WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 316,615: 44,726 80,642 53,717 189,691 141,968 288,133 276,327: 28,482 40,288
Old : 288,933: 44,154 82,496 42,046 175,759 131,635 261,959 256,177: 26,974 32,756
Other: 27,683: 11,006 8,580 1,237 13,932 10,333 26,174 20,150: 1,508 7,533
: : :
: : Changes in Commitments from: September 20, 2005 :
: -44: 1,429 -6,988 1,667 -4,094 2,905 -999 -2,416: 954 2,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 25.5 17.0 59.9 44.8 91.0 87.3: 9.0 12.7
Old : 100.0: 15.3 28.6 14.6 60.8 45.6 90.7 88.7: 9.3 11.3
Other: 100.0: 39.8 31.0 4.5 50.3 37.3 94.6 72.8: 5.4 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 73 117 95 47 63 185 224:
Old : 274: 70 128 85 46 59 174 217:
Other: 124: 43 27 22 12 50 63 91:
:----------------------------------------------------------------------------------------------------
: 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 27.7 44.8 35.3 29.4 21.1 41.5 26.4
Old : 32.1 30.3 46.6 37.0 32.1 26.4 45.4 32.0
Other: 46.1 32.2 60.9 40.7 45.6 31.7 60.2 39.2
WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 316,660: 43,297 87,630 52,050 193,785 139,063 289,132 278,743: 27,528 37,917
Old : 293,150: 43,026 88,057 42,853 181,227 130,454 267,106 261,364: 26,044 31,786
Other: 23,510: 8,554 7,856 914 12,558 8,609 22,026 17,378: 1,484 6,132
: : :
: : Changes in Commitments from: September 13, 2005 :
: 4,364: -5,637 -814 5,055 4,772 164 4,190 4,406: 174 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 27.7 16.4 61.2 43.9 91.3 88.0: 8.7 12.0
Old : 100.0: 14.7 30.0 14.6 61.8 44.5 91.1 89.2: 8.9 10.8
Other: 100.0: 36.4 33.4 3.9 53.4 36.6 93.7 73.9: 6.3 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 79 116 89 52 64 183 225:
Old : 275: 81 118 81 49 57 173 216:
Other: 109: 33 27 16 14 45 55 80:
:----------------------------------------------------------------------------------------------------
: 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 : 29.2 27.7 45.1 36.1 29.2 22.5 41.3 27.9
Old : 31.5 29.8 46.2 37.1 31.5 26.5 44.7 32.8
Other: 50.5 37.1 64.7 44.5 50.4 35.6 64.6 43.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 909,727: 123,803 150,280 161,732 478,067 381,913 763,603 693,925: 146,124 215,802
Old : 860,836: 113,045 157,040 145,067 464,889 357,901 723,001 660,008: 137,835 200,827
Other: 48,892: 20,417 2,897 7,007 13,178 24,012 40,602 33,917: 8,290 14,975
: : :
: : Changes in Commitments from: September 20, 2005 :
: 13,435: 4,231 5,779 5,772 1,368 -2,067 11,371 9,484: 2,064 3,951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 16.5 17.8 52.6 42.0 83.9 76.3: 16.1 23.7
Old : 100.0: 13.1 18.2 16.9 54.0 41.6 84.0 76.7: 16.0 23.3
Other: 100.0: 41.8 5.9 14.3 27.0 49.1 83.0 69.4: 17.0 30.6
: : :
:# Traders : Number of Traders in Each Category :
All : 566: 144 144 149 219 218 441 440:
Old : 563: 136 154 142 218 216 435 434:
Other: 236: 52 33 25 43 125 108 171:
:----------------------------------------------------------------------------------------------------
: 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 15.7 28.7 20.8 17.9 13.6 26.8 17.5
Old : 20.5 15.3 30.2 20.5 18.8 13.1 28.3 17.2
Other: 19.2 29.1 30.8 35.7 17.8 26.0 28.1 31.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 896,292: 119,573 144,501 155,960 476,699 383,980 752,232 684,441: 144,060 211,851
Old : 850,235: 107,882 150,684 140,288 466,542 360,825 714,712 651,797: 135,523 198,439
Other: 46,057: 20,531 2,657 6,833 10,157 23,155 37,520 32,644: 8,537 13,413
: : :
: : Changes in Commitments from: September 13, 2005 :
: 5,937: 1,174 -1,099 11,525 -4,992 -3,554 7,707 6,872: -1,769 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 16.1 17.4 53.2 42.8 83.9 76.4: 16.1 23.6
Old : 100.0: 12.7 17.7 16.5 54.9 42.4 84.1 76.7: 15.9 23.3
Other: 100.0: 44.6 5.8 14.8 22.1 50.3 81.5 70.9: 18.5 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 573: 140 143 145 218 230 435 450:
Old : 570: 129 157 138 215 228 427 444:
Other: 240: 51 33 23 42 130 105 174:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 15.6 28.2 20.7 18.3 13.7 26.9 17.9
Old : 19.9 15.1 29.7 20.5 19.2 13.2 28.3 17.6
Other: 19.3 30.5 30.9 37.4 17.4 26.7 27.9 31.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 6,924: 2,448 466 528 1,625 4,023 4,601 5,017: 2,323 1,906
Old : 6,921: 2,448 466 528 1,624 4,022 4,600 5,016: 2,321 1,904
Other: 3: 0 0 0 1 1 1 1: 2 2
: : :
: : Changes in Commitments from: September 20, 2005 :
: 193: 169 -143 12 4 93 185 -38: 8 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 6.7 7.6 23.5 58.1 66.5 72.5: 33.5 27.5
Old : 100.0: 35.4 6.7 7.6 23.5 58.1 66.5 72.5: 33.5 27.5
Other: 100.0: 0.0 0.0 0.0 33.3 33.3 33.3 33.3: 66.7 66.7
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 11 7 5 8 16 22 25:
Old : 37: 11 7 5 8 16 22 25:
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 : 32.1 31.9 47.0 47.6 30.8 30.7 41.8 43.1
Old : 32.1 31.9 47.0 47.7 30.8 30.7 41.8 43.2
Other: 33.3 33.3 33.3 33.3 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 20, 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 : 6,731: 2,280 609 516 1,620 3,930 4,416 5,055: 2,314 1,675
Old : 6,729: 2,280 609 516 1,619 3,929 4,415 5,054: 2,313 1,674
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: September 13, 2005 :
: -102: 86 114 -19 -135 -118 -68 -23: -35 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 9.0 7.7 24.1 58.4 65.6 75.1: 34.4 24.9
Old : 100.0: 33.9 9.1 7.7 24.1 58.4 65.6 75.1: 34.4 24.9
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 : 37: 10 8 5 8 16 21 26:
Old : 37: 10 8 5 8 16 21 26:
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 : 32.0 31.8 47.8 47.8 31.4 30.0 42.0 43.5
Old : 32.0 31.8 47.8 47.8 31.4 30.0 42.0 43.5
Other: 50.0 50.0 50.0 50.0 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 27, 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 : 346,298: 48,967 49,518 71,822 165,267 128,254 286,055 249,594: 60,243 96,704
Old : 338,114: 49,208 51,047 67,414 162,992 125,788 279,614 244,249: 58,500 93,865
Other: 8,184: 3,985 2,698 181 2,274 2,466 6,441 5,345: 1,744 2,839
: : :
: : Changes in Commitments from: September 20, 2005 :
: 2,338: -2,351 3,749 193 3,730 -5,593 1,572 -1,651: 766 3,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 14.3 20.7 47.7 37.0 82.6 72.1: 17.4 27.9
Old : 100.0: 14.6 15.1 19.9 48.2 37.2 82.7 72.2: 17.3 27.8
Other: 100.0: 48.7 33.0 2.2 27.8 30.1 78.7 65.3: 21.3 34.7
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 96 120 127 106 111 271 298:
Old : 355: 97 122 122 106 111 270 293:
Other: 92: 13 22 7 15 46 31 73:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 14.7 25.9 21.6 15.8 7.6 22.6 11.7
Old : 17.1 14.9 26.5 21.8 16.2 7.6 23.1 11.7
Other: 54.0 26.0 68.2 43.3 53.2 25.0 64.9 39.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 343,961: 51,317 45,769 71,629 161,537 133,847 284,483 251,245: 59,478 92,716
Old : 335,592: 51,407 47,258 67,189 159,348 131,639 277,944 246,086: 57,648 89,506
Other: 8,369: 4,239 2,840 111 2,189 2,208 6,539 5,159: 1,830 3,210
: : :
: : Changes in Commitments from: September 13, 2005 :
: 7,539: 37 6,163 4,336 5,662 -6,028 10,036 4,472: -2,497 3,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 13.3 20.8 47.0 38.9 82.7 73.0: 17.3 27.0
Old : 100.0: 15.3 14.1 20.0 47.5 39.2 82.8 73.3: 17.2 26.7
Other: 100.0: 50.7 33.9 1.3 26.2 26.4 78.1 61.6: 21.9 38.4
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 89 122 133 104 123 278 303:
Old : 358: 90 124 129 104 123 277 299:
Other: 92: 14 22 4 14 48 30 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 : 17.7 15.9 27.2 23.4 16.4 8.3 23.6 12.7
Old : 18.2 16.0 27.7 23.7 16.8 8.3 24.0 12.9
Other: 52.6 30.4 65.7 44.5 52.0 28.6 62.7 40.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 158,914: 21,943 25,323 26,008 89,945 88,229 137,896 139,560: 21,018 19,354
Old : 154,503: 21,880 25,335 24,019 88,816 86,757 134,715 136,111: 19,788 18,392
Other: 4,411: 1,765 1,690 287 1,129 1,472 3,181 3,449: 1,230 962
: : :
: : Changes in Commitments from: September 20, 2005 :
: 3,010: -1,810 -1,777 1,830 2,341 778 2,360 831: 650 2,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 15.9 16.4 56.6 55.5 86.8 87.8: 13.2 12.2
Old : 100.0: 14.2 16.4 15.5 57.5 56.2 87.2 88.1: 12.8 11.9
Other: 100.0: 40.0 38.3 6.5 25.6 33.4 72.1 78.2: 27.9 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 35 39 32 53 53 106 115:
Old : 149: 38 41 30 53 52 106 112:
Other: 29: 6 9 3 10 7 17 18:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 22.7 34.3 35.4 21.6 16.7 30.4 23.3
Old : 22.8 23.3 35.0 36.4 22.2 17.2 31.3 24.0
Other: 54.2 39.0 67.0 58.5 46.6 24.8 52.9 42.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 155,904: 23,753 27,099 24,178 87,604 87,452 135,536 138,729: 20,368 17,175
Old : 151,585: 23,847 27,043 22,196 86,313 86,046 132,356 135,285: 19,229 16,300
Other: 4,319: 1,697 1,846 192 1,291 1,406 3,180 3,444: 1,139 875
: : :
: : Changes in Commitments from: September 13, 2005 :
: 2,492: 3,392 -633 915 -165 4,767 4,143 5,049: -1,650 -2,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 17.4 15.5 56.2 56.1 86.9 89.0: 13.1 11.0
Old : 100.0: 15.7 17.8 14.6 56.9 56.8 87.3 89.2: 12.7 10.8
Other: 100.0: 39.3 42.7 4.4 29.9 32.6 73.6 79.7: 26.4 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 40 40 38 51 48 109 117:
Old : 153: 45 42 37 51 46 109 114:
Other: 31: 6 10 4 10 8 18 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 : 22.2 25.7 33.6 36.6 21.6 20.9 30.2 27.8
Old : 22.7 26.4 34.3 37.6 22.2 21.7 31.1 28.7
Other: 53.7 39.1 67.3 58.5 49.1 28.7 55.6 45.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 685,886: 90,655 67,941 79,688 389,755 364,074 560,098 511,703: 125,788 174,183
Old : 685,886: 90,655 67,941 79,688 389,755 364,074 560,098 511,703: 125,788 174,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -23,339: 12,577 9,324 -10,916 -26,929 -36,191 -25,267 -37,783: 1,929 14,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 9.9 11.6 56.8 53.1 81.7 74.6: 18.3 25.4
Old : 100.0: 13.2 9.9 11.6 56.8 53.1 81.7 74.6: 18.3 25.4
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 : 156: 22 39 41 67 77 117 129:
Old : 156: 22 39 41 67 77 117 129:
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 : 21.6 13.4 30.2 22.7 18.8 11.4 25.2 17.9
Old : 21.6 13.4 30.2 22.7 18.8 11.4 25.2 17.9
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 20, 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 : 709,225: 78,077 58,617 90,604 416,684 400,264 585,366 549,485: 123,859 159,739
Old : 709,225: 78,077 58,617 90,604 416,684 400,264 585,366 549,485: 123,859 159,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -48,453: -13,842 -24 -10,263 -6,717 -14,723 -30,822 -25,010: -17,631 -23,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.3 12.8 58.8 56.4 82.5 77.5: 17.5 22.5
Old : 100.0: 11.0 8.3 12.8 58.8 56.4 82.5 77.5: 17.5 22.5
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 : 159: 33 31 44 66 79 120 133:
Old : 159: 33 31 44 66 79 120 133:
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 : 22.9 13.7 31.2 23.4 18.2 11.3 24.5 17.5
Old : 22.9 13.7 31.2 23.4 18.2 11.3 24.5 17.5
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 27, 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 : 141,779: 15,389 14,967 23,629 76,257 81,202 115,275 119,798: 26,504 21,980
Old : 138,897: 16,242 15,159 21,943 74,518 80,121 112,703 117,223: 26,194 21,673
Other: 2,882: 282 943 551 1,739 1,081 2,572 2,575: 310 307
: : :
: : Changes in Commitments from: September 20, 2005 :
: 0: 1,153 2,356 113 -3,564 -2,627 -2,297 -158: 2,298 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 10.6 16.7 53.8 57.3 81.3 84.5: 18.7 15.5
Old : 100.0: 11.7 10.9 15.8 53.6 57.7 81.1 84.4: 18.9 15.6
Other: 100.0: 9.8 32.7 19.1 60.3 37.5 89.2 89.3: 10.8 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 33 36 43 54 49 109 117:
Old : 142: 39 35 43 54 49 109 117:
Other: 26: 2 10 4 13 3 19 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 : 23.8 26.9 32.5 41.1 14.2 23.6 21.5 29.3
Old : 23.7 27.5 32.2 41.9 14.3 24.3 21.4 30.0
Other: 50.6 54.5 74.9 77.7 48.9 45.7 62.8 61.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 141,778: 14,236 12,611 23,516 79,820 83,830 117,572 119,956: 24,206 21,822
Old : 138,966: 14,984 12,610 21,980 78,130 82,749 115,094 117,338: 23,872 21,628
Other: 2,812: 308 1,057 480 1,690 1,081 2,478 2,618: 334 194
: : :
: : Changes in Commitments from: September 13, 2005 :
: 8,564: -742 431 358 11,497 7,112 11,113 7,901: -2,549 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 8.9 16.6 56.3 59.1 82.9 84.6: 17.1 15.4
Old : 100.0: 10.8 9.1 15.8 56.2 59.5 82.8 84.4: 17.2 15.6
Other: 100.0: 11.0 37.6 17.1 60.1 38.4 88.1 93.1: 11.9 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 33 36 43 51 48 108 113:
Old : 139: 37 36 43 51 48 108 113:
Other: 26: 2 10 4 13 3 19 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 : 23.7 28.8 33.5 43.7 16.2 24.2 23.3 30.5
Old : 23.7 29.3 33.3 44.5 16.3 24.9 23.3 31.4
Other: 51.3 54.5 74.3 77.9 50.2 47.6 64.3 63.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 7,034: 2,513 1,369 1,126 2,059 3,294 5,699 5,789: 1,335 1,244
Old : 7,034: 2,513 1,369 1,126 2,059 3,294 5,699 5,789: 1,335 1,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -322: -295 -282 -69 -107 479 -471 129: 149 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 19.5 16.0 29.3 46.8 81.0 82.3: 19.0 17.7
Old : 100.0: 35.7 19.5 16.0 29.3 46.8 81.0 82.3: 19.0 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 : 49: 17 9 12 15 17 37 33:
Old : 49: 17 9 12 15 17 37 33:
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 : 34.7 36.8 49.2 53.1 34.7 32.1 47.4 46.6
Old : 34.7 36.8 49.2 53.1 34.7 32.1 47.4 46.6
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 20, 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 : 7,356: 2,808 1,651 1,195 2,167 2,815 6,170 5,661: 1,186 1,695
Old : 7,356: 2,808 1,651 1,195 2,167 2,815 6,170 5,661: 1,186 1,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 84: 28 81 -15 3 59 16 125: 68 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 22.4 16.2 29.5 38.3 83.9 77.0: 16.1 23.0
Old : 100.0: 38.2 22.4 16.2 29.5 38.3 83.9 77.0: 16.1 23.0
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 : 51: 16 12 11 15 17 36 35:
Old : 51: 16 12 11 15 17 36 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 : 36.1 31.6 51.0 47.8 36.1 27.3 49.1 40.7
Old : 36.1 31.6 51.0 47.8 36.1 27.3 49.1 40.7
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 27, 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 : 335,939: 87,199 45,639 1,661 175,552 181,883 264,412 229,183: 71,527 106,756
Old : 335,939: 87,199 45,639 1,661 175,552 181,883 264,412 229,183: 71,527 106,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -11,698: -16,195 -6,866 -1,127 1,842 -3,938 -15,480 -11,931: 3,782 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 13.6 0.5 52.3 54.1 78.7 68.2: 21.3 31.8
Old : 100.0: 26.0 13.6 0.5 52.3 54.1 78.7 68.2: 21.3 31.8
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 : 98: 16 20 4 40 48 58 70:
Old : 98: 16 20 4 40 48 58 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 : 31.5 14.2 45.2 23.2 31.5 13.0 44.3 21.0
Old : 31.5 14.2 45.2 23.2 31.5 13.0 44.3 21.0
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 20, 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 : 347,637: 103,394 52,505 2,788 173,710 185,821 279,892 241,114: 67,745 106,524
Old : 347,637: 103,394 52,505 2,788 173,710 185,821 279,892 241,114: 67,745 106,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -40,515: -11,098 -33,125 -31 -33,338 94 -44,468 -33,063: 3,953 -7,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 15.1 0.8 50.0 53.5 80.5 69.4: 19.5 30.6
Old : 100.0: 29.7 15.1 0.8 50.0 53.5 80.5 69.4: 19.5 30.6
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 : 103: 17 24 7 40 46 61 73:
Old : 103: 17 24 7 40 46 61 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 : 30.8 16.0 44.0 24.3 29.5 14.7 41.6 22.1
Old : 30.8 16.0 44.0 24.3 29.5 14.7 41.6 22.1
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 27, 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 : 2,049,779: 332,684 368,718 231,450 1,229,391 1,050,748 1,793,524 1,650,915: 256,255 398,863
Old : 2,049,779: 332,684 368,718 231,450 1,229,391 1,050,748 1,793,524 1,650,915: 256,255 398,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -154,345: 6,111 -36,838 -62,369 -83,824 -105,691 -140,082 -204,899: -14,263 50,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 18.0 11.3 60.0 51.3 87.5 80.5: 12.5 19.5
Old : 100.0: 16.2 18.0 11.3 60.0 51.3 87.5 80.5: 12.5 19.5
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 : 261: 50 70 66 104 122 192 220:
Old : 261: 50 70 66 104 122 192 220:
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 20.2 40.6 28.4 28.6 19.7 37.3 26.1
Old : 30.0 20.2 40.6 28.4 28.6 19.7 37.3 26.1
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 20, 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 : 2,204,124: 326,573 405,556 293,819 1,313,214 1,156,439 1,933,606 1,855,814: 270,518 348,310
Old : 2,204,124: 326,573 405,556 293,819 1,313,214 1,156,439 1,933,606 1,855,814: 270,518 348,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -208,232: -4,093 29,998 -123,149 -94,520 -70,440 -221,763 -163,591: 13,531 -44,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 18.4 13.3 59.6 52.5 87.7 84.2: 12.3 15.8
Old : 100.0: 14.8 18.4 13.3 59.6 52.5 87.7 84.2: 12.3 15.8
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 : 271: 46 78 80 108 128 203 239:
Old : 271: 46 78 80 108 128 203 239:
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 19.5 38.6 28.9 27.1 18.1 33.6 26.4
Old : 30.2 19.5 38.6 28.9 27.1 18.1 33.6 26.4
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 27, 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 : 1,368,874: 132,281 254,801 163,350 906,450 694,287 1,202,081 1,112,437: 166,793 256,436
Old : 1,368,874: 132,281 254,801 163,350 906,450 694,287 1,202,081 1,112,437: 166,793 256,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -26,271: 1,168 -20,791 -8,253 7,152 -4,894 68 -33,938: -26,339 7,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 18.6 11.9 66.2 50.7 87.8 81.3: 12.2 18.7
Old : 100.0: 9.7 18.6 11.9 66.2 50.7 87.8 81.3: 12.2 18.7
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 : 177: 32 48 38 76 80 129 145:
Old : 177: 32 48 38 76 80 129 145:
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 20.2 39.3 28.5 26.3 18.3 34.4 24.3
Old : 29.5 20.2 39.3 28.5 26.3 18.3 34.4 24.3
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 20, 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 : 1,395,145: 131,112 275,592 171,603 899,298 699,181 1,202,013 1,146,375: 193,132 248,770
Old : 1,395,145: 131,112 275,592 171,603 899,298 699,181 1,202,013 1,146,375: 193,132 248,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -33,653: -15,417 -22,422 20,591 -25,221 -36,131 -20,046 -37,962: -13,607 4,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 19.8 12.3 64.5 50.1 86.2 82.2: 13.8 17.8
Old : 100.0: 9.4 19.8 12.3 64.5 50.1 86.2 82.2: 13.8 17.8
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 : 185: 34 49 44 79 85 137 154:
Old : 185: 34 49 44 79 85 137 154:
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 : 29.4 19.5 38.9 28.7 26.6 18.4 34.0 24.7
Old : 29.4 19.5 38.9 28.7 26.6 18.4 34.0 24.7
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 27, 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 : 707,273: 136,753 89,131 269,858 244,432 305,738 651,042 664,727: 56,231 42,546
Old : 707,273: 136,753 89,131 269,858 244,432 305,738 651,042 664,727: 56,231 42,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -18,261: -17,390 -2,589 16,020 -9,893 -29,278 -11,263 -15,847: -6,998 -2,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 12.6 38.2 34.6 43.2 92.0 94.0: 8.0 6.0
Old : 100.0: 19.3 12.6 38.2 34.6 43.2 92.0 94.0: 8.0 6.0
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 : 162: 48 36 46 67 62 144 115:
Old : 162: 48 36 46 67 62 144 115:
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 : 25.5 31.2 40.3 45.6 11.7 14.0 16.5 21.6
Old : 25.5 31.2 40.3 45.6 11.7 14.0 16.5 21.6
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 20, 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 : 725,534: 154,143 91,721 253,838 254,325 335,015 662,305 680,574: 63,229 44,960
Old : 725,534: 154,143 91,721 253,838 254,325 335,015 662,305 680,574: 63,229 44,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -40,057: -23,241 31,455 -40,633 17,835 -28,690 -46,039 -37,867: 5,982 -2,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 12.6 35.0 35.1 46.2 91.3 93.8: 8.7 6.2
Old : 100.0: 21.2 12.6 35.0 35.1 46.2 91.3 93.8: 8.7 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 : 168: 46 40 51 72 62 150 121:
Old : 168: 46 40 51 72 62 150 121:
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 28.1 40.0 42.5 11.9 14.6 16.8 22.4
Old : 26.3 28.1 40.0 42.5 11.9 14.6 16.8 22.4
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 27, 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 : 35,792: 4,302 7,024 507 23,462 17,160 28,272 24,691: 7,520 11,102
Old : 35,792: 4,302 7,024 507 23,462 17,160 28,272 24,691: 7,520 11,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 1,120: 600 133 5 -482 -130 124 9: 997 1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 19.6 1.4 65.6 47.9 79.0 69.0: 21.0 31.0
Old : 100.0: 12.0 19.6 1.4 65.6 47.9 79.0 69.0: 21.0 31.0
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 : 47: 8 13 6 18 10 31 24:
Old : 47: 8 13 6 18 10 31 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 : 46.7 43.0 61.7 52.4 46.7 42.7 61.7 52.1
Old : 46.7 43.0 61.7 52.4 46.7 42.7 61.7 52.1
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 20, 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 : 34,672: 3,702 6,891 502 23,944 17,289 28,148 24,682: 6,524 9,990
Old : 34,672: 3,702 6,891 502 23,944 17,289 28,148 24,682: 6,524 9,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -18,579: -4,458 281 -2,454 -5,529 -13,645 -12,441 -15,819: -6,137 -2,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 19.9 1.4 69.1 49.9 81.2 71.2: 18.8 28.8
Old : 100.0: 10.7 19.9 1.4 69.1 49.9 81.2 71.2: 18.8 28.8
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 : 46: 8 13 5 17 10 28 25:
Old : 46: 8 13 5 17 10 28 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 : 48.9 44.8 63.0 54.0 48.9 44.5 63.0 53.4
Old : 48.9 44.8 63.0 54.0 48.9 44.5 63.0 53.4
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 27, 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 : 53,540: 18,641 26,054 4,491 14,166 12,973 37,298 43,518: 16,242 10,022
Old : 53,540: 18,641 26,054 4,491 14,166 12,973 37,298 43,518: 16,242 10,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -147: 350 -3,505 489 -3,113 3,802 -2,275 786: 2,128 -933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 48.7 8.4 26.5 24.2 69.7 81.3: 30.3 18.7
Old : 100.0: 34.8 48.7 8.4 26.5 24.2 69.7 81.3: 30.3 18.7
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 : 70: 21 26 15 14 15 43 48:
Old : 70: 21 26 15 14 15 43 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 : 33.6 42.3 44.3 52.7 33.6 40.4 43.7 49.0
Old : 33.6 42.3 44.3 52.7 33.6 40.4 43.7 49.0
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 20, 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 : 53,686: 18,291 29,559 4,003 17,279 9,170 39,572 42,732: 14,114 10,955
Old : 53,686: 18,291 29,559 4,003 17,279 9,170 39,572 42,732: 14,114 10,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -34,632: 1,088 -4,850 -3,127 -30,787 -13,992 -32,826 -21,969: -1,806 -12,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 55.1 7.5 32.2 17.1 73.7 79.6: 26.3 20.4
Old : 100.0: 34.1 55.1 7.5 32.2 17.1 73.7 79.6: 26.3 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 : 67: 21 26 13 17 7 47 37:
Old : 67: 21 26 13 17 7 47 37:
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 43.8 44.8 55.8 35.3 42.5 44.7 52.9
Old : 35.3 43.8 44.8 55.8 35.3 42.5 44.7 52.9
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 27, 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 : 33,678: 8,544 3,881 172 24,751 28,896 33,467 32,949: 211 729
Old : 33,678: 8,544 3,881 172 24,751 28,896 33,467 32,949: 211 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -402: -336 77 0 -73 -550 -409 -473: 7 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 11.5 0.5 73.5 85.8 99.4 97.8: 0.6 2.2
Old : 100.0: 25.4 11.5 0.5 73.5 85.8 99.4 97.8: 0.6 2.2
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 : 56: 7 17 3 16 20 25 38:
Old : 56: 7 17 3 16 20 25 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 : 68.0 53.3 83.1 74.8 64.1 48.2 77.7 66.1
Old : 68.0 53.3 83.1 74.8 64.1 48.2 77.7 66.1
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 20, 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 : 34,080: 8,880 3,804 172 24,824 29,446 33,876 33,422: 204 658
Old : 34,080: 8,880 3,804 172 24,824 29,446 33,876 33,422: 204 658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -5,623: 5,958 -122 -6,466 -4,907 1,236 -5,415 -5,352: -208 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 11.2 0.5 72.8 86.4 99.4 98.1: 0.6 1.9
Old : 100.0: 26.1 11.2 0.5 72.8 86.4 99.4 98.1: 0.6 1.9
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 : 56: 8 16 3 16 20 26 37:
Old : 56: 8 16 3 16 20 26 37:
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 54.0 82.2 76.3 63.3 49.6 76.9 67.8
Old : 67.2 54.0 82.2 76.3 63.3 49.6 76.9 67.8
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 27, 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 : 22,602: 650 1,820 1,901 13,612 11,650 16,164 15,372: 6,439 7,231
Old : 22,602: 650 1,820 1,901 13,612 11,650 16,164 15,372: 6,439 7,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 588: 57 63 76 362 237 495 376: 93 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 8.1 8.4 60.2 51.5 71.5 68.0: 28.5 32.0
Old : 100.0: 2.9 8.1 8.4 60.2 51.5 71.5 68.0: 28.5 32.0
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 : 35: 10 2 9 20 17 31 27:
Old : 35: 10 2 9 20 17 31 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 : 40.3 30.4 56.6 46.8 40.3 28.0 53.5 41.0
Old : 40.3 30.4 56.6 46.8 40.3 28.0 53.5 41.0
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 20, 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 : 22,014: 593 1,757 1,825 13,250 11,413 15,669 14,996: 6,346 7,018
Old : 22,014: 593 1,757 1,825 13,250 11,413 15,669 14,996: 6,346 7,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 609: -351 -268 42 215 605 -94 378: 703 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 8.0 8.3 60.2 51.8 71.2 68.1: 28.8 31.9
Old : 100.0: 2.7 8.0 8.3 60.2 51.8 71.2 68.1: 28.8 31.9
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 : 36: 10 2 9 21 18 32 28:
Old : 36: 10 2 9 21 18 32 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 : 39.8 30.6 55.9 47.0 39.8 28.4 52.9 41.6
Old : 39.8 30.6 55.9 47.0 39.8 28.4 52.9 41.6
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 27, 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 : 120,747: 23,923 19,255 29,421 50,198 35,455 103,542 84,132: 17,205 36,615
Old : 23,087: 9,931 7,160 2,978 4,990 4,716 17,899 14,855: 5,188 8,232
Other: 97,660: 18,753 16,856 21,682 45,208 30,739 85,643 69,277: 12,017 28,383
: : :
: : Changes in Commitments from: September 20, 2005 :
: 4,178: 2,274 1,573 237 1,732 1,542 4,243 3,353: -65 825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 15.9 24.4 41.6 29.4 85.8 69.7: 14.2 30.3
Old : 100.0: 43.0 31.0 12.9 21.6 20.4 77.5 64.3: 22.5 35.7
Other: 100.0: 19.2 17.3 22.2 46.3 31.5 87.7 70.9: 12.3 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 56 45 63 31 42 136 115:
Old : 107: 44 25 20 18 28 73 62:
Other: 162: 50 51 52 25 42 117 110:
:----------------------------------------------------------------------------------------------------
: 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 14.5 35.8 25.6 25.6 12.1 35.4 20.9
Old : 21.7 22.2 35.0 33.2 20.0 21.6 32.1 28.9
Other: 31.0 15.4 43.7 27.2 31.0 13.7 43.1 21.9
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 116,569: 21,649 17,682 29,184 48,466 33,913 99,299 80,779: 17,270 35,790
Old : 29,442: 14,364 10,000 3,127 5,119 5,978 22,610 19,105: 6,832 10,337
Other: 87,127: 14,225 14,621 19,117 43,347 27,935 76,689 61,673: 10,438 25,453
: : :
: : Changes in Commitments from: September 13, 2005 :
: 4,513: 936 -33 4,418 -67 20 5,286 4,405: -773 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.2 25.0 41.6 29.1 85.2 69.3: 14.8 30.7
Old : 100.0: 48.8 34.0 10.6 17.4 20.3 76.8 64.9: 23.2 35.1
Other: 100.0: 16.3 16.8 21.9 49.8 32.1 88.0 70.8: 12.0 29.2
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 57 36 61 31 40 132 109:
Old : 122: 55 23 17 21 31 83 64:
Other: 144: 41 46 51 24 39 105 102:
:----------------------------------------------------------------------------------------------------
: 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 14.4 36.3 24.6 26.0 11.9 36.1 20.4
Old : 21.0 25.5 32.6 35.1 20.7 25.4 30.5 33.1
Other: 33.4 15.8 47.0 26.4 33.4 13.7 46.4 21.9
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 1,127: 584 340 19 25 46 628 405: 499 721
Old : 1,127: 584 340 19 25 46 628 405: 499 721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 30.2 1.7 2.2 4.1 55.7 36.0: 44.3 64.0
Old : 100.0: 51.8 30.2 1.7 2.2 4.1 55.7 36.0: 44.3 64.0
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 : 20: 10 8 4 1 2 14 11:
Old : 20: 10 8 4 1 2 14 11:
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 : 35.1 21.7 47.3 32.9 35.1 21.3 47.3 32.4
Old : 35.1 21.7 47.3 32.9 35.1 21.3 47.3 32.4
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 27, 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 : 178,101: 43,541 19,835 35,581 77,160 77,280 156,281 132,696: 21,820 45,405
Old : 178,101: 43,541 19,835 35,581 77,160 77,280 156,281 132,696: 21,820 45,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 8,371: 5,269 1,597 2,414 412 2,838 8,096 6,849: 275 1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 11.1 20.0 43.3 43.4 87.7 74.5: 12.3 25.5
Old : 100.0: 24.4 11.1 20.0 43.3 43.4 87.7 74.5: 12.3 25.5
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 : 257: 73 42 64 78 115 184 202:
Old : 257: 73 42 64 78 115 184 202:
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 12.0 33.3 19.4 21.1 9.9 31.6 16.5
Old : 21.1 12.0 33.3 19.4 21.1 9.9 31.6 16.5
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 20, 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 : 169,731: 38,271 18,238 33,166 76,747 74,442 148,185 125,846: 21,545 43,884
Old : 169,731: 38,271 18,238 33,166 76,747 74,442 148,185 125,846: 21,545 43,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 8,482: 1,016 -3,130 5,040 2,322 5,046 8,378 6,956: 103 1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 10.7 19.5 45.2 43.9 87.3 74.1: 12.7 25.9
Old : 100.0: 22.5 10.7 19.5 45.2 43.9 87.3 74.1: 12.7 25.9
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 : 248: 63 48 64 72 110 174 198:
Old : 248: 63 48 64 72 110 174 198:
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 12.6 34.4 20.1 21.7 10.5 32.8 17.4
Old : 21.7 12.6 34.4 20.1 21.7 10.5 32.8 17.4
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 27, 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 : 4,579: 1,218 981 454 659 1,089 2,331 2,525: 2,248 2,054
Old : 4,579: 1,218 981 454 659 1,089 2,331 2,525: 2,248 2,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 174: 55 -529 117 16 394 188 -18: -14 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 21.4 9.9 14.4 23.8 50.9 55.1: 49.1 44.9
Old : 100.0: 26.6 21.4 9.9 14.4 23.8 50.9 55.1: 49.1 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 : 52: 16 13 10 12 18 34 36:
Old : 52: 16 13 10 12 18 34 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 : 23.4 22.1 34.8 32.4 23.4 22.1 31.7 28.8
Old : 23.4 22.1 34.8 32.4 23.4 22.1 31.7 28.8
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 20, 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 : 4,405: 1,163 1,510 337 643 695 2,143 2,542: 2,262 1,863
Old : 4,405: 1,163 1,510 337 643 695 2,143 2,542: 2,262 1,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 68: -116 -123 80 22 123 -14 80: 82 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 34.3 7.7 14.6 15.8 48.7 57.7: 51.3 42.3
Old : 100.0: 26.4 34.3 7.7 14.6 15.8 48.7 57.7: 51.3 42.3
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 : 45: 14 13 7 12 13 29 30:
Old : 45: 14 13 7 12 13 29 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 : 23.9 29.2 34.5 39.1 23.9 29.2 33.3 37.4
Old : 23.9 29.2 34.5 39.1 23.9 29.2 33.3 37.4
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 27, 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 : 33,304: 12,286 1,955 6,573 8,345 10,542 27,204 19,069: 6,100 14,235
Old : 33,304: 12,286 1,955 6,573 8,345 10,542 27,204 19,069: 6,100 14,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 1,437: 5 16 264 668 921 937 1,201: 500 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 5.9 19.7 25.1 31.7 81.7 57.3: 18.3 42.7
Old : 100.0: 36.9 5.9 19.7 25.1 31.7 81.7 57.3: 18.3 42.7
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 : 160: 51 20 32 48 58 120 97:
Old : 160: 51 20 32 48 58 120 97:
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 : 12.7 21.3 22.3 26.6 12.1 16.0 20.0 19.2
Old : 12.7 21.3 22.3 26.6 12.1 16.0 20.0 19.2
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 20, 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 : 31,867: 12,281 1,939 6,308 7,678 9,621 26,267 17,868: 5,600 13,999
Old : 31,867: 12,281 1,939 6,308 7,678 9,621 26,267 17,868: 5,600 13,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,013: -1,131 -483 779 839 587 487 883: 525 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 6.1 19.8 24.1 30.2 82.4 56.1: 17.6 43.9
Old : 100.0: 38.5 6.1 19.8 24.1 30.2 82.4 56.1: 17.6 43.9
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 : 153: 55 20 28 44 53 116 87:
Old : 153: 55 20 28 44 53 116 87:
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 : 13.3 21.7 23.3 26.9 13.0 16.5 21.3 19.9
Old : 13.3 21.7 23.3 26.9 13.0 16.5 21.3 19.9
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 27, 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 : 116,683: 51,711 7,168 2,776 25,476 87,377 79,964 97,322: 36,719 19,361
Old : 116,683: 51,711 7,168 2,776 25,476 87,377 79,964 97,322: 36,719 19,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -37,837: 4,777 -12,078 -1,069 -38,326 -18,929 -34,618 -32,076: -3,219 -5,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 6.1 2.4 21.8 74.9 68.5 83.4: 31.5 16.6
Old : 100.0: 44.3 6.1 2.4 21.8 74.9 68.5 83.4: 31.5 16.6
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 : 82: 30 14 10 19 28 53 48:
Old : 82: 30 14 10 19 28 53 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 : 25.4 33.6 37.9 53.6 25.4 33.3 37.9 53.3
Old : 25.4 33.6 37.9 53.6 25.4 33.3 37.9 53.3
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 20, 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 : 154,519: 46,935 19,247 3,846 63,801 106,306 114,582 129,398: 39,938 25,122
Old : 154,519: 46,935 19,247 3,846 63,801 106,306 114,582 129,398: 39,938 25,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 7,853: -28 2,865 1,039 3,392 -1,227 4,402 2,676: 3,451 5,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 12.5 2.5 41.3 68.8 74.2 83.7: 25.8 16.3
Old : 100.0: 30.4 12.5 2.5 41.3 68.8 74.2 83.7: 25.8 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 : 87: 27 19 9 28 32 59 56:
Old : 87: 27 19 9 28 32 59 56:
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 : 21.9 27.2 37.3 45.2 17.4 22.4 26.2 35.5
Old : 21.9 27.2 37.3 45.2 17.4 22.4 26.2 35.5
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 27, 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 : 77,210: 6,138 49,869 0 64,282 6,296 70,420 56,165: 6,790 21,045
Old : 77,210: 6,138 49,869 0 64,282 6,296 70,420 56,165: 6,790 21,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 19,588: 3,650 16,471 0 18,692 -432 22,342 16,039: -2,754 3,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 64.6 0.0 83.3 8.2 91.2 72.7: 8.8 27.3
Old : 100.0: 7.9 64.6 0.0 83.3 8.2 91.2 72.7: 8.8 27.3
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 : 49: 4 26 0 16 6 20 32:
Old : 49: 4 26 0 16 6 20 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 : 56.0 37.1 73.7 48.7 54.0 37.1 70.9 48.2
Old : 56.0 37.1 73.7 48.7 54.0 37.1 70.9 48.2
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 20, 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 : 57,622: 2,488 33,398 0 45,590 6,728 48,078 40,126: 9,544 17,496
Old : 57,622: 2,488 33,398 0 45,590 6,728 48,078 40,126: 9,544 17,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -3,620: -1,687 14,257 -147 2,220 -22,808 386 -8,698: -4,006 5,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 58.0 0.0 79.1 11.7 83.4 69.6: 16.6 30.4
Old : 100.0: 4.3 58.0 0.0 79.1 11.7 83.4 69.6: 16.6 30.4
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 : 36: 2 17 0 14 6 16 23:
Old : 36: 2 17 0 14 6 16 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 : 57.8 36.5 72.4 51.0 53.7 36.5 68.3 49.8
Old : 57.8 36.5 72.4 51.0 53.7 36.5 68.3 49.8
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 27, 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 : 80,101: 40,077 7,415 53 34,851 66,808 74,981 74,276: 5,120 5,825
Old : 80,101: 40,077 7,415 53 34,851 66,808 74,981 74,276: 5,120 5,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,363: 257 2,898 -74 5,870 3,098 6,053 5,922: -690 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 9.3 0.1 43.5 83.4 93.6 92.7: 6.4 7.3
Old : 100.0: 50.0 9.3 0.1 43.5 83.4 93.6 92.7: 6.4 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 : 78: 40 9 1 14 18 55 27:
Old : 78: 40 9 1 14 18 55 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 : 37.5 75.4 53.6 85.2 37.2 75.4 53.3 85.2
Old : 37.5 75.4 53.6 85.2 37.2 75.4 53.3 85.2
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 20, 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 : 74,737: 39,820 4,517 127 28,981 63,710 68,928 68,354: 5,809 6,383
Old : 74,737: 39,820 4,517 127 28,981 63,710 68,928 68,354: 5,809 6,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -13,735: -5,190 -880 -1,422 -5,199 -9,847 -11,811 -12,149: -1,924 -1,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 6.0 0.2 38.8 85.2 92.2 91.5: 7.8 8.5
Old : 100.0: 53.3 6.0 0.2 38.8 85.2 92.2 91.5: 7.8 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 : 75: 40 7 1 14 17 55 24:
Old : 75: 40 7 1 14 17 55 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 : 34.4 76.7 53.5 85.1 34.0 76.7 53.2 85.1
Old : 34.4 76.7 53.5 85.1 34.0 76.7 53.2 85.1
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 27, 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 : 79,362: 27,437 25,176 682 30,482 36,006 58,601 61,863: 20,760 17,499
Old : 79,362: 27,437 25,176 682 30,482 36,006 58,601 61,863: 20,760 17,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 9,931: 2,994 11,176 192 7,846 -5,306 11,033 6,063: -1,102 3,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 31.7 0.9 38.4 45.4 73.8 78.0: 26.2 22.0
Old : 100.0: 34.6 31.7 0.9 38.4 45.4 73.8 78.0: 26.2 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 : 54: 17 12 5 17 16 36 31:
Old : 54: 17 12 5 17 16 36 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 : 33.0 33.5 48.8 53.5 30.3 33.2 43.7 48.9
Old : 33.0 33.5 48.8 53.5 30.3 33.2 43.7 48.9
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 20, 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 : 69,431: 24,443 13,999 489 22,636 41,312 47,568 55,800: 21,862 13,631
Old : 69,431: 24,443 13,999 489 22,636 41,312 47,568 55,800: 21,862 13,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -24,067: -2,806 5,065 -858 -18,565 -26,074 -22,229 -21,867: -1,838 -2,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 20.2 0.7 32.6 59.5 68.5 80.4: 31.5 19.6
Old : 100.0: 35.2 20.2 0.7 32.6 59.5 68.5 80.4: 31.5 19.6
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: 15 12 4 13 18 31 31:
Old : 51: 15 12 4 13 18 31 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 : 33.8 35.8 48.8 54.7 28.7 34.4 43.1 50.6
Old : 33.8 35.8 48.8 54.7 28.7 34.4 43.1 50.6
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 27, 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 : 163,740: 10,942 72,898 4,238 122,631 51,765 137,811 128,901: 25,929 34,839
Old : 163,740: 10,942 72,898 4,238 122,631 51,765 137,811 128,901: 25,929 34,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 11,325: 1,250 13,047 416 8,238 -5,899 9,904 7,564: 1,421 3,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 44.5 2.6 74.9 31.6 84.2 78.7: 15.8 21.3
Old : 100.0: 6.7 44.5 2.6 74.9 31.6 84.2 78.7: 15.8 21.3
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 : 96: 16 43 7 29 24 49 70:
Old : 96: 16 43 7 29 24 49 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 : 39.7 26.3 57.9 40.0 36.5 19.2 50.4 30.0
Old : 39.7 26.3 57.9 40.0 36.5 19.2 50.4 30.0
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 20, 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 : 152,415: 9,692 59,851 3,822 114,393 57,664 127,907 121,337: 24,508 31,078
Old : 152,415: 9,692 59,851 3,822 114,393 57,664 127,907 121,337: 24,508 31,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -61,386: 1,055 14,004 -1,937 -55,603 -74,738 -56,484 -62,671: -4,902 1,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 39.3 2.5 75.1 37.8 83.9 79.6: 16.1 20.4
Old : 100.0: 6.4 39.3 2.5 75.1 37.8 83.9 79.6: 16.1 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 : 82: 13 31 6 30 24 46 58:
Old : 82: 13 31 6 30 24 46 58:
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 : 42.8 29.2 60.2 45.2 39.5 23.8 51.9 36.1
Old : 42.8 29.2 60.2 45.2 39.5 23.8 51.9 36.1
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 27, 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 : 158,280: 32,455 34,847 12,324 67,347 61,116 112,126 108,287: 46,154 49,994
Old : 158,280: 32,455 34,847 12,324 67,347 61,116 112,126 108,287: 46,154 49,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 19,919: 3,522 3,772 1,573 11,731 10,267 16,827 15,613: 3,092 4,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 22.0 7.8 42.5 38.6 70.8 68.4: 29.2 31.6
Old : 100.0: 20.5 22.0 7.8 42.5 38.6 70.8 68.4: 29.2 31.6
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 : 111: 38 34 30 30 27 83 76:
Old : 111: 38 34 30 30 27 83 76:
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 : 16.4 29.6 29.5 40.4 16.4 28.4 29.3 38.1
Old : 16.4 29.6 29.5 40.4 16.4 28.4 29.3 38.1
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 20, 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 : 138,361: 28,933 31,074 10,751 55,615 50,849 95,299 92,674: 43,062 45,688
Old : 138,361: 28,933 31,074 10,751 55,615 50,849 95,299 92,674: 43,062 45,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -41,036: 443 9,077 574 -35,594 -53,350 -34,576 -43,699: -6,460 2,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 22.5 7.8 40.2 36.8 68.9 67.0: 31.1 33.0
Old : 100.0: 20.9 22.5 7.8 40.2 36.8 68.9 67.0: 31.1 33.0
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 : 106: 39 31 30 28 25 79 74:
Old : 106: 39 31 30 28 25 79 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 : 18.4 28.6 30.8 39.4 18.4 27.5 30.7 37.2
Old : 18.4 28.6 30.8 39.4 18.4 27.5 30.7 37.2
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 27, 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 : 36,616: 9,330 2,528 6 19,676 25,688 29,012 28,222: 7,604 8,394
Old : 36,616: 9,330 2,528 6 19,676 25,688 29,012 28,222: 7,604 8,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,964: 1,366 -954 -279 3,564 4,706 4,651 3,473: 1,313 2,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 6.9 0.0 53.7 70.2 79.2 77.1: 20.8 22.9
Old : 100.0: 25.5 6.9 0.0 53.7 70.2 79.2 77.1: 20.8 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 : 20: 2 1 1 9 13 12 14:
Old : 20: 2 1 1 9 13 12 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 : 54.4 51.2 74.2 70.8 53.9 51.1 73.0 70.7
Old : 54.4 51.2 74.2 70.8 53.9 51.1 73.0 70.7
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 20, 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 : 30,652: 7,964 3,482 285 16,112 20,982 24,361 24,749: 6,291 5,903
Old : 30,652: 7,964 3,482 285 16,112 20,982 24,361 24,749: 6,291 5,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -12,867: 6,754 678 -895 -19,994 -14,487 -14,135 -14,704: 1,268 1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 11.4 0.9 52.6 68.5 79.5 80.7: 20.5 19.3
Old : 100.0: 26.0 11.4 0.9 52.6 68.5 79.5 80.7: 20.5 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 : 21: 2 2 2 10 12 13 15:
Old : 21: 2 2 2 10 12 13 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 : 55.3 43.5 72.5 64.6 53.9 43.4 70.1 63.1
Old : 55.3 43.5 72.5 64.6 53.9 43.4 70.1 63.1
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 27, 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 :12,279,617: 869,941 781,091 3,625,752 6,811,746 6,339,207 11,307,439 10,746,050: 972,178 1,533,567
Old :12,279,617: 869,941 781,091 3,625,752 6,811,746 6,339,207 11,307,439 10,746,050: 972,178 1,533,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 756,599: 12,968 102,934 327,850 362,509 251,161 703,327 681,946: 53,271 74,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.4 29.5 55.5 51.6 92.1 87.5: 7.9 12.5
Old : 100.0: 7.1 6.4 29.5 55.5 51.6 92.1 87.5: 7.9 12.5
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 : 283: 62 60 106 138 150 249 273:
Old : 283: 62 60 106 138 150 249 273:
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 : 22.2 13.0 35.7 21.9 20.7 7.1 27.7 11.6
Old : 22.2 13.0 35.7 21.9 20.7 7.1 27.7 11.6
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 20, 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 :11,523,019: 856,973 678,156 3,297,902 6,449,237 6,088,046 10,604,112 10,064,104: 918,907 1,458,914
Old :11,523,019: 856,973 678,156 3,297,902 6,449,237 6,088,046 10,604,112 10,064,104: 918,907 1,458,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
:-2,535,917: -76,587 -2,349 -1,544,131 -818,013 -847,345 -2,438,731 -2,393,825: -97,186 -142,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.9 28.6 56.0 52.8 92.0 87.3: 8.0 12.7
Old : 100.0: 7.4 5.9 28.6 56.0 52.8 92.0 87.3: 8.0 12.7
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 : 276: 62 55 100 141 149 245 264:
Old : 276: 62 55 100 141 149 245 264:
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 12.9 36.4 22.3 21.8 7.6 28.0 12.5
Old : 23.3 12.9 36.4 22.3 21.8 7.6 28.0 12.5
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 27, 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 : 700,483: 50,260 61,304 39,942 463,192 482,622 553,394 583,868: 147,089 116,615
Old : 700,483: 50,260 61,304 39,942 463,192 482,622 553,394 583,868: 147,089 116,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,813: 3,079 3,606 1,259 -9,902 5,563 -5,564 10,429: 11,377 -4,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 8.8 5.7 66.1 68.9 79.0 83.4: 21.0 16.6
Old : 100.0: 7.2 8.8 5.7 66.1 68.9 79.0 83.4: 21.0 16.6
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 : 204: 46 41 55 89 64 165 130:
Old : 204: 46 41 55 89 64 165 130:
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 : 19.8 26.9 28.5 39.4 19.8 26.9 28.4 39.4
Old : 19.8 26.9 28.5 39.4 19.8 26.9 28.4 39.4
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 20, 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 : 694,670: 47,181 57,698 38,683 473,095 477,059 558,958 573,440: 135,711 121,230
Old : 694,670: 47,181 57,698 38,683 473,095 477,059 558,958 573,440: 135,711 121,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -120,864: -2,952 -5,977 -15,647 -64,003 -78,011 -82,603 -99,635: -38,261 -21,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 8.3 5.6 68.1 68.7 80.5 82.5: 19.5 17.5
Old : 100.0: 6.8 8.3 5.6 68.1 68.7 80.5 82.5: 19.5 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 : 204: 47 38 56 90 64 166 129:
Old : 204: 47 38 56 90 64 166 129:
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 : 20.0 27.6 28.9 40.3 19.9 27.5 28.8 40.3
Old : 20.0 27.6 28.9 40.3 19.9 27.5 28.8 40.3
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 27, 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 : 985,447: 181,332 236,228 26,198 508,632 616,671 716,162 879,097: 269,285 106,350
Old : 985,447: 181,332 236,228 26,198 508,632 616,671 716,162 879,097: 269,285 106,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 54,122: 27,540 -21,352 -8,935 49,528 52,622 68,133 22,335: -14,012 31,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 24.0 2.7 51.6 62.6 72.7 89.2: 27.3 10.8
Old : 100.0: 18.4 24.0 2.7 51.6 62.6 72.7 89.2: 27.3 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 : 185: 42 56 30 62 55 121 124:
Old : 185: 42 56 30 62 55 121 124:
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 28.3 31.6 43.2 19.6 26.4 29.7 38.4
Old : 19.7 28.3 31.6 43.2 19.6 26.4 29.7 38.4
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 20, 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 : 931,325: 153,792 257,580 35,133 459,104 564,049 648,028 856,762: 283,297 74,563
Old : 931,325: 153,792 257,580 35,133 459,104 564,049 648,028 856,762: 283,297 74,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -537,463: -60,845 -129,701 -47,105 -409,037 -277,596 -516,987 -454,401: -20,476 -83,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 27.7 3.8 49.3 60.6 69.6 92.0: 30.4 8.0
Old : 100.0: 16.5 27.7 3.8 49.3 60.6 69.6 92.0: 30.4 8.0
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 : 182: 38 61 31 58 53 114 127:
Old : 182: 38 61 31 58 53 114 127:
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 28.2 30.8 42.5 19.9 27.2 28.5 39.2
Old : 19.9 28.2 30.8 42.5 19.9 27.2 28.5 39.2
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 27, 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 : 12,621: 1,786 427 0 6,992 11,469 8,778 11,896: 3,843 725
Old : 12,621: 1,786 427 0 6,992 11,469 8,778 11,896: 3,843 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 120: 235 0 0 436 341 671 341: -551 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 3.4 0.0 55.4 90.9 69.6 94.3: 30.4 5.7
Old : 100.0: 14.2 3.4 0.0 55.4 90.9 69.6 94.3: 30.4 5.7
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 : 37: 4 1 1 20 17 24 19:
Old : 37: 4 1 1 20 17 24 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 : 25.5 50.1 40.6 69.2 25.5 49.4 40.6 68.0
Old : 25.5 50.1 40.6 69.2 25.5 49.4 40.6 68.0
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 20, 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 : 12,501: 1,551 427 0 6,556 11,128 8,107 11,555: 4,394 946
Old : 12,501: 1,551 427 0 6,556 11,128 8,107 11,555: 4,394 946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -7,813: 400 0 -505 -6,652 -4,666 -6,757 -5,171: -1,056 -2,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 3.4 0.0 52.4 89.0 64.9 92.4: 35.1 7.6
Old : 100.0: 12.4 3.4 0.0 52.4 89.0 64.9 92.4: 35.1 7.6
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 : 34: 3 1 1 18 16 21 18:
Old : 34: 3 1 1 18 16 21 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 : 26.6 48.3 41.5 67.6 26.6 47.6 41.5 66.3
Old : 26.6 48.3 41.5 67.6 26.6 47.6 41.5 66.3
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 27, 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 : 30,029: 6,197 5,108 68 19,947 20,245 26,212 25,421: 3,817 4,608
Old : 30,029: 6,197 5,108 68 19,947 20,245 26,212 25,421: 3,817 4,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 2,974: 169 1,079 68 2,422 2,378 2,659 3,525: 315 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 17.0 0.2 66.4 67.4 87.3 84.7: 12.7 15.3
Old : 100.0: 20.6 17.0 0.2 66.4 67.4 87.3 84.7: 12.7 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 : 39: 4 7 1 18 18 22 26:
Old : 39: 4 7 1 18 18 22 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 : 55.3 43.1 72.4 57.9 52.1 41.4 68.9 55.8
Old : 55.3 43.1 72.4 57.9 52.1 41.4 68.9 55.8
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 20, 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 : 27,055: 6,028 4,029 0 17,525 17,867 23,553 21,896: 3,502 5,159
Old : 27,055: 6,028 4,029 0 17,525 17,867 23,553 21,896: 3,502 5,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -21,799: -1,677 1,261 -3,059 -7,337 -18,676 -12,073 -20,474: -9,726 -1,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 14.9 0.0 64.8 66.0 87.1 80.9: 12.9 19.1
Old : 100.0: 22.3 14.9 0.0 64.8 66.0 87.1 80.9: 12.9 19.1
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 : 36: 4 5 0 18 16 22 21:
Old : 36: 4 5 0 18 16 22 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 : 56.8 44.7 71.5 60.9 56.8 44.3 71.2 57.5
Old : 56.8 44.7 71.5 60.9 56.8 44.3 71.2 57.5
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 27, 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 : 56,973: 5,518 12,724 630 30,012 34,917 36,160 48,271: 20,813 8,702
Old : 56,973: 5,518 12,724 630 30,012 34,917 36,160 48,271: 20,813 8,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 4,695: -302 1,006 233 -730 1,811 -798 3,050: 5,494 1,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 22.3 1.1 52.7 61.3 63.5 84.7: 36.5 15.3
Old : 100.0: 9.7 22.3 1.1 52.7 61.3 63.5 84.7: 36.5 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 : 77: 10 19 3 32 25 45 44:
Old : 77: 10 19 3 32 25 45 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 : 25.6 28.0 34.3 44.6 24.3 24.2 32.5 40.0
Old : 25.6 28.0 34.3 44.6 24.3 24.2 32.5 40.0
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 20, 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 : 52,278: 5,820 11,718 397 30,742 33,106 36,959 45,221: 15,319 7,057
Old : 52,278: 5,820 11,718 397 30,742 33,106 36,959 45,221: 15,319 7,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -25,062: -1,401 -5,761 -1,132 -19,589 -14,122 -22,122 -21,015: -2,940 -4,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 22.4 0.8 58.8 63.3 70.7 86.5: 29.3 13.5
Old : 100.0: 11.1 22.4 0.8 58.8 63.3 70.7 86.5: 29.3 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 : 79: 10 18 2 35 26 47 44:
Old : 79: 10 18 2 35 26 47 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 : 29.6 33.0 39.5 48.2 28.2 28.4 37.3 43.4
Old : 29.6 33.0 39.5 48.2 28.2 28.4 37.3 43.4
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 27, 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 : 266,225: 88,509 85,206 3,062 160,336 104,013 251,906 192,281: 14,319 73,944
Old : 266,225: 88,509 85,206 3,062 160,336 104,013 251,906 192,281: 14,319 73,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 34,972: -12,000 13,507 216 47,788 -4,901 36,005 8,822: -1,033 26,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 32.0 1.2 60.2 39.1 94.6 72.2: 5.4 27.8
Old : 100.0: 33.2 32.0 1.2 60.2 39.1 94.6 72.2: 5.4 27.8
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 : 168: 47 58 10 43 31 96 93:
Old : 168: 47 58 10 43 31 96 93:
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 : 38.9 20.0 54.1 31.8 33.3 16.2 48.4 25.8
Old : 38.9 20.0 54.1 31.8 33.3 16.2 48.4 25.8
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 20, 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 : 231,253: 100,508 71,699 2,845 112,548 108,914 215,901 183,459: 15,352 47,794
Old : 231,253: 100,508 71,699 2,845 112,548 108,914 215,901 183,459: 15,352 47,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -163,716: -24,441 -10,249 -9,702 -118,849 -129,572 -152,992 -149,523: -10,724 -14,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 31.0 1.2 48.7 47.1 93.4 79.3: 6.6 20.7
Old : 100.0: 43.5 31.0 1.2 48.7 47.1 93.4 79.3: 6.6 20.7
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 : 166: 47 61 12 34 32 90 96:
Old : 166: 47 61 12 34 32 90 96:
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 23.2 45.9 34.4 30.5 16.9 44.0 26.0
Old : 30.6 23.2 45.9 34.4 30.5 16.9 44.0 26.0
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 27, 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 : 63,899: 23,527 582 0 16,703 54,112 40,230 54,694: 23,669 9,205
Old : 63,899: 23,527 582 0 16,703 54,112 40,230 54,694: 23,669 9,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -15,240: -12,674 582 0 343 -18,499 -12,331 -17,917: -2,909 2,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 0.9 0.0 26.1 84.7 63.0 85.6: 37.0 14.4
Old : 100.0: 36.8 0.9 0.0 26.1 84.7 63.0 85.6: 37.0 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 : 36: 16 1 0 9 14 25 15:
Old : 36: 16 1 0 9 14 25 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 : 40.7 51.0 49.4 76.8 40.7 50.9 48.9 75.7
Old : 40.7 51.0 49.4 76.8 40.7 50.9 48.9 75.7
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 20, 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 : 79,139: 36,201 0 0 16,360 72,611 52,561 72,611: 26,578 6,528
Old : 79,139: 36,201 0 0 16,360 72,611 52,561 72,611: 26,578 6,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -17,780: -84 -3,043 -1,395 -15,910 -10,201 -17,389 -14,639: -391 -3,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 0.0 0.0 20.7 91.8 66.4 91.8: 33.6 8.2
Old : 100.0: 45.7 0.0 0.0 20.7 91.8 66.4 91.8: 33.6 8.2
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 : 40: 18 0 0 9 17 27 17:
Old : 40: 18 0 0 9 17 27 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 : 39.8 50.7 50.9 75.6 39.8 50.7 50.9 75.5
Old : 39.8 50.7 50.9 75.6 39.8 50.7 50.9 75.5
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 27, 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 : 31,630: 672 5,889 0 26,165 21,198 26,837 27,087: 4,793 4,543
Old : 31,630: 672 5,889 0 26,165 21,198 26,837 27,087: 4,793 4,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 435: -506 212 0 425 345 -81 557: 516 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 18.6 0.0 82.7 67.0 84.8 85.6: 15.2 14.4
Old : 100.0: 2.1 18.6 0.0 82.7 67.0 84.8 85.6: 15.2 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 : 62: 1 14 1 30 29 31 44:
Old : 62: 1 14 1 30 29 31 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 : 54.1 30.6 63.3 46.1 54.0 28.7 63.2 44.2
Old : 54.1 30.6 63.3 46.1 54.0 28.7 63.2 44.2
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 20, 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 : 31,195: 1,178 5,677 0 25,740 20,853 26,918 26,530: 4,277 4,664
Old : 31,195: 1,178 5,677 0 25,740 20,853 26,918 26,530: 4,277 4,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -15,300: 393 -489 -896 -13,564 -11,463 -14,067 -12,848: -1,233 -2,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 18.2 0.0 82.5 66.8 86.3 85.0: 13.7 15.0
Old : 100.0: 3.8 18.2 0.0 82.5 66.8 86.3 85.0: 13.7 15.0
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 : 62: 3 13 1 30 28 33 42:
Old : 62: 3 13 1 30 28 33 42:
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 : 52.0 31.9 61.9 47.5 51.9 29.9 61.9 45.6
Old : 52.0 31.9 61.9 47.5 51.9 29.9 61.9 45.6
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 27, 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 : 222,440: 13,649 49,175 1,578 199,865 158,186 215,092 208,939: 7,349 13,501
Old : 222,440: 13,649 49,175 1,578 199,865 158,186 215,092 208,939: 7,349 13,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 7,362: -2,611 -956 165 10,206 6,144 7,760 5,354: -398 2,009
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 22.1 0.7 89.9 71.1 96.7 93.9: 3.3 6.1
Old : 100.0: 6.1 22.1 0.7 89.9 71.1 96.7 93.9: 3.3 6.1
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 : 126: 24 39 14 34 49 63 97:
Old : 126: 24 39 14 34 49 63 97:
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 : 60.4 40.3 73.5 55.8 58.2 39.1 67.4 50.1
Old : 60.4 40.3 73.5 55.8 58.2 39.1 67.4 50.1
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 20, 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 : 215,078: 16,260 50,131 1,413 189,659 152,042 207,331 203,586: 7,747 11,493
Old : 215,078: 16,260 50,131 1,413 189,659 152,042 207,331 203,586: 7,747 11,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -76,029: -4,042 1,899 -6,381 -46,510 -62,131 -56,933 -66,612: -19,096 -9,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 23.3 0.7 88.2 70.7 96.4 94.7: 3.6 5.3
Old : 100.0: 7.6 23.3 0.7 88.2 70.7 96.4 94.7: 3.6 5.3
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 : 127: 24 43 12 34 47 64 96:
Old : 127: 24 43 12 34 47 64 96:
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 : 57.6 42.1 71.7 58.1 54.8 40.4 65.3 52.3
Old : 57.6 42.1 71.7 58.1 54.8 40.4 65.3 52.3
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 27, 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 : 55,049: 18,520 19,380 1,973 22,751 27,455 43,244 48,808: 11,805 6,241
Old : 55,049: 18,520 19,380 1,973 22,751 27,455 43,244 48,808: 11,805 6,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,997: 1,013 767 617 2,805 2,866 4,435 4,250: 1,562 1,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 35.2 3.6 41.3 49.9 78.6 88.7: 21.4 11.3
Old : 100.0: 33.6 35.2 3.6 41.3 49.9 78.6 88.7: 21.4 11.3
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 : 86: 29 20 4 21 18 52 41:
Old : 86: 29 20 4 21 18 52 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 : 26.2 43.9 41.0 54.6 24.9 43.9 38.7 54.6
Old : 26.2 43.9 41.0 54.6 24.9 43.9 38.7 54.6
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 20, 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 : 49,052: 17,507 18,613 1,356 19,946 24,589 38,809 44,558: 10,243 4,494
Old : 49,052: 17,507 18,613 1,356 19,946 24,589 38,809 44,558: 10,243 4,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 3,868: 1,533 2,606 125 3,295 1,985 4,953 4,716: -1,085 -848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 37.9 2.8 40.7 50.1 79.1 90.8: 20.9 9.2
Old : 100.0: 35.7 37.9 2.8 40.7 50.1 79.1 90.8: 20.9 9.2
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 : 82: 27 16 3 23 17 52 36:
Old : 82: 27 16 3 23 17 52 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 : 24.4 47.1 37.7 58.8 23.8 47.1 36.7 58.7
Old : 24.4 47.1 37.7 58.8 23.8 47.1 36.7 58.7
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 27, 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 : 33,706: 11,050 1,873 321 19,362 2,038 30,733 4,232: 2,973 29,474
Old : 33,706: 11,050 1,873 321 19,362 2,038 30,733 4,232: 2,973 29,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -583: -1,415 340 85 2,401 548 1,071 973: -1,654 -1,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 5.6 1.0 57.4 6.0 91.2 12.6: 8.8 87.4
Old : 100.0: 32.8 5.6 1.0 57.4 6.0 91.2 12.6: 8.8 87.4
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: 12 3 1 9 3 21 7:
Old : 26: 12 3 1 9 3 21 7:
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 : 63.0 9.5 75.1 12.6 59.6 7.1 71.6 8.1
Old : 63.0 9.5 75.1 12.6 59.6 7.1 71.6 8.1
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 20, 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 : 34,289: 12,465 1,533 236 16,961 1,490 29,662 3,259: 4,627 31,030
Old : 34,289: 12,465 1,533 236 16,961 1,490 29,662 3,259: 4,627 31,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 5,706: 488 -409 -2 3,749 151 4,235 -260: 1,471 5,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 4.5 0.7 49.5 4.3 86.5 9.5: 13.5 90.5
Old : 100.0: 36.4 4.5 0.7 49.5 4.3 86.5 9.5: 13.5 90.5
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: 12 2 1 7 4 19 7:
Old : 24: 12 2 1 7 4 19 7:
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 : 61.3 7.1 73.4 9.5 60.6 7.1 72.6 8.1
Old : 61.3 7.1 73.4 9.5 60.6 7.1 72.6 8.1
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 27, 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 : 38,123: 2,284 2,696 0 16,105 30,712 18,389 33,408: 19,734 4,715
Old : 38,123: 2,284 2,696 0 16,105 30,712 18,389 33,408: 19,734 4,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -1,276: -525 0 0 638 -381 113 -381: -1,389 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.1 0.0 42.2 80.6 48.2 87.6: 51.8 12.4
Old : 100.0: 6.0 7.1 0.0 42.2 80.6 48.2 87.6: 51.8 12.4
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 : 41: 4 9 0 16 23 20 32:
Old : 41: 4 9 0 16 23 20 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 : 25.7 39.4 37.0 64.6 13.2 35.4 18.6 48.8
Old : 25.7 39.4 37.0 64.6 13.2 35.4 18.6 48.8
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 20, 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 : 39,399: 2,809 2,696 0 15,467 31,093 18,276 33,789: 21,123 5,610
Old : 39,399: 2,809 2,696 0 15,467 31,093 18,276 33,789: 21,123 5,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -2,299: 1,311 -391 -80 -5,844 1,746 -4,613 1,275: 2,314 -3,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.8 0.0 39.3 78.9 46.4 85.8: 53.6 14.2
Old : 100.0: 7.1 6.8 0.0 39.3 78.9 46.4 85.8: 53.6 14.2
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 : 40: 4 9 0 14 23 18 32:
Old : 40: 4 9 0 14 23 18 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 : 24.6 38.8 36.3 63.5 13.4 33.0 16.9 46.0
Old : 24.6 38.8 36.3 63.5 13.4 33.0 16.9 46.0
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 27, 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 : 138,480: 51,084 13,430 21,710 28,349 90,484 101,143 125,624: 37,337 12,856
Old : 138,480: 51,084 13,430 21,710 28,349 90,484 101,143 125,624: 37,337 12,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -2,123: 1,961 -1,895 -402 -2,981 2,327 -1,422 30: -701 -2,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 9.7 15.7 20.5 65.3 73.0 90.7: 27.0 9.3
Old : 100.0: 36.9 9.7 15.7 20.5 65.3 73.0 90.7: 27.0 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 : 183: 98 42 47 24 38 142 107:
Old : 183: 98 42 47 24 38 142 107:
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 : 17.3 32.6 28.4 47.2 11.7 27.3 17.7 39.1
Old : 17.3 32.6 28.4 47.2 11.7 27.3 17.7 39.1
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 20, 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 : 140,603: 49,123 15,325 22,112 31,330 88,157 102,566 125,594: 38,037 15,009
Old : 140,603: 49,123 15,325 22,112 31,330 88,157 102,566 125,594: 38,037 15,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 9,345: 7,743 -11,410 3,932 -4,811 15,066 6,865 7,588: 2,480 1,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 10.9 15.7 22.3 62.7 72.9 89.3: 27.1 10.7
Old : 100.0: 34.9 10.9 15.7 22.3 62.7 72.9 89.3: 27.1 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 : 187: 97 46 51 25 38 140 118:
Old : 187: 97 46 51 25 38 140 118:
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 : 18.5 30.5 29.4 44.3 12.5 25.1 18.3 36.0
Old : 18.5 30.5 29.4 44.3 12.5 25.1 18.3 36.0
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 27, 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 : 107,913: 37,671 27,566 13,916 42,164 53,206 93,751 94,689: 14,162 13,225
Old : 107,913: 37,671 27,566 13,916 42,164 53,206 93,751 94,689: 14,162 13,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 3,772: 2,958 436 93 1,021 3,384 4,072 3,912: -300 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 25.5 12.9 39.1 49.3 86.9 87.7: 13.1 12.3
Old : 100.0: 34.9 25.5 12.9 39.1 49.3 86.9 87.7: 13.1 12.3
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 : 186: 73 58 47 41 36 143 119:
Old : 186: 73 58 47 41 36 143 119:
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 : 25.9 41.3 36.2 51.1 25.9 37.0 35.3 46.4
Old : 25.9 41.3 36.2 51.1 25.9 37.0 35.3 46.4
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 20, 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 : 104,141: 34,713 27,130 13,823 41,143 49,823 89,680 90,776: 14,462 13,365
Old : 104,141: 34,713 27,130 13,823 41,143 49,823 89,680 90,776: 14,462 13,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,975: 1,089 123 1,336 -452 560 1,973 2,020: 2 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 26.1 13.3 39.5 47.8 86.1 87.2: 13.9 12.8
Old : 100.0: 33.3 26.1 13.3 39.5 47.8 86.1 87.2: 13.9 12.8
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: 76 59 47 40 36 144 118:
Old : 188: 76 59 47 40 36 144 118:
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 : 25.4 41.0 35.3 50.7 25.4 36.8 34.0 45.9
Old : 25.4 41.0 35.3 50.7 25.4 36.8 34.0 45.9
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 27, 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 : 435,603: 222,945 45,499 68,803 76,539 285,284 368,287 399,586: 67,316 36,017
Old : 435,603: 222,945 45,499 68,803 76,539 285,284 368,287 399,586: 67,316 36,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -27,892: -1,322 -8,053 -15,814 -12,264 -6,973 -29,399 -30,840: 1,508 2,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 10.4 15.8 17.6 65.5 84.5 91.7: 15.5 8.3
Old : 100.0: 51.2 10.4 15.8 17.6 65.5 84.5 91.7: 15.5 8.3
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 : 303: 165 76 72 37 54 246 160:
Old : 303: 165 76 72 37 54 246 160:
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 : 24.0 31.7 34.1 48.2 22.4 29.6 27.1 40.6
Old : 24.0 31.7 34.1 48.2 22.4 29.6 27.1 40.6
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 20, 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 : 463,495: 224,267 53,553 84,616 88,803 292,257 397,686 430,426: 65,809 33,069
Old : 463,495: 224,267 53,553 84,616 88,803 292,257 397,686 430,426: 65,809 33,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 76,432: 46,468 10,063 20,654 6,522 40,109 73,643 70,825: 2,789 5,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 11.6 18.3 19.2 63.1 85.8 92.9: 14.2 7.1
Old : 100.0: 48.4 11.6 18.3 19.2 63.1 85.8 92.9: 14.2 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 : 323: 175 80 76 40 57 253 178:
Old : 323: 175 80 76 40 57 253 178:
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 : 22.6 29.0 33.4 45.0 21.1 27.0 25.2 37.0
Old : 22.6 29.0 33.4 45.0 21.1 27.0 25.2 37.0
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 27, 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 : 9,727: 4,514 2,196 550 2,769 6,271 7,833 9,017: 1,894 710
Old : 9,727: 4,514 2,196 550 2,769 6,271 7,833 9,017: 1,894 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -276: -131 -102 -70 83 103 -118 -69: -158 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 22.6 5.7 28.5 64.5 80.5 92.7: 19.5 7.3
Old : 100.0: 46.4 22.6 5.7 28.5 64.5 80.5 92.7: 19.5 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 : 36: 15 3 11 5 6 30 19:
Old : 36: 15 3 11 5 6 30 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 : 56.0 78.6 67.4 87.8 48.1 66.5 56.5 74.8
Old : 56.0 78.6 67.4 87.8 48.1 66.5 56.5 74.8
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 20, 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 : 10,003: 4,645 2,298 620 2,686 6,168 7,951 9,086: 2,052 917
Old : 10,003: 4,645 2,298 620 2,686 6,168 7,951 9,086: 2,052 917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 704: -94 22 136 114 169 156 327: 548 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 23.0 6.2 26.9 61.7 79.5 90.8: 20.5 9.2
Old : 100.0: 46.4 23.0 6.2 26.9 61.7 79.5 90.8: 20.5 9.2
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 : 41: 18 4 13 6 6 36 21:
Old : 41: 18 4 13 6 6 36 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 : 51.5 75.1 63.8 84.9 46.7 63.6 54.6 72.8
Old : 51.5 75.1 63.8 84.9 46.7 63.6 54.6 72.8
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 27, 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 : 110,183: 38,654 2,842 10,486 38,505 75,183 87,645 88,511: 22,537 21,671
Old : 95,708: 37,256 3,201 6,118 32,962 68,002 76,337 77,322: 19,371 18,386
Other: 14,475: 5,443 3,686 323 5,543 7,180 11,309 11,189: 3,166 3,285
: : :
: : Changes in Commitments from: September 20, 2005 :
: 6,774: 4,565 126 1,100 1,005 5,363 6,669 6,589: 105 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 2.6 9.5 34.9 68.2 79.5 80.3: 20.5 19.7
Old : 100.0: 38.9 3.3 6.4 34.4 71.1 79.8 80.8: 20.2 19.2
Other: 100.0: 37.6 25.5 2.2 38.3 49.6 78.1 77.3: 21.9 22.7
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 57 19 23 51 56 120 86:
Old : 149: 56 19 19 46 55 114 81:
Other: 73: 21 10 12 17 30 40 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 : 18.4 33.5 28.2 44.6 16.1 25.4 23.0 32.1
Old : 17.6 36.8 28.0 46.6 17.1 31.6 26.5 39.2
Other: 41.2 47.8 54.0 61.3 41.2 47.8 53.8 60.2
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 103,408: 34,089 2,716 9,387 37,500 69,819 80,976 81,922: 22,433 21,487
Old : 91,696: 33,730 2,819 6,003 33,286 65,187 73,018 74,009: 18,678 17,687
Other: 11,713: 3,635 3,172 109 4,214 4,632 7,958 7,913: 3,755 3,800
: : :
: : Changes in Commitments from: September 13, 2005 :
: -2,219: 6,245 -7,518 677 -12,246 2,271 -5,324 -4,570: 3,105 2,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 2.6 9.1 36.3 67.5 78.3 79.2: 21.7 20.8
Old : 100.0: 36.8 3.1 6.5 36.3 71.1 79.6 80.7: 20.4 19.3
Other: 100.0: 31.0 27.1 0.9 36.0 39.5 67.9 67.6: 32.1 32.4
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 56 14 26 49 54 115 86:
Old : 144: 56 15 21 46 53 111 80:
Other: 63: 14 15 11 12 27 32 47:
:----------------------------------------------------------------------------------------------------
: 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 33.3 29.5 42.8 17.2 24.6 24.4 31.8
Old : 18.9 36.1 29.6 45.6 18.6 29.4 26.8 36.8
Other: 43.3 30.0 55.1 49.1 43.2 29.4 55.0 48.2
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 30,828: 5,808 576 790 13,422 20,384 20,020 21,750: 10,809 9,078
Old : 30,602: 5,808 572 788 13,328 20,316 19,924 21,676: 10,679 8,926
Other: 226: 0 4 2 94 68 96 74: 130 152
: : :
: : Changes in Commitments from: September 20, 2005 :
: -158: 929 -1,261 -317 -1,375 856 -763 -722: 606 565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 1.9 2.6 43.5 66.1 64.9 70.6: 35.1 29.4
Old : 100.0: 19.0 1.9 2.6 43.6 66.4 65.1 70.8: 34.9 29.2
Other: 100.0: 0.0 1.8 0.9 41.6 30.1 42.5 32.7: 57.5 67.3
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 12 5 5 17 19 32 26:
Old : 43: 12 5 5 16 19 31 26:
Other: 9: 0 1 1 4 5 5 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 : 30.3 46.2 45.9 57.0 28.6 46.1 42.2 52.6
Old : 30.5 46.4 46.0 57.2 28.6 46.2 42.3 52.8
Other: 41.6 31.4 42.5 32.7 41.1 30.5 41.1 31.4
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 30,986: 4,878 1,837 1,108 14,797 19,528 20,783 22,473: 10,203 8,513
Old : 30,796: 4,878 1,837 1,108 14,706 19,467 20,692 22,412: 10,104 8,384
Other: 190: 0 0 0 91 61 91 61: 99 129
: : :
: : Changes in Commitments from: September 13, 2005 :
: -1,941: 1,475 -2,531 -153 -2,118 1,947 -796 -737: -1,145 -1,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 5.9 3.6 47.8 63.0 67.1 72.5: 32.9 27.5
Old : 100.0: 15.8 6.0 3.6 47.8 63.2 67.2 72.8: 32.8 27.2
Other: 100.0: 0.0 0.0 0.0 47.9 32.1 47.9 32.1: 52.1 67.9
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 5 5 19 15 30 24:
Old : 38: 10 5 5 19 15 30 24:
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 : 32.6 49.7 47.4 60.8 29.6 46.4 42.0 53.3
Old : 32.6 49.8 47.4 61.0 29.5 46.7 42.0 53.5
Other: 47.9 32.1 47.9 32.1 47.4 31.6 47.4 31.6
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 158,332: 20,566 20,158 40,843 78,405 85,140 139,813 146,141: 18,518 12,190
Old : 157,550: 20,654 20,272 40,641 77,820 84,597 139,114 145,510: 18,436 12,040
Other: 781: 114 88 0 585 543 699 631: 82 150
: : :
: : Changes in Commitments from: September 20, 2005 :
: 10,329: 1,564 -3,438 4,494 848 8,957 6,905 10,012: 3,424 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 12.7 25.8 49.5 53.8 88.3 92.3: 11.7 7.7
Old : 100.0: 13.1 12.9 25.8 49.4 53.7 88.3 92.4: 11.7 7.6
Other: 100.0: 14.6 11.3 0.0 74.9 69.5 89.5 80.8: 10.5 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 87 52 62 68 68 181 159:
Old : 226: 87 53 60 68 68 180 158:
Other: 17: 3 2 0 6 6 9 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 : 18.1 28.8 28.8 37.9 17.3 20.6 24.3 26.2
Old : 18.2 28.7 28.9 37.8 17.3 20.7 24.5 26.3
Other: 75.0 73.1 89.5 80.8 75.0 73.1 89.5 80.8
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 148,002: 19,002 23,596 36,349 77,557 76,183 132,908 136,129: 15,094 11,873
Old : 147,274: 19,093 23,696 36,158 77,013 75,683 132,264 135,538: 15,010 11,736
Other: 728: 100 91 0 544 500 644 591: 84 137
: : :
: : Changes in Commitments from: September 13, 2005 :
: -1,578: -424 -433 -1,075 374 1,245 -1,124 -263: -454 -1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 15.9 24.6 52.4 51.5 89.8 92.0: 10.2 8.0
Old : 100.0: 13.0 16.1 24.6 52.3 51.4 89.8 92.0: 10.2 8.0
Other: 100.0: 13.8 12.5 0.0 74.7 68.7 88.5 81.2: 11.5 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 88 46 58 70 68 174 161:
Old : 224: 88 47 56 70 67 173 159:
Other: 17: 2 2 0 6 7 8 9:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 26.1 29.7 35.0 18.1 20.8 25.8 26.4
Old : 18.4 26.2 29.8 34.9 18.2 20.9 26.0 26.5
Other: 74.8 71.3 88.5 81.2 74.8 71.3 88.5 81.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 39,662: 8,061 2,460 9,779 16,604 24,604 34,445 36,843: 5,217 2,819
Old : 23,424: 7,528 2,417 4,067 8,433 15,123 20,028 21,606: 3,396 1,818
Other: 16,238: 1,665 1,175 4,581 8,172 9,481 14,417 15,236: 1,821 1,001
: : :
: : Changes in Commitments from: September 20, 2005 :
: 471: 641 -2,588 1,151 -1,445 2,343 347 906: 124 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 6.2 24.7 41.9 62.0 86.8 92.9: 13.2 7.1
Old : 100.0: 32.1 10.3 17.4 36.0 64.6 85.5 92.2: 14.5 7.8
Other: 100.0: 10.3 7.2 28.2 50.3 58.4 88.8 93.8: 11.2 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 37 26 22 25 20 77 55:
Old : 92: 36 27 18 22 19 70 52:
Other: 51: 20 8 17 19 14 44 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 : 28.6 44.7 43.1 61.2 20.0 33.4 27.3 42.0
Old : 29.7 45.0 44.6 62.8 25.7 36.5 36.3 50.7
Other: 35.8 55.7 52.6 72.5 19.7 32.7 26.4 36.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 39,191: 7,421 5,048 8,629 18,049 22,260 34,098 35,937: 5,093 3,254
Old : 24,749: 6,920 4,639 3,607 10,737 14,356 21,264 22,602: 3,486 2,148
Other: 14,442: 1,275 1,184 4,248 7,312 7,904 12,835 13,335: 1,607 1,106
: : :
: : Changes in Commitments from: September 13, 2005 :
: -1,052: 6 -1,409 -886 362 1,001 -519 -1,294: -533 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 12.9 22.0 46.1 56.8 87.0 91.7: 13.0 8.3
Old : 100.0: 28.0 18.7 14.6 43.4 58.0 85.9 91.3: 14.1 8.7
Other: 100.0: 8.8 8.2 29.4 50.6 54.7 88.9 92.3: 11.1 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 34 33 20 27 21 73 63:
Old : 97: 33 32 16 25 18 67 57:
Other: 49: 16 12 16 18 13 43 32:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 42.3 43.7 57.6 20.2 30.8 28.3 39.5
Old : 32.1 40.4 45.2 56.3 26.7 33.7 36.7 43.9
Other: 34.7 57.1 52.7 72.2 18.8 34.4 28.6 37.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 141,287: 24,879 30,713 12,117 94,313 92,213 131,309 135,042: 9,979 6,245
Old : 125,806: 24,970 30,892 11,619 79,465 77,121 116,054 119,631: 9,751 6,174
Other: 15,482: 248 161 158 14,848 15,092 15,254 15,411: 227 71
: : :
: : Changes in Commitments from: September 20, 2005 :
: 8,137: 1,413 8,273 -405 4,953 -1,184 5,961 6,684: 2,176 1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 21.7 8.6 66.8 65.3 92.9 95.6: 7.1 4.4
Old : 100.0: 19.8 24.6 9.2 63.2 61.3 92.2 95.1: 7.8 4.9
Other: 100.0: 1.6 1.0 1.0 95.9 97.5 98.5 99.5: 1.5 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 58 52 31 52 36 120 110:
Old : 168: 57 54 30 51 36 119 109:
Other: 28: 4 2 3 16 13 20 18:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 27.9 46.5 43.4 20.6 19.8 32.1 28.2
Old : 28.4 27.1 46.1 40.5 25.2 19.2 39.6 30.0
Other: 63.7 89.3 85.7 97.1 45.8 67.3 60.9 70.4
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 133,151: 23,466 22,440 12,521 89,360 93,397 125,348 128,358: 7,803 4,793
Old : 117,935: 23,570 22,454 12,070 74,714 78,665 110,355 113,189: 7,580 4,746
Other: 15,216: 77 167 270 14,646 14,732 14,993 15,169: 222 47
: : :
: : Changes in Commitments from: September 13, 2005 :
: 5,813: 1,106 5,888 1,365 3,178 -1,417 5,648 5,836: 164 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 16.9 9.4 67.1 70.1 94.1 96.4: 5.9 3.6
Old : 100.0: 20.0 19.0 10.2 63.4 66.7 93.6 96.0: 6.4 4.0
Other: 100.0: 0.5 1.1 1.8 96.3 96.8 98.5 99.7: 1.5 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 56 49 35 52 36 124 106:
Old : 164: 56 51 34 51 36 123 105:
Other: 27: 3 3 3 14 12 18 17:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 31.5 48.9 47.4 21.7 23.9 32.4 32.2
Old : 30.9 30.0 48.6 44.5 26.7 23.8 40.1 34.8
Other: 66.6 89.1 87.9 97.0 48.9 66.7 62.9 69.8
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 591,314: 188,963 17,382 85,913 221,412 434,633 496,288 537,928: 95,026 53,386
Old : 591,314: 188,963 17,382 85,913 221,412 434,633 496,288 537,928: 95,026 53,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -15,172: -16,399 341 -461 1,311 -10,391 -15,548 -10,511: 376 -4,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 2.9 14.5 37.4 73.5 83.9 91.0: 16.1 9.0
Old : 100.0: 32.0 2.9 14.5 37.4 73.5 83.9 91.0: 16.1 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 : 177: 73 35 44 58 56 159 109:
Old : 177: 73 35 44 58 56 159 109:
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 : 14.3 27.0 23.4 45.2 12.1 21.7 19.5 34.8
Old : 14.3 27.0 23.4 45.2 12.1 21.7 19.5 34.8
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 20, 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 : 606,486: 205,362 17,041 86,374 220,100 445,024 511,836 548,439: 94,649 58,047
Old : 606,486: 205,362 17,041 86,374 220,100 445,024 511,836 548,439: 94,649 58,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 25,872: 11,378 -1,042 6,372 5,733 13,228 23,483 18,558: 2,389 7,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 2.8 14.2 36.3 73.4 84.4 90.4: 15.6 9.6
Old : 100.0: 33.9 2.8 14.2 36.3 73.4 84.4 90.4: 15.6 9.6
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 : 175: 77 28 48 57 56 158 112:
Old : 175: 77 28 48 57 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 : 14.7 27.3 23.8 43.9 11.8 21.4 19.9 33.9
Old : 14.7 27.3 23.8 43.9 11.8 21.4 19.9 33.9
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 27, 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 : 124,531: 15,707 19,919 41,081 56,527 53,614 113,316 114,615: 11,215 9,916
Old : 123,538: 15,735 20,205 40,694 55,982 52,935 112,411 113,833: 11,128 9,705
Other: 992: 345 87 15 545 679 905 781: 87 211
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,549: -405 999 3,572 2,028 150 5,195 4,721: 354 828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 16.0 33.0 45.4 43.1 91.0 92.0: 9.0 8.0
Old : 100.0: 12.7 16.4 32.9 45.3 42.8 91.0 92.1: 9.0 7.9
Other: 100.0: 34.8 8.8 1.5 54.9 68.4 91.2 78.7: 8.8 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 115 92 102 101 86 264 241:
Old : 331: 116 96 102 100 86 263 241:
Other: 40: 6 5 4 14 18 22 25:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 19.5 27.3 29.5 13.5 12.1 20.2 18.6
Old : 17.1 19.6 27.5 29.7 13.6 12.2 20.4 18.8
Other: 56.6 43.8 76.9 64.3 55.9 43.8 73.2 61.4
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 118,982: 16,113 18,920 37,509 54,499 53,464 108,121 109,894: 10,861 9,088
Old : 117,977: 16,087 19,250 37,071 54,067 52,820 107,225 109,141: 10,752 8,835
Other: 1,005: 388 32 76 432 644 896 752: 109 253
: : :
: : Changes in Commitments from: September 13, 2005 :
: 2,993: -1,725 -895 4,386 -647 -1,630 2,014 1,861: 978 1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 15.9 31.5 45.8 44.9 90.9 92.4: 9.1 7.6
Old : 100.0: 13.6 16.3 31.4 45.8 44.8 90.9 92.5: 9.1 7.5
Other: 100.0: 38.6 3.2 7.6 43.0 64.1 89.1 74.8: 10.9 25.2
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 120 80 98 99 85 258 229:
Old : 319: 119 83 98 99 85 258 229:
Other: 37: 6 3 3 14 17 20 23:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 20.1 27.3 30.0 13.4 12.4 20.5 19.4
Old : 16.5 20.3 27.6 30.2 13.5 12.6 20.7 19.6
Other: 49.5 42.4 72.4 61.2 45.1 42.4 62.9 57.5
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 18,283: 12,703 2,978 2,413 657 11,162 15,772 16,553: 2,511 1,731
Old : 18,283: 12,703 2,978 2,413 657 11,162 15,772 16,553: 2,511 1,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,432: 5,100 686 94 -35 5,097 5,159 5,876: 274 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 16.3 13.2 3.6 61.0 86.3 90.5: 13.7 9.5
Old : 100.0: 69.5 16.3 13.2 3.6 61.0 86.3 90.5: 13.7 9.5
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 : 49: 25 10 9 7 6 37 21:
Old : 49: 25 10 9 7 6 37 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 : 52.6 70.6 64.9 82.9 45.4 63.9 55.3 73.1
Old : 52.6 70.6 64.9 82.9 45.4 63.9 55.3 73.1
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 20, 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 : 12,851: 7,603 2,293 2,319 692 6,065 10,613 10,676: 2,238 2,175
Old : 12,851: 7,603 2,293 2,319 692 6,065 10,613 10,676: 2,238 2,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -5,797: 3,236 -1,862 2 -9,451 -2,733 -6,212 -4,593: 416 -1,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 17.8 18.0 5.4 47.2 82.6 83.1: 17.4 16.9
Old : 100.0: 59.2 17.8 18.0 5.4 47.2 82.6 83.1: 17.4 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 : 40: 15 13 9 5 7 25 25:
Old : 40: 15 13 9 5 7 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 : 61.4 58.2 71.1 71.8 48.4 47.4 56.9 57.8
Old : 61.4 58.2 71.1 71.8 48.4 47.4 56.9 57.8
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 27, 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 : 236,357: 21,561 16,122 59,087 106,873 127,236 187,520 202,445: 48,837 33,912
Old : 236,357: 21,561 16,122 59,087 106,873 127,236 187,520 202,445: 48,837 33,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -29,199: 1,412 -1,947 -6,510 1,797 4,996 -3,301 -3,460: -25,899 -25,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 6.8 25.0 45.2 53.8 79.3 85.7: 20.7 14.3
Old : 100.0: 9.1 6.8 25.0 45.2 53.8 79.3 85.7: 20.7 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 : 133: 39 21 41 64 64 120 112:
Old : 133: 39 21 41 64 64 120 112:
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 : 16.0 20.1 26.1 28.2 10.3 10.6 15.1 15.7
Old : 16.0 20.1 26.1 28.2 10.3 10.6 15.1 15.7
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 20, 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 : 265,557: 20,149 18,069 65,597 105,075 122,240 190,821 205,906: 74,735 59,651
Old : 265,557: 20,149 18,069 65,597 105,075 122,240 190,821 205,906: 74,735 59,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 42,830: -1,804 205 8,704 4,285 4,683 11,186 13,592: 31,644 29,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 6.8 24.7 39.6 46.0 71.9 77.5: 28.1 22.5
Old : 100.0: 7.6 6.8 24.7 39.6 46.0 71.9 77.5: 28.1 22.5
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 : 133: 38 25 44 60 61 119 113:
Old : 133: 38 25 44 60 61 119 113:
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 : 15.0 17.7 24.0 25.1 9.3 8.6 12.9 13.1
Old : 15.0 17.7 24.0 25.1 9.3 8.6 12.9 13.1
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 27, 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 : 887,977: 49,148 79,303 376,401 384,966 394,403 810,516 850,107: 77,461 37,870
Old : 887,977: 49,148 79,303 376,401 384,966 394,403 810,516 850,107: 77,461 37,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -112,774: -6,583 -4,014 -62,987 -32,144 -34,902 -101,714 -101,903: -11,060 -10,871
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 8.9 42.4 43.4 44.4 91.3 95.7: 8.7 4.3
Old : 100.0: 5.5 8.9 42.4 43.4 44.4 91.3 95.7: 8.7 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 : 205: 56 48 74 96 89 193 172:
Old : 205: 56 48 74 96 89 193 172:
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 : 21.6 25.5 34.7 40.1 5.2 9.4 8.2 12.4
Old : 21.6 25.5 34.7 40.1 5.2 9.4 8.2 12.4
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 20, 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 : 1,000,751: 55,731 83,317 439,388 417,110 429,304 912,230 952,009: 88,521 48,741
Old : 1,000,751: 55,731 83,317 439,388 417,110 429,304 912,230 952,009: 88,521 48,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 45,142: -1,709 -2,873 23,569 17,657 10,322 39,517 31,018: 5,625 14,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 8.3 43.9 41.7 42.9 91.2 95.1: 8.8 4.9
Old : 100.0: 5.6 8.3 43.9 41.7 42.9 91.2 95.1: 8.8 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 : 217: 59 56 88 98 91 208 185:
Old : 217: 59 56 88 98 91 208 185:
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 : 21.3 23.6 34.4 38.3 4.2 8.3 6.8 11.5
Old : 21.3 23.6 34.4 38.3 4.2 8.3 6.8 11.5
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 27, 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 : 41,541: 982 3,131 4,275 30,290 26,844 35,547 34,250: 5,994 7,291
Old : 41,541: 982 3,131 4,275 30,290 26,844 35,547 34,250: 5,994 7,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 377: 982 -73 -753 272 901 501 75: -124 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 7.5 10.3 72.9 64.6 85.6 82.4: 14.4 17.6
Old : 100.0: 2.4 7.5 10.3 72.9 64.6 85.6 82.4: 14.4 17.6
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 2 2 17 16 19 19:
Old : 24: 1 2 2 17 16 19 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 : 46.1 36.1 67.5 58.4 39.2 29.7 53.8 45.1
Old : 46.1 36.1 67.5 58.4 39.2 29.7 53.8 45.1
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 20, 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 : 41,164: 0 3,204 5,028 30,018 25,943 35,046 34,175: 6,118 6,989
Old : 41,164: 0 3,204 5,028 30,018 25,943 35,046 34,175: 6,118 6,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 79: 0 549 -497 -584 67 -1,081 119: 1,160 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 12.2 72.9 63.0 85.1 83.0: 14.9 17.0
Old : 100.0: 0.0 7.8 12.2 72.9 63.0 85.1 83.0: 14.9 17.0
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 : 23: 0 3 2 16 15 18 18:
Old : 23: 0 3 2 16 15 18 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 : 46.7 38.4 68.4 61.1 40.4 30.0 54.9 47.3
Old : 46.7 38.4 68.4 61.1 40.4 30.0 54.9 47.3
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 27, 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 : 111,935: 9,574 4,130 1,993 91,684 100,851 103,251 106,974: 8,684 4,961
Old : 111,935: 9,574 4,130 1,993 91,684 100,851 103,251 106,974: 8,684 4,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 379: 0 0 62 -152 927 -90 989: 469 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.7 1.8 81.9 90.1 92.2 95.6: 7.8 4.4
Old : 100.0: 8.6 3.7 1.8 81.9 90.1 92.2 95.6: 7.8 4.4
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 2 5 28 33 34 38:
Old : 42: 4 2 5 28 33 34 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 : 53.1 35.0 64.7 56.8 49.6 32.2 58.0 52.3
Old : 53.1 35.0 64.7 56.8 49.6 32.2 58.0 52.3
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 20, 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 : 111,556: 9,574 4,130 1,931 91,836 99,924 103,341 105,985: 8,215 5,571
Old : 111,556: 9,574 4,130 1,931 91,836 99,924 103,341 105,985: 8,215 5,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 3,556: -222 0 0 5,078 2,463 4,856 2,463: -1,300 1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.7 1.7 82.3 89.6 92.6 95.0: 7.4 5.0
Old : 100.0: 8.6 3.7 1.7 82.3 89.6 92.6 95.0: 7.4 5.0
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 : 42: 4 2 5 29 32 35 37:
Old : 42: 4 2 5 29 32 35 37:
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 : 53.1 36.0 64.6 58.0 50.3 32.3 58.3 52.4
Old : 53.1 36.0 64.6 58.0 50.3 32.3 58.3 52.4
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 27, 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 : 59,392: 7,502 8,832 434 48,263 42,642 56,199 51,908: 3,193 7,484
Old : 59,392: 7,502 8,832 434 48,263 42,642 56,199 51,908: 3,193 7,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -676: 496 0 -496 2,338 -698 2,338 -1,194: -3,014 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 14.9 0.7 81.3 71.8 94.6 87.4: 5.4 12.6
Old : 100.0: 12.6 14.9 0.7 81.3 71.8 94.6 87.4: 5.4 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 : 31: 3 2 1 21 17 24 20:
Old : 31: 3 2 1 21 17 24 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 : 55.5 42.1 76.9 65.8 51.6 33.6 67.6 54.1
Old : 55.5 42.1 76.9 65.8 51.6 33.6 67.6 54.1
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 20, 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 : 60,068: 7,006 8,832 930 45,925 43,340 53,861 53,102: 6,207 6,966
Old : 60,068: 7,006 8,832 930 45,925 43,340 53,861 53,102: 6,207 6,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 784: 1,306 0 -434 -3,093 2,038 -2,221 1,604: 3,005 -820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.7 1.5 76.5 72.2 89.7 88.4: 10.3 11.6
Old : 100.0: 11.7 14.7 1.5 76.5 72.2 89.7 88.4: 10.3 11.6
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 : 29: 3 2 1 19 18 22 21:
Old : 29: 3 2 1 19 18 22 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 : 56.3 41.9 76.9 65.2 50.2 33.5 63.7 52.3
Old : 56.3 41.9 76.9 65.2 50.2 33.5 63.7 52.3
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 27, 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 : 68,680: 188 18,600 2,675 61,461 44,242 64,324 65,517: 4,356 3,163
Old : 68,680: 188 18,600 2,675 61,461 44,242 64,324 65,517: 4,356 3,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 3,121: -124 1,049 426 2,217 974 2,519 2,449: 602 672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 27.1 3.9 89.5 64.4 93.7 95.4: 6.3 4.6
Old : 100.0: 0.3 27.1 3.9 89.5 64.4 93.7 95.4: 6.3 4.6
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 : 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 : 44.2 51.6 65.5 68.7 36.0 41.8 49.2 53.6
Old : 44.2 51.6 65.5 68.7 36.0 41.8 49.2 53.6
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 20, 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 : 65,559: 312 17,551 2,249 59,244 43,268 61,805 63,068: 3,754 2,491
Old : 65,559: 312 17,551 2,249 59,244 43,268 61,805 63,068: 3,754 2,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,882: 124 -1,966 549 1,209 3,299 1,882 1,882: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 26.8 3.4 90.4 66.0 94.3 96.2: 5.7 3.8
Old : 100.0: 0.5 26.8 3.4 90.4 66.0 94.3 96.2: 5.7 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 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 : 44.3 51.4 66.3 71.2 36.8 43.1 51.6 56.3
Old : 44.3 51.4 66.3 71.2 36.8 43.1 51.6 56.3
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 27, 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 : 66,442: 19,014 13,919 2,742 39,298 42,690 61,054 59,351: 5,388 7,091
Old : 66,442: 19,014 13,919 2,742 39,298 42,690 61,054 59,351: 5,388 7,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 974: 213 217 122 807 1,003 1,142 1,342: -168 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 20.9 4.1 59.1 64.3 91.9 89.3: 8.1 10.7
Old : 100.0: 28.6 20.9 4.1 59.1 64.3 91.9 89.3: 8.1 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 : 30: 2 5 4 20 19 24 26:
Old : 30: 2 5 4 20 19 24 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 39.8 72.5 56.2 47.8 38.4 59.5 53.5
Old : 52.9 39.8 72.5 56.2 47.8 38.4 59.5 53.5
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 20, 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 : 65,468: 18,801 13,702 2,620 38,491 41,687 59,912 58,009: 5,556 7,459
Old : 65,468: 18,801 13,702 2,620 38,491 41,687 59,912 58,009: 5,556 7,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 2,812: -200 -492 616 2,365 2,113 2,781 2,237: 31 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 20.9 4.0 58.8 63.7 91.5 88.6: 8.5 11.4
Old : 100.0: 28.7 20.9 4.0 58.8 63.7 91.5 88.6: 8.5 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 : 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 : 53.4 40.3 73.2 56.7 48.7 39.0 61.2 53.9
Old : 53.4 40.3 73.2 56.7 48.7 39.0 61.2 53.9
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 27, 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 : 64,798: 0 6,391 517 61,195 51,519 61,712 58,427: 3,086 6,371
Old : 64,798: 0 6,391 517 61,195 51,519 61,712 58,427: 3,086 6,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 2,484: 0 3,042 -1,184 1,918 408 734 2,266: 1,750 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 0.8 94.4 79.5 95.2 90.2: 4.8 9.8
Old : 100.0: 0.0 9.9 0.8 94.4 79.5 95.2 90.2: 4.8 9.8
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 : 26: 0 1 1 21 22 22 23:
Old : 26: 0 1 1 21 22 22 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 : 63.8 40.8 81.0 65.6 58.2 39.3 67.2 56.3
Old : 63.8 40.8 81.0 65.6 58.2 39.3 67.2 56.3
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 20, 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 : 62,314: 0 3,349 1,701 59,277 51,111 60,978 56,161: 1,336 6,153
Old : 62,314: 0 3,349 1,701 59,277 51,111 60,978 56,161: 1,336 6,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,314: -211 3,349 -896 1,841 -1,264 734 1,189: 580 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 2.7 95.1 82.0 97.9 90.1: 2.1 9.9
Old : 100.0: 0.0 5.4 2.7 95.1 82.0 97.9 90.1: 2.1 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 : 24: 0 1 1 19 20 20 21:
Old : 24: 0 1 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 : 65.8 38.9 83.6 65.3 60.9 37.3 68.8 53.0
Old : 65.8 38.9 83.6 65.3 60.9 37.3 68.8 53.0
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 27, 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 : 66,201: 0 11,425 1,034 60,515 48,386 61,549 60,845: 4,652 5,356
Old : 66,201: 0 11,425 1,034 60,515 48,386 61,549 60,845: 4,652 5,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 591: 0 -32 -172 711 658 539 454: 52 137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.3 1.6 91.4 73.1 93.0 91.9: 7.0 8.1
Old : 100.0: 0.0 17.3 1.6 91.4 73.1 93.0 91.9: 7.0 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 : 30: 0 2 2 23 20 25 22:
Old : 30: 0 2 2 23 20 25 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 : 32.4 48.5 55.6 75.1 25.6 37.6 41.5 54.0
Old : 32.4 48.5 55.6 75.1 25.6 37.6 41.5 54.0
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 20, 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 : 65,610: 0 11,457 1,206 59,804 47,728 61,010 60,391: 4,600 5,219
Old : 65,610: 0 11,457 1,206 59,804 47,728 61,010 60,391: 4,600 5,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 635: 0 -496 434 50 192 484 130: 151 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.5 1.8 91.2 72.7 93.0 92.0: 7.0 8.0
Old : 100.0: 0.0 17.5 1.8 91.2 72.7 93.0 92.0: 7.0 8.0
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: 0 2 2 23 20 25 22:
Old : 30: 0 2 2 23 20 25 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 : 30.6 49.5 54.6 75.6 27.1 39.8 42.0 56.7
Old : 30.6 49.5 54.6 75.6 27.1 39.8 42.0 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 42,464: 0 3,091 162 34,248 35,812 34,410 39,065: 8,054 3,399
Old : 42,464: 0 3,091 162 34,248 35,812 34,410 39,065: 8,054 3,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 453: 0 275 0 -124 -188 -124 87: 577 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.4 80.7 84.3 81.0 92.0: 19.0 8.0
Old : 100.0: 0.0 7.3 0.4 80.7 84.3 81.0 92.0: 19.0 8.0
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 : 20: 0 1 1 13 15 14 16:
Old : 20: 0 1 1 13 15 14 16:
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 : 54.6 68.4 74.8 83.4 52.9 68.0 69.0 80.0
Old : 54.6 68.4 74.8 83.4 52.9 68.0 69.0 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 42,011: 0 2,816 162 34,372 36,000 34,534 38,978: 7,477 3,033
Old : 42,011: 0 2,816 162 34,372 36,000 34,534 38,978: 7,477 3,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.4 81.8 85.7 82.2 92.8: 17.8 7.2
Old : 100.0: 0.0 6.7 0.4 81.8 85.7 82.2 92.8: 17.8 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 : 20: 0 1 1 13 15 14 16:
Old : 20: 0 1 1 13 15 14 16:
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 : 55.2 69.0 75.6 83.8 53.4 68.7 68.7 79.4
Old : 55.2 69.0 75.6 83.8 53.4 68.7 68.7 79.4
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 27, 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 : 67,814: 17,700 0 2,500 41,386 58,852 61,586 61,352: 6,228 6,462
Old : 67,814: 17,700 0 2,500 41,386 58,852 61,586 61,352: 6,228 6,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 412: -992 0 124 1,969 261 1,101 385: -689 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 0.0 3.7 61.0 86.8 90.8 90.5: 9.2 9.5
Old : 100.0: 26.1 0.0 3.7 61.0 86.8 90.8 90.5: 9.2 9.5
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 : 27: 2 0 2 20 23 22 25:
Old : 27: 2 0 2 20 23 22 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 : 57.8 48.2 74.9 66.5 38.0 29.2 46.2 40.5
Old : 57.8 48.2 74.9 66.5 38.0 29.2 46.2 40.5
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 20, 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 : 67,402: 18,692 0 2,376 39,417 58,591 60,485 60,967: 6,917 6,435
Old : 67,402: 18,692 0 2,376 39,417 58,591 60,485 60,967: 6,917 6,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,170: 248 0 0 -1,224 876 -976 876: 2,146 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 0.0 3.5 58.5 86.9 89.7 90.5: 10.3 9.5
Old : 100.0: 27.7 0.0 3.5 58.5 86.9 89.7 90.5: 10.3 9.5
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 : 26: 2 0 2 19 22 21 24:
Old : 26: 2 0 2 19 22 21 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 : 59.6 48.5 75.2 67.3 39.8 29.7 48.3 40.8
Old : 59.6 48.5 75.2 67.3 39.8 29.7 48.3 40.8
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 27, 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 : 47,473: 1,131 1,157 4,755 37,560 33,399 43,446 39,311: 4,027 8,162
Old : 47,473: 1,131 1,157 4,755 37,560 33,399 43,446 39,311: 4,027 8,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -343: -188 1,157 -633 1,175 -956 354 -432: -697 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.4 10.0 79.1 70.4 91.5 82.8: 8.5 17.2
Old : 100.0: 2.4 2.4 10.0 79.1 70.4 91.5 82.8: 8.5 17.2
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 : 28: 4 2 3 16 18 22 21:
Old : 28: 4 2 3 16 18 22 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 : 42.4 33.7 69.8 58.9 40.1 27.3 55.6 42.8
Old : 42.4 33.7 69.8 58.9 40.1 27.3 55.6 42.8
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 20, 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 : 47,816: 1,319 0 5,388 36,385 34,355 43,092 39,743: 4,724 8,073
Old : 47,816: 1,319 0 5,388 36,385 34,355 43,092 39,743: 4,724 8,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 3,759: 297 0 706 2,634 4,047 3,637 4,753: 122 -994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 11.3 76.1 71.8 90.1 83.1: 9.9 16.9
Old : 100.0: 2.8 0.0 11.3 76.1 71.8 90.1 83.1: 9.9 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 : 27: 4 0 2 17 18 21 20:
Old : 27: 4 0 2 17 18 21 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 : 43.7 34.5 70.0 59.4 38.4 28.2 53.5 44.7
Old : 43.7 34.5 70.0 59.4 38.4 28.2 53.5 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 46,416: 2,170 2,697 0 43,661 43,024 45,831 45,721: 585 695
Old : 46,416: 2,170 2,697 0 43,661 43,024 45,831 45,721: 585 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.8 0.0 94.1 92.7 98.7 98.5: 1.3 1.5
Old : 100.0: 4.7 5.8 0.0 94.1 92.7 98.7 98.5: 1.3 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 : 20: 2 2 0 12 8 14 10:
Old : 20: 2 2 0 12 8 14 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 : 83.6 84.7 93.4 95.8 68.3 68.4 75.9 78.0
Old : 83.6 84.7 93.4 95.8 68.3 68.4 75.9 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 48,967: 2,170 2,883 0 44,167 44,430 46,337 47,313: 2,630 1,654
Old : 48,967: 2,170 2,883 0 44,167 44,430 46,337 47,313: 2,630 1,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 5.9 0.0 90.2 90.7 94.6 96.6: 5.4 3.4
Old : 100.0: 4.4 5.9 0.0 90.2 90.7 94.6 96.6: 5.4 3.4
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 : 29: 2 2 0 16 16 18 18:
Old : 29: 2 2 0 16 16 18 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 : 72.6 68.2 86.1 84.1 35.4 30.4 42.1 40.9
Old : 72.6 68.2 86.1 84.1 35.4 30.4 42.1 40.9
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 27, 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 : 1,330,191: 356,372 76,819 232,654 721,897 1,006,379 1,310,923 1,315,852: 19,268 14,339
Old : 1,330,191: 356,372 76,819 232,654 721,897 1,006,379 1,310,923 1,315,852: 19,268 14,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 9,126: 20,481 -1,445 -21,857 12,573 29,735 11,197 6,433: -2,071 2,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.8 17.5 54.3 75.7 98.6 98.9: 1.4 1.1
Old : 100.0: 26.8 5.8 17.5 54.3 75.7 98.6 98.9: 1.4 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 : 141: 26 14 36 91 85 130 123:
Old : 141: 26 14 36 91 85 130 123:
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 : 23.9 26.3 37.9 41.2 17.7 16.5 26.9 28.3
Old : 23.9 26.3 37.9 41.2 17.7 16.5 26.9 28.3
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 20, 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 : 1,321,065: 335,891 78,264 254,511 709,324 976,644 1,299,726 1,309,419: 21,339 11,646
Old : 1,321,065: 335,891 78,264 254,511 709,324 976,644 1,299,726 1,309,419: 21,339 11,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 55,862: 9,369 23,327 10,435 34,581 21,565 54,385 55,327: 1,477 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 5.9 19.3 53.7 73.9 98.4 99.1: 1.6 0.9
Old : 100.0: 25.4 5.9 19.3 53.7 73.9 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 : 132: 27 11 35 85 81 122 118:
Old : 132: 27 11 35 85 81 122 118:
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 : 24.9 26.9 40.7 41.8 17.6 17.5 28.2 29.0
Old : 24.9 26.9 40.7 41.8 17.6 17.5 28.2 29.0
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 27, 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 : 299,875: 72,470 59,856 109,632 111,167 127,551 293,269 297,039: 6,606 2,836
Old : 299,875: 72,470 59,856 109,632 111,167 127,551 293,269 297,039: 6,606 2,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 57,480: 15,156 4,932 35,556 2,854 16,263 53,566 56,751: 3,914 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 20.0 36.6 37.1 42.5 97.8 99.1: 2.2 0.9
Old : 100.0: 24.2 20.0 36.6 37.1 42.5 97.8 99.1: 2.2 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 : 55: 16 8 20 28 30 50 52:
Old : 55: 16 8 20 28 30 50 52:
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 : 35.7 42.0 57.3 66.1 21.3 23.1 28.1 32.5
Old : 35.7 42.0 57.3 66.1 21.3 23.1 28.1 32.5
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 20, 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 : 242,395: 57,314 54,924 74,076 108,313 111,288 239,703 240,288: 2,692 2,107
Old : 242,395: 57,314 54,924 74,076 108,313 111,288 239,703 240,288: 2,692 2,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 24,095: 6,337 8,832 16,245 1,192 77 23,774 25,154: 321 -1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 22.7 30.6 44.7 45.9 98.9 99.1: 1.1 0.9
Old : 100.0: 23.6 22.7 30.6 44.7 45.9 98.9 99.1: 1.1 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 : 50: 11 8 18 29 31 47 50:
Old : 50: 11 8 18 29 31 47 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 : 33.3 42.4 55.8 64.9 22.9 25.9 31.3 35.4
Old : 33.3 42.4 55.8 64.9 22.9 25.9 31.3 35.4
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 27, 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 : 92,113: 24,842 6,993 19,846 46,576 64,140 91,264 90,979: 849 1,134
Old : 92,113: 24,842 6,993 19,846 46,576 64,140 91,264 90,979: 849 1,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 2,043: 85 -347 135 1,225 1,400 1,445 1,189: 598 854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 7.6 21.5 50.6 69.6 99.1 98.8: 0.9 1.2
Old : 100.0: 27.0 7.6 21.5 50.6 69.6 99.1 98.8: 0.9 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 : 52: 4 7 9 38 41 48 51:
Old : 52: 4 7 9 38 41 48 51:
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 : 54.4 40.7 70.0 58.7 37.8 34.1 44.5 43.4
Old : 54.4 40.7 70.0 58.7 37.8 34.1 44.5 43.4
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 20, 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 : 90,071: 24,757 7,340 19,711 45,351 62,740 89,820 89,791: 251 280
Old : 90,071: 24,757 7,340 19,711 45,351 62,740 89,820 89,791: 251 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,377: 1,162 -223 -361 472 1,781 1,274 1,197: 103 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 8.1 21.9 50.4 69.7 99.7 99.7: 0.3 0.3
Old : 100.0: 27.5 8.1 21.9 50.4 69.7 99.7 99.7: 0.3 0.3
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 : 51: 3 7 9 37 39 46 49:
Old : 51: 3 7 9 37 39 46 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 : 56.3 41.9 71.4 60.3 39.5 35.7 45.9 46.0
Old : 56.3 41.9 71.4 60.3 39.5 35.7 45.9 46.0
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 27, 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 : 27,475: 2,981 5,096 2,561 21,912 19,309 27,454 26,966: 21 509
Old : 27,475: 2,981 5,096 2,561 21,912 19,309 27,454 26,966: 21 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 1,872: 172 328 -202 1,902 1,746 1,872 1,872: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 18.5 9.3 79.8 70.3 99.9 98.1: 0.1 1.9
Old : 100.0: 10.8 18.5 9.3 79.8 70.3 99.9 98.1: 0.1 1.9
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 : 36: 5 3 6 22 23 30 29:
Old : 36: 5 3 6 22 23 30 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 : 57.9 51.4 72.3 72.5 54.7 48.0 65.3 61.5
Old : 57.9 51.4 72.3 72.5 54.7 48.0 65.3 61.5
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 20, 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 : 25,603: 2,809 4,768 2,763 20,010 17,563 25,582 25,094: 21 509
Old : 25,603: 2,809 4,768 2,763 20,010 17,563 25,582 25,094: 21 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 362: 487 -443 341 800 592 1,628 490: -1,266 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 18.6 10.8 78.2 68.6 99.9 98.0: 0.1 2.0
Old : 100.0: 11.0 18.6 10.8 78.2 68.6 99.9 98.0: 0.1 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 : 36: 5 3 6 21 23 29 29:
Old : 36: 5 3 6 21 23 29 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 : 58.4 47.9 74.7 70.0 54.9 42.5 64.8 57.0
Old : 58.4 47.9 74.7 70.0 54.9 42.5 64.8 57.0
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 27, 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 : 10,822: 1,062 3,341 2,576 6,676 4,397 10,314 10,314: 508 508
Old : 10,822: 1,062 3,341 2,576 6,676 4,397 10,314 10,314: 508 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 126: 126 0 0 0 126 126 126: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 30.9 23.8 61.7 40.6 95.3 95.3: 4.7 4.7
Old : 100.0: 9.8 30.9 23.8 61.7 40.6 95.3 95.3: 4.7 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 : 30: 4 3 4 17 12 23 17:
Old : 30: 4 3 4 17 12 23 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 : 38.9 56.4 61.2 84.5 25.0 48.4 43.3 63.9
Old : 38.9 56.4 61.2 84.5 25.0 48.4 43.3 63.9
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 20, 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 : 10,696: 936 3,341 2,576 6,676 4,271 10,188 10,188: 508 508
Old : 10,696: 936 3,341 2,576 6,676 4,271 10,188 10,188: 508 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 739: 676 -172 785 126 126 1,587 739: -848 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 31.2 24.1 62.4 39.9 95.3 95.3: 4.7 4.7
Old : 100.0: 8.8 31.2 24.1 62.4 39.9 95.3 95.3: 4.7 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 : 30: 4 3 4 18 11 24 16:
Old : 30: 4 3 4 18 11 24 16:
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 : 38.2 57.1 61.5 85.5 26.1 48.2 45.3 63.9
Old : 38.2 57.1 61.5 85.5 26.1 48.2 45.3 63.9
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 27, 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 : 17,942: 3,852 3,680 1,900 11,730 12,082 17,482 17,662: 460 280
Old : 17,942: 3,852 3,680 1,900 11,730 12,082 17,482 17,662: 460 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -8: 0 -240 240 -268 -28 -28 -28: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 20.5 10.6 65.4 67.3 97.4 98.4: 2.6 1.6
Old : 100.0: 21.5 20.5 10.6 65.4 67.3 97.4 98.4: 2.6 1.6
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 : 31: 4 3 7 18 19 25 26:
Old : 31: 4 3 7 18 19 25 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 : 46.7 53.7 69.6 74.6 41.5 47.9 56.0 62.9
Old : 46.7 53.7 69.6 74.6 41.5 47.9 56.0 62.9
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 20, 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 : 17,950: 3,852 3,920 1,660 11,998 12,110 17,510 17,690: 440 260
Old : 17,950: 3,852 3,920 1,660 11,998 12,110 17,510 17,690: 440 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 902: 552 740 -520 950 630 982 850: -80 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 21.8 9.2 66.8 67.5 97.5 98.6: 2.5 1.4
Old : 100.0: 21.5 21.8 9.2 66.8 67.5 97.5 98.6: 2.5 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 : 31: 4 3 7 18 19 25 26:
Old : 31: 4 3 7 18 19 25 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 : 46.1 54.8 70.0 75.4 41.7 48.0 56.3 63.3
Old : 46.1 54.8 70.0 75.4 41.7 48.0 56.3 63.3
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 27, 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 : 24,356: 11,560 240 1,750 10,408 22,174 23,718 24,164: 638 192
Old : 24,356: 11,560 240 1,750 10,408 22,174 23,718 24,164: 638 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -170: -230 80 70 110 -200 -50 -50: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 1.0 7.2 42.7 91.0 97.4 99.2: 2.6 0.8
Old : 100.0: 47.5 1.0 7.2 42.7 91.0 97.4 99.2: 2.6 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 : 32: 4 2 4 21 24 26 29:
Old : 32: 4 2 4 21 24 26 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 : 68.1 55.0 80.3 76.6 59.1 52.3 69.8 69.8
Old : 68.1 55.0 80.3 76.6 59.1 52.3 69.8 69.8
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 20, 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 : 24,526: 11,790 160 1,680 10,298 22,374 23,768 24,214: 758 312
Old : 24,526: 11,790 160 1,680 10,298 22,374 23,768 24,214: 758 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 760: -60 -80 140 500 640 580 700: 180 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 0.7 6.8 42.0 91.2 96.9 98.7: 3.1 1.3
Old : 100.0: 48.1 0.7 6.8 42.0 91.2 96.9 98.7: 3.1 1.3
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 : 32: 5 1 5 21 24 27 29:
Old : 32: 5 1 5 21 24 27 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 : 67.6 55.1 79.8 78.1 59.1 52.1 69.8 72.7
Old : 67.6 55.1 79.8 78.1 59.1 52.1 69.8 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 8,674: 2,120 120 820 5,726 7,494 8,666 8,434: 8 240
Old : 8,674: 2,120 120 820 5,726 7,494 8,666 8,434: 8 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 176: -840 0 160 896 16 216 176: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 1.4 9.5 66.0 86.4 99.9 97.2: 0.1 2.8
Old : 100.0: 24.4 1.4 9.5 66.0 86.4 99.9 97.2: 0.1 2.8
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 : 22: 2 1 2 14 14 16 17:
Old : 22: 2 1 2 14 14 16 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 : 67.7 64.4 90.6 85.0 55.9 63.5 70.9 70.6
Old : 67.7 64.4 90.6 85.0 55.9 63.5 70.9 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 8,498: 2,960 120 660 4,830 7,478 8,450 8,258: 48 240
Old : 8,498: 2,960 120 660 4,830 7,478 8,450 8,258: 48 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 1.4 7.8 56.8 88.0 99.4 97.2: 0.6 2.8
Old : 100.0: 34.8 1.4 7.8 56.8 88.0 99.4 97.2: 0.6 2.8
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 : 21: 2 1 2 12 14 14 17:
Old : 21: 2 1 2 12 14 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 : 70.6 63.2 91.8 85.3 57.2 62.7 70.3 69.5
Old : 70.6 63.2 91.8 85.3 57.2 62.7 70.3 69.5
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 27, 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 : 1,492,032: 111,947 85,015 458,625 854,242 868,438 1,424,815 1,412,078: 67,217 79,953
Old : 1,492,032: 111,947 85,015 458,625 854,242 868,438 1,424,815 1,412,078: 67,217 79,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 31,705: -2,607 5,384 22,152 18,207 3,233 37,752 30,769: -6,047 936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 5.7 30.7 57.3 58.2 95.5 94.6: 4.5 5.4
Old : 100.0: 7.5 5.7 30.7 57.3 58.2 95.5 94.6: 4.5 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 : 286: 82 105 123 80 91 231 254:
Old : 286: 82 105 123 80 91 231 254:
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 18.7 32.6 29.1 10.3 6.3 14.5 10.3
Old : 22.3 18.7 32.6 29.1 10.3 6.3 14.5 10.3
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 20, 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 : 1,460,327: 114,554 79,631 436,474 836,035 865,205 1,387,063 1,381,309: 73,264 79,018
Old : 1,460,327: 114,554 79,631 436,474 836,035 865,205 1,387,063 1,381,309: 73,264 79,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -54,726: -8,192 -1,946 -17,595 -11,994 -24,529 -37,781 -44,070: -16,945 -10,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 5.5 29.9 57.2 59.2 95.0 94.6: 5.0 5.4
Old : 100.0: 7.8 5.5 29.9 57.2 59.2 95.0 94.6: 5.0 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 : 271: 83 92 110 78 90 221 235:
Old : 271: 83 92 110 78 90 221 235:
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 19.1 32.4 29.6 10.0 6.6 14.3 10.9
Old : 22.3 19.1 32.4 29.6 10.0 6.6 14.3 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 27, 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 : 13,218: 8,954 4,038 136 1,402 8,506 10,492 12,680: 2,726 538
Old : 13,218: 8,954 4,038 136 1,402 8,506 10,492 12,680: 2,726 538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -150: -78 -1,069 24 -35 1,019 -89 -26: -61 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 30.5 1.0 10.6 64.4 79.4 95.9: 20.6 4.1
Old : 100.0: 67.7 30.5 1.0 10.6 64.4 79.4 95.9: 20.6 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 : 111: 59 14 3 11 27 73 42:
Old : 111: 59 14 3 11 27 73 42:
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 33.9 32.9 53.5 21.7 33.9 32.9 53.5
Old : 21.7 33.9 32.9 53.5 21.7 33.9 32.9 53.5
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 20, 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 : 13,368: 9,032 5,107 112 1,437 7,487 10,581 12,706: 2,787 662
Old : 13,368: 9,032 5,107 112 1,437 7,487 10,581 12,706: 2,787 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 81: 431 -1,858 -18 -645 2,147 -232 271: 313 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 38.2 0.8 10.7 56.0 79.2 95.0: 20.8 5.0
Old : 100.0: 67.6 38.2 0.8 10.7 56.0 79.2 95.0: 20.8 5.0
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 : 112: 60 15 4 13 26 77 42:
Old : 112: 60 15 4 13 26 77 42:
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 : 22.1 36.5 34.3 53.7 22.1 36.4 34.3 53.3
Old : 22.1 36.5 34.3 53.7 22.1 36.4 34.3 53.3
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 27, 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 : 12,885: 9,536 606 22 460 10,562 10,018 11,190: 2,867 1,695
Old : 12,885: 9,536 606 22 460 10,562 10,018 11,190: 2,867 1,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -608: -590 -177 -27 -388 -437 -1,005 -641: 397 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 4.7 0.2 3.6 82.0 77.7 86.8: 22.3 13.2
Old : 100.0: 74.0 4.7 0.2 3.6 82.0 77.7 86.8: 22.3 13.2
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 : 56: 28 6 3 8 20 37 28:
Old : 56: 28 6 3 8 20 37 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 : 35.8 46.1 52.0 69.0 35.8 45.8 51.9 68.5
Old : 35.8 46.1 52.0 69.0 35.8 45.8 51.9 68.5
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 20, 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 : 13,493: 10,126 783 49 848 10,999 11,023 11,831: 2,470 1,662
Old : 13,493: 10,126 783 49 848 10,999 11,023 11,831: 2,470 1,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,523: 1,743 -123 -186 -102 1,295 1,455 986: 68 537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 5.8 0.4 6.3 81.5 81.7 87.7: 18.3 12.3
Old : 100.0: 75.0 5.8 0.4 6.3 81.5 81.7 87.7: 18.3 12.3
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 : 58: 29 7 1 5 21 35 28:
Old : 58: 29 7 1 5 21 35 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 : 34.3 45.6 51.4 66.7 34.3 45.2 51.4 66.3
Old : 34.3 45.6 51.4 66.7 34.3 45.2 51.4 66.3
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 27, 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 : 174,661: 23,630 5,066 31,337 102,218 126,564 157,185 162,968: 17,476 11,693
Old : 174,661: 23,630 5,066 31,337 102,218 126,564 157,185 162,968: 17,476 11,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -1,370: -5,261 1,076 -3,491 7,408 495 -1,344 -1,921: -26 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 2.9 17.9 58.5 72.5 90.0 93.3: 10.0 6.7
Old : 100.0: 13.5 2.9 17.9 58.5 72.5 90.0 93.3: 10.0 6.7
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 : 145: 43 18 37 70 75 127 117:
Old : 145: 43 18 37 70 75 127 117:
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 21.1 38.0 34.6 15.3 15.1 23.3 22.8
Old : 23.3 21.1 38.0 34.6 15.3 15.1 23.3 22.8
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 20, 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 : 176,031: 28,891 3,991 34,829 94,810 126,069 158,529 164,889: 17,502 11,143
Old : 176,031: 28,891 3,991 34,829 94,810 126,069 158,529 164,889: 17,502 11,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 4,666: -2,426 -1,493 2,716 5,377 4,254 5,667 5,477: -1,002 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 2.3 19.8 53.9 71.6 90.1 93.7: 9.9 6.3
Old : 100.0: 16.4 2.3 19.8 53.9 71.6 90.1 93.7: 9.9 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 : 145: 45 19 41 62 76 124 119:
Old : 145: 45 19 41 62 76 124 119:
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 22.8 36.8 37.2 13.4 16.1 20.9 23.6
Old : 22.0 22.8 36.8 37.2 13.4 16.1 20.9 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2005