WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 296,485
COMMITMENTS
50,454 104,082 27,671 192,020 128,942 270,145 260,695 26,340 35,790
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -7,441)
-1,499 1,630 364 -1,979 -3,104 -3,114 -1,110 -4,327 -6,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 35.1 9.3 64.8 43.5 91.1 87.9 8.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
75 126 71 55 63 173 226
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
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 847,679
COMMITMENTS
162,359 187,877 83,702 455,542 397,978 701,603 669,557 146,076 178,122
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -7,626)
-13,703 10,845 13,794 1,885 -19,844 1,976 4,795 -9,602 -12,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 22.2 9.9 53.7 46.9 82.8 79.0 17.2 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 530)
135 124 114 185 190 375 394
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
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,269
COMMITMENTS
3,800 358 168 1,563 6,556 5,531 7,082 2,738 1,187
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 989)
203 -11 76 166 1,081 445 1,146 544 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 4.3 2.0 18.9 79.3 66.9 85.6 33.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 4 3 10 13 27 17
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 272,262
COMMITMENTS
43,581 56,945 27,108 153,838 117,989 224,527 202,042 47,735 70,220
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 3,411)
-6,714 12,245 1,286 7,807 -9,294 2,379 4,237 1,032 -826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 20.9 10.0 56.5 43.3 82.5 74.2 17.5 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
59 97 70 92 90 205 224
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 170,839
COMMITMENTS
29,735 31,384 24,112 96,179 95,871 150,026 151,367 20,813 19,472
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -4,692)
-6,567 7,987 -1,644 4,954 -10,594 -3,257 -4,251 -1,435 -441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 18.4 14.1 56.3 56.1 87.8 88.6 12.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
33 41 37 48 44 103 117
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 593,960
COMMITMENTS
84,871 102,232 16,907 387,215 327,187 488,993 446,326 104,967 147,634
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -53,859)
-12,506 -13,908 -116 -19,041 -15,738 -31,663 -29,762 -22,196 -24,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 17.2 2.8 65.2 55.1 82.3 75.1 17.7 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
24 35 30 61 71 105 116
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 136,202
COMMITMENTS
18,231 23,483 16,605 75,161 73,667 109,997 113,755 26,205 22,447
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -277)
-3,729 4,118 -248 3,990 -3,095 13 775 -290 -1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 17.2 12.2 55.2 54.1 80.8 83.5 19.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
30 36 30 47 45 95 101
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,129
COMMITMENTS
3,221 316 426 1,914 5,517 5,561 6,259 1,568 870
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -263)
49 119 -242 6 -150 -187 -273 -76 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 4.4 6.0 26.8 77.4 78.0 87.8 22.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 6 7 13 14 33 25
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 343,390
COMMITMENTS
82,788 63,582 2,181 181,900 167,677 266,869 233,440 76,521 109,950
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -27,256)
-21,166 -33,216 23 -11,788 5,447 -32,931 -27,746 5,675 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 18.5 0.6 53.0 48.8 77.7 68.0 22.3 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
22 22 6 46 55 71 80
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,702,810
COMMITMENTS
377,118 324,920 53,759 1060878 978,670 1491755 1357349 211,055 345,461
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -199,229)
1,617 -38,190 -10,796 -64,507 -79,556 -73,686 -128,542 -125,543 -70,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 19.1 3.2 62.3 57.5 87.6 79.7 12.4 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
54 63 36 88 101 161 181
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,306,695
COMMITMENTS
210,714 349,602 63,501 908,070 704,862 1182285 1117965 124,410 188,730
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -154,996)
-50,415 -107,279 22,279 -109,275 34,296 -137,411 -50,704 -17,585 -104,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 26.8 4.9 69.5 53.9 90.5 85.6 9.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
33 45 25 64 75 110 132
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 376,293
COMMITMENTS
110,926 95,652 53,258 165,698 191,151 329,882 340,061 46,411 36,232
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 30,206)
8,334 12,504 2,906 15,607 12,374 26,847 27,784 3,359 2,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 25.4 14.2 44.0 50.8 87.7 90.4 12.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
30 24 34 51 48 101 89
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,815
COMMITMENTS
10,410 6,182 185 21,577 18,489 32,172 24,856 5,643 12,959
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 357)
4,061 -2,414 180 -4,433 954 -192 -1,280 549 1,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 16.3 0.5 57.1 48.9 85.1 65.7 14.9 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 11 2 18 12 33 25
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 80,390
COMMITMENTS
39,493 22,472 622 22,211 46,531 62,326 69,625 18,064 10,765
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,661)
9,107 -3,443 -54 -9,773 6,023 -720 2,526 3,381 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 28.0 0.8 27.6 57.9 77.5 86.6 22.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
34 20 5 17 16 55 37
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,967
COMMITMENTS
9,084 4,087 69 25,854 30,497 35,007 34,653 960 1,314
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,353)
1,848 357 0 -96 1,470 1,752 1,827 601 526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 11.4 0.2 71.9 84.8 97.3 96.3 2.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 12 4 18 20 30 34
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,706
COMMITMENTS
177 2,578 703 15,255 8,501 16,135 11,782 4,571 8,924
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,081)
48 117 155 1,491 185 1,694 457 -613 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 12.5 3.4 73.7 41.1 77.9 56.9 22.1 43.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 8 7 18 13 26 23
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 117,449
COMMITMENTS
27,144 21,993 20,944 51,496 40,204 99,584 83,141 17,865 34,308
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 790)
-2,426 -2,114 533 2,272 623 379 -958 411 1,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 18.7 17.8 43.8 34.2 84.8 70.8 15.2 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
55 48 53 29 40 125 118
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,343
COMMITMENTS
286 313 125 310 161 721 599 622 744
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 96)
-16 -32 9 22 19 15 -4 81 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 23.3 9.3 23.1 12.0 53.7 44.6 46.3 55.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 8 3 4 2 11 12
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 178,002
COMMITMENTS
56,751 19,241 22,890 76,288 83,426 155,929 125,557 22,073 52,445
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,670)
1,232 -89 539 2,374 2,042 4,145 2,492 525 2,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 10.8 12.9 42.9 46.9 87.6 70.5 12.4 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
78 42 69 63 123 188 213
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,196
COMMITMENTS
2,468 159 436 475 2,947 3,379 3,542 1,817 1,654
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 298)
-65 -66 97 12 243 44 274 254 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.5 3.1 8.4 9.1 56.7 65.0 68.2 35.0 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
24 6 9 10 27 41 37
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,242
COMMITMENTS
10,828 2,860 2,093 6,959 7,014 19,880 11,967 4,362 12,275
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -2,978)
-1,680 -424 -401 -515 -685 -2,596 -1,510 -382 -1,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 11.8 8.6 28.7 28.9 82.0 49.4 18.0 50.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
37 17 15 29 44 79 69
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 106,006
COMMITMENTS
33,585 17,860 1,346 39,485 69,963 74,416 89,169 31,590 16,837
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 3,456)
1,098 5,542 615 1,600 -1,868 3,313 4,289 143 -833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 16.8 1.3 37.2 66.0 70.2 84.1 29.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 19 6 22 25 48 47
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 100,881
COMMITMENTS
15,191 63,398 0 78,940 14,203 94,131 77,601 6,750 23,280
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,435)
59 3,232 0 2,281 1,532 2,340 4,764 95 -2,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 62.8 0.0 78.3 14.1 93.3 76.9 6.7 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 32 0 19 10 24 42
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 129,683
COMMITMENTS
91,337 5,043 129 31,169 118,752 122,635 123,924 7,048 5,759
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 19,407)
6,673 216 129 12,411 16,920 19,213 17,265 194 2,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.4 3.9 0.1 24.0 91.6 94.6 95.6 5.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
64 9 1 17 19 82 28
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 89,837
COMMITMENTS
9,056 42,076 0 63,136 22,728 72,192 64,804 17,645 25,033
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 5,396)
-1,119 8,084 -4 4,926 -4,809 3,803 3,271 1,593 2,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 46.8 0.0 70.3 25.3 80.4 72.1 19.6 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 21 0 20 11 29 32
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 204,816
COMMITMENTS
21,037 86,921 575 155,228 83,522 176,840 171,018 27,976 33,798
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,679)
-110 -1,457 -92 -448 3,489 -650 1,940 2,329 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 42.4 0.3 75.8 40.8 86.3 83.5 13.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
26 44 4 29 19 55 67
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 185,618
COMMITMENTS
35,452 46,579 3,216 97,074 80,164 135,742 129,959 49,876 55,659
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 10,353)
3,965 1,870 1,120 2,596 6,358 7,681 9,348 2,672 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 25.1 1.7 52.3 43.2 73.1 70.0 26.9 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
32 40 14 26 29 65 77
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,455,007
COMMITMENTS
1015872 1095961 1420214 6058733 5441113 8494819 7957288 960,188 1497719
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 119,540)
-9,940 -107,913 -20,039 81,915 231,707 51,936 103,755 67,604 15,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 11.6 15.0 64.1 57.5 89.8 84.2 10.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
56 64 94 129 148 236 268
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 660,513
COMMITMENTS
60,512 68,879 5,309 454,469 464,827 520,290 539,015 140,223 121,498
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,062)
891 1,514 815 -8,084 -2,716 -6,378 -387 10,440 4,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 10.4 0.8 68.8 70.4 78.8 81.6 21.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
33 36 12 80 59 120 101
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,210,541
COMMITMENTS
209,791 316,772 26,703 619,638 743,582 856,132 1087057 354,409 123,484
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 65,833)
46,245 7,408 7,268 6,595 41,745 60,108 56,421 5,725 9,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 26.2 2.2 51.2 61.4 70.7 89.8 29.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
59 59 18 62 62 130 130
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,914
COMMITMENTS
1,277 649 0 6,284 11,021 7,561 11,670 5,353 1,244
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -65)
-5 0 0 -83 -136 -88 -136 23 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 5.0 0.0 48.7 85.3 58.5 90.4 41.5 9.6
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 11/15/05 |
--------------------------------------------------------------| 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 44,248
COMMITMENTS
8,473 9,188 0 30,437 29,181 38,910 38,369 5,338 5,879
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 225)
661 -473 0 -1,070 2,181 -409 1,708 634 -1,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 20.8 0.0 68.8 65.9 87.9 86.7 12.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 7 0 21 17 28 24
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,829
COMMITMENTS
14,517 14,620 18 35,468 31,987 50,003 46,625 8,826 12,204
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -316)
360 2,133 18 1,992 -4,576 2,370 -2,425 -2,686 2,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 24.9 0.0 60.3 54.4 85.0 79.3 15.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 15 1 38 24 54 40
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 421,971
COMMITMENTS
184,072 128,163 2,956 202,547 274,769 389,575 405,888 32,396 16,083
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 71,655)
36,194 39,950 -715 28,171 44,385 63,650 83,620 8,005 -11,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 30.4 0.7 48.0 65.1 92.3 96.2 7.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
86 57 10 44 41 136 102
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 79,829
COMMITMENTS
19,690 18,941 0 46,121 44,046 65,811 62,987 14,018 16,842
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,248)
1,323 767 0 2,829 3,241 4,152 4,008 96 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 23.7 0.0 57.8 55.2 82.4 78.9 17.6 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 16 0 16 14 22 30
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,897
COMMITMENTS
1,523 5,940 0 31,436 22,659 32,959 28,599 3,938 8,298
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -244)
7 104 0 -370 -607 -363 -503 119 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 16.1 0.0 85.2 61.4 89.3 77.5 10.7 22.5
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 11/15/05 |
--------------------------------------------------------------| 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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 290,149
COMMITMENTS
22,809 57,725 2,962 236,407 219,499 262,178 280,186 27,971 9,963
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,966)
4,326 -1,954 143 -4,247 3,615 222 1,804 1,744 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 19.9 1.0 81.5 75.7 90.4 96.6 9.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
28 45 5 40 50 72 96
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 72,180
COMMITMENTS
19,790 27,102 1,206 36,917 35,768 57,913 64,076 14,267 8,104
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 3,936)
-593 1,579 -26 4,189 2,430 3,570 3,983 366 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 37.5 1.7 51.1 49.6 80.2 88.8 19.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
34 27 5 21 25 59 53
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 49,715
COMMITMENTS
19,345 3,227 4 24,565 9,202 43,914 12,433 5,801 37,282
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,610)
2,254 -177 0 527 1,608 2,781 1,431 1,829 3,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 6.5 0.0 49.4 18.5 88.3 25.0 11.7 75.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 7 1 12 11 31 18
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,540
COMMITMENTS
1,929 1,904 106 19,800 27,292 21,835 29,302 13,705 6,238
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 815)
-479 102 -30 107 -514 -402 -442 1,217 1,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 5.4 0.3 55.7 76.8 61.4 82.4 38.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 9 1 19 26 24 36
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 149,698
COMMITMENTS
73,548 12,988 10,265 29,449 107,773 113,262 131,026 36,436 18,672
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -644)
8,333 -505 -8,906 -3,188 2,651 -3,761 -6,760 3,117 6,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 8.7 6.9 19.7 72.0 75.7 87.5 24.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
105 31 30 20 44 136 97
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 113,630
COMMITMENTS
34,901 28,448 18,379 45,917 51,581 99,197 98,408 14,433 15,222
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -559)
-1,679 -605 1,578 -114 -2,779 -215 -1,806 -344 1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 25.0 16.2 40.4 45.4 87.3 86.6 12.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
67 68 53 42 42 146 138
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 350,603
COMMITMENTS
201,765 38,783 33,292 56,380 236,621 291,437 308,696 59,166 41,907
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 25,884)
24,344 -8,952 4,352 -11,073 14,889 17,623 10,289 8,261 15,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.5 11.1 9.5 16.1 67.5 83.1 88.0 16.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
147 52 40 35 48 205 125
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 8,111
COMMITMENTS
4,241 2,988 339 2,439 4,008 7,019 7,335 1,092 776
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -6,098)
1,303 582 -65 -1,077 -3,012 161 -2,495 -6,259 -3,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.3 36.8 4.2 30.1 49.4 86.5 90.4 13.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 4 9 5 4 26 15
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 123,044
COMMITMENTS
39,012 8,933 10,316 51,332 79,291 100,660 98,540 22,384 24,504
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -3,616)
-8,728 3,598 -3,075 36 -6,302 -11,767 -5,779 8,151 2,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 7.3 8.4 41.7 64.4 81.8 80.1 18.2 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
51 24 35 63 59 126 112
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 39,030
COMMITMENTS
8,620 51 2,640 19,076 27,704 30,336 30,395 8,694 8,635
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 927)
-1,115 -33 655 1,715 -347 1,255 275 -328 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 0.1 6.8 48.9 71.0 77.7 77.9 22.3 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
20 2 10 23 20 46 30
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 89,118
COMMITMENTS
15,161 28,934 4,053 60,833 48,045 80,047 81,032 9,071 8,086
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -13,226)
-2,604 5,021 -146 -8,744 -17,046 -11,494 -12,171 -1,732 -1,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 32.5 4.5 68.3 53.9 89.8 90.9 10.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
57 69 39 47 51 127 139
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,024
COMMITMENTS
15,512 3,218 3,025 12,247 25,597 30,784 31,840 4,240 3,184
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -842)
-1,908 -122 -194 885 -830 -1,217 -1,146 375 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 9.2 8.6 35.0 73.1 87.9 90.9 12.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
59 26 23 22 17 94 56
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 120,710
COMMITMENTS
29,108 26,732 1,715 82,446 87,471 113,269 115,918 7,441 4,792
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -8,522)
623 -11,118 -1,251 -6,011 5,392 -6,639 -6,977 -1,883 -1,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 22.1 1.4 68.3 72.5 93.8 96.0 6.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
47 42 10 49 34 101 85
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 488,989
COMMITMENTS
147,482 35,343 37,514 232,583 383,333 417,579 456,190 71,410 32,799
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 13,959)
1,214 -397 -1,275 11,962 17,330 11,901 15,658 2,058 -1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 7.2 7.7 47.6 78.4 85.4 93.3 14.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
70 23 33 56 51 145 91
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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 74,016
COMMITMENTS
18,344 13,383 6,740 39,929 47,541 65,013 67,664 9,003 6,352
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -9,909)
-146 550 -1,822 -6,749 -8,115 -8,717 -9,387 -1,192 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 18.1 9.1 53.9 64.2 87.8 91.4 12.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
101 56 37 79 74 203 152
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 38,120
COMMITMENTS
31,395 1,958 2,176 1,138 32,160 34,709 36,294 3,411 1,826
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -3,592)
-1,387 -1,596 87 -2,550 -2,240 -3,850 -3,749 258 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.4 5.1 5.7 3.0 84.4 91.1 95.2 8.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
36 7 5 9 9 47 20
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
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 184,489
COMMITMENTS
17,988 24,255 24,175 111,895 109,152 154,058 157,582 30,431 26,907
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,791)
2,951 836 -106 170 2,372 3,015 3,102 -1,224 -1,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 13.1 13.1 60.7 59.2 83.5 85.4 16.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
32 32 38 72 67 126 118
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 550,058
COMMITMENTS
45,963 95,671 168,839 261,003 250,844 475,805 515,354 74,253 34,704
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -7,421)
-2,193 3,695 -8,517 731 -4,390 -9,979 -9,212 2,558 1,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 17.4 30.7 47.5 45.6 86.5 93.7 13.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
48 50 72 93 77 181 160
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
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,916
COMMITMENTS
2,420 372 554 46,501 51,056 49,475 51,982 5,441 2,934
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 14,063)
-517 0 122 15,638 13,879 15,243 14,001 -1,180 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.7 1.0 84.7 93.0 90.1 94.7 9.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 17 18 18 20
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,469
COMMITMENTS
0 8,475 922 32,995 23,582 33,917 32,979 5,552 6,490
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 509)
0 1,444 -96 881 -1,364 785 -16 -276 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 21.5 2.3 83.6 59.7 85.9 83.6 14.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 17 14 19 16
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,418
COMMITMENTS
16,816 2,308 2,833 82,463 93,006 102,112 98,147 6,306 10,271
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,576)
2,248 -166 -1,083 550 1,218 1,715 -31 -139 1,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 2.1 2.6 76.1 85.8 94.2 90.5 5.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 4 27 27 32 32
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,062
COMMITMENTS
2,904 5,684 0 49,351 43,388 52,255 49,072 3,807 6,990
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 76)
0 0 0 85 23 85 23 -9 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 10.1 0.0 88.0 77.4 93.2 87.5 6.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 16 15 17 17
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,962
COMMITMENTS
0 11,703 3,982 60,296 53,233 64,278 68,918 11,684 7,044
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 5,898)
0 -1,066 399 430 2,737 829 2,070 5,069 3,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 15.4 5.2 79.4 70.1 84.6 90.7 15.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 3 18 18 21 21
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,871
COMMITMENTS
20,366 5,521 4,710 42,788 60,759 67,864 70,990 9,007 5,881
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,214)
-2,167 131 638 4,138 2,155 2,609 2,924 -395 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 7.2 6.1 55.7 79.0 88.3 92.3 11.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 21 20 25 24
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,078
COMMITMENTS
0 1,670 1,801 60,778 55,497 62,579 58,968 2,499 6,110
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,162)
-36 1,670 -581 2,233 -327 1,616 762 -454 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.6 2.8 93.4 85.3 96.2 90.6 3.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 19 20 20
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,873
COMMITMENTS
0 6,936 3,022 46,792 40,457 49,814 50,415 8,059 7,458
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 3,128)
0 -2,171 1,084 -166 3,033 918 1,946 2,210 1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.0 5.2 80.9 69.9 86.1 87.1 13.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 23 18 25 20
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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,157
COMMITMENTS
0 4,176 18 39,899 38,217 39,917 42,411 8,240 5,746
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.7 0.0 82.9 79.4 82.9 88.1 17.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 12 15 13
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,805
COMMITMENTS
738 0 2,633 36,186 36,507 39,557 39,140 4,248 4,665
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 3,055)
738 -222 753 1,058 2,524 2,549 3,055 506 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 6.0 82.6 83.3 90.3 89.4 9.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 15 15 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,602
COMMITMENTS
18,711 0 1,824 41,170 60,203 61,705 62,027 5,897 5,575
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,125)
980 0 -366 207 1,491 821 1,125 304 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 0.0 2.7 60.9 89.1 91.3 91.8 8.7 8.2
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 11/15/05 |
--------------------------------------------------------------| 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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,936
COMMITMENTS
3,184 578 3,619 37,739 36,876 44,542 41,073 8,394 11,863
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,389)
-1,351 578 305 1,721 1,749 675 2,632 1,714 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 1.1 6.8 71.3 69.7 84.1 77.6 15.9 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 19 16 21 19
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
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,990
COMMITMENTS
35 248 1,677 50,585 50,380 52,297 52,305 7,693 7,685
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.4 2.8 84.3 84.0 87.2 87.2 12.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 15 17 17
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 179,537
COMMITMENTS
2,290 10,597 10,760 150,603 148,345 163,653 169,702 15,884 9,835
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 5.9 6.0 83.9 82.6 91.2 94.5 8.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 4 6 34 31 40 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,524
COMMITMENTS
2,658 649 4,423 68,868 70,903 75,949 75,975 9,575 9,549
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.8 5.2 80.5 82.9 88.8 88.8 11.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 18 18 20 19
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,202
COMMITMENTS
18,820 1,426 1,680 44,750 59,891 65,250 62,997 1,952 4,205
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 2.1 2.5 66.6 89.1 97.1 93.7 2.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 12 14 14 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 155,231
COMMITMENTS
7,071 0 4,337 137,159 142,314 148,567 146,651 6,664 8,580
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 2.8 88.4 91.7 95.7 94.5 4.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 2 32 31 35 33
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 162,361
COMMITMENTS
15,755 1,415 17,380 125,569 141,062 158,704 159,857 3,657 2,504
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 0.9 10.7 77.3 86.9 97.7 98.5 2.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 2 7 37 31 45 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 142,006
COMMITMENTS
4,533 5,363 4,139 117,857 117,550 126,529 127,052 15,477 14,954
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 3.8 2.9 83.0 82.8 89.1 89.5 10.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 28 27 30 29
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,067
COMMITMENTS
4,345 20,412 13,431 133,013 119,346 150,789 153,189 9,278 6,878
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 12.8 8.4 83.1 74.6 94.2 95.7 5.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 6 8 27 29 35 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,731
COMMITMENTS
1,109 16,534 2,575 57,820 35,868 61,504 54,977 2,227 8,754
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 25.9 4.0 90.7 56.3 96.5 86.3 3.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 5 5 17 19 23 25
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,465,330
COMMITMENTS
330,743 55,553 294,186 796,476 1078722 1421405 1428461 43,925 36,869
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 57,053)
-4,780 -1,531 9,178 26,800 23,971 31,198 31,618 25,855 25,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 3.8 20.1 54.4 73.6 97.0 97.5 3.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
32 10 35 97 82 137 119
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 328,201
COMMITMENTS
80,990 107,410 73,851 170,697 145,444 325,538 326,705 2,663 1,496
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 19,765)
8,125 9,922 -1,540 13,605 10,934 20,190 19,316 -425 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 32.7 22.5 52.0 44.3 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 8 17 33 30 53 50
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,890
COMMITMENTS
22,536 9,048 11,282 38,940 52,510 72,758 72,840 132 50
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 167)
100 2,468 -372 1,069 -1,179 797 917 -630 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 12.4 15.5 53.4 72.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 8 10 38 41 48 52
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,738
COMMITMENTS
4,765 4,084 2,222 18,751 18,923 25,738 25,229 0 509
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -617)
1,293 -42 -497 -1,372 -37 -576 -576 -41 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 15.9 8.6 72.9 73.5 100.0 98.0 0.0 2.0
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 11/15/05 |
--------------------------------------------------------------| 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,582
COMMITMENTS
1,677 5,199 932 9,973 6,451 12,582 12,582 0 0
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,234)
0 848 86 1,148 300 1,234 1,234 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 41.3 7.4 79.3 51.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 2 17 11 21 15
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,412
COMMITMENTS
3,900 5,420 2,374 13,965 12,274 20,239 20,068 173 344
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 940)
-140 48 320 919 728 1,099 1,096 -159 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 26.6 11.6 68.4 60.1 99.2 98.3 0.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 7 21 22 28 29
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,810
COMMITMENTS
10,000 120 1,350 10,782 20,772 22,132 22,242 678 568
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -126)
-240 0 60 12 -226 -168 -166 42 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 0.5 5.9 47.3 91.1 97.0 97.5 3.0 2.5
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 11/15/05 |
--------------------------------------------------------------| 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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,807
COMMITMENTS
618 80 904 8,672 9,523 10,194 10,507 613 300
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 197)
-128 0 100 132 97 104 197 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 0.7 8.4 80.2 88.1 94.3 97.2 5.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 16 12 18 15
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 805,527
COMMITMENTS
115,470 158,534 117,270 527,909 466,685 760,649 742,489 44,878 63,038
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -39,538)
-24 -13,128 -4,135 -15,949 -6,519 -20,108 -23,782 -19,430 -15,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 19.7 14.6 65.5 57.9 94.4 92.2 5.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
56 90 77 75 76 185 197
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,981
COMMITMENTS
8,740 2,311 455 2,473 11,758 11,668 14,524 3,313 457
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 143)
53 -48 16 -368 203 -299 171 442 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.3 15.4 3.0 16.5 78.5 77.9 96.9 22.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
59 13 9 15 26 81 44
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,491
COMMITMENTS
10,153 745 0 997 11,480 11,150 12,225 2,341 1,266
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 578)
342 74 0 26 535 368 609 210 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.3 5.5 0.0 7.4 85.1 82.6 90.6 17.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
31 7 0 8 23 39 30
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 142,891
COMMITMENTS
29,474 8,163 14,576 88,578 109,511 132,628 132,250 10,263 10,641
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,655)
608 11 2,164 3,190 2,204 5,962 4,379 -1,307 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 5.7 10.2 62.0 76.6 92.8 92.6 7.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
48 20 36 73 70 137 115
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
Updated December 2, 2005