WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 339,017: 57,352 69,698 68,834 183,125 155,716 309,310 294,247: 29,707 44,769
Old : 302,260: 56,627 73,364 51,963 166,331 142,681 274,921 268,008: 27,340 34,252
Other: 36,756: 15,490 11,100 2,105 16,794 13,034 34,389 26,239: 2,367 10,517
: : :
: : Changes in Commitments from: September 27, 2005 :
: 22,401: 12,626 -10,944 15,117 -6,566 13,747 21,177 17,921: 1,225 4,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 20.6 20.3 54.0 45.9 91.2 86.8: 8.8 13.2
Old : 100.0: 18.7 24.3 17.2 55.0 47.2 91.0 88.7: 9.0 11.3
Other: 100.0: 42.1 30.2 5.7 45.7 35.5 93.6 71.4: 6.4 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 84 117 105 49 67 210 226:
Old : 286: 77 126 95 48 63 199 216:
Other: 138: 55 26 22 15 55 74 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 28.8 40.5 35.5 26.4 22.0 37.8 26.7
Old : 29.2 32.2 42.4 39.1 29.2 28.4 41.9 33.8
Other: 42.3 20.8 56.7 29.9 41.5 20.1 55.6 28.5
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
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 944,177: 137,391 155,189 168,435 480,620 396,029 786,446 719,652: 157,731 224,525
Old : 892,636: 124,552 162,110 152,357 466,819 369,527 743,729 683,995: 148,907 208,641
Other: 51,541: 22,587 2,827 6,329 13,800 26,502 42,717 35,657: 8,824 15,884
: : :
: : Changes in Commitments from: September 27, 2005 :
: 34,449: 13,588 4,909 6,703 2,553 14,115 22,843 25,727: 11,607 8,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 16.4 17.8 50.9 41.9 83.3 76.2: 16.7 23.8
Old : 100.0: 14.0 18.2 17.1 52.3 41.4 83.3 76.6: 16.7 23.4
Other: 100.0: 43.8 5.5 12.3 26.8 51.4 82.9 69.2: 17.1 30.8
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 160 129 156 221 220 451 449:
Old : 569: 151 143 149 220 216 445 441:
Other: 236: 56 29 27 42 129 110 173:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 16.5 28.1 21.4 17.2 13.8 25.7 17.5
Old : 20.1 16.1 29.6 21.0 17.9 13.3 27.0 17.1
Other: 19.0 29.1 31.8 35.4 18.2 27.2 28.7 32.4
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
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 7,524: 2,750 234 611 1,614 5,366 4,974 6,210: 2,550 1,314
Old : 7,519: 2,750 234 610 1,611 5,365 4,970 6,208: 2,549 1,311
Other: 5: 0 0 1 3 1 4 2: 1 3
: : :
: : Changes in Commitments from: September 27, 2005 :
: 600: 301 -233 82 -11 1,343 373 1,192: 227 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 3.1 8.1 21.4 71.3 66.1 82.5: 33.9 17.5
Old : 100.0: 36.6 3.1 8.1 21.4 71.4 66.1 82.6: 33.9 17.4
Other: 100.0: 0.0 0.0 20.0 60.0 20.0 80.0 40.0: 20.0 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 12 6 6 8 17 23 26:
Old : 38: 12 6 6 8 17 23 26:
Other: 3: 0 0 1 2 1 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 40.5 48.2 57.4 31.3 35.0 42.0 48.7
Old : 34.6 40.5 48.2 57.4 31.3 35.0 42.1 48.7
Other: 80.0 40.0 80.0 40.0 40.0 0.0 40.0 0.0
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 362,355: 51,924 51,036 76,056 174,331 136,266 302,311 263,358: 60,044 98,997
Old : 353,245: 51,227 51,234 72,087 171,338 133,557 294,652 256,878: 58,594 96,368
Other: 9,109: 4,502 3,606 165 2,993 2,709 7,659 6,480: 1,450 2,629
: : :
: : Changes in Commitments from: September 27, 2005 :
: 16,056: 2,957 1,518 4,234 9,064 8,011 16,256 13,763: -199 2,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 14.1 21.0 48.1 37.6 83.4 72.7: 16.6 27.3
Old : 100.0: 14.5 14.5 20.4 48.5 37.8 83.4 72.7: 16.6 27.3
Other: 100.0: 49.4 39.6 1.8 32.9 29.7 84.1 71.1: 15.9 28.9
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 97 114 130 109 113 276 296:
Old : 352: 101 114 126 109 113 275 292:
Other: 97: 15 24 6 19 44 37 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 : 16.1 14.9 25.8 22.2 14.8 7.4 21.5 11.2
Old : 16.5 15.0 26.3 22.3 15.2 7.4 22.0 11.3
Other: 52.4 24.7 66.0 45.1 52.1 24.2 64.4 41.9
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 175,409: 27,480 11,454 31,435 89,709 116,633 148,623 159,522: 26,786 15,887
Old : 170,590: 27,222 11,215 29,681 88,327 114,853 145,230 155,749: 25,360 14,841
Other: 4,819: 1,875 1,857 136 1,382 1,780 3,393 3,773: 1,426 1,046
: : :
: : Changes in Commitments from: September 27, 2005 :
: 16,495: 5,537 -13,868 5,427 -237 28,404 10,727 19,962: 5,768 -3,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 6.5 17.9 51.1 66.5 84.7 90.9: 15.3 9.1
Old : 100.0: 16.0 6.6 17.4 51.8 67.3 85.1 91.3: 14.9 8.7
Other: 100.0: 38.9 38.5 2.8 28.7 36.9 70.4 78.3: 29.6 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 41 30 34 55 52 117 101:
Old : 144: 46 29 32 55 51 117 98:
Other: 31: 5 11 3 10 10 16 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 : 20.8 31.0 32.4 44.9 19.9 21.4 27.7 32.5
Old : 21.1 31.7 33.0 46.0 20.4 22.0 28.6 33.7
Other: 53.1 35.7 65.8 53.2 46.3 24.3 51.0 40.2
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 727,559: 89,571 80,721 88,219 415,294 365,981 593,084 534,921: 134,474 192,637
Old : 727,559: 89,571 80,721 88,219 415,294 365,981 593,084 534,921: 134,474 192,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 41,673: -1,084 12,781 8,531 25,539 1,907 32,986 23,219: 8,686 18,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 11.1 12.1 57.1 50.3 81.5 73.5: 18.5 26.5
Old : 100.0: 12.3 11.1 12.1 57.1 50.3 81.5 73.5: 18.5 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 25 39 44 71 85 122 142:
Old : 167: 25 39 44 71 85 122 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 12.5 29.4 21.2 17.4 10.6 23.8 16.9
Old : 20.3 12.5 29.4 21.2 17.4 10.6 23.8 16.9
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 146,754: 17,162 19,342 24,873 76,449 79,058 118,484 123,273: 28,270 23,481
Old : 143,121: 17,513 19,577 23,542 74,306 77,181 115,361 120,300: 27,760 22,821
Other: 3,633: 323 439 657 2,143 1,877 3,123 2,973: 510 660
: : :
: : Changes in Commitments from: September 27, 2005 :
: 4,975: 1,773 4,375 1,244 193 -2,144 3,210 3,474: 1,766 1,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 13.2 16.9 52.1 53.9 80.7 84.0: 19.3 16.0
Old : 100.0: 12.2 13.7 16.4 51.9 53.9 80.6 84.1: 19.4 15.9
Other: 100.0: 8.9 12.1 18.1 59.0 51.7 86.0 81.8: 14.0 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 31 43 42 53 49 107 120:
Old : 147: 34 43 42 53 49 107 120:
Other: 27: 4 7 3 14 6 21 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 : 24.1 25.8 33.3 37.6 16.1 22.4 23.8 27.7
Old : 23.9 26.1 33.1 38.1 16.3 22.8 23.6 28.3
Other: 53.2 50.5 72.3 71.4 41.9 41.8 54.0 52.7
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 7,746: 2,902 1,083 1,299 2,058 4,152 6,260 6,534: 1,487 1,213
Old : 7,746: 2,902 1,083 1,299 2,058 4,152 6,260 6,534: 1,487 1,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 713: 389 -286 172 -1 858 560 744: 152 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 14.0 16.8 26.6 53.6 80.8 84.3: 19.2 15.7
Old : 100.0: 37.5 14.0 16.8 26.6 53.6 80.8 84.3: 19.2 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 20 6 12 16 17 39 32:
Old : 50: 20 6 12 16 17 39 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 36.6 46.6 51.6 30.7 30.4 44.5 44.7
Old : 30.7 36.6 46.6 51.6 30.7 30.4 44.5 44.7
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 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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 335,243: 83,571 65,457 1,323 186,377 163,420 271,271 230,200: 63,972 105,043
Old : 335,243: 83,571 65,457 1,323 186,377 163,420 271,271 230,200: 63,972 105,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -697: -3,628 19,818 -338 10,825 -18,463 6,859 1,017: -7,556 -1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 19.5 0.4 55.6 48.7 80.9 68.7: 19.1 31.3
Old : 100.0: 24.9 19.5 0.4 55.6 48.7 80.9 68.7: 19.1 31.3
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 : 108: 21 22 4 42 45 64 70:
Old : 108: 21 22 4 42 45 64 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 : 31.4 14.9 43.6 23.3 31.4 13.7 42.4 21.6
Old : 31.4 14.9 43.6 23.3 31.4 13.7 42.4 21.6
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 2,113,252: 342,419 393,278 236,631 1,281,898 1,057,060 1,860,948 1,686,970: 252,304 426,282
Old : 2,113,252: 342,419 393,278 236,631 1,281,898 1,057,060 1,860,948 1,686,970: 252,304 426,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 63,473: 9,736 24,560 5,182 52,507 6,313 67,424 36,054: -3,951 27,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 18.6 11.2 60.7 50.0 88.1 79.8: 11.9 20.2
Old : 100.0: 16.2 18.6 11.2 60.7 50.0 88.1 79.8: 11.9 20.2
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 : 260: 55 66 71 102 118 189 223:
Old : 260: 55 66 71 102 118 189 223:
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 : 29.2 20.8 41.8 27.5 26.9 20.2 38.2 25.1
Old : 29.2 20.8 41.8 27.5 26.9 20.2 38.2 25.1
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 1,496,678: 170,405 335,426 199,594 969,882 670,594 1,339,882 1,205,615: 156,797 291,063
Old : 1,496,678: 170,405 335,426 199,594 969,882 670,594 1,339,882 1,205,615: 156,797 291,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 127,805: 38,125 80,626 36,245 63,432 -23,693 137,801 93,178: -9,997 34,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 22.4 13.3 64.8 44.8 89.5 80.6: 10.5 19.4
Old : 100.0: 11.4 22.4 13.3 64.8 44.8 89.5 80.6: 10.5 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 39 45 43 78 83 137 151:
Old : 187: 39 45 43 78 83 137 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 21.4 38.9 30.5 24.9 20.4 33.7 27.7
Old : 28.4 21.4 38.9 30.5 24.9 20.4 33.7 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 573,655: 110,472 86,044 223,596 192,305 227,260 526,373 536,900: 47,282 36,755
Old : 573,655: 110,472 86,044 223,596 192,305 227,260 526,373 536,900: 47,282 36,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -133,618: -26,281 -3,088 -46,262 -52,127 -78,478 -124,669 -127,827: -8,950 -5,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 15.0 39.0 33.5 39.6 91.8 93.6: 8.2 6.4
Old : 100.0: 19.3 15.0 39.0 33.5 39.6 91.8 93.6: 8.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 45 26 40 56 53 121 99:
Old : 137: 45 26 40 56 53 121 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 35.0 38.0 47.3 13.1 18.8 18.3 24.7
Old : 25.1 35.0 38.0 47.3 13.1 18.8 18.3 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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 37,093: 4,949 6,366 914 23,653 18,402 29,516 25,683: 7,577 11,410
Old : 37,093: 4,949 6,366 914 23,653 18,402 29,516 25,683: 7,577 11,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,301: 646 -657 407 190 1,242 1,244 992: 57 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 17.2 2.5 63.8 49.6 79.6 69.2: 20.4 30.8
Old : 100.0: 13.3 17.2 2.5 63.8 49.6 79.6 69.2: 20.4 30.8
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 : 53: 11 14 8 19 12 36 28:
Old : 53: 11 14 8 19 12 36 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 : 45.0 38.9 59.0 49.7 45.0 36.5 59.0 47.1
Old : 45.0 38.9 59.0 49.7 45.0 36.5 59.0 47.1
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 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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 58,542: 22,767 29,129 4,607 12,792 15,255 40,167 48,991: 18,376 9,551
Old : 58,542: 22,767 29,129 4,607 12,792 15,255 40,167 48,991: 18,376 9,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 5,003: 4,127 3,075 116 -1,374 2,282 2,869 5,474: 2,134 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 49.8 7.9 21.9 26.1 68.6 83.7: 31.4 16.3
Old : 100.0: 38.9 49.8 7.9 21.9 26.1 68.6 83.7: 31.4 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 : 74: 26 26 15 15 13 49 46:
Old : 74: 26 26 15 15 13 49 46:
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 : 29.9 43.8 40.3 54.1 29.9 42.4 38.1 52.6
Old : 29.9 43.8 40.3 54.1 29.9 42.4 38.1 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 33,490: 8,664 3,745 62 24,311 28,953 33,037 32,760: 453 730
Old : 33,490: 8,664 3,745 62 24,311 28,953 33,037 32,760: 453 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -188: 120 -136 -110 -440 57 -430 -189: 242 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 11.2 0.2 72.6 86.5 98.6 97.8: 1.4 2.2
Old : 100.0: 25.9 11.2 0.2 72.6 86.5 98.6 97.8: 1.4 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 : 55: 7 17 3 15 20 24 38:
Old : 55: 7 17 3 15 20 24 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 : 68.3 54.6 84.1 75.4 64.4 49.4 78.2 66.7
Old : 68.3 54.6 84.1 75.4 64.4 49.4 78.2 66.7
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 19,707: 496 1,849 1,375 12,331 9,090 14,202 12,313: 5,505 7,394
Old : 19,707: 496 1,849 1,375 12,331 9,090 14,202 12,313: 5,505 7,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -2,895: -154 28 -526 -1,281 -2,561 -1,961 -3,059: -934 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 9.4 7.0 62.6 46.1 72.1 62.5: 27.9 37.5
Old : 100.0: 2.5 9.4 7.0 62.6 46.1 72.1 62.5: 27.9 37.5
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 : 32: 7 5 10 18 12 29 23:
Old : 32: 7 5 10 18 12 29 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 : 42.6 30.8 56.5 46.2 42.6 27.7 54.6 40.3
Old : 42.6 30.8 56.5 46.2 42.6 27.7 54.6 40.3
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 123,965: 25,691 19,321 29,959 49,376 37,330 105,026 86,611: 18,939 37,354
Old : 123,965: 25,691 19,321 29,959 49,376 37,330 105,026 86,611: 18,939 37,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 3,218: 1,768 66 538 -822 1,875 1,484 2,479: 1,734 739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 15.6 24.2 39.8 30.1 84.7 69.9: 15.3 30.1
Old : 100.0: 20.7 15.6 24.2 39.8 30.1 84.7 69.9: 15.3 30.1
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 : 167: 57 45 58 30 42 135 109:
Old : 167: 57 45 58 30 42 135 109:
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 : 25.3 14.3 35.5 25.0 25.3 12.9 34.8 21.1
Old : 25.3 14.3 35.5 25.0 25.3 12.9 34.8 21.1
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
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, October 4, 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 : 192,705: 50,594 16,288 40,934 78,048 85,259 169,577 142,482: 23,128 50,224
Old : 192,705: 50,594 16,288 40,934 78,048 85,259 169,577 142,482: 23,128 50,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 14,604: 7,054 -3,547 5,354 889 7,979 13,296 9,786: 1,308 4,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 8.5 21.2 40.5 44.2 88.0 73.9: 12.0 26.1
Old : 100.0: 26.3 8.5 21.2 40.5 44.2 88.0 73.9: 12.0 26.1
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 : 262: 74 48 63 77 117 191 200:
Old : 262: 74 48 63 77 117 191 200:
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 12.5 32.1 19.8 19.8 9.2 30.3 15.1
Old : 19.8 12.5 32.1 19.8 19.8 9.2 30.3 15.1
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 4,612: 1,161 714 482 704 1,498 2,348 2,694: 2,264 1,918
Old : 4,612: 1,161 714 482 704 1,498 2,348 2,694: 2,264 1,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 33: -57 -267 28 45 408 17 169: 16 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 15.5 10.5 15.3 32.5 50.9 58.4: 49.1 41.6
Old : 100.0: 25.2 15.5 10.5 15.3 32.5 50.9 58.4: 49.1 41.6
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 : 55: 16 12 9 11 24 32 40:
Old : 55: 16 12 9 11 24 32 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 17.3 35.3 29.4 24.6 17.3 31.3 26.8
Old : 24.7 17.3 35.3 29.4 24.6 17.3 31.3 26.8
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 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 32,820: 11,904 1,546 6,743 7,830 10,577 26,477 18,865: 6,343 13,954
Old : 32,820: 11,904 1,546 6,743 7,830 10,577 26,477 18,865: 6,343 13,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -484: -382 -409 170 -515 35 -727 -204: 243 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 4.7 20.5 23.9 32.2 80.7 57.5: 19.3 42.5
Old : 100.0: 36.3 4.7 20.5 23.9 32.2 80.7 57.5: 19.3 42.5
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 : 154: 57 13 31 44 57 115 95:
Old : 154: 57 13 31 44 57 115 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 20.5 24.5 25.2 12.6 14.0 21.8 17.0
Old : 13.9 20.5 24.5 25.2 12.6 14.0 21.8 17.0
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 115,220: 48,323 8,781 2,953 26,348 84,898 77,624 96,631: 37,596 18,589
Old : 115,220: 48,323 8,781 2,953 26,348 84,898 77,624 96,631: 37,596 18,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,463: -3,389 1,612 177 872 -2,480 -2,340 -691: 877 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 7.6 2.6 22.9 73.7 67.4 83.9: 32.6 16.1
Old : 100.0: 41.9 7.6 2.6 22.9 73.7 67.4 83.9: 32.6 16.1
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 : 84: 29 17 11 18 28 51 52:
Old : 84: 29 17 11 18 28 51 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 : 25.1 30.4 38.0 51.4 25.1 29.7 38.0 50.7
Old : 25.1 30.4 38.0 51.4 25.1 29.7 38.0 50.7
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 88,230: 9,973 57,099 0 69,953 8,884 79,926 65,983: 8,304 22,247
Old : 88,230: 9,973 57,099 0 69,953 8,884 79,926 65,983: 8,304 22,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 11,020: 3,835 7,230 0 5,671 2,588 9,506 9,818: 1,514 1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 64.7 0.0 79.3 10.1 90.6 74.8: 9.4 25.2
Old : 100.0: 11.3 64.7 0.0 79.3 10.1 90.6 74.8: 9.4 25.2
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 30 0 15 7 19 37:
Old : 52: 4 30 0 15 7 19 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 : 55.0 33.3 76.0 46.0 53.6 33.3 74.4 46.0
Old : 55.0 33.3 76.0 46.0 53.6 33.3 74.4 46.0
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 81,422: 60,168 3,894 0 14,360 72,660 74,528 76,554: 6,894 4,868
Old : 81,422: 60,168 3,894 0 14,360 72,660 74,528 76,554: 6,894 4,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,321: 20,091 -3,521 -53 -20,491 5,852 -453 2,278: 1,774 -957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 4.8 0.0 17.6 89.2 91.5 94.0: 8.5 6.0
Old : 100.0: 73.9 4.8 0.0 17.6 89.2 91.5 94.0: 8.5 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 : 91: 53 8 0 16 17 69 25:
Old : 91: 53 8 0 16 17 69 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 : 30.5 73.6 51.0 86.0 30.5 73.5 51.0 85.9
Old : 30.5 73.6 51.0 86.0 30.5 73.5 51.0 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 91,960: 19,908 37,159 669 53,630 34,747 74,207 72,575: 17,754 19,385
Old : 91,960: 19,908 37,159 669 53,630 34,747 74,207 72,575: 17,754 19,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 12,599: -7,529 11,984 -13 23,148 -1,259 15,606 10,712: -3,007 1,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 40.4 0.7 58.3 37.8 80.7 78.9: 19.3 21.1
Old : 100.0: 21.6 40.4 0.7 58.3 37.8 80.7 78.9: 19.3 21.1
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 : 62: 13 20 6 21 16 40 36:
Old : 62: 13 20 6 21 16 40 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 : 30.3 36.1 50.4 53.2 26.5 36.1 45.2 48.6
Old : 30.3 36.1 50.4 53.2 26.5 36.1 45.2 48.6
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 193,871: 13,676 80,004 4,593 147,267 74,700 165,535 159,297: 28,336 34,574
Old : 193,871: 13,676 80,004 4,593 147,267 74,700 165,535 159,297: 28,336 34,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 30,131: 2,733 7,106 354 24,636 22,934 27,724 30,395: 2,407 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 41.3 2.4 76.0 38.5 85.4 82.2: 14.6 17.8
Old : 100.0: 7.1 41.3 2.4 76.0 38.5 85.4 82.2: 14.6 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 : 100: 18 44 7 29 25 51 72:
Old : 100: 18 44 7 29 25 51 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 28.2 63.0 44.1 44.0 25.3 56.7 38.2
Old : 45.5 28.2 63.0 44.1 44.0 25.3 56.7 38.2
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 169,924: 34,068 36,865 14,455 72,557 61,915 121,080 113,235: 48,844 56,689
Old : 169,924: 34,068 36,865 14,455 72,557 61,915 121,080 113,235: 48,844 56,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 11,643: 1,613 2,018 2,131 5,211 799 8,954 4,948: 2,689 6,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 21.7 8.5 42.7 36.4 71.3 66.6: 28.7 33.4
Old : 100.0: 20.0 21.7 8.5 42.7 36.4 71.3 66.6: 28.7 33.4
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 : 122: 47 33 32 31 30 88 85:
Old : 122: 47 33 32 31 30 88 85:
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 : 16.2 28.2 28.2 37.7 16.2 27.0 27.3 34.7
Old : 16.2 28.2 28.2 37.7 16.2 27.0 27.3 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 39,084: 9,022 3,401 6 23,527 25,681 32,555 29,088: 6,529 9,996
Old : 39,084: 9,022 3,401 6 23,527 25,681 32,555 29,088: 6,529 9,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 2,468: -308 873 0 3,851 -7 3,543 866: -1,075 1,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 8.7 0.0 60.2 65.7 83.3 74.4: 16.7 25.6
Old : 100.0: 23.1 8.7 0.0 60.2 65.7 83.3 74.4: 16.7 25.6
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 : 21: 2 2 1 10 13 13 15:
Old : 21: 2 2 1 10 13 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 : 52.1 51.7 72.3 66.4 51.3 48.1 68.0 61.6
Old : 52.1 51.7 72.3 66.4 51.3 48.1 68.0 61.6
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 :13,098,630: 817,897 979,094 4,100,532 7,076,292 6,435,219 11,994,722 11,514,845: 1,103,909 1,583,785
Old :13,098,630: 817,897 979,094 4,100,532 7,076,292 6,435,219 11,994,722 11,514,845: 1,103,909 1,583,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 819,013: -52,044 198,003 474,780 264,546 96,012 687,283 768,795: 131,731 50,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.5 31.3 54.0 49.1 91.6 87.9: 8.4 12.1
Old : 100.0: 6.2 7.5 31.3 54.0 49.1 91.6 87.9: 8.4 12.1
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 : 286: 60 69 105 136 148 246 276:
Old : 286: 60 69 105 136 148 246 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 12.2 34.8 20.9 19.6 6.5 27.0 10.8
Old : 21.2 12.2 34.8 20.9 19.6 6.5 27.0 10.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 705,593: 52,688 63,314 44,581 461,460 483,885 558,730 591,780: 146,863 113,813
Old : 705,593: 52,688 63,314 44,581 461,460 483,885 558,730 591,780: 146,863 113,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 5,110: 2,428 2,010 4,639 -1,732 1,262 5,336 7,912: -226 -2,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 9.0 6.3 65.4 68.6 79.2 83.9: 20.8 16.1
Old : 100.0: 7.5 9.0 6.3 65.4 68.6 79.2 83.9: 20.8 16.1
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 : 208: 51 38 58 90 66 168 135:
Old : 208: 51 38 58 90 66 168 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 27.1 27.4 39.4 19.3 27.1 27.3 39.4
Old : 19.3 27.1 27.4 39.4 19.3 27.1 27.3 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 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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,006,727: 190,112 246,094 41,517 521,751 596,598 753,381 884,210: 253,346 122,517
Old : 1,006,727: 190,112 246,094 41,517 521,751 596,598 753,381 884,210: 253,346 122,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 21,280: 8,780 9,866 15,319 13,120 -20,072 37,219 5,113: -15,939 16,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 24.4 4.1 51.8 59.3 74.8 87.8: 25.2 12.2
Old : 100.0: 18.9 24.4 4.1 51.8 59.3 74.8 87.8: 25.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 49 54 31 59 61 126 128:
Old : 191: 49 54 31 59 61 126 128:
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 26.4 31.3 40.8 18.9 24.8 28.9 36.4
Old : 19.7 26.4 31.3 40.8 18.9 24.8 28.9 36.4
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 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 12,780: 1,940 427 0 6,660 11,324 8,600 11,751: 4,180 1,029
Old : 12,780: 1,940 427 0 6,660 11,324 8,600 11,751: 4,180 1,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 159: 154 0 0 -332 -145 -178 -145: 337 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 3.3 0.0 52.1 88.6 67.3 91.9: 32.7 8.1
Old : 100.0: 15.2 3.3 0.0 52.1 88.6 67.3 91.9: 32.7 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 : 35: 5 1 1 18 15 23 17:
Old : 35: 5 1 1 18 15 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 : 25.0 49.5 38.9 69.6 25.0 48.9 38.9 68.6
Old : 25.0 49.5 38.9 69.6 25.0 48.9 38.9 68.6
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 33,351: 7,323 3,681 98 21,655 25,512 29,076 29,291: 4,275 4,060
Old : 33,351: 7,323 3,681 98 21,655 25,512 29,076 29,291: 4,275 4,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 3,322: 1,126 -1,427 30 1,708 5,267 2,864 3,870: 458 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 11.0 0.3 64.9 76.5 87.2 87.8: 12.8 12.2
Old : 100.0: 22.0 11.0 0.3 64.9 76.5 87.2 87.8: 12.8 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 7 4 1 20 21 27 26:
Old : 44: 7 4 1 20 21 27 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 : 55.0 44.4 70.2 61.2 52.3 44.3 66.1 60.8
Old : 55.0 44.4 70.2 61.2 52.3 44.3 66.1 60.8
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 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 56,929: 9,460 9,527 1,604 28,696 35,769 39,760 46,900: 17,169 10,028
Old : 56,929: 9,460 9,527 1,604 28,696 35,769 39,760 46,900: 17,169 10,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -45: 3,942 -3,197 974 -1,316 852 3,600 -1,371: -3,644 1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 16.7 2.8 50.4 62.8 69.8 82.4: 30.2 17.6
Old : 100.0: 16.6 16.7 2.8 50.4 62.8 69.8 82.4: 30.2 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 : 78: 14 15 3 33 25 49 41:
Old : 78: 14 15 3 33 25 49 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 : 26.9 27.6 37.1 43.5 25.6 23.4 34.9 38.6
Old : 26.9 27.6 37.1 43.5 25.6 23.4 34.9 38.6
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 270,515: 105,990 81,409 3,090 128,565 119,850 237,645 204,349: 32,870 66,166
Old : 270,515: 105,990 81,409 3,090 128,565 119,850 237,645 204,349: 32,870 66,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 4,290: 17,481 -3,797 29 -31,771 15,836 -14,261 12,068: 18,551 -7,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 30.1 1.1 47.5 44.3 87.8 75.5: 12.2 24.5
Old : 100.0: 39.2 30.1 1.1 47.5 44.3 87.8 75.5: 12.2 24.5
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 : 186: 66 60 13 38 37 110 104:
Old : 186: 66 60 13 38 37 110 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 19.8 45.8 31.4 27.4 14.4 39.7 24.1
Old : 32.9 19.8 45.8 31.4 27.4 14.4 39.7 24.1
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 70,271: 29,452 582 0 16,799 60,544 46,251 61,126: 24,020 9,145
Old : 70,271: 29,452 582 0 16,799 60,544 46,251 61,126: 24,020 9,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 6,372: 5,925 0 0 96 6,432 6,021 6,432: 351 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 0.8 0.0 23.9 86.2 65.8 87.0: 34.2 13.0
Old : 100.0: 41.9 0.8 0.0 23.9 86.2 65.8 87.0: 34.2 13.0
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: 16 1 0 9 13 25 14:
Old : 35: 16 1 0 9 13 25 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 : 43.9 55.4 51.8 76.6 43.9 55.2 51.7 76.4
Old : 43.9 55.4 51.8 76.6 43.9 55.2 51.7 76.4
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 32,231: 669 6,045 0 26,746 21,574 27,415 27,619: 4,817 4,612
Old : 32,231: 669 6,045 0 26,746 21,574 27,415 27,619: 4,817 4,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 601: -3 156 0 580 376 577 532: 24 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 18.8 0.0 83.0 66.9 85.1 85.7: 14.9 14.3
Old : 100.0: 2.1 18.8 0.0 83.0 66.9 85.1 85.7: 14.9 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 : 64: 1 14 1 31 29 32 44:
Old : 64: 1 14 1 31 29 32 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 30.9 63.1 46.3 54.1 29.0 63.1 44.4
Old : 54.1 30.9 63.1 46.3 54.1 29.0 63.1 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 232,510: 16,982 52,928 1,417 205,084 162,142 223,482 216,487: 9,027 16,023
Old : 232,510: 16,982 52,928 1,417 205,084 162,142 223,482 216,487: 9,027 16,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 10,069: 3,333 3,753 -161 5,218 3,956 8,390 7,547: 1,679 2,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 22.8 0.6 88.2 69.7 96.1 93.1: 3.9 6.9
Old : 100.0: 7.3 22.8 0.6 88.2 69.7 96.1 93.1: 3.9 6.9
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 : 136: 21 51 18 37 48 70 105:
Old : 136: 21 51 18 37 48 70 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 38.1 73.7 53.2 60.6 37.6 68.0 48.3
Old : 62.3 38.1 73.7 53.2 60.6 37.6 68.0 48.3
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 56,203: 14,634 17,304 3,539 25,561 29,498 43,734 50,341: 12,469 5,862
Old : 56,203: 14,634 17,304 3,539 25,561 29,498 43,734 50,341: 12,469 5,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,154: -3,886 -2,076 1,566 2,810 2,043 490 1,533: 664 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 30.8 6.3 45.5 52.5 77.8 89.6: 22.2 10.4
Old : 100.0: 26.0 30.8 6.3 45.5 52.5 77.8 89.6: 22.2 10.4
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 : 85: 28 18 5 19 23 48 46:
Old : 85: 28 18 5 19 23 48 46:
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 : 30.7 44.3 43.1 53.1 27.6 43.9 39.1 52.2
Old : 30.7 44.3 43.1 53.1 27.6 43.9 39.1 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 35,013: 8,548 3,119 626 22,107 2,526 31,281 6,271: 3,732 28,742
Old : 35,013: 8,548 3,119 626 22,107 2,526 31,281 6,271: 3,732 28,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,307: -2,502 1,246 305 2,745 488 548 2,039: 759 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 8.9 1.8 63.1 7.2 89.3 17.9: 10.7 82.1
Old : 100.0: 24.4 8.9 1.8 63.1 7.2 89.3 17.9: 10.7 82.1
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: 14 3 1 10 4 24 8:
Old : 30: 14 3 1 10 4 24 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 13.0 67.0 17.9 53.1 10.8 63.6 12.7
Old : 56.5 13.0 67.0 17.9 53.1 10.8 63.6 12.7
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 36,303: 1,819 2,796 150 17,579 29,143 19,548 32,089: 16,755 4,214
Old : 36,303: 1,819 2,796 150 17,579 29,143 19,548 32,089: 16,755 4,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,820: -465 100 150 1,474 -1,569 1,159 -1,319: -2,979 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.7 0.4 48.4 80.3 53.8 88.4: 46.2 11.6
Old : 100.0: 5.0 7.7 0.4 48.4 80.3 53.8 88.4: 46.2 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 : 46: 4 10 1 20 26 24 37:
Old : 46: 4 10 1 20 26 24 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 : 25.1 40.0 37.2 63.4 13.3 34.4 20.1 46.3
Old : 25.1 40.0 37.2 63.4 13.3 34.4 20.1 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 150,126: 56,650 12,531 25,137 30,396 97,721 112,182 135,388: 37,944 14,738
Old : 150,126: 56,650 12,531 25,137 30,396 97,721 112,182 135,388: 37,944 14,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 11,647: 5,566 -898 3,426 2,047 7,237 11,039 9,765: 608 1,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 8.3 16.7 20.2 65.1 74.7 90.2: 25.3 9.8
Old : 100.0: 37.7 8.3 16.7 20.2 65.1 74.7 90.2: 25.3 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 : 193: 100 46 49 26 41 146 117:
Old : 193: 100 46 49 26 41 146 117:
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 : 17.3 30.0 27.4 45.1 11.6 25.0 17.4 36.6
Old : 17.3 30.0 27.4 45.1 11.6 25.0 17.4 36.6
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 111,754: 41,241 30,660 13,149 43,550 55,405 97,940 99,214: 13,814 12,540
Old : 111,754: 41,241 30,660 13,149 43,550 55,405 97,940 99,214: 13,814 12,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 3,841: 3,570 3,093 -767 1,385 2,199 4,189 4,525: -348 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 27.4 11.8 39.0 49.6 87.6 88.8: 12.4 11.2
Old : 100.0: 36.9 27.4 11.8 39.0 49.6 87.6 88.8: 12.4 11.2
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 : 197: 77 61 54 44 38 152 129:
Old : 197: 77 61 54 44 38 152 129:
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 : 26.1 40.3 36.2 51.4 26.1 36.0 35.7 46.7
Old : 26.1 40.3 36.2 51.4 26.1 36.0 35.7 46.7
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 441,466: 233,241 50,248 65,941 76,944 294,395 376,127 410,584: 65,340 30,882
Old : 441,466: 233,241 50,248 65,941 76,944 294,395 376,127 410,584: 65,340 30,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 5,863: 10,296 4,749 -2,862 406 9,111 7,840 10,998: -1,977 -5,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 11.4 14.9 17.4 66.7 85.2 93.0: 14.8 7.0
Old : 100.0: 52.8 11.4 14.9 17.4 66.7 85.2 93.0: 14.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 169 72 67 37 55 241 162:
Old : 304: 169 72 67 37 55 241 162:
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 31.8 34.8 46.6 22.3 28.9 27.1 39.6
Old : 23.9 31.8 34.8 46.6 22.3 28.9 27.1 39.6
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 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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 10,358: 4,921 2,328 550 2,788 6,422 8,259 9,300: 2,099 1,058
Old : 10,358: 4,921 2,328 550 2,788 6,422 8,259 9,300: 2,099 1,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 631: 407 132 0 19 151 426 283: 205 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 22.5 5.3 26.9 62.0 79.7 89.8: 20.3 10.2
Old : 100.0: 47.5 22.5 5.3 26.9 62.0 79.7 89.8: 20.3 10.2
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: 19 3 12 6 6 35 21:
Old : 41: 19 3 12 6 6 35 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 : 52.4 76.9 64.3 85.1 45.6 65.3 54.1 72.3
Old : 52.4 76.9 64.3 85.1 45.6 65.3 54.1 72.3
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 126,121: 45,303 5,371 12,273 44,099 84,178 101,675 101,822: 24,446 24,299
Old : 106,976: 41,105 3,752 8,596 37,645 75,087 87,346 87,436: 19,630 19,540
Other: 19,145: 7,384 4,805 490 6,454 9,091 14,329 14,387: 4,816 4,758
: : :
: : Changes in Commitments from: September 27, 2005 :
: 15,938: 6,648 2,528 1,787 5,595 8,996 14,030 13,311: 1,908 2,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 4.3 9.7 35.0 66.7 80.6 80.7: 19.4 19.3
Old : 100.0: 38.4 3.5 8.0 35.2 70.2 81.7 81.7: 18.3 18.3
Other: 100.0: 38.6 25.1 2.6 33.7 47.5 74.8 75.1: 25.2 24.9
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 65 22 30 54 65 134 105:
Old : 168: 68 19 24 46 63 124 96:
Other: 89: 21 15 12 19 41 44 64:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 33.0 26.7 43.2 13.8 23.9 20.5 30.0
Old : 17.6 36.1 26.6 45.0 15.0 30.5 23.3 37.0
Other: 40.0 41.4 50.3 52.8 39.6 41.1 48.8 52.6
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 34,145: 8,265 514 843 14,727 23,307 23,835 24,664: 10,310 9,482
Old : 33,568: 8,246 505 768 14,550 23,161 23,564 24,434: 10,004 9,135
Other: 577: 56 46 38 177 146 271 230: 306 347
: : :
: : Changes in Commitments from: September 27, 2005 :
: 3,317: 2,458 -62 53 1,305 2,923 3,816 2,913: -499 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 1.5 2.5 43.1 68.3 69.8 72.2: 30.2 27.8
Old : 100.0: 24.6 1.5 2.3 43.3 69.0 70.2 72.8: 29.8 27.2
Other: 100.0: 9.8 8.0 6.6 30.7 25.3 47.0 39.9: 53.0 60.1
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 18 4 4 23 21 43 27:
Old : 52: 19 3 4 22 21 42 27:
Other: 11: 2 1 2 4 4 7 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 : 26.1 46.9 42.5 57.7 22.6 45.5 36.5 52.4
Old : 26.6 47.3 43.0 58.4 22.8 46.1 36.9 53.2
Other: 36.7 37.3 47.0 39.9 35.7 31.2 40.5 33.3
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 163,256: 22,893 11,402 45,651 77,063 95,273 145,607 152,326: 17,648 10,930
Old : 162,244: 22,983 11,490 45,393 76,358 94,553 144,734 151,436: 17,510 10,808
Other: 1,012: 146 148 22 705 720 873 890: 139 122
: : :
: : Changes in Commitments from: September 27, 2005 :
: 4,924: 2,327 -8,756 4,808 -1,341 10,132 5,794 6,184: -870 -1,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 7.0 28.0 47.2 58.4 89.2 93.3: 10.8 6.7
Old : 100.0: 14.2 7.1 28.0 47.1 58.3 89.2 93.3: 10.8 6.7
Other: 100.0: 14.5 14.6 2.2 69.7 71.2 86.3 87.9: 13.7 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 93 46 69 65 69 191 156:
Old : 228: 94 46 67 65 69 190 155:
Other: 25: 5 7 1 6 7 11 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 30.5 28.9 40.1 17.0 22.4 23.8 28.0
Old : 18.3 30.4 29.1 40.0 17.1 22.5 24.0 28.1
Other: 65.0 73.7 84.4 84.0 65.0 73.7 83.6 83.8
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 42,873: 9,958 1,601 11,496 16,003 27,286 37,457 40,383: 5,416 2,489
Old : 22,544: 8,533 2,139 4,361 6,201 14,692 19,095 21,192: 3,448 1,352
Other: 20,329: 3,294 1,332 5,266 9,802 12,594 18,362 19,192: 1,967 1,137
: : :
: : Changes in Commitments from: September 27, 2005 :
: 3,211: 1,897 -859 1,717 -602 2,683 3,012 3,541: 199 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.7 26.8 37.3 63.6 87.4 94.2: 12.6 5.8
Old : 100.0: 37.9 9.5 19.3 27.5 65.2 84.7 94.0: 15.3 6.0
Other: 100.0: 16.2 6.6 25.9 48.2 62.0 90.3 94.4: 9.7 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 56 17 22 25 22 91 52:
Old : 97: 48 20 17 21 20 79 47:
Other: 59: 25 9 19 20 15 49 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 45.8 41.2 62.0 18.0 35.1 24.8 43.2
Old : 24.6 45.2 39.4 65.7 20.4 36.9 29.6 51.6
Other: 34.5 54.3 50.6 70.3 20.9 36.0 29.8 40.9
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 141,253: 23,416 28,731 12,736 94,937 91,279 131,088 132,746: 10,165 8,507
Old : 125,663: 23,610 28,902 12,211 79,983 76,062 115,803 117,175: 9,859 8,488
Other: 15,590: 172 196 158 14,954 15,217 15,285 15,571: 305 19
: : :
: : Changes in Commitments from: September 27, 2005 :
: -35: -1,463 -1,981 619 623 -934 -221 -2,297: 186 2,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 20.3 9.0 67.2 64.6 92.8 94.0: 7.2 6.0
Old : 100.0: 18.8 23.0 9.7 63.6 60.5 92.2 93.2: 7.8 6.8
Other: 100.0: 1.1 1.3 1.0 95.9 97.6 98.0 99.9: 2.0 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 49 56 30 53 39 121 111:
Old : 168: 49 60 29 53 39 121 110:
Other: 29: 4 3 4 15 13 20 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 27.3 45.9 42.4 20.4 19.2 30.6 28.2
Old : 28.1 26.5 45.3 39.6 24.8 18.6 36.7 29.4
Other: 62.1 89.3 85.8 97.3 45.3 67.5 62.7 72.3
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 614,691: 184,840 16,118 106,174 223,822 431,401 514,837 553,693: 99,854 60,998
Old : 614,691: 184,840 16,118 106,174 223,822 431,401 514,837 553,693: 99,854 60,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 23,377: -4,123 -1,265 20,261 2,411 -3,231 18,549 15,765: 4,829 7,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 2.6 17.3 36.4 70.2 83.8 90.1: 16.2 9.9
Old : 100.0: 30.1 2.6 17.3 36.4 70.2 83.8 90.1: 16.2 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 75 26 47 56 60 154 114:
Old : 174: 75 26 47 56 60 154 114:
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 24.9 21.9 41.7 11.1 20.5 18.5 34.1
Old : 12.7 24.9 21.9 41.7 11.1 20.5 18.5 34.1
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 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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 125,065: 16,804 20,092 41,388 55,715 54,998 113,908 116,478: 11,157 8,587
Old : 123,299: 16,812 20,513 40,638 54,884 53,804 112,334 114,956: 10,965 8,343
Other: 1,766: 496 83 245 832 1,193 1,574 1,522: 192 244
: : :
: : Changes in Commitments from: September 27, 2005 :
: 534: 1,097 173 306 -812 1,384 592 1,863: -58 -1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 16.1 33.1 44.5 44.0 91.1 93.1: 8.9 6.9
Old : 100.0: 13.6 16.6 33.0 44.5 43.6 91.1 93.2: 8.9 6.8
Other: 100.0: 28.1 4.7 13.9 47.1 67.6 89.1 86.2: 10.9 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 120 84 102 103 90 265 242:
Old : 330: 122 86 102 103 90 265 242:
Other: 46: 7 8 7 16 20 25 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 19.0 27.1 29.4 13.1 11.9 19.9 18.4
Old : 17.0 19.2 27.5 29.7 13.3 12.1 20.2 18.8
Other: 46.3 42.0 69.6 61.3 36.6 38.1 51.5 49.7
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 20,305: 13,958 2,689 2,409 426 13,355 16,792 18,452: 3,513 1,853
Old : 20,305: 13,958 2,689 2,409 426 13,355 16,792 18,452: 3,513 1,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 2,022: 1,255 -289 -4 -231 2,193 1,020 1,900: 1,002 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 13.2 11.9 2.1 65.8 82.7 90.9: 17.3 9.1
Old : 100.0: 68.7 13.2 11.9 2.1 65.8 82.7 90.9: 17.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 29 11 9 5 5 40 20:
Old : 51: 29 11 9 5 5 40 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 : 47.5 77.6 61.4 86.0 42.5 70.5 52.7 76.9
Old : 47.5 77.6 61.4 86.0 42.5 70.5 52.7 76.9
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 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 230,102: 22,366 17,101 59,668 103,693 123,520 185,727 200,289: 44,374 29,812
Old : 230,102: 22,366 17,101 59,668 103,693 123,520 185,727 200,289: 44,374 29,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -6,256: 806 979 581 -3,180 -3,716 -1,793 -2,156: -4,463 -4,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.4 25.9 45.1 53.7 80.7 87.0: 19.3 13.0
Old : 100.0: 9.7 7.4 25.9 45.1 53.7 80.7 87.0: 19.3 13.0
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 : 137: 39 21 42 64 68 119 118:
Old : 137: 39 21 42 64 68 119 118:
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 : 16.6 20.8 27.0 28.9 10.7 11.2 15.5 16.5
Old : 16.6 20.8 27.0 28.9 10.7 11.2 15.5 16.5
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 904,696: 53,862 77,651 390,829 383,403 392,640 828,093 861,120: 76,602 43,576
Old : 904,696: 53,862 77,651 390,829 383,403 392,640 828,093 861,120: 76,602 43,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 16,719: 4,713 -1,652 14,428 -1,564 -1,763 17,578 11,013: -859 5,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 8.6 43.2 42.4 43.4 91.5 95.2: 8.5 4.8
Old : 100.0: 6.0 8.6 43.2 42.4 43.4 91.5 95.2: 8.5 4.8
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 : 205: 58 49 74 94 87 192 171:
Old : 205: 58 49 74 94 87 192 171:
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 : 21.5 24.8 34.7 39.3 5.2 9.1 8.0 12.1
Old : 21.5 24.8 34.7 39.3 5.2 9.1 8.0 12.1
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
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 99,355: 9,681 3,244 3,065 76,616 83,198 89,362 89,507: 9,993 9,848
Old : 99,355: 9,681 3,244 3,065 76,616 83,198 89,362 89,507: 9,993 9,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -12,580: 107 -886 1,072 -15,068 -17,653 -13,889 -17,467: 1,309 4,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 3.3 3.1 77.1 83.7 89.9 90.1: 10.1 9.9
Old : 100.0: 9.7 3.3 3.1 77.1 83.7 89.9 90.1: 10.1 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 : 36: 5 1 5 25 26 31 31:
Old : 36: 5 1 5 25 26 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 : 49.5 34.7 63.2 58.0 46.2 31.8 55.6 52.7
Old : 49.5 34.7 63.2 58.0 46.2 31.8 55.6 52.7
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
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 65,172: 2 23,682 1,515 57,431 35,876 58,948 61,073: 6,224 4,099
Old : 65,172: 2 23,682 1,515 57,431 35,876 58,948 61,073: 6,224 4,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -3,508: -186 5,082 -1,160 -4,030 -8,366 -5,376 -4,444: 1,868 936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 36.3 2.3 88.1 55.0 90.4 93.7: 9.6 6.3
Old : 100.0: 0.0 36.3 2.3 88.1 55.0 90.4 93.7: 9.6 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 : 25: 1 4 3 17 16 20 21:
Old : 25: 1 4 3 17 16 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 : 44.0 55.7 66.7 71.9 38.6 51.9 56.5 64.8
Old : 44.0 55.7 66.7 71.9 38.6 51.9 56.5 64.8
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 67,331: 25,185 12,984 2,436 32,289 45,456 59,910 60,876: 7,421 6,455
Old : 67,331: 25,185 12,984 2,436 32,289 45,456 59,910 60,876: 7,421 6,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 889: 6,171 -935 -306 -7,009 2,766 -1,144 1,525: 2,033 -636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 19.3 3.6 48.0 67.5 89.0 90.4: 11.0 9.6
Old : 100.0: 37.4 19.3 3.6 48.0 67.5 89.0 90.4: 11.0 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 : 26: 3 5 3 15 16 20 22:
Old : 26: 3 5 3 15 16 20 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 : 58.0 42.1 75.5 59.8 50.1 40.9 61.0 55.2
Old : 58.0 42.1 75.5 59.8 50.1 40.9 61.0 55.2
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 62,290: 0 4,579 665 59,302 47,579 59,967 52,823: 2,323 9,467
Old : 62,290: 0 4,579 665 59,302 47,579 59,967 52,823: 2,323 9,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -2,508: 0 -1,812 148 -1,893 -3,940 -1,745 -5,604: -763 3,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.4 1.1 95.2 76.4 96.3 84.8: 3.7 15.2
Old : 100.0: 0.0 7.4 1.1 95.2 76.4 96.3 84.8: 3.7 15.2
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 : 21: 0 1 1 15 17 16 18:
Old : 21: 0 1 1 15 17 16 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 : 65.6 38.6 81.9 64.4 60.1 37.5 69.6 55.7
Old : 65.6 38.6 81.9 64.4 60.1 37.5 69.6 55.7
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 62,246: 0 11,555 375 53,549 43,386 53,924 55,316: 8,322 6,930
Old : 62,246: 0 11,555 375 53,549 43,386 53,924 55,316: 8,322 6,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -3,955: 0 130 -659 -6,966 -5,000 -7,625 -5,529: 3,670 1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.6 0.6 86.0 69.7 86.6 88.9: 13.4 11.1
Old : 100.0: 0.0 18.6 0.6 86.0 69.7 86.6 88.9: 13.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 19 13 21 15:
Old : 24: 0 2 2 19 13 21 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 : 34.1 52.2 57.8 78.5 27.7 41.9 42.5 58.1
Old : 34.1 52.2 57.8 78.5 27.7 41.9 42.5 58.1
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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 42,475: 0 1,053 462 35,439 36,886 35,901 38,401: 6,574 4,074
Old : 42,475: 0 1,053 462 35,439 36,886 35,901 38,401: 6,574 4,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 11: 0 -2,038 300 1,191 1,074 1,491 -664: -1,480 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 1.1 83.4 86.8 84.5 90.4: 15.5 9.6
Old : 100.0: 0.0 2.5 1.1 83.4 86.8 84.5 90.4: 15.5 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 : 20: 0 1 1 13 12 14 13:
Old : 20: 0 1 1 13 12 14 13:
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 69.1 77.7 85.1 60.0 68.8 72.4 80.9
Old : 61.3 69.1 77.7 85.1 60.0 68.8 72.4 80.9
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 54,212: 9,473 1,208 2,666 34,410 43,584 46,549 47,458: 7,663 6,754
Old : 54,212: 9,473 1,208 2,666 34,410 43,584 46,549 47,458: 7,663 6,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -13,602: -8,227 1,208 166 -6,976 -15,268 -15,037 -13,894: 1,435 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 2.2 4.9 63.5 80.4 85.9 87.5: 14.1 12.5
Old : 100.0: 17.5 2.2 4.9 63.5 80.4 85.9 87.5: 14.1 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 : 24: 3 1 3 14 19 17 23:
Old : 24: 3 1 3 14 19 17 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 : 57.2 41.6 74.3 61.0 35.7 29.3 47.4 39.7
Old : 57.2 41.6 74.3 61.0 35.7 29.3 47.4 39.7
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
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
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, October 4, 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 : 1,262,871: 351,575 75,421 205,540 688,666 969,240 1,245,781 1,250,201: 17,090 12,670
Old : 1,262,871: 351,575 75,421 205,540 688,666 969,240 1,245,781 1,250,201: 17,090 12,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -67,320: -4,797 -1,398 -27,114 -33,231 -37,139 -65,142 -65,651: -2,178 -1,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 6.0 16.3 54.5 76.7 98.6 99.0: 1.4 1.0
Old : 100.0: 27.8 6.0 16.3 54.5 76.7 98.6 99.0: 1.4 1.0
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 : 131: 26 12 29 86 81 120 114:
Old : 131: 26 12 29 86 81 120 114:
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 25.7 39.6 42.2 19.5 18.8 28.5 30.4
Old : 25.6 25.7 39.6 42.2 19.5 18.8 28.5 30.4
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 213,701: 67,360 47,282 48,684 94,432 116,208 210,476 212,174: 3,225 1,527
Old : 213,701: 67,360 47,282 48,684 94,432 116,208 210,476 212,174: 3,225 1,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -86,174: -5,110 -12,574 -60,948 -16,735 -11,343 -82,793 -84,865: -3,381 -1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 22.1 22.8 44.2 54.4 98.5 99.3: 1.5 0.7
Old : 100.0: 31.5 22.1 22.8 44.2 54.4 98.5 99.3: 1.5 0.7
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 : 47: 11 8 15 27 26 44 43:
Old : 47: 11 8 15 27 26 44 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 50.3 53.8 66.9 29.7 32.0 40.1 44.0
Old : 32.2 50.3 53.8 66.9 29.7 32.0 40.1 44.0
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 85,280: 26,650 7,384 14,668 43,774 63,109 85,092 85,160: 188 120
Old : 85,280: 26,650 7,384 14,668 43,774 63,109 85,092 85,160: 188 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -6,833: 1,808 391 -5,178 -2,802 -1,031 -6,172 -5,819: -661 -1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 8.7 17.2 51.3 74.0 99.8 99.9: 0.2 0.1
Old : 100.0: 31.3 8.7 17.2 51.3 74.0 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 6 9 38 40 48 49:
Old : 50: 4 6 9 38 40 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 40.9 69.4 59.4 42.4 36.4 49.1 46.7
Old : 54.1 40.9 69.4 59.4 42.4 36.4 49.1 46.7
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 26,220: 4,163 4,928 1,802 20,255 18,981 26,220 25,711: 0 509
Old : 26,220: 4,163 4,928 1,802 20,255 18,981 26,220 25,711: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,255: 1,182 -168 -759 -1,657 -328 -1,234 -1,255: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 18.8 6.9 77.3 72.4 100.0 98.1: 0.0 1.9
Old : 100.0: 15.9 18.8 6.9 77.3 72.4 100.0 98.1: 0.0 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 : 35: 4 3 5 21 21 28 26:
Old : 35: 4 3 5 21 21 28 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 : 57.9 55.9 75.0 76.3 54.6 52.5 70.2 66.7
Old : 57.9 55.9 75.0 76.3 54.6 52.5 70.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,348: 684 2,648 2,450 5,706 3,742 8,840 8,840: 508 508
Old : 9,348: 684 2,648 2,450 5,706 3,742 8,840 8,840: 508 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,474: -378 -693 -126 -970 -655 -1,474 -1,474: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 28.3 26.2 61.0 40.0 94.6 94.6: 5.4 5.4
Old : 100.0: 7.3 28.3 26.2 61.0 40.0 94.6 94.6: 5.4 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 : 24: 4 2 3 14 10 19 14:
Old : 24: 4 2 3 14 10 19 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 : 37.7 54.5 61.6 81.8 24.8 45.1 43.6 56.3
Old : 37.7 54.5 61.6 81.8 24.8 45.1 43.6 56.3
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 16,602: 3,472 3,540 1,680 10,930 10,912 16,082 16,132: 520 470
Old : 16,602: 3,472 3,540 1,680 10,930 10,912 16,082 16,132: 520 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,340: -380 -140 -220 -800 -1,170 -1,400 -1,530: 60 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 21.3 10.1 65.8 65.7 96.9 97.2: 3.1 2.8
Old : 100.0: 20.9 21.3 10.1 65.8 65.7 96.9 97.2: 3.1 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 : 29: 4 3 7 18 18 25 25:
Old : 29: 4 3 7 18 18 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 : 46.4 54.7 69.6 77.2 41.7 47.1 55.0 63.1
Old : 46.4 54.7 69.6 77.2 41.7 47.1 55.0 63.1
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 24,216: 11,330 120 1,560 10,378 22,344 23,268 24,024: 948 192
Old : 24,216: 11,330 120 1,560 10,378 22,344 23,268 24,024: 948 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -140: -230 -120 -190 -30 170 -450 -140: 310 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 0.5 6.4 42.9 92.3 96.1 99.2: 3.9 0.8
Old : 100.0: 46.8 0.5 6.4 42.9 92.3 96.1 99.2: 3.9 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 : 29: 2 1 3 20 24 23 27:
Old : 29: 2 1 3 20 24 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 54.6 79.9 76.5 60.0 51.2 70.3 68.7
Old : 68.3 54.6 79.9 76.5 60.0 51.2 70.3 68.7
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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 8,600: 1,960 120 820 5,816 7,380 8,596 8,320: 4 280
Old : 8,600: 1,960 120 820 5,816 7,380 8,596 8,320: 4 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -74: -160 0 0 90 -114 -70 -114: -4 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 1.4 9.5 67.6 85.8 100.0 96.7: 0.0 3.3
Old : 100.0: 22.8 1.4 9.5 67.6 85.8 100.0 96.7: 0.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 13 9 15 12:
Old : 20: 2 1 2 13 9 15 12:
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 : 67.9 72.9 91.2 90.8 56.0 71.9 73.8 75.4
Old : 67.9 72.9 91.2 90.8 56.0 71.9 73.8 75.4
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 1,536,151: 117,975 89,173 490,267 856,427 873,444 1,464,669 1,452,884: 71,482 83,267
Old : 1,536,151: 117,975 89,173 490,267 856,427 873,444 1,464,669 1,452,884: 71,482 83,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 44,119: 6,028 4,158 31,641 2,185 5,007 39,854 40,806: 4,265 3,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 5.8 31.9 55.8 56.9 95.3 94.6: 4.7 5.4
Old : 100.0: 7.7 5.8 31.9 55.8 56.9 95.3 94.6: 4.7 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 : 287: 94 94 126 81 87 235 255:
Old : 287: 94 94 126 81 87 235 255:
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 : 21.8 18.4 32.2 28.8 9.5 6.5 13.6 10.2
Old : 21.8 18.4 32.2 28.8 9.5 6.5 13.6 10.2
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 13,206: 8,912 3,896 117 1,373 8,718 10,402 12,731: 2,804 475
Old : 13,206: 8,912 3,896 117 1,373 8,718 10,402 12,731: 2,804 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -12: -42 -142 -19 -29 212 -90 51: 78 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 29.5 0.9 10.4 66.0 78.8 96.4: 21.2 3.6
Old : 100.0: 67.5 29.5 0.9 10.4 66.0 78.8 96.4: 21.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 62 10 3 9 26 72 39:
Old : 108: 62 10 3 9 26 72 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 34.8 32.9 54.3 21.7 34.8 32.9 54.3
Old : 21.7 34.8 32.9 54.3 21.7 34.8 32.9 54.3
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 13,072: 10,058 469 0 522 11,234 10,580 11,703: 2,492 1,369
Old : 13,072: 10,058 469 0 522 11,234 10,580 11,703: 2,492 1,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 187: 522 -137 -22 62 672 562 513: -375 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 3.6 0.0 4.0 85.9 80.9 89.5: 19.1 10.5
Old : 100.0: 76.9 3.6 0.0 4.0 85.9 80.9 89.5: 19.1 10.5
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 : 55: 27 4 0 11 22 38 26:
Old : 55: 27 4 0 11 22 38 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 : 39.8 45.8 55.9 68.9 39.8 45.0 55.9 68.0
Old : 39.8 45.8 55.9 68.9 39.8 45.0 55.9 68.0
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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 : 164,547: 23,800 4,303 29,794 95,160 119,489 148,754 153,586: 15,793 10,961
Old : 164,547: 23,800 4,303 29,794 95,160 119,489 148,754 153,586: 15,793 10,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -10,114: 170 -764 -1,543 -7,058 -7,075 -8,431 -9,381: -1,682 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 2.6 18.1 57.8 72.6 90.4 93.3: 9.6 6.7
Old : 100.0: 14.5 2.6 18.1 57.8 72.6 90.4 93.3: 9.6 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 : 143: 39 17 37 65 80 120 120:
Old : 143: 39 17 37 65 80 120 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 20.6 39.9 34.1 15.9 15.1 25.8 23.7
Old : 24.5 20.6 39.9 34.1 15.9 15.1 25.8 23.7
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
Updated October 14, 2005