WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 312,296: 48,934 88,443 46,995 189,013 138,899 284,942 274,337: 27,354 37,959
Old : 292,830: 47,717 85,095 41,435 178,232 133,568 267,385 260,099: 25,445 32,731
Other: 19,466: 6,075 8,207 701 10,781 5,330 17,557 14,238: 1,909 5,228
: : :
: : Changes in Commitments from: September 6, 2005 :
: 18,432: 5,805 118 6,375 4,479 9,279 16,658 15,772: 1,773 2,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 28.3 15.0 60.5 44.5 91.2 87.8: 8.8 12.2
Old : 100.0: 16.3 29.1 14.1 60.9 45.6 91.3 88.8: 8.7 11.2
Other: 100.0: 31.2 42.2 3.6 55.4 27.4 90.2 73.1: 9.8 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 88 107 87 49 61 185 217:
Old : 277: 82 119 82 47 57 178 213:
Other: 97: 30 22 13 12 42 47 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 29.5 44.8 38.1 29.7 24.0 41.7 29.7
Old : 31.6 31.3 45.4 38.8 31.6 27.6 44.4 33.8
Other: 52.6 37.6 66.1 45.1 52.6 37.2 65.5 44.7
WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 293,865: 43,129 88,326 40,620 184,535 129,620 268,284 258,565: 25,581 35,299
Old : 278,240: 42,194 86,034 36,549 175,397 124,722 254,140 247,305: 24,100 30,935
Other: 15,624: 4,567 5,924 438 9,138 4,897 14,143 11,260: 1,481 4,365
: : :
: : Changes in Commitments from: August 30, 2005 :
: 5,415: 2,540 5,854 1,314 1,099 97 4,953 7,265: 462 -1,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 30.1 13.8 62.8 44.1 91.3 88.0: 8.7 12.0
Old : 100.0: 15.2 30.9 13.1 63.0 44.8 91.3 88.9: 8.7 11.1
Other: 100.0: 29.2 37.9 2.8 58.5 31.3 90.5 72.1: 9.5 27.9
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 71 120 75 50 57 169 213:
Old : 270: 72 124 71 47 56 162 211:
Other: 87: 25 22 12 13 35 44 63:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 28.7 47.1 37.2 31.8 23.4 44.5 28.6
Old : 33.5 30.2 48.3 38.0 33.5 25.9 46.9 32.3
Other: 46.5 37.9 65.5 46.4 45.7 37.8 63.5 45.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 890,355: 118,399 145,600 144,435 481,691 387,535 744,525 677,570: 145,830 212,785
Old : 847,565: 106,731 151,349 130,549 472,892 365,643 710,171 647,540: 137,394 200,025
Other: 42,790: 20,259 2,841 5,296 8,799 21,892 34,354 30,029: 8,436 12,761
: : :
: : Changes in Commitments from: September 6, 2005 :
: 8,513: -15,389 12,999 3,747 19,293 -11,790 7,651 4,956: 862 3,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 16.4 16.2 54.1 43.5 83.6 76.1: 16.4 23.9
Old : 100.0: 12.6 17.9 15.4 55.8 43.1 83.8 76.4: 16.2 23.6
Other: 100.0: 47.3 6.6 12.4 20.6 51.2 80.3 70.2: 19.7 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 575: 151 132 149 218 231 437 453:
Old : 573: 146 142 142 216 230 431 448:
Other: 242: 48 38 21 38 130 99 177:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 16.0 29.4 21.2 19.7 14.2 27.9 18.4
Old : 21.1 15.6 30.8 21.0 20.6 13.7 29.2 18.0
Other: 19.8 30.2 31.8 36.5 18.1 28.3 29.2 33.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 881,842: 133,788 132,601 140,689 462,398 399,324 736,875 672,614: 144,968 209,228
Old : 838,590: 117,491 133,904 129,305 455,478 377,771 702,274 640,980: 136,316 197,610
Other: 43,252: 20,930 3,330 6,750 6,920 21,553 34,600 31,633: 8,652 11,619
: : :
: : Changes in Commitments from: August 30, 2005 :
: -3,775: 10,301 4,663 -3,435 -9,013 -2,666 -2,147 -1,438: -1,629 -2,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 15.0 16.0 52.4 45.3 83.6 76.3: 16.4 23.7
Old : 100.0: 14.0 16.0 15.4 54.3 45.0 83.7 76.4: 16.3 23.6
Other: 100.0: 48.4 7.7 15.6 16.0 49.8 80.0 73.1: 20.0 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 578: 151 131 156 212 234 442 454:
Old : 575: 144 139 149 210 234 435 450:
Other: 235: 47 35 20 39 125 97 170:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 16.6 29.1 21.8 19.6 15.2 27.4 19.5
Old : 20.8 16.3 30.5 21.5 20.5 14.7 28.8 19.1
Other: 19.5 31.4 32.3 39.1 15.7 28.1 26.9 33.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,833: 2,193 495 535 1,755 4,048 4,484 5,078: 2,349 1,755
Old : 6,831: 2,193 495 535 1,754 4,047 4,483 5,077: 2,348 1,754
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: September 6, 2005 :
: -148: -116 -30 -42 -134 7 -292 -65: 145 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 7.2 7.8 25.7 59.2 65.6 74.3: 34.4 25.7
Old : 100.0: 32.1 7.2 7.8 25.7 59.2 65.6 74.3: 34.4 25.7
Other: 100.0: 0.0 0.0 0.0 50.0 50.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 5 5 10 15 22 24:
Old : 35: 11 5 5 10 15 22 24:
Other: 1: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 33.8 46.8 49.6 31.1 32.7 43.4 46.2
Old : 31.1 33.8 46.8 49.6 31.1 32.7 43.4 46.3
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,980: 2,309 525 577 1,889 4,040 4,776 5,143: 2,204 1,838
Old : 6,978: 2,309 525 576 1,888 4,039 4,774 5,141: 2,204 1,838
Other: 2: 0 0 1 1 1 2 2: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -246: -107 28 9 -25 -366 -123 -329: -123 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 7.5 8.3 27.1 57.9 68.4 73.7: 31.6 26.3
Old : 100.0: 33.1 7.5 8.3 27.1 57.9 68.4 73.7: 31.6 26.3
Other: 100.0: 0.0 0.0 50.0 50.0 50.0 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 12 7 6 10 15 25 25:
Old : 38: 12 7 6 10 15 25 25:
Other: 2: 0 0 1 1 1 2 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 33.2 46.9 47.8 29.7 31.1 42.8 44.3
Old : 29.9 33.2 46.9 47.8 29.7 31.1 42.8 44.3
Other: 100.0 100.0 100.0 100.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 336,421: 51,280 39,606 67,292 155,875 139,875 274,447 246,773: 61,975 89,648
Old : 328,417: 50,992 40,595 63,444 153,480 137,393 267,916 241,433: 60,502 86,985
Other: 8,004: 4,066 2,789 71 2,395 2,482 6,531 5,341: 1,473 2,663
: : :
: : Changes in Commitments from: September 6, 2005 :
: 5,999: -1,084 6,179 3,879 7,500 -6,696 10,295 3,362: -4,296 2,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 11.8 20.0 46.3 41.6 81.6 73.4: 18.4 26.6
Old : 100.0: 15.5 12.4 19.3 46.7 41.8 81.6 73.5: 18.4 26.5
Other: 100.0: 50.8 34.8 0.9 29.9 31.0 81.6 66.7: 18.4 33.3
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 94 115 136 105 124 280 305:
Old : 360: 93 119 132 104 124 278 301:
Other: 96: 14 26 4 15 48 32 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 17.8 28.1 24.8 17.1 9.8 24.1 14.5
Old : 18.9 17.9 28.7 25.1 17.5 10.0 24.7 14.7
Other: 55.1 30.5 68.3 46.2 55.1 28.5 65.5 41.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 330,423: 52,364 33,427 63,414 148,374 146,571 264,152 243,411: 66,271 87,011
Old : 324,090: 52,043 33,550 60,858 146,347 144,671 259,247 239,079: 64,843 85,011
Other: 6,332: 2,862 2,417 15 2,027 1,900 4,904 4,332: 1,428 2,000
: : :
: : Changes in Commitments from: August 30, 2005 :
: 7,912: 3,109 4,432 4,186 -1,840 -2,964 5,455 5,654: 2,458 2,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 10.1 19.2 44.9 44.4 79.9 73.7: 20.1 26.3
Old : 100.0: 16.1 10.4 18.8 45.2 44.6 80.0 73.8: 20.0 26.2
Other: 100.0: 45.2 38.2 0.2 32.0 30.0 77.4 68.4: 22.6 31.6
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 97 108 130 105 126 279 297:
Old : 358: 95 109 127 104 125 277 292:
Other: 93: 9 26 2 12 50 23 76:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 19.4 29.3 27.0 18.3 12.4 25.4 17.5
Old : 19.9 19.7 29.7 27.3 18.7 12.6 25.9 17.8
Other: 59.3 33.1 70.0 47.3 59.3 33.1 70.0 47.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 153,412: 20,361 27,732 23,263 87,769 82,685 131,393 133,680: 22,019 19,732
Old : 149,720: 20,876 27,772 21,617 86,291 81,740 128,784 131,129: 20,936 18,591
Other: 3,692: 1,049 1,524 82 1,478 945 2,609 2,551: 1,083 1,141
: : :
: : Changes in Commitments from: September 6, 2005 :
: 2,158: 206 3,412 -85 2,036 -2,384 2,156 943: 2 1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 18.1 15.2 57.2 53.9 85.6 87.1: 14.4 12.9
Old : 100.0: 13.9 18.5 14.4 57.6 54.6 86.0 87.6: 14.0 12.4
Other: 100.0: 28.4 41.3 2.2 40.0 25.6 70.7 69.1: 29.3 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 30 46 34 51 42 101 110:
Old : 145: 35 47 33 51 42 101 109:
Other: 23: 4 8 3 9 4 15 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 26.6 33.6 37.2 21.6 20.7 30.7 28.1
Old : 22.4 27.3 33.9 38.1 22.2 21.6 31.4 29.3
Other: 54.6 45.6 66.6 64.0 47.4 34.8 53.0 49.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 151,253: 20,155 24,319 23,348 85,733 85,069 129,236 132,737: 22,017 18,516
Old : 148,121: 20,977 24,292 21,787 84,342 84,224 127,106 130,304: 21,015 17,817
Other: 3,132: 696 1,545 43 1,391 845 2,130 2,433: 1,002 699
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,923: 872 2,323 -1,205 -13 -1,562 -346 -444: 4,269 4,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 16.1 15.4 56.7 56.2 85.4 87.8: 14.6 12.2
Old : 100.0: 14.2 16.4 14.7 56.9 56.9 85.8 88.0: 14.2 12.0
Other: 100.0: 22.2 49.3 1.4 44.4 27.0 68.0 77.7: 32.0 22.3
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 25 45 35 49 44 102 106:
Old : 141: 33 44 34 49 44 102 105:
Other: 22: 3 9 3 9 3 14 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 27.1 33.8 38.0 21.8 19.7 31.1 28.0
Old : 22.5 27.6 34.5 38.8 22.3 20.5 31.8 28.9
Other: 59.9 55.5 65.3 73.3 41.5 42.8 46.9 55.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 757,678: 91,919 58,641 100,867 423,401 414,987 616,187 574,496: 141,490 183,182
Old : 757,678: 91,919 58,641 100,867 423,401 414,987 616,187 574,496: 141,490 183,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -70,659: -3,668 -1,911 -13,652 -50,386 -48,797 -67,706 -64,359: -2,953 -6,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 7.7 13.3 55.9 54.8 81.3 75.8: 18.7 24.2
Old : 100.0: 12.1 7.7 13.3 55.9 54.8 81.3 75.8: 18.7 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 33 32 48 70 80 130 135:
Old : 164: 33 32 48 70 80 130 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 14.0 28.8 23.1 17.3 10.7 23.1 18.2
Old : 21.1 14.0 28.8 23.1 17.3 10.7 23.1 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 828,336: 95,587 60,552 114,519 473,787 463,784 683,893 638,855: 144,443 189,481
Old : 828,336: 95,587 60,552 114,519 473,787 463,784 683,893 638,855: 144,443 189,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 50,124: 7,746 5,913 1,260 18,397 1,985 27,403 9,157: 22,721 40,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 7.3 13.8 57.2 56.0 82.6 77.1: 17.4 22.9
Old : 100.0: 11.5 7.3 13.8 57.2 56.0 82.6 77.1: 17.4 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 30 34 48 78 85 137 140:
Old : 169: 30 34 48 78 85 137 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 15.6 28.3 24.1 16.3 11.5 22.1 18.8
Old : 20.4 15.6 28.3 24.1 16.3 11.5 22.1 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 133,214: 14,978 12,180 23,157 68,323 76,718 106,458 112,055: 26,756 21,158
Old : 131,289: 15,206 12,034 22,673 66,955 75,742 104,834 110,449: 26,455 20,839
Other: 1,925: 117 491 139 1,368 976 1,624 1,606: 301 319
: : :
: : Changes in Commitments from: September 6, 2005 :
: 5,406: -1,582 3,044 1,261 5,086 -82 4,764 4,222: 642 1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 9.1 17.4 51.3 57.6 79.9 84.1: 20.1 15.9
Old : 100.0: 11.6 9.2 17.3 51.0 57.7 79.9 84.1: 20.1 15.9
Other: 100.0: 6.1 25.5 7.2 71.1 50.7 84.4 83.4: 15.6 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 31 36 41 46 45 102 106:
Old : 130: 35 34 41 46 45 102 106:
Other: 21: 2 5 3 13 3 16 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 30.9 29.5 42.4 14.5 26.7 21.8 33.2
Old : 19.7 31.3 29.2 42.9 14.6 27.1 21.6 33.7
Other: 55.1 64.4 74.4 81.6 55.1 60.7 69.1 72.6
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 127,808: 16,560 9,136 21,897 63,237 76,800 101,694 107,833: 26,114 19,975
Old : 125,985: 16,822 9,132 21,401 61,954 75,814 100,177 106,347: 25,808 19,638
Other: 1,823: 55 321 179 1,283 986 1,517 1,486: 306 337
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,280: 2,135 1,356 1,178 -787 -1,009 2,526 1,525: -246 755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 7.1 17.1 49.5 60.1 79.6 84.4: 20.4 15.6
Old : 100.0: 13.4 7.2 17.0 49.2 60.2 79.5 84.4: 20.5 15.6
Other: 100.0: 3.0 17.6 9.8 70.4 54.1 83.2 81.5: 16.8 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 33 32 39 49 48 106 104:
Old : 131: 36 32 39 49 48 106 104:
Other: 19: 1 5 3 11 3 14 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 32.6 28.4 43.2 13.9 27.1 21.4 34.3
Old : 18.5 33.1 28.1 43.7 13.9 27.6 21.2 34.9
Other: 56.0 60.1 75.0 77.0 56.0 56.3 69.0 67.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,272: 2,780 1,570 1,210 2,164 2,756 6,154 5,536: 1,118 1,736
Old : 7,272: 2,780 1,570 1,210 2,164 2,756 6,154 5,536: 1,118 1,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 165: -7 237 95 182 -260 270 73: -105 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 21.6 16.6 29.8 37.9 84.6 76.1: 15.4 23.9
Old : 100.0: 38.2 21.6 16.6 29.8 37.9 84.6 76.1: 15.4 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 15 12 11 15 17 36 34:
Old : 50: 15 12 11 15 17 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 31.9 52.1 47.6 36.8 27.1 50.0 39.1
Old : 37.0 31.9 52.1 47.6 36.8 27.1 50.0 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,107: 2,787 1,333 1,115 1,982 3,015 5,884 5,464: 1,223 1,643
Old : 7,107: 2,787 1,333 1,115 1,982 3,015 5,884 5,464: 1,223 1,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -472: -40 -83 -210 -101 -165 -350 -458: -121 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 18.8 15.7 27.9 42.4 82.8 76.9: 17.2 23.1
Old : 100.0: 39.2 18.8 15.7 27.9 42.4 82.8 76.9: 17.2 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 16 10 11 14 17 36 32:
Old : 50: 16 10 11 14 17 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 30.3 47.9 49.2 32.9 26.5 45.9 38.3
Old : 32.9 30.3 47.9 49.2 32.9 26.5 45.9 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 388,152: 114,492 85,630 2,819 207,048 185,727 324,360 274,176: 63,792 113,975
Old : 388,152: 114,492 85,630 2,819 207,048 185,727 324,360 274,176: 63,792 113,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 43: 3,482 3,601 -4,112 -4,375 -5,271 -5,004 -5,782: 5,047 5,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 22.1 0.7 53.3 47.8 83.6 70.6: 16.4 29.4
Old : 100.0: 29.5 22.1 0.7 53.3 47.8 83.6 70.6: 16.4 29.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 18 29 7 44 46 65 79:
Old : 112: 18 29 7 44 46 65 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 13.9 44.1 22.1 27.3 12.7 41.1 20.7
Old : 29.0 13.9 44.1 22.1 27.3 12.7 41.1 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 388,109: 111,010 82,029 6,931 211,423 190,998 329,364 279,958: 58,745 108,151
Old : 388,109: 111,010 82,029 6,931 211,423 190,998 329,364 279,958: 58,745 108,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 12,364: 1,980 -5,140 -3,422 7,617 22,112 6,175 13,550: 6,189 -1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 21.1 1.8 54.5 49.2 84.9 72.1: 15.1 27.9
Old : 100.0: 28.6 21.1 1.8 54.5 49.2 84.9 72.1: 15.1 27.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 13 25 6 44 47 61 75:
Old : 105: 13 25 6 44 47 61 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 17.8 46.0 26.2 27.9 16.6 43.1 25.0
Old : 29.5 17.8 46.0 26.2 27.9 16.6 43.1 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,412,355: 330,666 375,559 416,968 1,407,735 1,226,878 2,155,368 2,019,405: 256,987 392,951
Old : 2,412,355: 330,666 375,559 416,968 1,407,735 1,226,878 2,155,368 2,019,405: 256,987 392,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 60,485: -14,887 -4,967 74,721 16,554 51,066 76,388 120,820: -15,904 -60,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 15.6 17.3 58.4 50.9 89.3 83.7: 10.7 16.3
Old : 100.0: 13.7 15.6 17.3 58.4 50.9 89.3 83.7: 10.7 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 56 73 80 106 130 205 242:
Old : 275: 56 73 80 106 130 205 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 19.5 43.9 28.3 29.8 17.8 36.6 23.1
Old : 33.9 19.5 43.9 28.3 29.8 17.8 36.6 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,351,871: 345,553 380,526 342,247 1,391,181 1,175,813 2,078,980 1,898,585: 272,891 453,286
Old : 2,351,871: 345,553 380,526 342,247 1,391,181 1,175,813 2,078,980 1,898,585: 272,891 453,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 65,031: 36,683 34,695 -23,385 34,960 -21,378 48,259 -10,068: 16,772 75,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 16.2 14.6 59.2 50.0 88.4 80.7: 11.6 19.3
Old : 100.0: 14.7 16.2 14.6 59.2 50.0 88.4 80.7: 11.6 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 54 70 71 103 121 195 226:
Old : 264: 54 70 71 103 121 195 226:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 18.4 47.5 26.8 35.6 17.6 43.1 23.7
Old : 37.9 18.4 47.5 26.8 35.6 17.6 43.1 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,428,798: 146,529 298,014 151,012 924,519 735,311 1,222,059 1,184,337: 206,739 244,461
Old : 1,428,798: 146,529 298,014 151,012 924,519 735,311 1,222,059 1,184,337: 206,739 244,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -91,649: -1,715 -32,534 6,635 -102,127 -43,483 -97,207 -69,382: 5,557 -22,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 20.9 10.6 64.7 51.5 85.5 82.9: 14.5 17.1
Old : 100.0: 10.3 20.9 10.6 64.7 51.5 85.5 82.9: 14.5 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 39 45 45 76 85 134 156:
Old : 183: 39 45 45 76 85 134 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 20.3 41.0 29.6 27.2 18.8 36.0 26.8
Old : 30.6 20.3 41.0 29.6 27.2 18.8 36.0 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,520,448: 148,243 330,548 144,377 1,026,646 778,794 1,319,266 1,253,719: 201,182 266,729
Old : 1,520,448: 148,243 330,548 144,377 1,026,646 778,794 1,319,266 1,253,719: 201,182 266,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -33,141: 12,018 -26,839 6,221 -93,914 4,416 -75,674 -16,201: 42,533 -16,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 21.7 9.5 67.5 51.2 86.8 82.5: 13.2 17.5
Old : 100.0: 9.7 21.7 9.5 67.5 51.2 86.8 82.5: 13.2 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 36 47 40 74 82 128 151:
Old : 184: 36 47 40 74 82 128 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 19.9 44.6 30.4 28.8 17.7 36.6 26.1
Old : 33.1 19.9 44.6 30.4 28.8 17.7 36.6 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 765,591: 177,384 60,265 294,471 236,489 363,705 708,344 718,441: 57,247 47,150
Old : 765,591: 177,384 60,265 294,471 236,489 363,705 708,344 718,441: 57,247 47,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 29,016: 18,201 13,887 -27,880 33,835 41,924 24,156 27,930: 4,861 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 7.9 38.5 30.9 47.5 92.5 93.8: 7.5 6.2
Old : 100.0: 23.2 7.9 38.5 30.9 47.5 92.5 93.8: 7.5 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 43 31 47 61 59 129 112:
Old : 146: 43 31 47 61 59 129 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 36.1 50.9 47.1 15.5 13.8 20.0 18.8
Old : 37.3 36.1 50.9 47.1 15.5 13.8 20.0 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 736,574: 159,183 46,379 322,351 202,654 321,781 684,188 690,511: 52,386 46,064
Old : 736,574: 159,183 46,379 322,351 202,654 321,781 684,188 690,511: 52,386 46,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 43,457: 23,040 1,530 35,804 -13,780 -8,399 45,064 28,935: -1,607 14,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 6.3 43.8 27.5 43.7 92.9 93.7: 7.1 6.3
Old : 100.0: 21.6 6.3 43.8 27.5 43.7 92.9 93.7: 7.1 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 22 32 40 50 49 100 94:
Old : 117: 22 32 40 50 49 100 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 42.4 57.6 54.2 17.2 15.5 21.2 20.6
Old : 47.1 42.4 57.6 54.2 17.2 15.5 21.2 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 53,251: 8,161 6,610 2,956 29,473 30,935 40,590 40,501: 12,661 12,750
Old : 53,251: 8,161 6,610 2,956 29,473 30,935 40,590 40,501: 12,661 12,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 18,018: 560 1,396 2,423 10,611 9,188 13,594 13,007: 4,423 5,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.4 5.6 55.3 58.1 76.2 76.1: 23.8 23.9
Old : 100.0: 15.3 12.4 5.6 55.3 58.1 76.2 76.1: 23.8 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 12 14 14 28 19 48 39:
Old : 59: 12 14 14 28 19 48 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 42.0 45.6 56.0 19.2 24.8 28.2 34.6
Old : 31.6 42.0 45.6 56.0 19.2 24.8 28.2 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 35,233: 7,601 5,213 533 18,861 21,746 26,995 27,493: 8,238 7,740
Old : 35,233: 7,601 5,213 533 18,861 21,746 26,995 27,493: 8,238 7,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,645: 752 -991 105 2,991 3,610 3,847 2,724: -203 921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 14.8 1.5 53.5 61.7 76.6 78.0: 23.4 22.0
Old : 100.0: 21.6 14.8 1.5 53.5 61.7 76.6 78.0: 23.4 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 12 10 7 22 15 37 29:
Old : 53: 12 10 7 22 15 37 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 47.7 46.3 61.1 28.9 41.4 42.1 54.8
Old : 29.4 47.7 46.3 61.1 28.9 41.4 42.1 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 88,319: 17,202 34,408 7,130 48,066 23,162 72,398 64,701: 15,920 23,618
Old : 88,319: 17,202 34,408 7,130 48,066 23,162 72,398 64,701: 15,920 23,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 10,999: 2,567 -415 2,678 1,356 3,229 6,601 5,492: 4,398 5,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 39.0 8.1 54.4 26.2 82.0 73.3: 18.0 26.7
Old : 100.0: 19.5 39.0 8.1 54.4 26.2 82.0 73.3: 18.0 26.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 24 30 23 25 23 62 63:
Old : 85: 24 30 23 25 23 62 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 24.6 54.1 36.0 46.2 23.4 53.4 33.6
Old : 46.2 24.6 54.1 36.0 46.2 23.4 53.4 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 77,319: 14,635 34,823 4,452 46,710 19,934 65,797 59,209: 11,522 18,111
Old : 77,319: 14,635 34,823 4,452 46,710 19,934 65,797 59,209: 11,522 18,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,792: 2,671 -80 814 -2,877 -704 608 30: 3,184 3,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 45.0 5.8 60.4 25.8 85.1 76.6: 14.9 23.4
Old : 100.0: 18.9 45.0 5.8 60.4 25.8 85.1 76.6: 14.9 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 20 33 15 19 16 50 53:
Old : 82: 20 33 15 19 16 50 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 26.6 61.9 39.1 53.3 24.7 61.6 36.3
Old : 53.3 26.6 61.9 39.1 53.3 24.7 61.6 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 39,703: 2,922 3,926 6,638 29,731 28,210 39,291 38,774: 412 929
Old : 39,703: 2,922 3,926 6,638 29,731 28,210 39,291 38,774: 412 929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -738: 492 -508 2,195 -2,529 -1,453 158 234: -896 -972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 9.9 16.7 74.9 71.1 99.0 97.7: 1.0 2.3
Old : 100.0: 7.4 9.9 16.7 74.9 71.1 99.0 97.7: 1.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 8 16 4 17 21 27 39:
Old : 56: 8 16 4 17 21 27 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 50.8 77.4 76.9 46.6 40.4 59.7 56.5
Old : 59.8 50.8 77.4 76.9 46.6 40.4 59.7 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 40,441: 2,430 4,434 4,443 32,260 29,663 39,133 38,540: 1,308 1,901
Old : 40,441: 2,430 4,434 4,443 32,260 29,663 39,133 38,540: 1,308 1,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,167: -696 -84 2,600 -4,000 -4,711 -2,096 -2,195: -71 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 11.0 11.0 79.8 73.3 96.8 95.3: 3.2 4.7
Old : 100.0: 6.0 11.0 11.0 79.8 73.3 96.8 95.3: 3.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 8 16 4 19 20 29 38:
Old : 56: 8 16 4 19 20 29 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 49.8 72.7 74.8 45.8 38.7 59.1 54.9
Old : 53.3 49.8 72.7 74.8 45.8 38.7 59.1 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 21,406: 945 2,025 1,784 13,035 10,808 15,763 14,617: 5,643 6,788
Old : 21,406: 945 2,025 1,784 13,035 10,808 15,763 14,617: 5,643 6,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 441: 52 -214 -12 -134 216 -94 -11: 534 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.5 8.3 60.9 50.5 73.6 68.3: 26.4 31.7
Old : 100.0: 4.4 9.5 8.3 60.9 50.5 73.6 68.3: 26.4 31.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 7 5 10 20 17 31 28:
Old : 35: 7 5 10 20 17 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 31.2 56.3 48.3 39.6 28.8 55.0 42.7
Old : 39.6 31.2 56.3 48.3 39.6 28.8 55.0 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,965: 893 2,239 1,796 13,168 10,593 15,857 14,628: 5,108 6,337
Old : 20,965: 893 2,239 1,796 13,168 10,593 15,857 14,628: 5,108 6,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -3,076: -296 -196 -387 -2,076 -1,751 -2,759 -2,333: -317 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 10.7 8.6 62.8 50.5 75.6 69.8: 24.4 30.2
Old : 100.0: 4.3 10.7 8.6 62.8 50.5 75.6 69.8: 24.4 30.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 9 4 11 21 18 33 30:
Old : 37: 9 4 11 21 18 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 30.7 56.2 49.0 38.8 28.4 54.5 43.2
Old : 38.8 30.7 56.2 49.0 38.8 28.4 54.5 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 112,056: 20,713 17,715 24,766 48,533 33,893 94,013 76,374: 18,044 35,682
Old : 38,960: 14,621 16,657 3,024 14,293 7,868 31,937 27,549: 7,023 11,411
Other: 73,096: 14,319 9,284 13,516 34,241 26,024 62,075 48,825: 11,020 24,271
: : :
: : Changes in Commitments from: September 6, 2005 :
: -544: 156 -579 -2,690 102 1,868 -2,431 -1,400: 1,887 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 15.8 22.1 43.3 30.2 83.9 68.2: 16.1 31.8
Old : 100.0: 37.5 42.8 7.8 36.7 20.2 82.0 70.7: 18.0 29.3
Other: 100.0: 19.6 12.7 18.5 46.8 35.6 84.9 66.8: 15.1 33.2
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 44 42 55 28 39 117 102:
Old : 126: 45 36 21 22 31 81 75:
Other: 122: 37 28 40 24 37 89 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 15.1 37.2 25.0 26.8 12.3 37.2 20.9
Old : 23.6 27.7 37.4 39.2 23.4 27.7 37.1 39.1
Other: 28.7 16.0 42.2 26.1 28.7 14.6 42.0 22.4
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 112,600: 20,557 18,294 27,456 48,431 32,025 96,444 77,775: 16,156 34,826
Old : 60,663: 17,583 33,850 2,732 34,267 10,195 54,583 46,777: 6,080 13,886
Other: 51,937: 22,059 3,530 5,639 14,164 21,829 41,861 30,998: 10,076 20,939
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,304: 2,374 -1,417 1,009 -879 2,095 2,504 1,686: 800 1,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 16.2 24.4 43.0 28.4 85.7 69.1: 14.3 30.9
Old : 100.0: 29.0 55.8 4.5 56.5 16.8 90.0 77.1: 10.0 22.9
Other: 100.0: 42.5 6.8 10.9 27.3 42.0 80.6 59.7: 19.4 40.3
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 46 43 58 27 34 119 101:
Old : 141: 45 51 16 20 30 76 86:
Other: 113: 52 17 29 22 30 84 67:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 18.0 38.2 30.0 26.5 14.7 37.0 22.2
Old : 39.0 30.8 57.1 43.9 39.0 30.8 56.8 43.9
Other: 21.3 19.7 37.7 26.9 20.9 19.1 35.9 26.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 161,249: 37,255 21,368 28,126 74,426 69,396 139,807 118,890: 21,442 42,359
Old : 161,249: 37,255 21,368 28,126 74,426 69,396 139,807 118,890: 21,442 42,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 7,988: 157 -12,141 7,089 -125 6,889 7,120 1,836: 868 6,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 13.3 17.4 46.2 43.0 86.7 73.7: 13.3 26.3
Old : 100.0: 23.1 13.3 17.4 46.2 43.0 86.7 73.7: 13.3 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 59 54 61 70 101 164 191:
Old : 237: 59 54 61 70 101 164 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 11.9 36.6 19.7 22.7 10.3 35.3 17.6
Old : 22.7 11.9 36.6 19.7 22.7 10.3 35.3 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 153,261: 37,098 33,509 21,038 74,551 62,507 132,686 117,054: 20,574 36,207
Old : 153,261: 37,098 33,509 21,038 74,551 62,507 132,686 117,054: 20,574 36,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,271: 2,005 -1,645 559 -2,181 126 383 -959: 888 2,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 21.9 13.7 48.6 40.8 86.6 76.4: 13.4 23.6
Old : 100.0: 24.2 21.9 13.7 48.6 40.8 86.6 76.4: 13.4 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 44 66 54 70 93 149 185:
Old : 223: 44 66 54 70 93 149 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 13.1 38.7 21.1 23.3 10.8 37.1 18.6
Old : 23.3 13.1 38.7 21.1 23.3 10.8 37.1 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,337: 1,280 1,633 257 621 572 2,158 2,462: 2,180 1,876
Old : 4,337: 1,280 1,633 257 621 572 2,158 2,462: 2,180 1,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -140: 309 34 -117 -242 -60 -51 -143: -89 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 37.6 5.9 14.3 13.2 49.7 56.8: 50.3 43.2
Old : 100.0: 29.5 37.6 5.9 14.3 13.2 49.7 56.8: 50.3 43.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 16 13 8 13 13 32 31:
Old : 46: 16 13 8 13 13 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 30.6 32.6 39.2 21.7 30.6 31.4 38.8
Old : 21.7 30.6 32.6 39.2 21.7 30.6 31.4 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,477: 971 1,598 374 863 632 2,208 2,604: 2,269 1,873
Old : 4,477: 971 1,598 374 863 632 2,208 2,604: 2,269 1,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -378: -22 -305 96 -352 -80 -278 -290: -99 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 35.7 8.3 19.3 14.1 49.3 58.2: 50.7 41.8
Old : 100.0: 21.7 35.7 8.3 19.3 14.1 49.3 58.2: 50.7 41.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 16 12 8 13 12 30 31:
Old : 45: 16 12 8 13 12 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 26.5 32.9 36.8 19.9 26.5 28.7 35.8
Old : 21.7 26.5 32.9 36.8 19.9 26.5 28.7 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 30,854: 13,411 2,422 5,529 6,839 9,034 25,779 16,986: 5,075 13,869
Old : 30,854: 13,411 2,422 5,529 6,839 9,034 25,779 16,986: 5,075 13,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 1,477: 968 -1,017 617 -213 89 1,372 -312: 105 1,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 7.9 17.9 22.2 29.3 83.6 55.1: 16.4 44.9
Old : 100.0: 43.5 7.9 17.9 22.2 29.3 83.6 55.1: 16.4 44.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 53 20 25 39 46 108 78:
Old : 141: 53 20 25 39 46 108 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 23.6 25.2 29.3 15.0 18.8 24.2 22.1
Old : 15.0 23.6 25.2 29.3 15.0 18.8 24.2 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 29,377: 12,443 3,440 4,912 7,052 8,945 24,407 17,297: 4,970 12,080
Old : 29,377: 12,443 3,440 4,912 7,052 8,945 24,407 17,297: 4,970 12,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 100: 475 -614 -212 -208 485 55 -342: 44 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 11.7 16.7 24.0 30.5 83.1 58.9: 16.9 41.1
Old : 100.0: 42.4 11.7 16.7 24.0 30.5 83.1 58.9: 16.9 41.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 46 20 31 37 35 105 70:
Old : 128: 46 20 31 37 35 105 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 26.1 28.0 32.7 16.3 23.9 26.2 28.5
Old : 17.4 26.1 28.0 32.7 16.3 23.9 26.2 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 146,666: 46,963 16,382 2,807 60,410 107,533 110,179 126,722: 36,487 19,945
Old : 146,666: 46,963 16,382 2,807 60,410 107,533 110,179 126,722: 36,487 19,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 20,216: -587 -511 5 15,790 17,648 15,208 17,142: 5,007 3,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 11.2 1.9 41.2 73.3 75.1 86.4: 24.9 13.6
Old : 100.0: 32.0 11.2 1.9 41.2 73.3 75.1 86.4: 24.9 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 29 14 10 30 30 64 49:
Old : 85: 29 14 10 30 30 64 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 26.6 35.6 46.6 17.7 23.2 26.2 39.9
Old : 19.9 26.6 35.6 46.6 17.7 23.2 26.2 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 126,451: 47,550 16,892 2,802 44,619 89,886 94,971 109,580: 31,480 16,871
Old : 126,451: 47,550 16,892 2,802 44,619 89,886 94,971 109,580: 31,480 16,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 6,812: 1,172 127 1,489 3,600 6,561 6,261 8,177: 551 -1,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 13.4 2.2 35.3 71.1 75.1 86.7: 24.9 13.3
Old : 100.0: 37.6 13.4 2.2 35.3 71.1 75.1 86.7: 24.9 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 28 15 10 26 26 61 44:
Old : 83: 28 15 10 26 26 61 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 28.8 37.2 51.2 22.3 28.6 32.0 49.3
Old : 23.3 28.8 37.2 51.2 22.3 28.6 32.0 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 61,242: 4,175 19,141 147 43,370 29,536 47,692 48,824: 13,550 12,418
Old : 61,242: 4,175 19,141 147 43,370 29,536 47,692 48,824: 13,550 12,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -857: -10,769 3,412 -375 6,471 -7,915 -4,673 -4,878: 3,816 4,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 31.3 0.2 70.8 48.2 77.9 79.7: 22.1 20.3
Old : 100.0: 6.8 31.3 0.2 70.8 48.2 77.9 79.7: 22.1 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 16 1 15 19 20 36:
Old : 41: 5 16 1 15 19 20 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 29.0 66.7 43.5 44.4 21.1 53.7 32.5
Old : 51.5 29.0 66.7 43.5 44.4 21.1 53.7 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 62,100: 14,944 15,729 522 36,899 37,451 52,365 53,702: 9,735 8,398
Old : 62,100: 14,944 15,729 522 36,899 37,451 52,365 53,702: 9,735 8,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -6,165: 10,936 -20,155 521 -26,682 14,716 -15,225 -4,918: 9,060 -1,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 25.3 0.8 59.4 60.3 84.3 86.5: 15.7 13.5
Old : 100.0: 24.1 25.3 0.8 59.4 60.3 84.3 86.5: 15.7 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 9 12 2 7 16 17 29:
Old : 39: 9 12 2 7 16 17 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 41.8 73.5 56.5 43.3 27.6 56.4 39.6
Old : 56.3 41.8 73.5 56.5 43.3 27.6 56.4 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 88,472: 45,010 5,397 1,549 34,180 73,557 80,739 80,503: 7,733 7,969
Old : 88,472: 45,010 5,397 1,549 34,180 73,557 80,739 80,503: 7,733 7,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 12,590: -12 3,453 862 7,897 6,773 8,746 11,088: 3,843 1,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 6.1 1.8 38.6 83.1 91.3 91.0: 8.7 9.0
Old : 100.0: 50.9 6.1 1.8 38.6 83.1 91.3 91.0: 8.7 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 42 9 8 21 18 68 31:
Old : 81: 42 9 8 21 18 68 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 65.7 49.6 81.6 29.0 57.0 46.5 72.9
Old : 30.2 65.7 49.6 81.6 29.0 57.0 46.5 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 75,882: 45,022 1,944 687 26,283 66,784 71,993 69,415: 3,890 6,467
Old : 75,882: 45,022 1,944 687 26,283 66,784 71,993 69,415: 3,890 6,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 5,040: 5,247 -2,951 194 -1,327 8,373 4,114 5,616: 926 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 2.6 0.9 34.6 88.0 94.9 91.5: 5.1 8.5
Old : 100.0: 59.3 2.6 0.9 34.6 88.0 94.9 91.5: 5.1 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 43 9 5 19 16 64 28:
Old : 81: 43 9 5 19 16 64 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 68.2 47.8 81.4 30.0 65.4 47.2 78.0
Old : 30.0 68.2 47.8 81.4 30.0 65.4 47.2 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 93,498: 27,249 8,935 1,347 41,201 67,386 69,797 77,667: 23,700 15,830
Old : 93,498: 27,249 8,935 1,347 41,201 67,386 69,797 77,667: 23,700 15,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 8,876: 1,388 -5,907 -217 2,384 4,764 3,556 -1,361: 5,320 10,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 9.6 1.4 44.1 72.1 74.7 83.1: 25.3 16.9
Old : 100.0: 29.1 9.6 1.4 44.1 72.1 74.7 83.1: 25.3 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 19 9 7 17 26 39 39:
Old : 59: 19 9 7 17 26 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 37.4 46.2 54.7 26.5 33.0 38.8 48.7
Old : 28.4 37.4 46.2 54.7 26.5 33.0 38.8 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 84,622: 25,861 14,842 1,564 38,817 62,622 66,242 79,028: 18,380 5,594
Old : 84,622: 25,861 14,842 1,564 38,817 62,622 66,242 79,028: 18,380 5,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 4,213: 7,492 -6,019 880 -6,650 14,809 1,722 9,670: 2,490 -5,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 17.5 1.8 45.9 74.0 78.3 93.4: 21.7 6.6
Old : 100.0: 30.6 17.5 1.8 45.9 74.0 78.3 93.4: 21.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 16 18 6 20 24 41 43:
Old : 65: 16 18 6 20 24 41 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 37.8 51.1 56.5 21.1 27.6 34.3 42.1
Old : 35.5 37.8 51.1 56.5 21.1 27.6 34.3 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 213,801: 8,637 45,847 5,759 169,995 132,402 184,391 184,008: 29,410 29,793
Old : 213,801: 8,637 45,847 5,759 169,995 132,402 184,391 184,008: 29,410 29,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 9,710: 2,303 3,132 41 -4,053 -8,955 -1,709 -5,782: 11,419 15,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 21.4 2.7 79.5 61.9 86.2 86.1: 13.8 13.9
Old : 100.0: 4.0 21.4 2.7 79.5 61.9 86.2 86.1: 13.8 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 14 30 11 32 37 52 73:
Old : 90: 14 30 11 32 37 52 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 40.0 63.3 52.4 35.0 26.1 47.6 32.4
Old : 43.5 40.0 63.3 52.4 35.0 26.1 47.6 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 204,091: 6,334 42,715 5,718 174,048 141,357 186,100 189,789: 17,991 14,301
Old : 204,091: 6,334 42,715 5,718 174,048 141,357 186,100 189,789: 17,991 14,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,413: 350 -13,567 377 -4,846 14,691 -4,120 1,500: 2,707 -2,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 20.9 2.8 85.3 69.3 91.2 93.0: 8.8 7.0
Old : 100.0: 3.1 20.9 2.8 85.3 69.3 91.2 93.0: 8.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 12 30 9 28 35 46 68:
Old : 85: 12 30 9 28 35 46 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 44.6 68.7 59.6 35.6 28.9 49.0 36.5
Old : 46.9 44.6 68.7 59.6 35.6 28.9 49.0 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 179,398: 28,490 21,997 10,177 91,209 104,199 129,876 136,373: 49,522 43,025
Old : 179,398: 28,490 21,997 10,177 91,209 104,199 129,876 136,373: 49,522 43,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -14,437: -10,478 6,937 -6,644 3,239 -12,350 -13,883 -12,057: -555 -2,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 12.3 5.7 50.8 58.1 72.4 76.0: 27.6 24.0
Old : 100.0: 15.9 12.3 5.7 50.8 58.1 72.4 76.0: 27.6 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 34 26 28 30 30 76 72:
Old : 95: 34 26 28 30 30 76 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 31.4 39.0 45.1 21.7 27.2 31.4 36.7
Old : 25.6 31.4 39.0 45.1 21.7 27.2 31.4 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 193,835: 38,968 15,060 16,820 87,970 116,549 143,758 148,430: 50,077 45,405
Old : 193,835: 38,968 15,060 16,820 87,970 116,549 143,758 148,430: 50,077 45,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 12,455: 13,501 -15,405 2,691 -9,743 21,814 6,449 9,099: 6,006 3,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 7.8 8.7 45.4 60.1 74.2 76.6: 25.8 23.4
Old : 100.0: 20.1 7.8 8.7 45.4 60.1 74.2 76.6: 25.8 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 43 25 32 32 31 89 74:
Old : 107: 43 25 32 32 31 89 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 30.4 33.1 43.4 18.2 26.8 27.0 36.4
Old : 22.3 30.4 33.1 43.4 18.2 26.8 27.0 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 11,677: 5,465 0 222 4,488 10,510 10,175 10,732: 1,502 945
Old : 11,677: 5,465 0 222 4,488 10,510 10,175 10,732: 1,502 945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 2,081: 214 0 222 1,437 1,900 1,873 2,122: 208 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 0.0 1.9 38.4 90.0 87.1 91.9: 12.9 8.1
Old : 100.0: 46.8 0.0 1.9 38.4 90.0 87.1 91.9: 12.9 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 0 1 7 13 15 14:
Old : 24: 8 0 1 7 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 72.2 76.8 85.1 53.3 60.4 64.2 69.9
Old : 59.8 72.2 76.8 85.1 53.3 60.4 64.2 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 9,596: 5,251 0 0 3,051 8,610 8,302 8,610: 1,294 986
Old : 9,596: 5,251 0 0 3,051 8,610 8,302 8,610: 1,294 986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 186: 374 0 0 -201 415 173 415: 13 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 0.0 0.0 31.8 89.7 86.5 89.7: 13.5 10.3
Old : 100.0: 54.7 0.0 0.0 31.8 89.7 86.5 89.7: 13.5 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 0 0 5 10 12 10:
Old : 20: 7 0 0 5 10 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 71.1 81.0 87.0 63.5 71.1 76.5 83.2
Old : 68.0 71.1 81.0 87.0 63.5 71.1 76.5 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 43,519: 1,210 2,804 1,180 36,106 35,469 38,496 39,453: 5,023 4,066
Old : 43,519: 1,210 2,804 1,180 36,106 35,469 38,496 39,453: 5,023 4,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 6.4 2.7 83.0 81.5 88.5 90.7: 11.5 9.3
Old : 100.0: 2.8 6.4 2.7 83.0 81.5 88.5 90.7: 11.5 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 2 12 13 14 17:
Old : 20: 2 2 2 12 13 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 50.8 80.6 74.1 53.1 44.2 61.4 58.8
Old : 67.2 50.8 80.6 74.1 53.1 44.2 61.4 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :14,058,935: 933,560 680,505 4,842,033 7,267,250 6,935,392 13,042,843 12,457,930: 1,016,092 1,601,006
Old :14,058,935: 933,560 680,505 4,842,033 7,267,250 6,935,392 13,042,843 12,457,930: 1,016,092 1,601,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -8,895: -46,599 -53,708 136,240 108,936 125,266 198,577 207,798: -207,472 -216,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 4.8 34.4 51.7 49.3 92.8 88.6: 7.2 11.4
Old : 100.0: 6.6 4.8 34.4 51.7 49.3 92.8 88.6: 7.2 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 62 69 108 155 157 271 282:
Old : 299: 62 69 108 155 157 271 282:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 14.8 33.7 24.6 17.8 6.9 23.1 11.2
Old : 19.9 14.8 33.7 24.6 17.8 6.9 23.1 11.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :14,067,830: 980,159 734,213 4,705,793 7,158,314 6,810,125 12,844,266 12,250,131: 1,223,564 1,817,699
Old :14,067,830: 980,159 734,213 4,705,793 7,158,314 6,810,125 12,844,266 12,250,131: 1,223,564 1,817,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 138,477: 142,171 -327,860 442,474 -533,117 1,696 51,529 116,310: 86,948 22,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 5.2 33.5 50.9 48.4 91.3 87.1: 8.7 12.9
Old : 100.0: 7.0 5.2 33.5 50.9 48.4 91.3 87.1: 8.7 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 61 67 107 154 154 271 275:
Old : 295: 61 67 107 154 154 271 275:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 14.0 33.1 24.0 18.0 6.7 23.7 11.0
Old : 19.7 14.0 33.1 24.0 18.0 6.7 23.7 11.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 815,534: 50,133 63,675 54,330 537,098 555,070 641,561 673,074: 173,973 142,459
Old : 815,534: 50,133 63,675 54,330 537,098 555,070 641,561 673,074: 173,973 142,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 60,774: 3,741 4,807 4,371 37,249 27,083 45,360 36,261: 15,414 24,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.8 6.7 65.9 68.1 78.7 82.5: 21.3 17.5
Old : 100.0: 6.1 7.8 6.7 65.9 68.1 78.7 82.5: 21.3 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 52 48 71 99 74 192 152:
Old : 217: 52 48 71 99 74 192 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 28.7 26.1 40.5 16.6 23.7 24.3 35.2
Old : 16.8 28.7 26.1 40.5 16.6 23.7 24.3 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 754,759: 46,392 58,867 49,959 499,849 527,987 596,201 636,813: 158,559 117,946
Old : 754,759: 46,392 58,867 49,959 499,849 527,987 596,201 636,813: 158,559 117,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 22,436: -4,891 -3,813 1,402 18,256 14,224 14,767 11,813: 7,669 10,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.8 6.6 66.2 70.0 79.0 84.4: 21.0 15.6
Old : 100.0: 6.1 7.8 6.6 66.2 70.0 79.0 84.4: 21.0 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 45 46 63 91 70 174 142:
Old : 207: 45 46 63 91 70 174 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 30.0 26.7 42.6 18.0 28.0 26.3 40.4
Old : 18.1 30.0 26.7 42.6 18.0 28.0 26.3 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,468,788: 214,637 387,281 82,237 868,141 841,645 1,165,015 1,311,163: 303,773 157,625
Old : 1,468,788: 214,637 387,281 82,237 868,141 841,645 1,165,015 1,311,163: 303,773 157,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 230,975: 5,925 28,078 13,208 178,129 141,937 197,262 183,223: 33,712 47,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 26.4 5.6 59.1 57.3 79.3 89.3: 20.7 10.7
Old : 100.0: 14.6 26.4 5.6 59.1 57.3 79.3 89.3: 20.7 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 43 72 55 77 78 153 172:
Old : 218: 43 72 55 77 78 153 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 20.6 37.0 33.8 16.2 12.8 24.8 19.9
Old : 22.3 20.6 37.0 33.8 16.2 12.8 24.8 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,237,813: 208,712 359,203 69,030 690,012 699,708 967,753 1,127,940: 270,061 109,873
Old : 1,237,813: 208,712 359,203 69,030 690,012 699,708 967,753 1,127,940: 270,061 109,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 100,330: 23,591 36,073 27,185 21,885 43,094 72,661 106,353: 27,669 -6,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 29.0 5.6 55.7 56.5 78.2 91.1: 21.8 8.9
Old : 100.0: 16.9 29.0 5.6 55.7 56.5 78.2 91.1: 21.8 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 45 70 38 66 72 141 150:
Old : 217: 45 70 38 66 72 141 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 18.9 35.3 31.8 17.6 14.5 27.0 23.0
Old : 22.0 18.9 35.3 31.8 17.6 14.5 27.0 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 20,314: 1,151 427 505 13,208 15,794 14,864 16,726: 5,450 3,588
Old : 20,314: 1,151 427 505 13,208 15,794 14,864 16,726: 5,450 3,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 6,816: -288 -103 505 5,629 5,450 5,846 5,852: 970 964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.1 2.5 65.0 77.7 73.2 82.3: 26.8 17.7
Old : 100.0: 5.7 2.1 2.5 65.0 77.7 73.2 82.3: 26.8 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 1 1 21 16 24 18:
Old : 34: 3 1 1 21 16 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 44.1 50.3 62.8 16.4 22.7 25.2 38.8
Old : 37.9 44.1 50.3 62.8 16.4 22.7 25.2 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,498: 1,439 530 0 7,579 10,344 9,018 10,874: 4,480 2,624
Old : 13,498: 1,439 530 0 7,579 10,344 9,018 10,874: 4,480 2,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 664: 410 0 0 728 119 1,138 119: -474 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.9 0.0 56.1 76.6 66.8 80.6: 33.2 19.4
Old : 100.0: 10.7 3.9 0.0 56.1 76.6 66.8 80.6: 33.2 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 0 18 14 22 15:
Old : 32: 4 1 0 18 14 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 35.0 41.1 60.1 25.4 34.2 38.0 57.9
Old : 25.8 35.0 41.1 60.1 25.4 34.2 38.0 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 48,854: 7,705 2,768 3,059 24,862 36,543 35,626 42,370: 13,228 6,484
Old : 48,854: 7,705 2,768 3,059 24,862 36,543 35,626 42,370: 13,228 6,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 13,172: 95 1,017 2,943 6,846 4,925 9,884 8,885: 3,288 4,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 5.7 6.3 50.9 74.8 72.9 86.7: 27.1 13.3
Old : 100.0: 15.8 5.7 6.3 50.9 74.8 72.9 86.7: 27.1 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 7 3 25 19 33 27:
Old : 44: 6 7 3 25 19 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 44.6 49.2 68.6 31.1 43.2 40.0 55.4
Old : 33.8 44.6 49.2 68.6 31.1 43.2 40.0 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 35,682: 7,610 1,751 116 18,016 31,618 25,742 33,485: 9,940 2,197
Old : 35,682: 7,610 1,751 116 18,016 31,618 25,742 33,485: 9,940 2,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,186: 171 -416 115 -1,128 1,525 -842 1,224: 2,028 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 4.9 0.3 50.5 88.6 72.1 93.8: 27.9 6.2
Old : 100.0: 21.3 4.9 0.3 50.5 88.6 72.1 93.8: 27.9 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 4 2 20 17 26 22:
Old : 39: 5 4 2 20 17 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 59.6 55.7 80.4 40.6 58.4 53.0 75.0
Old : 40.8 59.6 55.7 80.4 40.6 58.4 53.0 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 77,340: 7,221 17,479 1,528 50,331 47,228 59,081 66,235: 18,259 11,105
Old : 77,340: 7,221 17,479 1,528 50,331 47,228 59,081 66,235: 18,259 11,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 18,393: 792 1,315 1,096 15,898 13,506 17,786 15,917: 607 2,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 22.6 2.0 65.1 61.1 76.4 85.6: 23.6 14.4
Old : 100.0: 9.3 22.6 2.0 65.1 61.1 76.4 85.6: 23.6 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 12 19 7 37 36 53 59:
Old : 81: 12 19 7 37 36 53 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 26.5 39.5 43.8 22.1 19.7 30.2 34.0
Old : 25.7 26.5 39.5 43.8 22.1 19.7 30.2 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 58,947: 6,429 16,164 433 34,433 33,722 41,295 50,318: 17,652 8,629
Old : 58,947: 6,429 16,164 433 34,433 33,722 41,295 50,318: 17,652 8,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 384: 365 107 42 3,646 494 4,053 643: -3,670 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 27.4 0.7 58.4 57.2 70.1 85.4: 29.9 14.6
Old : 100.0: 10.9 27.4 0.7 58.4 57.2 70.1 85.4: 29.9 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 12 21 2 35 31 48 53:
Old : 83: 12 21 2 35 31 48 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 30.1 37.1 48.1 23.9 24.4 32.9 40.5
Old : 26.8 30.1 37.1 48.1 23.9 24.4 32.9 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 394,969: 124,950 81,949 12,547 231,396 238,486 368,893 332,982: 26,075 61,986
Old : 394,969: 124,950 81,949 12,547 231,396 238,486 368,893 332,982: 26,075 61,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 59,622: 10,766 2,620 9,149 34,072 42,061 53,987 53,830: 5,636 5,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 20.7 3.2 58.6 60.4 93.4 84.3: 6.6 15.7
Old : 100.0: 31.6 20.7 3.2 58.6 60.4 93.4 84.3: 6.6 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 71 60 27 49 52 137 123:
Old : 207: 71 60 27 49 52 137 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 29.9 51.9 39.2 26.0 15.6 34.4 23.4
Old : 38.4 29.9 51.9 39.2 26.0 15.6 34.4 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 335,346: 114,184 79,329 3,399 197,324 196,425 314,907 279,152: 20,440 56,194
Old : 335,346: 114,184 79,329 3,399 197,324 196,425 314,907 279,152: 20,440 56,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -55: 7,819 -12,164 1,729 -14,032 22,328 -4,484 11,893: 4,429 -11,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 23.7 1.0 58.8 58.6 93.9 83.2: 6.1 16.8
Old : 100.0: 34.0 23.7 1.0 58.8 58.6 93.9 83.2: 6.1 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 70 57 15 44 41 123 105:
Old : 199: 70 57 15 44 41 123 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 29.0 55.2 40.2 29.9 17.7 40.7 25.9
Old : 39.9 29.0 55.2 40.2 29.9 17.7 40.7 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 96,919: 36,285 3,043 1,395 32,270 82,812 69,950 87,250: 26,969 9,669
Old : 96,919: 36,285 3,043 1,395 32,270 82,812 69,950 87,250: 26,969 9,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 30,665: 15,487 1,578 1,395 1,000 26,122 17,882 29,095: 12,782 1,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 3.1 1.4 33.3 85.4 72.2 90.0: 27.8 10.0
Old : 100.0: 37.4 3.1 1.4 33.3 85.4 72.2 90.0: 27.8 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 19 3 3 14 22 35 26:
Old : 49: 19 3 3 14 22 35 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 36.6 46.8 60.8 29.1 34.8 39.7 59.0
Old : 31.6 36.6 46.8 60.8 29.1 34.8 39.7 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 66,254: 20,798 1,465 0 31,270 56,690 52,068 58,155: 14,186 8,099
Old : 66,254: 20,798 1,465 0 31,270 56,690 52,068 58,155: 14,186 8,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,673: 6,656 -1,812 0 -4,059 6,584 2,597 4,772: 1,076 -1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 2.2 0.0 47.2 85.6 78.6 87.8: 21.4 12.2
Old : 100.0: 31.4 2.2 0.0 47.2 85.6 78.6 87.8: 21.4 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 14 2 0 15 19 29 21:
Old : 42: 14 2 0 15 19 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 42.5 55.0 69.9 31.9 37.1 45.0 60.4
Old : 39.0 42.5 55.0 69.9 31.9 37.1 45.0 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 46,495: 785 6,166 896 39,304 32,316 40,985 39,378: 5,510 7,117
Old : 46,495: 785 6,166 896 39,304 32,316 40,985 39,378: 5,510 7,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 8,339: 564 21 841 7,146 6,461 8,551 7,323: -212 1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 13.3 1.9 84.5 69.5 88.1 84.7: 11.9 15.3
Old : 100.0: 1.7 13.3 1.9 84.5 69.5 88.1 84.7: 11.9 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 3 15 5 37 31 44 47:
Old : 64: 3 15 5 37 31 44 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 29.7 67.4 46.1 48.5 25.9 54.6 36.6
Old : 59.2 29.7 67.4 46.1 48.5 25.9 54.6 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 38,156: 221 6,145 55 32,158 25,855 32,434 32,055: 5,722 6,100
Old : 38,156: 221 6,145 55 32,158 25,855 32,434 32,055: 5,722 6,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 932: -559 -77 55 988 1,160 484 1,138: 448 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 16.1 0.1 84.3 67.8 85.0 84.0: 15.0 16.0
Old : 100.0: 0.6 16.1 0.1 84.3 67.8 85.0 84.0: 15.0 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 1 15 1 29 28 31 43:
Old : 58: 1 15 1 29 28 31 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 33.4 69.9 46.8 59.3 32.8 66.7 46.0
Old : 62.5 33.4 69.9 46.8 59.3 32.8 66.7 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 291,107: 20,302 48,231 7,794 236,169 214,173 264,264 270,198: 26,843 20,910
Old : 291,107: 20,302 48,231 7,794 236,169 214,173 264,264 270,198: 26,843 20,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 47,671: 350 -953 4,088 30,206 35,061 34,644 38,196: 13,027 9,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 16.6 2.7 81.1 73.6 90.8 92.8: 9.2 7.2
Old : 100.0: 7.0 16.6 2.7 81.1 73.6 90.8 92.8: 9.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 22 42 25 42 56 81 106:
Old : 131: 22 42 25 42 56 81 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 35.7 65.1 54.0 43.4 28.7 49.8 40.5
Old : 54.7 35.7 65.1 54.0 43.4 28.7 49.8 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 243,437: 19,952 49,184 3,705 205,963 179,112 229,620 232,002: 13,817 11,435
Old : 243,437: 19,952 49,184 3,705 205,963 179,112 229,620 232,002: 13,817 11,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -8,304: 4,001 -4,433 1,186 -15,142 -4,727 -9,954 -7,974: 1,650 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 20.2 1.5 84.6 73.6 94.3 95.3: 5.7 4.7
Old : 100.0: 8.2 20.2 1.5 84.6 73.6 94.3 95.3: 5.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 24 45 21 37 50 75 103:
Old : 134: 24 45 21 37 50 75 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 36.8 68.8 53.8 54.6 33.8 62.1 47.2
Old : 58.7 36.8 68.8 53.8 54.6 33.8 62.1 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 45,184: 15,974 16,007 1,231 16,651 22,604 33,856 39,842: 11,328 5,342
Old : 45,184: 15,974 16,007 1,231 16,651 22,604 33,856 39,842: 11,328 5,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -22,012: -3,786 2,875 -5,569 -6,047 -12,137 -15,402 -14,831: -6,610 -7,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 35.4 2.7 36.9 50.0 74.9 88.2: 25.1 11.8
Old : 100.0: 35.4 35.4 2.7 36.9 50.0 74.9 88.2: 25.1 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 26 17 3 20 16 48 36:
Old : 78: 26 17 3 20 16 48 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 47.3 35.5 57.9 22.3 47.3 35.1 57.6
Old : 22.3 47.3 35.5 57.9 22.3 47.3 35.1 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 67,196: 19,760 13,132 6,800 22,698 34,741 49,258 54,673: 17,938 12,523
Old : 67,196: 19,760 13,132 6,800 22,698 34,741 49,258 54,673: 17,938 12,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 12,164: 369 202 6,293 3,639 3,101 10,301 9,596: 1,863 2,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 19.5 10.1 33.8 51.7 73.3 81.4: 26.7 18.6
Old : 100.0: 29.4 19.5 10.1 33.8 51.7 73.3 81.4: 26.7 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 24 20 16 23 28 58 55:
Old : 86: 24 20 16 23 28 58 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 35.7 29.7 48.4 14.7 35.7 25.6 44.0
Old : 17.7 35.7 29.7 48.4 14.7 35.7 25.6 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 28,583: 11,977 1,942 238 13,212 1,339 25,427 3,519: 3,156 25,064
Old : 28,583: 11,977 1,942 238 13,212 1,339 25,427 3,519: 3,156 25,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -10,463: 5,033 -543 -3,251 -7,615 -9,643 -5,833 -13,437: -4,630 2,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 6.8 0.8 46.2 4.7 89.0 12.3: 11.0 87.7
Old : 100.0: 41.9 6.8 0.8 46.2 4.7 89.0 12.3: 11.0 87.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 14 4 1 7 4 22 8:
Old : 28: 14 4 1 7 4 22 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 7.9 71.6 12.3 57.1 7.9 70.5 10.4
Old : 57.1 7.9 71.6 12.3 57.1 7.9 70.5 10.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 39,046: 6,944 2,485 3,489 20,827 10,982 31,260 16,956: 7,786 22,090
Old : 39,046: 6,944 2,485 3,489 20,827 10,982 31,260 16,956: 7,786 22,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 7,513: 388 596 3,310 1,649 -385 5,347 3,521: 2,166 3,992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 6.4 8.9 53.3 28.1 80.1 43.4: 19.9 56.6
Old : 100.0: 17.8 6.4 8.9 53.3 28.1 80.1 43.4: 19.9 56.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 13 5 9 13 10 28 23:
Old : 39: 13 5 9 13 10 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 22.3 57.6 30.7 45.9 21.0 55.2 27.1
Old : 46.6 22.3 57.6 30.7 45.9 21.0 55.2 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 41,698: 1,498 3,087 80 21,311 29,347 22,889 32,514: 18,809 9,184
Old : 41,698: 1,498 3,087 80 21,311 29,347 22,889 32,514: 18,809 9,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 2,210: 0 181 80 1,763 801 1,843 1,062: 367 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 7.4 0.2 51.1 70.4 54.9 78.0: 45.1 22.0
Old : 100.0: 3.6 7.4 0.2 51.1 70.4 54.9 78.0: 45.1 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 11 1 20 23 25 34:
Old : 44: 4 11 1 20 23 25 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 36.8 38.8 59.0 14.1 28.2 19.1 35.3
Old : 27.9 36.8 38.8 59.0 14.1 28.2 19.1 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 39,488: 1,498 2,906 0 19,548 28,546 21,046 31,452: 18,442 8,036
Old : 39,488: 1,498 2,906 0 19,548 28,546 21,046 31,452: 18,442 8,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,039: -212 -164 -45 929 3,391 672 3,182: 1,367 -1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 7.4 0.0 49.5 72.3 53.3 79.6: 46.7 20.4
Old : 100.0: 3.8 7.4 0.0 49.5 72.3 53.3 79.6: 46.7 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 10 0 16 24 20 34:
Old : 42: 4 10 0 16 24 20 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 41.8 40.6 61.3 14.2 31.2 19.6 38.0
Old : 29.4 41.8 40.6 61.3 14.2 31.2 19.6 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 131,258: 41,380 26,735 18,180 36,141 73,091 95,701 118,006: 35,557 13,252
Old : 131,258: 41,380 26,735 18,180 36,141 73,091 95,701 118,006: 35,557 13,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 4,155: 2,608 2,153 1,022 1,064 801 4,693 3,976: -539 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 20.4 13.9 27.5 55.7 72.9 89.9: 27.1 10.1
Old : 100.0: 31.5 20.4 13.9 27.5 55.7 72.9 89.9: 27.1 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 94 51 45 27 32 140 110:
Old : 185: 94 51 45 27 32 140 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 27.9 31.2 42.7 14.2 22.6 19.0 34.9
Old : 21.2 27.9 31.2 42.7 14.2 22.6 19.0 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 127,103: 38,772 24,582 17,158 35,078 72,290 91,008 114,030: 36,096 13,073
Old : 127,103: 38,772 24,582 17,158 35,078 72,290 91,008 114,030: 36,096 13,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -6,157: -4,411 -7,654 851 -1,426 2,112 -4,987 -4,691: -1,170 -1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 19.3 13.5 27.6 56.9 71.6 89.7: 28.4 10.3
Old : 100.0: 30.5 19.3 13.5 27.6 56.9 71.6 89.7: 28.4 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 89 46 47 28 31 136 106:
Old : 177: 89 46 47 28 31 136 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 27.9 31.0 43.5 13.8 23.0 19.1 36.3
Old : 20.9 27.9 31.0 43.5 13.8 23.0 19.1 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 102,167: 33,624 27,007 12,487 41,596 49,262 87,707 88,756: 14,460 13,411
Old : 102,167: 33,624 27,007 12,487 41,596 49,262 87,707 88,756: 14,460 13,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -6,747: -5,093 -1,403 -1,697 840 -3,350 -5,950 -6,450: -797 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 26.4 12.2 40.7 48.2 85.8 86.9: 14.2 13.1
Old : 100.0: 32.9 26.4 12.2 40.7 48.2 85.8 86.9: 14.2 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 69 58 39 43 37 134 115:
Old : 180: 69 58 39 43 37 134 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 40.4 34.9 50.5 25.1 36.3 34.6 46.1
Old : 25.1 40.4 34.9 50.5 25.1 36.3 34.6 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 108,914: 38,717 28,410 14,184 40,756 52,612 93,657 95,206: 15,257 13,708
Old : 108,914: 38,717 28,410 14,184 40,756 52,612 93,657 95,206: 15,257 13,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 1,033: 1,640 1,307 -572 -282 480 787 1,216: 246 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 26.1 13.0 37.4 48.3 86.0 87.4: 14.0 12.6
Old : 100.0: 35.5 26.1 13.0 37.4 48.3 86.0 87.4: 14.0 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 72 61 47 42 37 147 120:
Old : 190: 72 61 47 42 37 147 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 39.6 33.8 49.5 23.9 35.4 33.3 44.8
Old : 23.9 39.6 33.8 49.5 23.9 35.4 33.3 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 387,063: 177,800 43,490 63,962 82,281 252,149 324,043 359,601: 63,020 27,462
Old : 387,063: 177,800 43,490 63,962 82,281 252,149 324,043 359,601: 63,020 27,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 26,753: 15,622 4,127 3,586 8,291 18,612 27,498 26,324: -745 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 11.2 16.5 21.3 65.1 83.7 92.9: 16.3 7.1
Old : 100.0: 45.9 11.2 16.5 21.3 65.1 83.7 92.9: 16.3 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 161 65 69 41 52 237 154:
Old : 289: 161 65 69 41 52 237 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 33.0 34.1 50.9 20.5 31.3 25.6 43.0
Old : 24.6 33.0 34.1 50.9 20.5 31.3 25.6 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 360,310: 162,177 39,363 60,377 73,990 233,537 296,545 333,276: 63,765 27,034
Old : 360,310: 162,177 39,363 60,377 73,990 233,537 296,545 333,276: 63,765 27,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 14,342: 690 -1,847 6,467 157 7,588 7,314 12,208: 7,028 2,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 10.9 16.8 20.5 64.8 82.3 92.5: 17.7 7.5
Old : 100.0: 45.0 10.9 16.8 20.5 64.8 82.3 92.5: 17.7 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 144 58 62 39 48 215 140:
Old : 262: 144 58 62 39 48 215 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 33.3 33.7 51.2 20.0 31.4 25.6 43.5
Old : 24.2 33.3 33.7 51.2 20.0 31.4 25.6 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,299: 4,739 2,276 484 2,572 5,999 7,795 8,759: 1,504 540
Old : 9,299: 4,739 2,276 484 2,572 5,999 7,795 8,759: 1,504 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -17: 41 15 -57 -35 -60 -51 -102: 34 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 24.5 5.2 27.7 64.5 83.8 94.2: 16.2 5.8
Old : 100.0: 51.0 24.5 5.2 27.7 64.5 83.8 94.2: 16.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 18 4 11 6 6 34 19:
Old : 39: 18 4 11 6 6 34 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 79.0 67.4 88.8 50.5 68.1 59.0 77.7
Old : 53.9 79.0 67.4 88.8 50.5 68.1 59.0 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,316: 4,698 2,261 541 2,607 6,059 7,846 8,861: 1,470 455
Old : 9,316: 4,698 2,261 541 2,607 6,059 7,846 8,861: 1,470 455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 26: 3 -29 21 -36 35 -12 27: 38 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 24.3 5.8 28.0 65.0 84.2 95.1: 15.8 4.9
Old : 100.0: 50.4 24.3 5.8 28.0 65.0 84.2 95.1: 15.8 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 18 3 11 6 6 34 19:
Old : 39: 18 3 11 6 6 34 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 79.8 67.6 89.5 50.4 68.6 58.9 77.9
Old : 53.9 79.8 67.6 89.5 50.4 68.6 58.9 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 105,627: 27,845 10,234 8,710 49,746 67,548 86,300 86,492: 19,327 19,135
Old : 96,414: 27,779 10,400 5,709 45,630 63,847 79,118 79,956: 17,296 16,458
Other: 9,214: 2,945 2,713 122 4,116 3,702 7,182 6,537: 2,032 2,677
: : :
: : Changes in Commitments from: September 6, 2005 :
: 4,916: 5,564 904 1,197 -2,705 3,217 4,056 5,318: 860 -402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 9.7 8.2 47.1 63.9 81.7 81.9: 18.3 18.1
Old : 100.0: 28.8 10.8 5.9 47.3 66.2 82.1 82.9: 17.9 17.1
Other: 100.0: 32.0 29.4 1.3 44.7 40.2 78.0 70.9: 22.0 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 50 24 33 52 57 115 103:
Old : 154: 51 25 22 50 57 112 93:
Other: 66: 12 17 10 13 27 29 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 32.6 36.4 42.5 17.9 23.7 26.0 30.6
Old : 25.7 34.2 37.3 44.7 21.7 27.5 30.9 35.5
Other: 55.0 34.6 64.8 49.6 54.9 34.6 64.6 49.6
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 100,711: 22,281 9,330 7,512 52,450 64,331 82,244 81,174: 18,467 19,538
Old : 93,194: 22,857 9,337 4,345 49,184 62,821 76,386 76,502: 16,808 16,692
Other: 7,517: 2,509 3,078 83 3,266 1,510 5,858 4,672: 1,659 2,846
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,338: -3,865 2,592 261 591 -5,528 -3,013 -2,674: 1,674 1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 9.3 7.5 52.1 63.9 81.7 80.6: 18.3 19.4
Old : 100.0: 24.5 10.0 4.7 52.8 67.4 82.0 82.1: 18.0 17.9
Other: 100.0: 33.4 41.0 1.1 43.4 20.1 77.9 62.1: 22.1 37.9
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 41 18 25 47 54 95 91:
Old : 134: 42 18 17 47 53 95 82:
Other: 55: 7 16 9 11 24 24 43:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 33.2 41.2 43.8 21.5 23.7 29.2 31.1
Old : 30.6 35.6 42.2 46.5 24.4 26.4 32.8 34.9
Other: 59.1 32.2 70.1 48.6 59.1 32.2 69.9 48.0
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 32,927: 3,404 4,369 1,261 16,915 17,580 21,579 23,210: 11,348 9,717
Old : 32,738: 3,404 4,369 1,261 16,824 17,519 21,488 23,149: 11,250 9,589
Other: 189: 0 0 0 91 61 91 61: 98 128
: : :
: : Changes in Commitments from: September 6, 2005 :
: 3,794: 1,574 -1,278 101 -86 3,121 1,590 1,945: 2,205 1,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 13.3 3.8 51.4 53.4 65.5 70.5: 34.5 29.5
Old : 100.0: 10.4 13.3 3.9 51.4 53.5 65.6 70.7: 34.4 29.3
Other: 100.0: 0.0 0.0 0.0 48.1 32.3 48.1 32.3: 51.9 67.7
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 9 10 6 23 16 35 30:
Old : 45: 9 10 6 23 16 35 30:
Other: 6: 0 0 0 3 4 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 46.9 43.9 56.9 27.6 43.6 36.8 49.5
Old : 31.8 47.2 43.9 57.1 27.6 43.9 36.7 49.8
Other: 48.1 32.3 48.1 32.3 47.6 31.7 47.6 31.7
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 29,133: 1,830 5,646 1,159 17,000 14,459 19,990 21,265: 9,143 7,868
Old : 29,014: 1,830 5,644 1,159 16,969 14,431 19,959 21,235: 9,055 7,779
Other: 119: 0 2 0 31 28 31 30: 88 89
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,736: 145 428 188 -3,121 -3,072 -2,789 -2,457: 53 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 19.4 4.0 58.4 49.6 68.6 73.0: 31.4 27.0
Old : 100.0: 6.3 19.5 4.0 58.5 49.7 68.8 73.2: 31.2 26.8
Other: 100.0: 0.0 1.7 0.0 26.1 23.5 26.1 25.2: 73.9 74.8
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 6 11 6 26 18 35 33:
Old : 47: 6 11 6 25 18 34 33:
Other: 8: 0 1 0 2 5 2 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 46.4 43.6 55.1 31.3 44.6 40.9 51.2
Old : 31.4 46.6 43.7 55.3 31.3 44.7 40.9 51.4
Other: 26.1 23.5 26.1 25.2 26.1 23.5 26.1 25.2
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 149,581: 19,426 24,030 37,424 77,182 74,939 134,032 136,392: 15,548 13,188
Old : 148,867: 19,517 24,130 37,233 76,638 74,476 133,388 135,838: 15,478 13,028
Other: 714: 100 91 0 544 463 644 554: 70 160
: : :
: : Changes in Commitments from: September 6, 2005 :
: -2,562: -108 -10,766 1,814 -2,533 6,726 -828 -2,226: -1,735 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 16.1 25.0 51.6 50.1 89.6 91.2: 10.4 8.8
Old : 100.0: 13.1 16.2 25.0 51.5 50.0 89.6 91.2: 10.4 8.8
Other: 100.0: 14.0 12.7 0.0 76.2 64.8 90.2 77.6: 9.8 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 81 54 57 68 64 171 154:
Old : 219: 81 54 56 68 64 171 153:
Other: 14: 1 1 0 6 6 7 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 25.5 29.0 34.1 17.6 20.1 25.2 25.6
Old : 18.2 25.4 29.1 34.0 17.7 20.2 25.4 25.6
Other: 76.3 69.2 90.2 77.6 76.3 69.2 90.2 77.6
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 152,143: 19,534 34,795 35,610 79,716 68,213 134,860 138,618: 17,283 13,525
Old : 151,409: 19,614 34,944 35,369 79,202 67,777 134,185 138,090: 17,224 13,319
Other: 734: 160 91 1 514 436 675 528: 59 206
: : :
: : Changes in Commitments from: August 30, 2005 :
: 7,428: 571 -1,626 3,677 2,045 4,795 6,293 6,845: 1,135 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 22.9 23.4 52.4 44.8 88.6 91.1: 11.4 8.9
Old : 100.0: 13.0 23.1 23.4 52.3 44.8 88.6 91.2: 11.4 8.8
Other: 100.0: 21.8 12.4 0.1 70.0 59.4 92.0 71.9: 8.0 28.1
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 83 65 59 71 62 176 166:
Old : 233: 82 66 58 71 62 176 165:
Other: 15: 2 1 1 6 6 8 8:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 22.6 28.2 30.7 17.3 18.4 25.2 24.0
Old : 17.6 22.6 28.3 30.6 17.4 18.4 25.3 24.1
Other: 74.3 63.6 92.0 71.9 74.3 63.6 91.8 71.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 40,243: 7,415 6,457 9,515 17,687 21,259 34,618 37,231: 5,625 3,012
Old : 26,787: 7,420 6,117 4,345 11,580 14,095 23,345 24,556: 3,442 2,230
Other: 13,456: 1,072 1,418 4,093 6,108 7,165 11,273 12,675: 2,183 781
: : :
: : Changes in Commitments from: September 6, 2005 :
: 3,312: 378 31 1,188 1,249 1,945 2,816 3,164: 496 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.0 23.6 44.0 52.8 86.0 92.5: 14.0 7.5
Old : 100.0: 27.7 22.8 16.2 43.2 52.6 87.2 91.7: 12.8 8.3
Other: 100.0: 8.0 10.5 30.4 45.4 53.2 83.8 94.2: 16.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 37 33 21 29 21 76 67:
Old : 103: 37 33 16 28 18 73 59:
Other: 52: 13 16 18 19 13 44 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 40.9 40.6 55.2 19.7 31.4 28.7 41.5
Old : 29.1 37.5 42.7 52.9 27.1 31.5 37.1 46.2
Other: 31.6 57.7 49.9 73.5 16.1 34.3 26.3 38.5
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 36,931: 7,037 6,427 8,327 16,438 19,314 31,802 34,067: 5,129 2,864
Old : 26,110: 8,005 6,137 3,613 11,225 14,276 22,844 24,027: 3,266 2,083
Other: 10,822: 816 2,073 2,929 5,213 5,038 8,958 10,040: 1,863 782
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,150: -61 420 -1 -1,157 -1,807 -1,219 -1,388: 69 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 17.4 22.5 44.5 52.3 86.1 92.2: 13.9 7.8
Old : 100.0: 30.7 23.5 13.8 43.0 54.7 87.5 92.0: 12.5 8.0
Other: 100.0: 7.5 19.2 27.1 48.2 46.6 82.8 92.8: 17.2 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 32 37 22 30 21 77 67:
Old : 104: 39 31 16 29 18 74 59:
Other: 49: 12 16 17 17 12 40 34:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 40.6 40.6 54.8 21.5 33.4 31.7 44.5
Old : 28.2 40.0 41.8 55.9 27.8 35.5 38.0 50.9
Other: 31.6 54.0 51.1 71.0 20.9 33.4 31.8 41.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 127,338: 22,361 16,552 11,156 86,183 94,814 119,700 122,522: 7,638 4,816
Old : 113,533: 22,521 16,790 10,559 73,042 81,469 106,122 108,818: 7,411 4,715
Other: 13,805: 238 160 199 13,141 13,345 13,578 13,704: 227 101
: : :
: : Changes in Commitments from: September 6, 2005 :
: -2,826: 3,726 -3,797 162 -4,871 2,760 -983 -876: -1,842 -1,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 13.0 8.8 67.7 74.5 94.0 96.2: 6.0 3.8
Old : 100.0: 19.8 14.8 9.3 64.3 71.8 93.5 95.8: 6.5 4.2
Other: 100.0: 1.7 1.2 1.4 95.2 96.7 98.4 99.3: 1.6 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 50 42 32 51 36 120 94:
Old : 151: 50 44 31 50 36 119 93:
Other: 24: 3 1 3 14 11 17 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 34.1 49.9 51.9 21.4 25.5 30.4 33.4
Old : 32.2 31.9 50.2 49.4 27.0 26.3 38.5 36.8
Other: 63.3 88.7 86.8 97.6 47.7 68.1 63.1 69.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 130,164: 18,634 20,349 10,995 91,054 92,054 120,683 123,398: 9,481 6,766
Old : 116,737: 18,784 20,521 10,610 78,075 78,989 107,469 110,120: 9,268 6,617
Other: 13,427: 182 160 53 12,979 13,065 13,214 13,278: 213 149
: : :
: : Changes in Commitments from: August 30, 2005 :
: -16,286: -5,163 -19,009 -1,473 -8,771 5,721 -15,407 -14,762: -879 -1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.6 8.4 70.0 70.7 92.7 94.8: 7.3 5.2
Old : 100.0: 16.1 17.6 9.1 66.9 67.7 92.1 94.3: 7.9 5.7
Other: 100.0: 1.4 1.2 0.4 96.7 97.3 98.4 98.9: 1.6 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 44 45 29 52 37 115 94:
Old : 150: 45 45 28 51 37 114 93:
Other: 23: 2 1 2 15 10 17 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 33.2 51.5 49.2 21.2 23.3 32.3 31.5
Old : 34.0 30.5 52.0 46.7 26.8 24.4 39.2 34.3
Other: 64.9 88.5 89.1 98.4 48.9 65.7 64.7 69.9
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 580,614: 193,984 18,083 80,002 214,368 431,796 488,353 529,881: 92,261 50,733
Old : 580,614: 193,984 18,083 80,002 214,368 431,796 488,353 529,881: 92,261 50,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -49,013: 1,491 1,565 -35,219 -5,845 1,676 -39,573 -31,978: -9,439 -17,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 3.1 13.8 36.9 74.4 84.1 91.3: 15.9 8.7
Old : 100.0: 33.4 3.1 13.8 36.9 74.4 84.1 91.3: 15.9 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 74 30 47 61 56 158 112:
Old : 175: 74 30 47 61 56 158 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 27.5 22.7 43.2 12.0 21.5 20.0 33.2
Old : 13.9 27.5 22.7 43.2 12.0 21.5 20.0 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 629,627: 192,492 16,518 115,222 220,213 430,120 527,927 561,859: 101,700 67,767
Old : 629,627: 192,492 16,518 115,222 220,213 430,120 527,927 561,859: 101,700 67,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 12,598: 8,222 -2,777 4,617 -4,200 1,539 8,639 3,379: 3,959 9,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 2.6 18.3 35.0 68.3 83.8 89.2: 16.2 10.8
Old : 100.0: 30.6 2.6 18.3 35.0 68.3 83.8 89.2: 16.2 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 83 31 57 63 55 173 120:
Old : 188: 83 31 57 63 55 173 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.3 24.7 19.9 40.1 11.1 20.0 18.3 31.7
Old : 11.3 24.7 19.9 40.1 11.1 20.0 18.3 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 115,990: 17,837 19,815 33,124 55,146 55,094 106,107 108,033: 9,882 7,957
Old : 115,034: 17,808 20,253 32,596 54,825 54,426 105,230 107,275: 9,804 7,759
Other: 955: 492 25 64 321 668 877 757: 78 198
: : :
: : Changes in Commitments from: September 6, 2005 :
: -622: -2,352 1,500 718 1,886 -3,017 252 -799: -874 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.1 28.6 47.5 47.5 91.5 93.1: 8.5 6.9
Old : 100.0: 15.5 17.6 28.3 47.7 47.3 91.5 93.3: 8.5 6.7
Other: 100.0: 51.5 2.7 6.7 33.6 69.9 91.8 79.3: 8.2 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 105 87 96 98 85 253 226:
Old : 314: 106 90 96 98 85 253 226:
Other: 38: 7 3 2 14 17 21 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 20.5 28.1 31.2 14.4 13.1 22.6 19.5
Old : 16.9 20.7 28.3 31.4 14.6 13.2 22.8 19.7
Other: 59.7 40.8 77.8 64.6 53.0 40.8 68.9 61.4
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 116,611: 20,189 18,315 32,406 53,260 58,111 105,855 108,831: 10,756 7,780
Old : 115,754: 20,130 18,779 31,935 53,015 57,430 105,080 108,144: 10,675 7,611
Other: 857: 524 1 6 245 681 775 688: 82 169
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,445: 1,232 -256 1,957 -571 2,185 2,618 3,886: 827 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 15.7 27.8 45.7 49.8 90.8 93.3: 9.2 6.7
Old : 100.0: 17.4 16.2 27.6 45.8 49.6 90.8 93.4: 9.2 6.6
Other: 100.0: 61.2 0.1 0.7 28.6 79.5 90.5 80.3: 9.5 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 117 83 101 98 94 257 241:
Old : 324: 115 85 101 97 94 255 241:
Other: 31: 4 2 1 10 17 14 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 19.7 27.9 30.8 15.0 13.5 23.1 19.9
Old : 16.4 19.8 28.1 30.9 15.2 13.5 23.3 20.0
Other: 66.1 45.5 83.7 70.6 65.4 45.5 83.0 70.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 18,648: 4,367 4,155 2,317 10,142 8,798 16,826 15,270: 1,822 3,378
Old : 18,648: 4,367 4,155 2,317 10,142 8,798 16,826 15,270: 1,822 3,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -3,399: -1,447 -7,046 -1,111 -1,346 4,543 -3,904 -3,614: 506 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 22.3 12.4 54.4 47.2 90.2 81.9: 9.8 18.1
Old : 100.0: 23.4 22.3 12.4 54.4 47.2 90.2 81.9: 9.8 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 12 18 10 8 8 25 32:
Old : 43: 12 18 10 8 8 25 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 56.6 82.8 68.1 51.7 39.5 60.5 46.7
Old : 62.3 56.6 82.8 68.1 51.7 39.5 60.5 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 22,046: 5,814 11,201 3,427 11,489 4,255 20,730 18,883: 1,316 3,163
Old : 22,046: 5,814 11,201 3,427 11,489 4,255 20,730 18,883: 1,316 3,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 3,417: -473 8,873 163 4,683 -6,164 4,374 2,872: -956 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 50.8 15.5 52.1 19.3 94.0 85.7: 6.0 14.3
Old : 100.0: 26.4 50.8 15.5 52.1 19.3 94.0 85.7: 6.0 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 14 18 13 9 8 27 36:
Old : 46: 14 18 13 9 8 27 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 44.5 83.9 63.9 61.9 40.9 72.4 55.2
Old : 65.0 44.5 83.9 63.9 61.9 40.9 72.4 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 20,549: 8,134 419 0 8,399 16,092 16,533 16,511: 4,016 4,038
Old : 20,549: 8,134 419 0 8,399 16,092 16,533 16,511: 4,016 4,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 2.0 0.0 40.9 78.3 80.5 80.3: 19.5 19.7
Old : 100.0: 39.6 2.0 0.0 40.9 78.3 80.5 80.3: 19.5 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 1 0 6 13 11 14:
Old : 20: 5 1 0 6 13 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 44.1 70.0 64.3 42.3 38.0 57.9 54.0
Old : 48.8 44.1 70.0 64.3 42.3 38.0 57.9 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 222,727: 21,953 17,864 56,892 100,790 117,557 179,636 192,313: 43,091 30,413
Old : 222,727: 21,953 17,864 56,892 100,790 117,557 179,636 192,313: 43,091 30,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -14,668: -7,607 1,295 -3,913 455 -10,907 -11,066 -13,524: -3,602 -1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.0 25.5 45.3 52.8 80.7 86.3: 19.3 13.7
Old : 100.0: 9.9 8.0 25.5 45.3 52.8 80.7 86.3: 19.3 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 37 29 43 56 59 117 108:
Old : 130: 37 29 43 56 59 117 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 19.7 26.3 28.3 10.9 11.4 14.9 16.2
Old : 15.8 19.7 26.3 28.3 10.9 11.4 14.9 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 237,394: 29,560 16,569 60,805 100,336 128,464 190,701 205,838: 46,693 31,557
Old : 237,394: 29,560 16,569 60,805 100,336 128,464 190,701 205,838: 46,693 31,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,869: -1,410 -3,524 2,986 -525 2,218 1,050 1,680: -2,919 -3,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 7.0 25.6 42.3 54.1 80.3 86.7: 19.7 13.3
Old : 100.0: 12.5 7.0 25.6 42.3 54.1 80.3 86.7: 19.7 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 43 20 41 58 59 120 103:
Old : 129: 43 20 41 58 59 120 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 21.3 25.5 30.5 10.2 12.6 14.6 17.8
Old : 15.3 21.3 25.5 30.5 10.2 12.6 14.6 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 955,609: 57,441 86,190 415,819 399,453 418,983 872,712 920,991: 82,896 34,617
Old : 955,609: 57,441 86,190 415,819 399,453 418,983 872,712 920,991: 82,896 34,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 15,780: 902 4,953 5,803 5,283 9,782 11,988 20,538: 3,792 -4,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 9.0 43.5 41.8 43.8 91.3 96.4: 8.7 3.6
Old : 100.0: 6.0 9.0 43.5 41.8 43.8 91.3 96.4: 8.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 59 53 84 97 89 205 181:
Old : 216: 59 53 84 97 89 205 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 22.9 33.5 38.2 4.0 8.3 6.4 11.6
Old : 20.6 22.9 33.5 38.2 4.0 8.3 6.4 11.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 939,828: 56,539 81,237 410,016 394,170 409,201 860,725 900,454: 79,104 39,375
Old : 939,828: 56,539 81,237 410,016 394,170 409,201 860,725 900,454: 79,104 39,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 25,588: -173 -2,331 15,866 8,237 9,825 23,931 23,360: 1,657 2,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 8.6 43.6 41.9 43.5 91.6 95.8: 8.4 4.2
Old : 100.0: 6.0 8.6 43.6 41.9 43.5 91.6 95.8: 8.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 61 52 86 96 89 204 183:
Old : 215: 61 52 86 96 89 204 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 22.1 33.6 37.9 4.0 7.6 6.7 10.8
Old : 20.4 22.1 33.6 37.9 4.0 7.6 6.7 10.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 41,085: 0 2,655 5,525 30,602 25,876 36,127 34,056: 4,958 7,029
Old : 41,085: 0 2,655 5,525 30,602 25,876 36,127 34,056: 4,958 7,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 164: 0 -939 596 -434 147 162 -196: 2 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 13.4 74.5 63.0 87.9 82.9: 12.1 17.1
Old : 100.0: 0.0 6.5 13.4 74.5 63.0 87.9 82.9: 12.1 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 2 16 14 18 17:
Old : 23: 0 3 2 16 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 41.8 71.3 64.6 39.3 32.8 58.7 52.4
Old : 46.8 41.8 71.3 64.6 39.3 32.8 58.7 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 40,921: 0 3,594 4,929 31,036 25,729 35,965 34,252: 4,956 6,669
Old : 40,921: 0 3,594 4,929 31,036 25,729 35,965 34,252: 4,956 6,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -815: -2,688 -205 2,380 -2,016 -3,018 -2,324 -843: 1,509 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.8 12.0 75.8 62.9 87.9 83.7: 12.1 16.3
Old : 100.0: 0.0 8.8 12.0 75.8 62.9 87.9 83.7: 12.1 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 2 16 14 18 17:
Old : 23: 0 3 2 16 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 43.1 70.6 66.0 39.4 33.2 59.4 53.0
Old : 45.5 43.1 70.6 66.0 39.4 33.2 59.4 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 108,000: 9,796 4,130 1,931 86,758 97,461 98,485 103,522: 9,515 4,478
Old : 108,000: 9,796 4,130 1,931 86,758 97,461 98,485 103,522: 9,515 4,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 2,006: 321 -1,170 -2,465 3,995 5,757 1,851 2,122: 155 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 3.8 1.8 80.3 90.2 91.2 95.9: 8.8 4.1
Old : 100.0: 9.1 3.8 1.8 80.3 90.2 91.2 95.9: 8.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 2 5 26 30 32 35:
Old : 38: 4 2 5 26 30 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 35.9 67.0 58.0 51.9 32.0 59.2 52.5
Old : 54.9 35.9 67.0 58.0 51.9 32.0 59.2 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 105,994: 9,475 5,300 4,396 82,763 91,704 96,634 101,400: 9,360 4,594
Old : 105,994: 9,475 5,300 4,396 82,763 91,704 96,634 101,400: 9,360 4,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -6,430: -656 -60 -916 -2,082 -5,030 -3,654 -6,006: -2,776 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.0 4.1 78.1 86.5 91.2 95.7: 8.8 4.3
Old : 100.0: 8.9 5.0 4.1 78.1 86.5 91.2 95.7: 8.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 2 4 25 29 30 34:
Old : 38: 4 2 4 25 29 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 36.6 67.6 58.4 50.3 33.0 59.2 53.4
Old : 54.2 36.6 67.6 58.4 50.3 33.0 59.2 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,284: 5,700 8,832 1,364 49,018 41,302 56,082 51,498: 3,202 7,786
Old : 59,284: 5,700 8,832 1,364 49,018 41,302 56,082 51,498: 3,202 7,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -54: 780 -1,989 -151 192 1,410 821 -730: -875 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 14.9 2.3 82.7 69.7 94.6 86.9: 5.4 13.1
Old : 100.0: 9.6 14.9 2.3 82.7 69.7 94.6 86.9: 5.4 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 1 20 17 23 20:
Old : 29: 3 2 1 20 17 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 42.1 79.5 65.7 50.5 34.8 66.3 53.8
Old : 56.9 42.1 79.5 65.7 50.5 34.8 66.3 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,338: 4,920 10,821 1,515 48,826 39,892 55,261 52,228: 4,077 7,110
Old : 59,338: 4,920 10,821 1,515 48,826 39,892 55,261 52,228: 4,077 7,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -16,711: -12,572 -3,746 -1,169 -2,792 -11,624 -16,533 -16,539: -178 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 18.2 2.6 82.3 67.2 93.1 88.0: 6.9 12.0
Old : 100.0: 8.3 18.2 2.6 82.3 67.2 93.1 88.0: 6.9 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 2 20 17 23 21:
Old : 29: 2 3 2 20 17 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 39.8 80.5 63.5 50.9 34.8 66.8 53.9
Old : 57.0 39.8 80.5 63.5 50.9 34.8 66.8 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,677: 188 19,517 1,700 58,035 39,969 59,923 61,186: 3,754 2,491
Old : 63,677: 188 19,517 1,700 58,035 39,969 59,923 61,186: 3,754 2,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -1,331: 0 -5,618 276 -608 4,011 -332 -1,331: -999 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 30.6 2.7 91.1 62.8 94.1 96.1: 5.9 3.9
Old : 100.0: 0.3 30.6 2.7 91.1 62.8 94.1 96.1: 5.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 3 21 20 24 24:
Old : 27: 1 3 3 21 20 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 51.8 64.1 72.7 35.0 44.0 50.4 58.7
Old : 41.9 51.8 64.1 72.7 35.0 44.0 50.4 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,008: 188 25,135 1,424 58,643 35,958 60,255 62,517: 4,753 2,491
Old : 65,008: 188 25,135 1,424 58,643 35,958 60,255 62,517: 4,753 2,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -3,768: 188 4,993 -2,016 -3,256 -6,902 -5,084 -3,925: 1,316 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 38.7 2.2 90.2 55.3 92.7 96.2: 7.3 3.8
Old : 100.0: 0.3 38.7 2.2 90.2 55.3 92.7 96.2: 7.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 4 21 20 25 24:
Old : 27: 1 3 4 21 20 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 53.1 64.7 72.4 32.3 45.6 46.9 58.9
Old : 43.1 53.1 64.7 72.4 32.3 45.6 46.9 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,656: 19,001 14,194 2,004 36,126 39,574 57,131 55,772: 5,525 6,884
Old : 62,656: 19,001 14,194 2,004 36,126 39,574 57,131 55,772: 5,525 6,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 6,546: 4,906 1,172 888 759 2,627 6,553 4,687: -7 1,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 22.7 3.2 57.7 63.2 91.2 89.0: 8.8 11.0
Old : 100.0: 30.3 22.7 3.2 57.7 63.2 91.2 89.0: 8.8 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 5 4 19 19 23 26:
Old : 29: 2 5 4 19 19 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 42.1 72.3 59.1 48.4 40.8 60.7 56.4
Old : 52.9 42.1 72.3 59.1 48.4 40.8 60.7 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,110: 14,095 13,022 1,116 35,367 36,947 50,578 51,085: 5,532 5,025
Old : 56,110: 14,095 13,022 1,116 35,367 36,947 50,578 51,085: 5,532 5,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -8,034: -28 -1,219 -1,646 -5,739 -4,084 -7,413 -6,949: -621 -1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 23.2 2.0 63.0 65.8 90.1 91.0: 9.9 9.0
Old : 100.0: 25.1 23.2 2.0 63.0 65.8 90.1 91.0: 9.9 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 4 3 20 21 23 27:
Old : 30: 2 4 3 20 21 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 39.5 69.4 58.5 43.5 37.8 56.3 55.2
Old : 48.5 39.5 69.4 58.5 43.5 37.8 56.3 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,000: 211 0 2,597 57,436 52,375 60,244 54,972: 756 6,028
Old : 61,000: 211 0 2,597 57,436 52,375 60,244 54,972: 756 6,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 400: -192 0 608 -237 176 179 784: 221 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 4.3 94.2 85.9 98.8 90.1: 1.2 9.9
Old : 100.0: 0.3 0.0 4.3 94.2 85.9 98.8 90.1: 1.2 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 20 20 21 21:
Old : 25: 1 0 1 20 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 39.5 80.9 66.1 55.8 38.1 65.0 53.1
Old : 62.9 39.5 80.9 66.1 55.8 38.1 65.0 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,600: 403 0 1,989 57,673 52,199 60,065 54,188: 535 6,412
Old : 60,600: 403 0 1,989 57,673 52,199 60,065 54,188: 535 6,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -2,443: 403 -2,219 43 -2,678 -1,367 -2,232 -3,543: -211 1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 3.3 95.2 86.1 99.1 89.4: 0.9 10.6
Old : 100.0: 0.7 0.0 3.3 95.2 86.1 99.1 89.4: 0.9 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 19 20 20 21:
Old : 24: 1 0 1 19 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 39.7 82.5 66.8 57.8 37.3 65.4 52.8
Old : 65.7 39.7 82.5 66.8 57.8 37.3 65.4 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,975: 0 11,953 772 59,754 47,536 60,526 60,261: 4,449 4,714
Old : 64,975: 0 11,953 772 59,754 47,536 60,526 60,261: 4,449 4,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -525: 0 -4,670 710 1,776 3,734 2,486 -226: -3,011 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.4 1.2 92.0 73.2 93.2 92.7: 6.8 7.3
Old : 100.0: 0.0 18.4 1.2 92.0 73.2 93.2 92.7: 6.8 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 2 2 23 22 25 24:
Old : 31: 0 2 2 23 22 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 50.1 56.0 76.8 24.3 43.8 38.9 54.3
Old : 33.8 50.1 56.0 76.8 24.3 43.8 38.9 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,500: 0 16,623 62 57,978 43,802 58,040 60,487: 7,460 5,013
Old : 65,500: 0 16,623 62 57,978 43,802 58,040 60,487: 7,460 5,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -3,162: 0 1,166 -460 -2,656 -3,818 -3,116 -3,112: -46 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.4 0.1 88.5 66.9 88.6 92.3: 11.4 7.7
Old : 100.0: 0.0 25.4 0.1 88.5 66.9 88.6 92.3: 11.4 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 22 20 23 22:
Old : 28: 0 2 1 22 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 49.5 57.1 78.8 25.1 47.7 40.1 57.9
Old : 34.9 49.5 57.1 78.8 25.1 47.7 40.1 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,232: 18,444 0 2,376 40,641 57,715 61,461 60,091: 4,771 6,141
Old : 66,232: 18,444 0 2,376 40,641 57,715 61,461 60,091: 4,771 6,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -1,148: -3,820 -565 -544 2,671 -74 -1,693 -1,183: 545 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 0.0 3.6 61.4 87.1 92.8 90.7: 7.2 9.3
Old : 100.0: 27.8 0.0 3.6 61.4 87.1 92.8 90.7: 7.2 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 2 18 22 20 24:
Old : 26: 2 0 2 18 22 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 49.0 77.1 67.3 41.1 29.8 50.0 40.6
Old : 60.2 49.0 77.1 67.3 41.1 29.8 50.0 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,380: 22,264 565 2,920 37,970 57,789 63,154 61,274: 4,226 6,106
Old : 67,380: 22,264 565 2,920 37,970 57,789 63,154 61,274: 4,226 6,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -8,444: -3,267 -270 -1,213 -4,408 -7,561 -8,888 -9,044: 444 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 0.8 4.3 56.4 85.8 93.7 90.9: 6.3 9.1
Old : 100.0: 33.0 0.8 4.3 56.4 85.8 93.7 90.9: 6.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 3 18 21 21 25:
Old : 27: 3 1 3 18 21 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 49.9 76.2 67.9 42.2 31.0 50.7 42.1
Old : 58.6 49.9 76.2 67.9 42.2 31.0 50.7 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,057: 1,022 0 4,682 33,751 30,308 39,455 34,990: 4,602 9,067
Old : 44,057: 1,022 0 4,682 33,751 30,308 39,455 34,990: 4,602 9,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 6,130: -370 -648 1,520 4,281 6,238 5,431 7,110: 699 -980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 10.6 76.6 68.8 89.6 79.4: 10.4 20.6
Old : 100.0: 2.3 0.0 10.6 76.6 68.8 89.6 79.4: 10.4 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 0 2 17 16 20 18:
Old : 24: 3 0 2 17 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 33.7 71.8 58.1 39.3 29.9 53.7 44.1
Old : 46.1 33.7 71.8 58.1 39.3 29.9 53.7 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 37,927: 1,392 648 3,162 29,470 24,070 34,024 27,880: 3,903 10,047
Old : 37,927: 1,392 648 3,162 29,470 24,070 34,024 27,880: 3,903 10,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -4,426: 325 -2,935 382 -6,887 -1,827 -6,180 -4,380: 1,754 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.7 8.3 77.7 63.5 89.7 73.5: 10.3 26.5
Old : 100.0: 3.7 1.7 8.3 77.7 63.5 89.7 73.5: 10.3 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 2 17 15 21 17:
Old : 24: 3 1 2 17 15 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 31.3 70.0 56.8 37.3 26.5 51.9 37.7
Old : 47.6 31.3 70.0 56.8 37.3 26.5 51.9 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,265,203: 326,522 54,937 244,076 674,743 955,079 1,245,341 1,254,092: 19,862 11,111
Old : 1,265,203: 326,522 54,937 244,076 674,743 955,079 1,245,341 1,254,092: 19,862 11,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 34,749: 4,119 -570 5,497 24,047 28,427 33,663 33,354: 1,086 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 4.3 19.3 53.3 75.5 98.4 99.1: 1.6 0.9
Old : 100.0: 25.8 4.3 19.3 53.3 75.5 98.4 99.1: 1.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 26 12 35 81 79 118 116:
Old : 128: 26 12 35 81 79 118 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 26.7 41.4 41.7 18.8 17.2 29.1 29.3
Old : 26.5 26.7 41.4 41.7 18.8 17.2 29.1 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,230,454: 322,403 55,507 238,579 650,696 926,652 1,211,678 1,220,738: 18,776 9,716
Old : 1,230,454: 322,403 55,507 238,579 650,696 926,652 1,211,678 1,220,738: 18,776 9,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 19,523: 5,129 1,604 5,531 11,169 15,221 21,829 22,356: -2,306 -2,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 4.5 19.4 52.9 75.3 98.5 99.2: 1.5 0.8
Old : 100.0: 26.2 4.5 19.4 52.9 75.3 98.5 99.2: 1.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 28 10 35 81 79 117 116:
Old : 127: 28 10 35 81 79 117 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 26.0 42.3 40.7 19.7 16.7 29.3 28.4
Old : 26.9 26.0 42.3 40.7 19.7 16.7 29.3 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 218,300: 50,977 46,092 57,831 107,121 111,211 215,929 215,134: 2,371 3,166
Old : 218,300: 50,977 46,092 57,831 107,121 111,211 215,929 215,134: 2,371 3,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 13,468: 750 4,479 5,903 6,817 3,939 13,470 14,321: -2 -853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 21.1 26.5 49.1 50.9 98.9 98.5: 1.1 1.5
Old : 100.0: 23.4 21.1 26.5 49.1 50.9 98.9 98.5: 1.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 13 7 18 29 30 48 49:
Old : 51: 13 7 18 29 30 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 44.8 56.0 62.5 22.7 26.2 34.0 36.3
Old : 32.0 44.8 56.0 62.5 22.7 26.2 34.0 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 204,832: 50,227 41,613 51,928 100,304 107,272 202,459 200,813: 2,373 4,019
Old : 204,832: 50,227 41,613 51,928 100,304 107,272 202,459 200,813: 2,373 4,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 13,171: 8,456 2,408 -633 5,365 10,926 13,188 12,701: -17 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 20.3 25.4 49.0 52.4 98.8 98.0: 1.2 2.0
Old : 100.0: 24.5 20.3 25.4 49.0 52.4 98.8 98.0: 1.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 12 7 17 29 30 47 48:
Old : 50: 12 7 17 29 30 47 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 43.5 58.0 62.8 25.6 24.8 35.4 36.8
Old : 34.6 43.5 58.0 62.8 25.6 24.8 35.4 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 88,694: 23,595 7,563 20,072 44,879 60,959 88,546 88,594: 148 100
Old : 88,694: 23,595 7,563 20,072 44,879 60,959 88,546 88,594: 148 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 1,013: 1,707 1,440 -1,126 802 1,119 1,383 1,433: -370 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 8.5 22.6 50.6 68.7 99.8 99.9: 0.2 0.1
Old : 100.0: 26.6 8.5 22.6 50.6 68.7 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 8 9 37 39 46 50:
Old : 52: 3 8 9 37 39 46 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 42.7 71.4 62.2 38.8 36.3 45.6 46.2
Old : 56.8 42.7 71.4 62.2 38.8 36.3 45.6 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 87,681: 21,888 6,123 21,198 44,077 59,840 87,163 87,161: 518 520
Old : 87,681: 21,888 6,123 21,198 44,077 59,840 87,163 87,161: 518 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -5,596: -3,098 416 -1,537 -1,175 -4,578 -5,809 -5,699: 213 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 7.0 24.2 50.3 68.2 99.4 99.4: 0.6 0.6
Old : 100.0: 25.0 7.0 24.2 50.3 68.2 99.4 99.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 3 7 9 37 37 46 48:
Old : 51: 3 7 9 37 37 46 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 42.4 70.7 63.4 36.1 36.6 43.2 45.0
Old : 55.4 42.4 70.7 63.4 36.1 36.6 43.2 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 25,241: 2,322 5,211 2,422 19,210 16,971 23,954 24,604: 1,287 637
Old : 25,241: 2,322 5,211 2,422 19,210 16,971 23,954 24,604: 1,287 637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 176: 208 143 -225 841 522 824 440: -648 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 20.6 9.6 76.1 67.2 94.9 97.5: 5.1 2.5
Old : 100.0: 9.2 20.6 9.6 76.1 67.2 94.9 97.5: 5.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 4 5 20 23 26 28:
Old : 34: 2 4 5 20 23 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 49.7 75.8 70.3 55.4 42.7 64.6 56.7
Old : 58.9 49.7 75.8 70.3 55.4 42.7 64.6 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 25,065: 2,114 5,068 2,647 18,369 16,449 23,130 24,164: 1,935 901
Old : 25,065: 2,114 5,068 2,647 18,369 16,449 23,130 24,164: 1,935 901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,988: -44 322 -571 -909 -1,483 -1,524 -1,732: -464 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 20.2 10.6 73.3 65.6 92.3 96.4: 7.7 3.6
Old : 100.0: 8.4 20.2 10.6 73.3 65.6 92.3 96.4: 7.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 4 4 19 23 24 28:
Old : 32: 2 4 4 19 23 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 50.4 73.6 68.6 51.0 40.9 60.3 53.0
Old : 55.8 50.4 73.6 68.6 51.0 40.9 60.3 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,957: 260 3,513 1,791 6,550 4,145 8,601 9,449: 1,356 508
Old : 9,957: 260 3,513 1,791 6,550 4,145 8,601 9,449: 1,356 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -302: 0 -466 -42 -218 248 -260 -260: -42 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 35.3 18.0 65.8 41.6 86.4 94.9: 13.6 5.1
Old : 100.0: 2.6 35.3 18.0 65.8 41.6 86.4 94.9: 13.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 3 18 11 22 15:
Old : 28: 2 3 3 18 11 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 64.1 60.3 87.7 28.0 53.5 48.7 69.1
Old : 35.3 64.1 60.3 87.7 28.0 53.5 48.7 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 10,259: 260 3,979 1,833 6,768 3,897 8,861 9,709: 1,398 550
Old : 10,259: 260 3,979 1,833 6,768 3,897 8,861 9,709: 1,398 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,935: -322 -257 -295 -1,444 -917 -2,061 -1,469: 126 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 38.8 17.9 66.0 38.0 86.4 94.6: 13.6 5.4
Old : 100.0: 2.5 38.8 17.9 66.0 38.0 86.4 94.6: 13.6 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 3 18 11 22 15:
Old : 28: 2 3 3 18 11 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 67.6 61.3 88.9 31.3 56.9 50.6 70.4
Old : 38.4 67.6 61.3 88.9 31.3 56.9 50.6 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 17,048: 3,300 3,180 2,180 11,048 11,480 16,528 16,840: 520 208
Old : 17,048: 3,300 3,180 2,180 11,048 11,480 16,528 16,840: 520 208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 948: 100 -40 -220 880 1,228 760 968: 188 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 18.7 12.8 64.8 67.3 96.9 98.8: 3.1 1.2
Old : 100.0: 19.4 18.7 12.8 64.8 67.3 96.9 98.8: 3.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 3 6 19 19 25 25:
Old : 29: 3 3 6 19 19 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 57.1 73.0 77.0 40.9 46.7 57.9 61.5
Old : 45.9 57.1 73.0 77.0 40.9 46.7 57.9 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 16,100: 3,200 3,220 2,400 10,168 10,252 15,768 15,872: 332 228
Old : 16,100: 3,200 3,220 2,400 10,168 10,252 15,768 15,872: 332 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -762: -160 146 -600 -174 -306 -934 -760: 172 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 20.0 14.9 63.2 63.7 97.9 98.6: 2.1 1.4
Old : 100.0: 19.9 20.0 14.9 63.2 63.7 97.9 98.6: 2.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 3 6 16 16 22 22:
Old : 26: 3 3 6 16 16 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 57.6 76.7 77.4 42.5 45.5 58.7 59.1
Old : 48.0 57.6 76.7 77.4 42.5 45.5 58.7 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 23,766: 11,850 240 1,540 9,798 21,734 23,188 23,514: 578 252
Old : 23,766: 11,850 240 1,540 9,798 21,734 23,188 23,514: 578 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -320: 0 0 60 -92 -120 -32 -60: -288 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 1.0 6.5 41.2 91.4 97.6 98.9: 2.4 1.1
Old : 100.0: 49.9 1.0 6.5 41.2 91.4 97.6 98.9: 2.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 5 19 20 25 25:
Old : 30: 5 1 5 19 20 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 56.8 83.5 80.0 61.7 54.2 74.1 75.3
Old : 69.8 56.8 83.5 80.0 61.7 54.2 74.1 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 24,086: 11,850 240 1,480 9,890 21,854 23,220 23,574: 866 512
Old : 24,086: 11,850 240 1,480 9,890 21,854 23,220 23,574: 866 512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -990: 470 -40 -470 -1,070 -360 -1,070 -870: 80 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 1.0 6.1 41.1 90.7 96.4 97.9: 3.6 2.1
Old : 100.0: 49.2 1.0 6.1 41.1 90.7 96.4 97.9: 3.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 5 19 20 25 25:
Old : 30: 5 1 5 19 20 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 56.3 82.4 79.2 60.7 53.6 73.1 74.5
Old : 68.6 56.3 82.4 79.2 60.7 53.6 73.1 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,515,053: 122,746 81,576 454,069 848,029 889,734 1,424,844 1,425,379: 90,209 89,674
Old : 1,515,053: 122,746 81,576 454,069 848,029 889,734 1,424,844 1,425,379: 90,209 89,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -10,507: -22,232 3,529 -12,878 19,179 3,651 -15,931 -5,699: 5,424 -4,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 5.4 30.0 56.0 58.7 94.0 94.1: 6.0 5.9
Old : 100.0: 8.1 5.4 30.0 56.0 58.7 94.0 94.1: 6.0 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 91 97 120 80 91 233 257:
Old : 292: 91 97 120 80 91 233 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 19.0 31.0 29.4 9.2 6.6 13.3 10.4
Old : 20.9 19.0 31.0 29.4 9.2 6.6 13.3 10.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,525,560: 144,978 78,048 466,947 828,851 886,083 1,440,776 1,431,078: 84,785 94,482
Old : 1,525,560: 144,978 78,048 466,947 828,851 886,083 1,440,776 1,431,078: 84,785 94,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 2,967: -6,349 -8,701 5,236 2,420 10,330 1,306 6,865: 1,660 -3,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 5.1 30.6 54.3 58.1 94.4 93.8: 5.6 6.2
Old : 100.0: 9.5 5.1 30.6 54.3 58.1 94.4 93.8: 5.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 92 110 126 81 91 246 260:
Old : 302: 92 110 126 81 91 246 260:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 19.1 30.0 29.2 8.8 7.0 12.9 10.9
Old : 20.5 19.1 30.0 29.2 8.8 7.0 12.9 10.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,287: 8,601 6,965 130 2,082 5,340 10,813 12,435: 2,474 852
Old : 13,287: 8,601 6,965 130 2,082 5,340 10,813 12,435: 2,474 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -28: 209 267 -106 -209 -275 -106 -114: 78 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 52.4 1.0 15.7 40.2 81.4 93.6: 18.6 6.4
Old : 100.0: 64.7 52.4 1.0 15.7 40.2 81.4 93.6: 18.6 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 56 16 2 13 25 71 41:
Old : 108: 56 16 2 13 25 71 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 47.1 39.9 61.9 26.4 46.4 39.9 60.8
Old : 26.4 47.1 39.9 61.9 26.4 46.4 39.9 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,315: 8,392 6,698 236 2,291 5,615 10,919 12,549: 2,396 766
Old : 13,315: 8,392 6,698 236 2,291 5,615 10,919 12,549: 2,396 766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -1,484: 32 817 -420 -929 -1,700 -1,317 -1,303: -167 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 50.3 1.8 17.2 42.2 82.0 94.2: 18.0 5.8
Old : 100.0: 63.0 50.3 1.8 17.2 42.2 82.0 94.2: 18.0 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 53 16 2 15 24 70 40:
Old : 104: 53 16 2 15 24 70 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 46.4 39.9 61.7 26.3 45.3 39.9 59.7
Old : 26.3 46.4 39.9 61.7 26.3 45.3 39.9 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 11,969: 8,383 906 235 950 9,704 9,568 10,845: 2,402 1,125
Old : 11,969: 8,383 906 235 950 9,704 9,568 10,845: 2,402 1,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 641: 601 95 -18 -55 458 528 535: 113 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 7.6 2.0 7.9 81.1 79.9 90.6: 20.1 9.4
Old : 100.0: 70.0 7.6 2.0 7.9 81.1 79.9 90.6: 20.1 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 25 10 3 7 22 35 32:
Old : 59: 25 10 3 7 22 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 46.7 47.0 68.8 30.1 46.3 47.0 68.4
Old : 30.1 46.7 47.0 68.8 30.1 46.3 47.0 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 11,329: 7,782 812 253 1,005 9,246 9,040 10,310: 2,289 1,018
Old : 11,329: 7,782 812 253 1,005 9,246 9,040 10,310: 2,289 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: 486: 347 106 186 -100 61 433 352: 53 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 7.2 2.2 8.9 81.6 79.8 91.0: 20.2 9.0
Old : 100.0: 68.7 7.2 2.2 8.9 81.6 79.8 91.0: 20.2 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 24 9 3 8 23 35 32:
Old : 58: 24 9 3 8 23 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 47.2 47.7 67.3 31.9 46.8 47.7 66.9
Old : 31.9 47.2 47.7 67.3 31.9 46.8 47.7 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 171,365: 31,317 5,484 32,113 89,432 121,815 152,862 159,412: 18,504 11,954
Old : 171,365: 31,317 5,484 32,113 89,432 121,815 152,862 159,412: 18,504 11,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -576: -3,485 -596 4,303 221 -3,058 1,040 650: -1,616 -1,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 3.2 18.7 52.2 71.1 89.2 93.0: 10.8 7.0
Old : 100.0: 18.3 3.2 18.7 52.2 71.1 89.2 93.0: 10.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 49 22 41 59 69 128 113:
Old : 147: 49 22 41 59 69 128 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 22.2 35.5 36.2 13.6 16.0 21.0 24.6
Old : 21.2 22.2 35.5 36.2 13.6 16.0 21.0 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 6, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 171,942: 34,801 6,080 27,809 89,212 124,873 151,822 158,762: 20,119 13,180
Old : 171,942: 34,801 6,080 27,809 89,212 124,873 151,822 158,762: 20,119 13,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2005 :
: -12,377: -4,639 -1,690 524 -8,000 -9,380 -12,115 -10,546: -262 -1,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 3.5 16.2 51.9 72.6 88.3 92.3: 11.7 7.7
Old : 100.0: 20.2 3.5 16.2 51.9 72.6 88.3 92.3: 11.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 52 20 38 57 75 126 116:
Old : 151: 52 20 38 57 75 126 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 21.7 34.5 36.1 13.7 16.5 22.1 25.6
Old : 21.0 21.7 34.5 36.1 13.7 16.5 22.1 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2005