,330 1,173
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -219)
5 0 0 -309 -161 -304 -161 85 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 5.0 0.0 49.1 86.0 58.9 91.0 41.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 0 17 14 19 16
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 44,023
COMMITMENTS
7,812 9,661 0 31,507 27,000 39,319 36,661 4,704 7,362
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 4,964)
716 479 0 4,828 4,065 5,544 4,544 -580 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 21.9 0.0 71.6 61.3 89.3 83.3 10.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 6 0 20 18 26 24
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,145
COMMITMENTS
14,157 12,487 0 33,476 36,563 47,633 49,050 11,512 10,095
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -2,892)
3,087 -659 -56 -161 -1,345 2,870 -2,060 -5,762 -832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 21.1 0.0 56.6 61.8 80.5 82.9 19.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 15 0 36 25 52 40
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 350,316
COMMITMENTS
147,878 88,213 3,671 174,376 230,384 325,925 322,268 24,391 28,048
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 1,848)
38,751 -6,208 -929 -39,886 39,060 -2,064 31,923 3,912 -30,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 25.2 1.0 49.8 65.8 93.0 92.0 7.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
80 60 12 43 41 130 106
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 75,581
COMMITMENTS
18,367 18,174 0 43,292 40,805 61,659 58,979 13,922 16,602
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 7,381)
1,184 5,062 0 6,782 1,738 7,966 6,800 -585 581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 24.0 0.0 57.3 54.0 81.6 78.0 18.4 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 15 0 15 14 22 29
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,141
COMMITMENTS
1,516 5,836 0 31,806 23,266 33,322 29,102 3,819 8,039
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -445)
8 -158 0 106 -13 114 -171 -559 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 15.7 0.0 85.6 62.6 89.7 78.4 10.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 14 0 31 27 33 41
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 288,183
COMMITMENTS
18,483 59,679 2,819 240,654 215,884 261,956 278,382 26,227 9,801
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 3,495)
2,036 -186 232 -2,286 4,453 -18 4,499 3,513 -1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 20.7 1.0 83.5 74.9 90.9 96.6 9.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
29 45 7 40 50 73 98
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 68,244
COMMITMENTS
20,383 25,523 1,232 32,728 33,338 54,343 60,093 13,901 8,151
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 2,340)
-542 1,651 -14 -69 -2,157 -625 -520 2,965 2,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 37.4 1.8 48.0 48.9 79.6 88.1 20.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
34 28 4 24 24 61 53
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 45,105
COMMITMENTS
17,091 3,404 4 24,038 7,594 41,133 11,002 3,972 34,103
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -1,021)
-101 -214 0 -396 132 -497 -82 -524 -939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 7.5 0.0 53.3 16.8 91.2 24.4 8.8 75.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 7 1 11 11 29 18
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 34,725
COMMITMENTS
2,408 1,802 136 19,693 27,806 22,237 29,744 12,488 4,981
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -927)
829 108 0 865 -206 1,694 -98 -2,621 -829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 5.2 0.4 56.7 80.1 64.0 85.7 36.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 9 2 20 27 26 38
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 150,342
COMMITMENTS
65,215 13,493 19,171 32,637 105,122 117,023 137,786 33,319 12,556
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 6,376)
2,958 2,312 2,684 704 1,261 6,346 6,257 30 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 9.0 12.8 21.7 69.9 77.8 91.6 22.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
93 41 36 17 42 125 107
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 114,189
COMMITMENTS
36,580 29,053 16,801 46,031 54,360 99,412 100,214 14,777 13,975
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 4,811)
2,528 740 1,663 -330 2,419 3,861 4,822 950 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 25.4 14.7 40.3 47.6 87.1 87.8 12.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
65 77 49 45 40 153 135
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 324,719
COMMITMENTS
177,421 47,735 28,940 67,453 221,732 273,814 298,407 50,905 26,312
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 7,643)
10,171 3,596 -1,529 -355 3,508 8,287 5,575 -644 2,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.6 14.7 8.9 20.8 68.3 84.3 91.9 15.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
138 58 34 35 44 192 124
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 14,209
COMMITMENTS
2,938 2,406 404 3,516 7,020 6,858 9,830 7,351 4,379
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 1,956)
-2,194 551 -308 234 -392 -2,268 -149 4,224 2,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 16.9 2.8 24.7 49.4 48.3 69.2 51.7 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 4 11 5 5 32 18
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 126,660
COMMITMENTS
47,740 5,335 13,391 51,296 85,593 112,427 104,319 14,233 22,341
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -7,379)
-1,569 -755 326 -4,477 -3,393 -5,720 -3,822 -1,659 -3,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 4.2 10.6 40.5 67.6 88.8 82.4 11.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
62 21 34 60 61 134 108
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 38,103
COMMITMENTS
9,735 84 1,985 17,361 28,051 29,081 30,120 9,022 7,983
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 1,350)
800 1 603 124 621 1,527 1,225 -177 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 0.2 5.2 45.6 73.6 76.3 79.0 23.7 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
22 2 11 22 20 47 31
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 102,344
COMMITMENTS
17,765 23,913 4,199 69,577 65,091 91,541 93,203 10,803 9,141
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -12,478)
-5,880 -4,541 -1,355 -3,639 -5,745 -10,874 -11,641 -1,604 -837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 23.4 4.1 68.0 63.6 89.4 91.1 10.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
47 64 41 58 59 137 138
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,866
COMMITMENTS
17,420 3,340 3,219 11,362 26,427 32,001 32,986 3,865 2,880
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 1,196)
958 -253 171 226 1,076 1,355 994 -159 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.6 9.3 9.0 31.7 73.7 89.2 92.0 10.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
61 25 19 19 19 92 54
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,232
COMMITMENTS
28,485 37,850 2,966 88,457 82,079 119,908 122,895 9,324 6,337
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -5,681)
566 1,201 -1,373 -4,663 -5,773 -5,470 -5,945 -211 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 29.3 2.3 68.4 63.5 92.8 95.1 7.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
49 44 15 52 34 107 91
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 475,030
COMMITMENTS
146,268 35,740 38,789 220,621 366,003 405,678 440,532 69,352 34,498
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 10,874)
4,201 1,773 2,523 1,392 8,279 8,116 12,575 2,758 -1,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 7.5 8.2 46.4 77.0 85.4 92.7 14.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
70 23 31 54 49 144 87
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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 83,925
COMMITMENTS
18,490 12,833 8,562 46,678 55,656 73,730 77,051 10,195 6,874
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -3,281)
-3,324 -1,748 -2,398 484 -1,945 -5,238 -6,091 1,957 2,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 15.3 10.2 55.6 66.3 87.9 91.8 12.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
95 59 50 88 78 208 168
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 41,712
COMMITMENTS
32,782 3,554 2,089 3,688 34,400 38,559 40,043 3,153 1,669
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 2,965)
3,026 703 1 309 2,277 3,336 2,981 -371 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.6 8.5 5.0 8.8 82.5 92.4 96.0 7.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
38 7 4 11 7 51 17
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
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 22,025
COMMITMENTS
14,257 863 0 2,871 18,217 17,128 19,080 4,897 2,945
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -1,284)
-1,177 63 0 -160 -1,268 -1,337 -1,205 53 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.7 3.9 0.0 13.0 82.7 77.8 86.6 22.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 1 0 3 10 9 11
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 182,698
COMMITMENTS
15,037 23,419 24,281 111,725 106,780 151,043 154,480 31,655 28,218
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 13,517)
1,046 470 3,376 8,215 6,590 12,637 10,436 880 3,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 12.8 13.3 61.2 58.4 82.7 84.6 17.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
27 33 36 75 66 123 117
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 557,479
COMMITMENTS
48,156 91,976 177,356 260,272 255,234 485,784 524,566 71,695 32,913
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 13,975)
-470 2,564 1,975 11,594 6,076 13,099 10,615 876 3,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 16.5 31.8 46.7 45.8 87.1 94.1 12.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
43 50 70 92 76 177 157
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
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,853
COMMITMENTS
2,937 372 432 30,863 37,177 34,232 37,981 6,621 2,872
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 1,744)
264 0 -243 690 1,939 711 1,696 1,033 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.9 1.1 75.5 91.0 83.8 93.0 16.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 14 15 15 17
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 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,960
COMMITMENTS
0 7,031 1,018 32,114 24,946 33,132 32,995 5,828 5,965
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 1,112)
0 -882 -123 1,354 3,249 1,231 2,244 -119 -1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.0 2.6 82.4 64.0 85.0 84.7 15.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 17 16 19 18
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,842
COMMITMENTS
14,568 2,474 3,916 81,913 91,788 100,397 98,178 6,445 8,664
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 362)
-790 611 -46 1,251 901 415 1,466 -53 -1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 2.3 3.7 76.7 85.9 94.0 91.9 6.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 3 5 26 28 32 34
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,986
COMMITMENTS
2,904 5,684 0 49,266 43,365 52,170 49,049 3,816 6,937
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 2,662)
-1,712 0 0 5,897 2,306 4,185 2,306 -1,523 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 10.2 0.0 88.0 77.5 93.2 87.6 6.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 15 15 16 17
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,064
COMMITMENTS
0 12,769 3,583 59,866 50,496 63,449 66,848 6,615 3,216
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 3,518)
0 -702 -274 5,892 5,011 5,618 4,035 -2,100 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.2 5.1 85.4 72.1 90.6 95.4 9.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 17 16 20 19
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,657
COMMITMENTS
22,533 5,390 4,072 38,650 58,604 65,255 68,066 9,402 6,591
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 4,589)
126 -661 -184 3,979 4,927 3,921 4,082 668 507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 7.2 5.5 51.8 78.5 87.4 91.2 12.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 19 21 22 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,916
COMMITMENTS
36 0 2,382 58,545 55,824 60,963 58,206 2,953 5,710
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 4,201)
36 -2,015 739 2,024 6,322 2,799 5,046 1,402 -845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.0 3.7 91.6 87.3 95.4 91.1 4.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 17 19 18 20
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,745
COMMITMENTS
0 9,107 1,938 46,958 37,424 48,896 48,469 5,849 6,276
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -1,133)
-720 -1,381 621 -48 -465 -147 -1,225 -986 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.6 3.5 85.8 68.4 89.3 88.5 10.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 22 16 24 18
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
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,750
COMMITMENTS
0 222 1,880 35,128 33,983 37,008 36,085 3,742 4,665
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 421)
0 -62 -66 459 487 393 359 28 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.5 4.6 86.2 83.4 90.8 88.6 9.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 13 15 14
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 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,477
COMMITMENTS
17,731 0 2,190 40,963 58,712 60,884 60,902 5,593 5,575
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 9,700)
3,852 0 0 7,006 10,718 10,858 10,718 -1,158 -1,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 0.0 3.3 61.6 88.3 91.6 91.6 8.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 3 16 20 20 23
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,547
COMMITMENTS
4,535 0 3,314 36,018 35,127 43,867 38,441 6,680 12,106
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 2,541)
-411 -751 -21 3,309 3,311 2,877 2,539 -336 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 0.0 6.6 71.3 69.5 86.8 76.1 13.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 18 16 20 18
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,408,277
COMMITMENTS
335,523 57,084 285,008 769,676 1054751 1390207 1396843 18,070 11,434
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 30,268)
-11,382 -7,141 25,289 14,389 12,429 28,296 30,577 1,972 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 4.1 20.2 54.7 74.9 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
30 12 35 89 79 130 116
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 308,436
COMMITMENTS
72,865 97,488 75,391 157,092 134,510 305,348 307,389 3,088 1,047
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 31,692)
10,398 -17 11,641 10,158 19,714 32,197 31,338 -505 354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 31.6 24.4 50.9 43.6 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 7 18 30 28 51 47
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,723
COMMITMENTS
22,436 6,580 11,654 37,871 53,689 71,961 71,923 762 800
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 304)
-1,160 -1,880 1,000 -44 626 -204 -254 508 558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 9.0 16.0 52.1 73.8 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 8 10 37 40 47 51
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,355
COMMITMENTS
3,472 4,126 2,719 20,123 18,960 26,314 25,805 41 550
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 788)
-1,062 187 472 1,337 88 747 747 41 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 15.7 10.3 76.4 71.9 99.8 97.9 0.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 6 23 24 30 30
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,348
COMMITMENTS
1,677 4,351 846 8,825 6,151 11,348 11,348 0 0
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -280)
0 -21 0 -280 -169 -280 -190 0 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 38.3 7.5 77.8 54.2 100.0 100.0 0.0 0.0
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 11/08/05 |
--------------------------------------------------------------| 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,472
COMMITMENTS
4,040 5,372 2,054 13,046 11,546 19,140 18,972 332 500
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 344)
540 220 272 -540 -140 272 352 72 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 27.6 10.5 67.0 59.3 98.3 97.4 1.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 7 20 21 27 28
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,936
COMMITMENTS
10,240 120 1,290 10,770 20,998 22,300 22,408 636 528
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 140)
240 0 -40 0 -120 200 -160 -60 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.6 0.5 5.6 47.0 91.6 97.2 97.7 2.8 2.3
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 11/08/05 |
--------------------------------------------------------------| 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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,610
COMMITMENTS
746 80 804 8,540 9,426 10,090 10,310 520 300
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 776)
-520 0 116 700 420 296 536 480 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.8 7.6 80.5 88.8 95.1 97.2 4.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 16 11 18 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 845,065
COMMITMENTS
115,494 171,662 121,405 543,858 473,204 780,757 766,271 64,308 78,794
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 14,308)
-6,585 1,767 -6,926 13,357 8,119 -154 2,960 14,462 11,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 20.3 14.4 64.4 56.0 92.4 90.7 7.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
55 106 90 74 81 192 220
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,838
COMMITMENTS
8,687 2,359 439 2,841 11,555 11,967 14,353 2,871 485
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 617)
-608 214 155 666 42 213 411 404 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.5 15.9 3.0 19.1 77.9 80.7 96.7 19.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
59 11 6 15 27 80 41
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,913
COMMITMENTS
9,811 671 0 971 10,945 10,782 11,616 2,131 1,297
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 1,388)
1,311 209 0 26 997 1,337 1,206 51 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.0 5.2 0.0 7.5 84.8 83.5 90.0 16.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
30 6 0 8 24 38 30
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 138,236
COMMITMENTS
28,866 8,152 12,412 85,388 107,307 126,666 127,871 11,570 10,365
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 6,192)
795 1,441 1,052 4,807 4,407 6,654 6,900 -462 -708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 5.9 9.0 61.8 77.6 91.6 92.5 8.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
49 19 35 68 70 132 114
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
Updated November 28, 2005