WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 327,415: 52,999 64,438 65,090 181,061 152,688 299,151 282,216: 28,264 45,199
Old : 284,355: 52,361 70,115 46,197 160,045 136,417 258,603 252,728: 25,752 31,627
Other: 43,060: 16,239 9,924 3,293 21,016 16,271 40,548 29,488: 2,512 13,572
: : :
: : Changes in Commitments from: October 11, 2005 :
: -9,035: 689 407 -4,967 -1,780 -3,948 -6,058 -8,508: -2,977 -527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 19.7 19.9 55.3 46.6 91.4 86.2: 8.6 13.8
Old : 100.0: 18.4 24.7 16.2 56.3 48.0 90.9 88.9: 9.1 11.1
Other: 100.0: 37.7 23.0 7.6 48.8 37.8 94.2 68.5: 5.8 31.5
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 84 102 102 54 69 206 220:
Old : 276: 81 112 90 53 64 194 209:
Other: 137: 53 24 25 17 57 77 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 : 27.2 27.9 41.5 34.3 27.2 21.2 39.0 25.8
Old : 30.6 31.7 44.0 38.7 30.6 28.7 44.0 34.3
Other: 43.9 17.4 58.2 24.8 42.9 17.2 57.2 24.1
WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 336,450: 52,310 64,031 70,057 182,842 156,636 305,209 290,724: 31,241 45,726
Old : 295,288: 51,456 69,358 51,006 164,212 141,866 266,674 262,230: 28,614 33,058
Other: 41,161: 16,846 10,665 3,059 18,630 14,770 38,535 28,494: 2,626 12,667
: : :
: : Changes in Commitments from: October 4, 2005 :
: -2,567: -5,041 -5,667 1,223 -283 920 -4,101 -3,523: 1,534 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 19.0 20.8 54.3 46.6 90.7 86.4: 9.3 13.6
Old : 100.0: 17.4 23.5 17.3 55.6 48.0 90.3 88.8: 9.7 11.2
Other: 100.0: 40.9 25.9 7.4 45.3 35.9 93.6 69.2: 6.4 30.8
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 82 111 110 52 69 214 228:
Old : 284: 74 126 99 51 64 202 217:
Other: 146: 62 24 27 18 57 82 106:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 28.7 40.9 35.0 26.6 21.9 38.3 26.8
Old : 29.9 32.5 43.2 39.5 29.9 29.0 43.1 34.9
Other: 41.3 18.9 55.3 26.9 40.5 18.7 54.6 26.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 996,908: 140,523 155,599 180,517 509,261 430,971 830,301 767,086: 166,607 229,822
Old : 939,382: 126,620 162,780 163,755 491,129 401,424 781,504 727,959: 157,879 211,423
Other: 57,526: 23,595 2,509 7,070 18,132 29,548 48,797 39,127: 8,729 18,398
: : :
: : Changes in Commitments from: October 11, 2005 :
: 32,354: 4,309 -6,340 9,245 10,404 26,176 23,958 29,082: 8,396 3,272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 15.6 18.1 51.1 43.2 83.3 76.9: 16.7 23.1
Old : 100.0: 13.5 17.3 17.4 52.3 42.7 83.2 77.5: 16.8 22.5
Other: 100.0: 41.0 4.4 12.3 31.5 51.4 84.8 68.0: 15.2 32.0
: : :
:# Traders : Number of Traders in Each Category :
All : 581: 167 140 168 220 217 461 461:
Old : 578: 154 154 160 219 215 453 456:
Other: 235: 58 29 26 44 126 114 169:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.1 28.3 21.8 16.4 13.1 24.7 16.5
Old : 20.8 16.7 29.8 21.6 17.1 12.5 26.0 16.2
Other: 18.2 27.5 31.1 35.2 17.7 26.8 28.1 32.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 964,554: 136,214 161,938 171,271 498,857 404,795 806,343 738,005: 158,211 226,549
Old : 911,677: 123,580 169,022 155,422 482,940 377,463 761,943 701,908: 149,734 209,769
Other: 52,877: 22,473 2,754 6,011 15,917 27,332 44,400 36,097: 8,477 16,780
: : :
: : Changes in Commitments from: October 4, 2005 :
: 20,377: -1,177 6,750 2,837 18,237 8,766 19,897 18,353: 480 2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 16.8 17.8 51.7 42.0 83.6 76.5: 16.4 23.5
Old : 100.0: 13.6 18.5 17.0 53.0 41.4 83.6 77.0: 16.4 23.0
Other: 100.0: 42.5 5.2 11.4 30.1 51.7 84.0 68.3: 16.0 31.7
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 154 139 163 222 221 458 457:
Old : 576: 144 151 156 221 219 451 452:
Other: 236: 54 29 26 45 127 112 170:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 16.8 28.2 21.5 16.8 13.9 25.4 17.8
Old : 20.3 16.3 29.6 21.2 17.6 13.3 26.7 17.3
Other: 18.5 29.0 31.2 35.8 17.9 27.5 28.9 33.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 7,978: 3,472 176 547 1,406 5,915 5,424 6,638: 2,554 1,340
Old : 7,969: 3,472 176 546 1,403 5,914 5,420 6,636: 2,549 1,333
Other: 9: 0 0 1 3 1 4 2: 5 7
: : :
: : Changes in Commitments from: October 11, 2005 :
: 166: 268 68 -25 -215 90 27 132: 139 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 2.2 6.9 17.6 74.1 68.0 83.2: 32.0 16.8
Old : 100.0: 43.6 2.2 6.8 17.6 74.2 68.0 83.3: 32.0 16.7
Other: 100.0: 0.0 0.0 11.1 33.3 11.1 44.4 22.2: 55.6 77.8
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 12 8 6 9 16 27 24:
Old : 39: 12 8 6 9 16 27 24:
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 : 31.1 46.6 44.4 62.2 29.7 40.2 41.9 53.6
Old : 31.1 46.6 44.5 62.3 29.7 40.3 41.9 53.7
Other: 44.4 22.2 44.4 22.2 22.2 0.0 22.2 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 7,812: 3,204 108 572 1,621 5,825 5,397 6,506: 2,415 1,306
Old : 7,805: 3,204 108 572 1,618 5,824 5,394 6,505: 2,411 1,300
Other: 7: 0 0 0 3 1 3 1: 4 6
: : :
: : Changes in Commitments from: October 4, 2005 :
: 288: 455 -125 -38 7 459 424 296: -135 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 1.4 7.3 20.7 74.6 69.1 83.3: 30.9 16.7
Old : 100.0: 41.1 1.4 7.3 20.7 74.6 69.1 83.3: 30.9 16.7
Other: 100.0: 0.0 0.0 0.0 42.9 14.3 42.9 14.3: 57.1 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 14 6 5 9 16 27 23:
Old : 39: 14 6 5 9 16 27 23:
Other: 2: 0 0 0 2 1 2 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 : 32.4 44.4 44.0 61.8 29.7 37.3 39.9 52.1
Old : 32.4 44.4 44.0 61.8 29.7 37.3 40.0 52.2
Other: 42.9 14.3 42.9 14.3 28.6 0.0 28.6 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 389,631: 55,015 43,164 86,413 186,441 162,185 327,869 291,763: 61,761 97,868
Old : 376,009: 55,253 44,750 80,146 180,462 158,064 315,862 282,960: 60,147 93,049
Other: 13,622: 5,455 4,107 575 5,978 4,121 12,008 8,803: 1,614 4,819
: : :
: : Changes in Commitments from: October 11, 2005 :
: -1,376: 3,295 -5,618 146 -111 15,484 3,330 10,012: -4,706 -11,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 11.1 22.2 47.9 41.6 84.1 74.9: 15.9 25.1
Old : 100.0: 14.7 11.9 21.3 48.0 42.0 84.0 75.3: 16.0 24.7
Other: 100.0: 40.0 30.1 4.2 43.9 30.3 88.1 64.6: 11.9 35.4
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 99 114 142 114 127 293 314:
Old : 368: 105 114 134 114 127 291 308:
Other: 105: 15 25 5 22 50 40 77:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.7 18.6 25.4 25.9 13.7 10.9 20.3 14.1
Old : 16.3 19.1 25.9 26.5 14.6 11.3 21.4 14.5
Other: 45.6 26.4 63.5 39.5 43.8 26.3 59.5 37.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 391,007: 51,721 48,782 86,268 186,552 146,701 324,540 281,751: 66,467 109,256
Old : 378,609: 51,584 50,489 80,462 181,696 142,463 313,742 273,413: 64,867 105,196
Other: 12,398: 5,618 3,774 325 4,855 4,238 10,798 8,338: 1,600 4,060
: : :
: : Changes in Commitments from: October 4, 2005 :
: 28,653: -204 -2,254 10,212 12,221 10,435 22,229 18,393: 6,423 10,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.5 22.1 47.7 37.5 83.0 72.1: 17.0 27.9
Old : 100.0: 13.6 13.3 21.3 48.0 37.6 82.9 72.2: 17.1 27.8
Other: 100.0: 45.3 30.4 2.6 39.2 34.2 87.1 67.3: 12.9 32.7
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 89 125 138 113 117 287 305:
Old : 358: 94 125 131 113 117 285 299:
Other: 96: 17 20 7 19 45 40 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 16.1 25.2 22.7 13.9 8.5 20.1 11.9
Old : 16.0 16.4 25.7 23.1 14.7 8.6 21.1 12.1
Other: 47.0 25.7 63.2 40.1 46.4 25.2 58.8 38.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 201,060: 32,542 8,643 43,827 94,524 133,244 170,892 185,714: 30,168 15,346
Old : 193,703: 33,053 8,083 40,944 91,368 130,631 165,364 179,658: 28,339 14,045
Other: 7,357: 2,339 3,410 33 3,156 2,613 5,528 6,056: 1,829 1,301
: : :
: : Changes in Commitments from: October 11, 2005 :
: 9,679: 2,496 -282 3,850 2,861 5,579 9,207 9,147: 471 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 4.3 21.8 47.0 66.3 85.0 92.4: 15.0 7.6
Old : 100.0: 17.1 4.2 21.1 47.2 67.4 85.4 92.7: 14.6 7.3
Other: 100.0: 31.8 46.4 0.4 42.9 35.5 75.1 82.3: 24.9 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 58 21 39 58 56 135 106:
Old : 156: 65 19 36 58 55 135 102:
Other: 36: 4 14 3 12 11 19 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 33.2 30.3 48.1 17.4 26.2 24.2 36.2
Old : 19.7 33.9 30.7 49.3 18.1 26.7 25.1 38.2
Other: 59.0 34.6 72.4 52.8 58.3 29.6 65.0 45.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 191,382: 30,045 8,925 39,977 91,663 127,666 161,685 176,567: 29,696 14,814
Old : 184,950: 30,495 8,474 37,251 89,188 125,608 156,934 171,332: 28,015 13,617
Other: 6,432: 2,244 3,145 32 2,475 2,058 4,751 5,235: 1,681 1,197
: : :
: : Changes in Commitments from: October 4, 2005 :
: 15,973: 2,566 -2,530 8,542 1,954 11,032 13,063 17,045: 2,910 -1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 4.7 20.9 47.9 66.7 84.5 92.3: 15.5 7.7
Old : 100.0: 16.5 4.6 20.1 48.2 67.9 84.9 92.6: 15.1 7.4
Other: 100.0: 34.9 48.9 0.5 38.5 32.0 73.9 81.4: 26.1 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 45 26 39 56 55 126 106:
Old : 150: 52 25 36 56 54 126 102:
Other: 33: 4 11 2 12 10 18 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 33.1 30.9 47.4 18.1 25.2 25.1 35.6
Old : 20.3 33.9 31.2 48.7 18.8 26.3 26.0 37.5
Other: 55.6 35.1 70.9 53.4 54.8 29.7 62.3 45.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 769,155: 86,660 95,566 104,265 446,913 366,952 637,838 566,783: 131,317 202,371
Old : 769,155: 86,660 95,566 104,265 446,913 366,952 637,838 566,783: 131,317 202,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 52,572: 13,854 14,994 11,529 16,920 12,484 42,303 39,007: 10,269 13,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 12.4 13.6 58.1 47.7 82.9 73.7: 17.1 26.3
Old : 100.0: 11.3 12.4 13.6 58.1 47.7 82.9 73.7: 17.1 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 26 41 45 75 82 126 143:
Old : 169: 26 41 45 75 82 126 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 12.3 29.7 20.7 16.5 10.3 23.3 17.5
Old : 20.5 12.3 29.7 20.7 16.5 10.3 23.3 17.5
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, October 11, 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 : 716,583: 72,806 80,572 92,736 429,993 354,468 595,535 527,776: 121,047 188,806
Old : 716,583: 72,806 80,572 92,736 429,993 354,468 595,535 527,776: 121,047 188,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -10,976: -16,765 -149 4,517 14,699 -11,513 2,451 -7,145: -13,427 -3,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 11.2 12.9 60.0 49.5 83.1 73.7: 16.9 26.3
Old : 100.0: 10.2 11.2 12.9 60.0 49.5 83.1 73.7: 16.9 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 35 29 44 76 80 126 138:
Old : 164: 35 29 44 76 80 126 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 13.0 30.4 21.9 18.0 10.7 24.5 17.6
Old : 21.1 13.0 30.4 21.9 18.0 10.7 24.5 17.6
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 18, 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 : 152,009: 17,359 19,007 24,782 79,084 82,635 121,224 126,424: 30,784 25,585
Old : 147,033: 18,080 19,272 22,652 76,058 80,160 116,790 122,084: 30,242 24,949
Other: 4,976: 411 868 997 3,026 2,475 4,434 4,340: 542 636
: : :
: : Changes in Commitments from: October 11, 2005 :
: -865: 1,677 -1,078 -1,294 -1,081 106 -698 -2,267: -167 1,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 12.5 16.3 52.0 54.4 79.7 83.2: 20.3 16.8
Old : 100.0: 12.3 13.1 15.4 51.7 54.5 79.4 83.0: 20.6 17.0
Other: 100.0: 8.3 17.4 20.0 60.8 49.7 89.1 87.2: 10.9 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 30 41 40 53 53 106 120:
Old : 143: 32 43 40 53 52 106 119:
Other: 36: 6 12 11 15 10 28 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 28.1 35.7 38.7 18.5 21.3 24.1 26.8
Old : 25.8 28.7 35.3 39.4 18.7 21.8 24.5 27.4
Other: 48.1 41.2 67.1 63.9 36.8 29.4 46.4 40.1
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 152,874: 15,682 20,086 26,075 80,165 82,530 121,922 128,691: 30,952 24,183
Old : 148,312: 16,513 20,303 24,049 77,447 80,456 118,009 124,807: 30,303 23,505
Other: 4,562: 380 995 815 2,718 2,074 3,913 3,884: 649 678
: : :
: : Changes in Commitments from: October 4, 2005 :
: 6,120: -1,480 744 1,203 3,716 3,471 3,438 5,418: 2,682 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 13.1 17.1 52.4 54.0 79.8 84.2: 20.2 15.8
Old : 100.0: 11.1 13.7 16.2 52.2 54.2 79.6 84.2: 20.4 15.8
Other: 100.0: 8.3 21.8 17.9 59.6 45.5 85.8 85.1: 14.2 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 24 45 40 58 53 109 122:
Old : 147: 27 45 40 58 52 109 121:
Other: 33: 3 14 8 14 8 23 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 27.0 34.7 37.8 18.0 22.9 24.7 28.2
Old : 24.1 27.5 34.3 38.6 18.2 23.5 25.2 28.9
Other: 54.0 41.1 74.3 66.7 44.6 36.4 52.2 48.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 8,088: 2,573 796 1,276 2,420 4,897 6,269 6,968: 1,819 1,119
Old : 8,080: 2,573 794 1,276 2,420 4,897 6,269 6,966: 1,811 1,113
Other: 8: 0 2 0 0 0 0 2: 8 6
: : :
: : Changes in Commitments from: October 11, 2005 :
: 58: -126 -205 -22 66 266 -81 39: 139 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 9.8 15.8 29.9 60.5 77.5 86.2: 22.5 13.8
Old : 100.0: 31.8 9.8 15.8 30.0 60.6 77.6 86.2: 22.4 13.8
Other: 100.0: 0.0 25.0 0.0 0.0 0.0 0.0 25.0: 100.0 75.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 18 6 12 17 18 39 32:
Old : 49: 18 6 12 17 18 39 32:
Other: 1: 0 1 0 0 0 0 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 : 27.3 41.8 42.8 58.8 27.2 33.0 37.9 46.7
Old : 27.3 41.8 42.8 58.9 27.3 33.0 37.9 46.8
Other: 0.0 25.0 0.0 25.0 0.0 25.0 0.0 25.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 8,030: 2,699 1,000 1,298 2,354 4,631 6,350 6,929: 1,680 1,101
Old : 8,026: 2,699 999 1,298 2,354 4,631 6,350 6,928: 1,676 1,098
Other: 4: 0 1 0 0 0 0 1: 4 3
: : :
: : Changes in Commitments from: October 4, 2005 :
: 284: -204 -83 -1 296 479 91 395: 193 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 12.5 16.2 29.3 57.7 79.1 86.3: 20.9 13.7
Old : 100.0: 33.6 12.4 16.2 29.3 57.7 79.1 86.3: 20.9 13.7
Other: 100.0: 0.0 25.0 0.0 0.0 0.0 0.0 25.0: 100.0 75.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 18 9 12 17 18 40 34:
Old : 52: 18 9 12 17 18 40 34:
Other: 1: 0 1 0 0 0 0 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 : 28.8 38.5 43.7 54.6 28.8 30.3 39.6 45.1
Old : 28.8 38.6 43.7 54.7 28.8 30.3 39.6 45.1
Other: 0.0 25.0 0.0 25.0 0.0 25.0 0.0 25.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 355,201: 93,564 86,377 2,052 189,395 167,329 285,011 255,758: 70,189 99,443
Old : 355,201: 93,564 86,377 2,052 189,395 167,329 285,011 255,758: 70,189 99,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 7,591: 760 5,683 -6 580 2,726 1,334 8,403: 6,257 -812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 24.3 0.6 53.3 47.1 80.2 72.0: 19.8 28.0
Old : 100.0: 26.3 24.3 0.6 53.3 47.1 80.2 72.0: 19.8 28.0
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 : 113: 21 24 4 44 48 66 75:
Old : 113: 21 24 4 44 48 66 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 16.6 42.8 25.2 30.4 15.5 42.8 23.7
Old : 30.4 16.6 42.8 25.2 30.4 15.5 42.8 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 347,610: 92,804 80,694 2,058 188,816 164,603 283,678 247,355: 63,932 100,255
Old : 347,610: 92,804 80,694 2,058 188,816 164,603 283,678 247,355: 63,932 100,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 12,367: 9,233 15,237 735 2,439 1,183 12,407 17,155: -39 -4,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 23.2 0.6 54.3 47.4 81.6 71.2: 18.4 28.8
Old : 100.0: 26.7 23.2 0.6 54.3 47.4 81.6 71.2: 18.4 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 19 22 4 46 48 66 73:
Old : 110: 19 22 4 46 48 66 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 15.9 42.4 25.1 30.8 14.8 41.9 23.9
Old : 30.8 15.9 42.4 25.1 30.8 14.8 41.9 23.9
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 18, 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 : 2,248,051: 333,977 378,274 305,008 1,350,952 1,129,282 1,989,937 1,812,563: 258,114 435,487
Old : 2,248,051: 333,977 378,274 305,008 1,350,952 1,129,282 1,989,937 1,812,563: 258,114 435,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 147,510: -17,044 -14,735 52,513 82,045 72,533 117,514 110,311: 29,995 37,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 16.8 13.6 60.1 50.2 88.5 80.6: 11.5 19.4
Old : 100.0: 14.9 16.8 13.6 60.1 50.2 88.5 80.6: 11.5 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 : 288: 71 64 90 121 127 230 243:
Old : 288: 71 64 90 121 127 230 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 20.2 35.6 26.7 22.8 19.6 30.9 24.4
Old : 25.5 20.2 35.6 26.7 22.8 19.6 30.9 24.4
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 11, 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 : 2,100,541: 351,021 393,009 252,495 1,268,906 1,056,749 1,872,422 1,702,252: 228,119 398,289
Old : 2,100,541: 351,021 393,009 252,495 1,268,906 1,056,749 1,872,422 1,702,252: 228,119 398,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -12,711: 8,602 -269 15,864 -12,991 -311 11,474 15,283: -24,185 -27,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 18.7 12.0 60.4 50.3 89.1 81.0: 10.9 19.0
Old : 100.0: 16.7 18.7 12.0 60.4 50.3 89.1 81.0: 10.9 19.0
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 : 268: 58 68 79 109 121 203 232:
Old : 268: 58 68 79 109 121 203 232:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 21.7 41.8 28.6 26.8 21.2 38.2 26.2
Old : 29.7 21.7 41.8 28.6 26.8 21.2 38.2 26.2
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 18, 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 : 1,663,632: 191,420 415,871 216,616 1,101,297 718,562 1,509,333 1,351,050: 154,298 312,582
Old : 1,663,632: 191,420 415,871 216,616 1,101,297 718,562 1,509,333 1,351,050: 154,298 312,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 72,678: 11,444 19,718 16,984 31,466 17,726 59,894 54,428: 12,784 18,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 25.0 13.0 66.2 43.2 90.7 81.2: 9.3 18.8
Old : 100.0: 11.5 25.0 13.0 66.2 43.2 90.7 81.2: 9.3 18.8
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 : 191: 38 53 46 78 81 142 154:
Old : 191: 38 53 46 78 81 142 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 20.6 40.8 30.8 26.7 20.2 35.6 28.6
Old : 30.3 20.6 40.8 30.8 26.7 20.2 35.6 28.6
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 11, 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 : 1,590,953: 179,976 396,153 199,632 1,069,831 700,836 1,449,439 1,296,622: 141,514 294,332
Old : 1,590,953: 179,976 396,153 199,632 1,069,831 700,836 1,449,439 1,296,622: 141,514 294,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 94,275: 9,571 60,727 38 99,949 30,242 109,557 91,007: -15,282 3,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 24.9 12.5 67.2 44.1 91.1 81.5: 8.9 18.5
Old : 100.0: 11.3 24.9 12.5 67.2 44.1 91.1 81.5: 8.9 18.5
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 : 193: 42 46 42 81 86 141 156:
Old : 193: 42 46 42 81 86 141 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 21.2 41.5 31.0 26.9 20.7 36.1 29.3
Old : 30.9 21.2 41.5 31.0 26.9 20.7 36.1 29.3
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 18, 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 : 681,001: 148,761 118,003 264,842 219,790 257,055 633,393 639,900: 47,608 41,101
Old : 681,001: 148,761 118,003 264,842 219,790 257,055 633,393 639,900: 47,608 41,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 60,730: 25,369 9,717 24,433 13,519 17,997 63,322 52,147: -2,592 8,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 17.3 38.9 32.3 37.7 93.0 94.0: 7.0 6.0
Old : 100.0: 21.8 17.3 38.9 32.3 37.7 93.0 94.0: 7.0 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 : 146: 45 28 40 62 61 124 112:
Old : 146: 45 28 40 62 61 124 112:
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 : 27.9 33.1 42.0 46.3 16.1 17.3 21.4 23.5
Old : 27.9 33.1 42.0 46.3 16.1 17.3 21.4 23.5
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 11, 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 : 620,271: 123,392 108,286 240,409 206,271 239,059 570,072 587,753: 50,199 32,518
Old : 620,271: 123,392 108,286 240,409 206,271 239,059 570,072 587,753: 50,199 32,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 46,616: 12,920 22,242 16,813 13,966 11,798 43,698 50,853: 2,918 -4,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 17.5 38.8 33.3 38.5 91.9 94.8: 8.1 5.2
Old : 100.0: 19.9 17.5 38.8 33.3 38.5 91.9 94.8: 8.1 5.2
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 : 142: 40 31 39 59 58 119 108:
Old : 142: 40 31 39 59 58 119 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 34.2 41.1 46.6 15.6 17.1 21.2 23.0
Old : 27.6 34.2 41.1 46.6 15.6 17.1 21.2 23.0
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 18, 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 : 38,273: 5,899 7,339 820 23,816 18,179 30,535 26,337: 7,738 11,936
Old : 38,273: 5,899 7,339 820 23,816 18,179 30,535 26,337: 7,738 11,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,480: 1,830 1,141 47 276 -293 2,154 895: -674 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 19.2 2.1 62.2 47.5 79.8 68.8: 20.2 31.2
Old : 100.0: 15.4 19.2 2.1 62.2 47.5 79.8 68.8: 20.2 31.2
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: 12 15 6 20 12 37 28:
Old : 55: 12 15 6 20 12 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 : 43.9 36.4 56.9 47.7 43.7 35.9 56.6 47.0
Old : 43.9 36.4 56.9 47.7 43.7 35.9 56.6 47.0
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 11, 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 : 36,793: 4,068 6,198 773 23,540 18,472 28,381 25,443: 8,412 11,351
Old : 36,793: 4,068 6,198 773 23,540 18,472 28,381 25,443: 8,412 11,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -300: -880 -169 -141 -113 70 -1,134 -240: 835 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 16.8 2.1 64.0 50.2 77.1 69.2: 22.9 30.8
Old : 100.0: 11.1 16.8 2.1 64.0 50.2 77.1 69.2: 22.9 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 : 48: 8 12 6 20 11 33 24:
Old : 48: 8 12 6 20 11 33 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 : 45.5 38.9 58.7 50.5 45.5 38.1 58.7 49.4
Old : 45.5 38.9 58.7 50.5 45.5 38.1 58.7 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 76,575: 26,470 34,188 6,473 24,524 24,929 57,467 65,591: 19,108 10,984
Old : 76,575: 26,470 34,188 6,473 24,524 24,929 57,467 65,591: 19,108 10,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 9,957: 871 5,125 773 8,178 2,764 9,822 8,662: 136 1,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 44.6 8.5 32.0 32.6 75.0 85.7: 25.0 14.3
Old : 100.0: 34.6 44.6 8.5 32.0 32.6 75.0 85.7: 25.0 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 31 30 19 21 15 59 57:
Old : 91: 31 30 19 21 15 59 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 39.7 46.0 50.8 32.1 39.3 42.4 49.6
Old : 33.9 39.7 46.0 50.8 32.1 39.3 42.4 49.6
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, October 11, 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 : 66,618: 25,599 29,063 5,700 16,346 22,165 47,645 56,928: 18,973 9,690
Old : 66,618: 25,599 29,063 5,700 16,346 22,165 47,645 56,928: 18,973 9,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 8,075: 2,832 -66 1,093 3,554 6,910 7,478 7,937: 597 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 43.6 8.6 24.5 33.3 71.5 85.5: 28.5 14.5
Old : 100.0: 38.4 43.6 8.6 24.5 33.3 71.5 85.5: 28.5 14.5
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 : 85: 30 23 15 22 16 58 48:
Old : 85: 30 23 15 22 16 58 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 : 27.5 43.6 37.8 53.6 27.3 43.0 34.5 52.0
Old : 27.5 43.6 37.8 53.6 27.3 43.0 34.5 52.0
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 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 34,929: 8,674 3,600 62 25,785 30,571 34,521 34,233: 408 696
Old : 34,929: 8,674 3,600 62 25,785 30,571 34,521 34,233: 408 696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,256: 0 -33 0 1,312 1,466 1,312 1,433: -56 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 10.3 0.2 73.8 87.5 98.8 98.0: 1.2 2.0
Old : 100.0: 24.8 10.3 0.2 73.8 87.5 98.8 98.0: 1.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 7 15 3 16 21 25 37:
Old : 55: 7 15 3 16 21 25 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 : 65.5 55.0 83.8 74.8 64.6 50.5 78.3 66.5
Old : 65.5 55.0 83.8 74.8 64.6 50.5 78.3 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 33,673: 8,674 3,633 62 24,473 29,105 33,209 32,800: 464 873
Old : 33,673: 8,674 3,633 62 24,473 29,105 33,209 32,800: 464 873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 183: 10 -112 0 162 152 172 40: 11 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 10.8 0.2 72.7 86.4 98.6 97.4: 1.4 2.6
Old : 100.0: 25.8 10.8 0.2 72.7 86.4 98.6 97.4: 1.4 2.6
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 : 54: 7 15 3 15 21 24 37:
Old : 54: 7 15 3 15 21 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 : 68.0 53.4 84.0 73.7 64.2 48.3 78.2 65.0
Old : 68.0 53.4 84.0 73.7 64.2 48.3 78.2 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 14,531: 278 1,713 0 14,253 12,689 14,531 14,402: 0 129
Old : 14,531: 278 1,713 0 14,253 12,689 14,531 14,402: 0 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 11.8 0.0 98.1 87.3 100.0 99.1: 0.0 0.9
Old : 100.0: 1.9 11.8 0.0 98.1 87.3 100.0 99.1: 0.0 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 : 20: 2 6 0 5 7 7 13:
Old : 20: 2 6 0 5 7 7 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 : 96.4 85.9 100.0 94.4 96.4 85.9 100.0 94.4
Old : 96.4 85.9 100.0 94.4 96.4 85.9 100.0 94.4
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 18, 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 : 22,027: 464 1,985 1,720 13,556 9,857 15,740 13,561: 6,287 8,466
Old : 22,027: 464 1,985 1,720 13,556 9,857 15,740 13,561: 6,287 8,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 794: 166 -2 -7 212 526 372 517: 422 277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 9.0 7.8 61.5 44.7 71.5 61.6: 28.5 38.4
Old : 100.0: 2.1 9.0 7.8 61.5 44.7 71.5 61.6: 28.5 38.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 4 10 18 13 28 24:
Old : 32: 7 4 10 18 13 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 28.9 57.0 44.7 41.1 26.3 54.4 38.9
Old : 41.1 28.9 57.0 44.7 41.1 26.3 54.4 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 21,233: 299 1,987 1,726 13,344 9,331 15,369 13,045: 5,864 8,189
Old : 21,233: 299 1,987 1,726 13,344 9,331 15,369 13,045: 5,864 8,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,526: -198 138 351 1,013 242 1,166 731: 359 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 9.4 8.1 62.8 43.9 72.4 61.4: 27.6 38.6
Old : 100.0: 1.4 9.4 8.1 62.8 43.9 72.4 61.4: 27.6 38.6
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 : 33: 8 4 10 19 13 30 24:
Old : 33: 8 4 10 19 13 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 29.4 57.2 45.5 41.9 26.5 55.2 39.5
Old : 41.9 29.4 57.2 45.5 41.9 26.5 55.2 39.5
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 18, 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 : 115,967: 23,928 18,401 28,845 47,582 35,118 100,355 82,364: 15,612 33,602
Old : 115,959: 23,928 18,401 28,845 47,582 35,111 100,355 82,357: 15,604 33,601
Other: 8: 0 0 0 0 7 0 7: 8 1
: : :
: : Changes in Commitments from: October 11, 2005 :
: -13,394: -2,878 -1,176 -3,324 -3,073 -2,421 -9,275 -6,922: -4,119 -6,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 15.9 24.9 41.0 30.3 86.5 71.0: 13.5 29.0
Old : 100.0: 20.6 15.9 24.9 41.0 30.3 86.5 71.0: 13.5 29.0
Other: 100.0: 0.0 0.0 0.0 0.0 87.5 0.0 87.5: 100.0 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 60 48 66 28 38 136 117:
Old : 171: 60 48 66 28 38 136 117:
Other: 1: 0 0 0 0 1 0 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 : 27.3 16.7 38.8 27.5 27.3 14.3 37.9 21.7
Old : 27.3 16.7 38.8 27.5 27.3 14.3 37.9 21.7
Other: 0.0 87.5 0.0 87.5 0.0 87.5 0.0 87.5
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 129,360: 26,806 19,577 32,170 50,655 37,540 109,630 89,286: 19,731 40,074
Old : 129,360: 26,806 19,577 32,170 50,655 37,540 109,630 89,286: 19,731 40,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 5,396: 1,115 256 2,210 1,279 210 4,604 2,675: 792 2,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 15.1 24.9 39.2 29.0 84.7 69.0: 15.3 31.0
Old : 100.0: 20.7 15.1 24.9 39.2 29.0 84.7 69.0: 15.3 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 : 172: 62 44 60 33 43 142 111:
Old : 172: 62 44 60 33 43 142 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 14.6 34.4 24.8 24.3 12.7 33.6 19.9
Old : 24.3 14.6 34.4 24.8 24.3 12.7 33.6 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 1,491: 679 487 79 166 128 924 694: 567 797
Old : 1,491: 679 487 79 166 128 924 694: 567 797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -282: -354 2 44 29 5 -281 50: -1 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 32.7 5.3 11.1 8.6 62.0 46.6: 38.0 53.4
Old : 100.0: 45.6 32.7 5.3 11.1 8.6 62.0 46.6: 38.0 53.4
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: 9 11 4 3 3 16 14:
Old : 26: 9 11 4 3 3 16 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 : 33.7 23.5 47.9 36.0 33.7 22.3 47.9 32.9
Old : 33.7 23.5 47.9 36.0 33.7 22.3 47.9 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 1,772: 1,033 486 35 137 123 1,205 643: 567 1,129
Old : 1,772: 1,033 486 35 137 123 1,205 643: 567 1,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 646: 449 145 16 112 77 577 238: 69 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 27.4 2.0 7.7 6.9 68.0 36.3: 32.0 63.7
Old : 100.0: 58.3 27.4 2.0 7.7 6.9 68.0 36.3: 32.0 63.7
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 : 26: 10 11 2 2 3 14 14:
Old : 26: 10 11 2 2 3 14 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 : 47.2 17.8 58.5 26.8 47.2 17.3 58.5 26.0
Old : 47.2 17.8 58.5 26.8 47.2 17.3 58.5 26.0
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 18, 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 : 182,769: 50,168 8,724 35,885 75,499 86,218 161,552 130,826: 21,217 51,942
Old : 182,769: 50,168 8,724 35,885 75,499 86,218 161,552 130,826: 21,217 51,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -3,782: -3,369 -4,754 -998 1,475 1,954 -2,892 -3,798: -890 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 4.8 19.6 41.3 47.2 88.4 71.6: 11.6 28.4
Old : 100.0: 27.4 4.8 19.6 41.3 47.2 88.4 71.6: 11.6 28.4
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 : 265: 74 42 66 75 124 192 202:
Old : 265: 74 42 66 75 124 192 202:
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 10.9 33.3 17.6 21.1 7.7 31.2 13.3
Old : 21.1 10.9 33.3 17.6 21.1 7.7 31.2 13.3
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 11, 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 : 186,551: 53,538 13,478 36,883 74,024 84,264 164,444 134,624: 22,107 51,926
Old : 186,551: 53,538 13,478 36,883 74,024 84,264 164,444 134,624: 22,107 51,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -6,155: 2,943 -2,810 -4,052 -4,025 -995 -5,133 -7,857: -1,022 1,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 7.2 19.8 39.7 45.2 88.1 72.2: 11.9 27.8
Old : 100.0: 28.7 7.2 19.8 39.7 45.2 88.1 72.2: 11.9 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 : 268: 82 45 67 74 116 195 204:
Old : 268: 82 45 67 74 116 195 204:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 10.9 33.5 17.7 20.5 8.4 31.7 14.1
Old : 20.5 10.9 33.5 17.7 20.5 8.4 31.7 14.1
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 18, 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 : 4,511: 990 968 389 868 1,202 2,247 2,559: 2,263 1,952
Old : 4,511: 990 968 389 868 1,202 2,247 2,559: 2,263 1,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 43: -81 96 -38 13 -33 -106 25: 149 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 21.5 8.6 19.2 26.6 49.8 56.7: 50.2 43.3
Old : 100.0: 21.9 21.5 8.6 19.2 26.6 49.8 56.7: 50.2 43.3
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 : 59: 18 19 9 13 20 36 43:
Old : 59: 18 19 9 13 20 36 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 : 23.5 15.8 32.2 26.2 22.6 15.8 28.8 24.5
Old : 23.5 15.8 32.2 26.2 22.6 15.8 28.8 24.5
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 11, 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 : 4,467: 1,071 872 427 855 1,235 2,353 2,534: 2,115 1,933
Old : 4,467: 1,071 872 427 855 1,235 2,353 2,534: 2,115 1,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -144: -90 158 -55 151 -263 5 -160: -149 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 19.5 9.6 19.1 27.6 52.7 56.7: 47.3 43.3
Old : 100.0: 24.0 19.5 9.6 19.1 27.6 52.7 56.7: 47.3 43.3
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 : 60: 17 18 11 12 23 36 45:
Old : 60: 17 18 11 12 23 36 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 15.9 34.6 26.5 23.4 15.9 31.4 24.5
Old : 23.7 15.9 34.6 26.5 23.4 15.9 31.4 24.5
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 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 30,651: 12,286 1,662 5,210 7,582 8,807 25,078 15,679: 5,574 14,973
Old : 30,651: 12,286 1,662 5,210 7,582 8,807 25,078 15,679: 5,574 14,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -1,238: -68 466 -914 249 -1,366 -732 -1,814: -506 576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 5.4 17.0 24.7 28.7 81.8 51.2: 18.2 48.8
Old : 100.0: 40.1 5.4 17.0 24.7 28.7 81.8 51.2: 18.2 48.8
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 : 142: 48 16 25 45 52 109 82:
Old : 142: 48 16 25 45 52 109 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 16.9 26.0 22.4 13.7 11.7 23.7 15.4
Old : 15.2 16.9 26.0 22.4 13.7 11.7 23.7 15.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 31,889: 12,354 1,196 6,124 7,333 10,173 25,810 17,492: 6,079 14,397
Old : 31,889: 12,354 1,196 6,124 7,333 10,173 25,810 17,492: 6,079 14,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -930: 450 -350 -619 -497 -404 -666 -1,373: -264 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 3.8 19.2 23.0 31.9 80.9 54.9: 19.1 45.1
Old : 100.0: 38.7 3.8 19.2 23.0 31.9 80.9 54.9: 19.1 45.1
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 : 149: 53 17 28 42 53 111 88:
Old : 149: 53 17 28 42 53 111 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 19.7 24.6 24.7 13.3 14.2 23.0 17.2
Old : 14.2 19.7 24.6 24.7 13.3 14.2 23.0 17.2
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 18, 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 : 119,027: 52,260 8,606 2,153 27,864 89,614 82,276 100,373: 36,751 18,653
Old : 119,027: 52,260 8,606 2,153 27,864 89,614 82,276 100,373: 36,751 18,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 3,301: 625 1,707 -477 1,885 4,939 2,034 6,170: 1,267 -2,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 7.2 1.8 23.4 75.3 69.1 84.3: 30.9 15.7
Old : 100.0: 43.9 7.2 1.8 23.4 75.3 69.1 84.3: 30.9 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 : 86: 32 15 6 20 29 55 47:
Old : 86: 32 15 6 20 29 55 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 35.1 36.7 56.6 23.0 35.1 36.7 56.6
Old : 23.0 35.1 36.7 56.6 23.0 35.1 36.7 56.6
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 11, 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 : 115,726: 51,634 6,900 2,629 25,978 84,675 80,242 94,204: 35,484 21,522
Old : 115,726: 51,634 6,900 2,629 25,978 84,675 80,242 94,204: 35,484 21,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 506: 3,311 -1,881 -324 -370 -223 2,618 -2,428: -2,112 2,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 6.0 2.3 22.4 73.2 69.3 81.4: 30.7 18.6
Old : 100.0: 44.6 6.0 2.3 22.4 73.2 69.3 81.4: 30.7 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 31 16 9 18 25 54 45:
Old : 82: 31 16 9 18 25 54 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 32.0 36.6 53.4 24.3 31.6 36.6 53.0
Old : 24.3 32.0 36.6 53.4 24.3 31.6 36.6 53.0
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, October 18, 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 : 80,800: 13,958 44,940 0 58,497 10,814 72,455 55,754: 8,345 25,046
Old : 80,800: 13,958 44,940 0 58,497 10,814 72,455 55,754: 8,345 25,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 7,959: 386 6,081 0 6,211 -1,513 6,597 4,568: 1,362 3,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 55.6 0.0 72.4 13.4 89.7 69.0: 10.3 31.0
Old : 100.0: 17.3 55.6 0.0 72.4 13.4 89.7 69.0: 10.3 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 : 54: 6 28 0 16 9 22 37:
Old : 54: 6 28 0 16 9 22 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 : 44.7 27.8 70.7 38.3 43.4 27.8 69.3 38.3
Old : 44.7 27.8 70.7 38.3 43.4 27.8 69.3 38.3
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 11, 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 : 72,841: 13,572 38,859 0 52,286 12,327 65,858 51,186: 6,983 21,655
Old : 72,841: 13,572 38,859 0 52,286 12,327 65,858 51,186: 6,983 21,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -15,389: 3,599 -18,240 0 -17,667 3,443 -14,068 -14,797: -1,321 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 53.3 0.0 71.8 16.9 90.4 70.3: 9.6 29.7
Old : 100.0: 18.6 53.3 0.0 71.8 16.9 90.4 70.3: 9.6 29.7
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 : 46: 4 24 0 15 8 19 32:
Old : 46: 4 24 0 15 8 19 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 : 49.1 28.5 72.8 41.0 48.3 28.5 70.2 40.9
Old : 49.1 28.5 72.8 41.0 48.3 28.5 70.2 40.9
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, October 18, 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 : 63,230: 26,899 6,589 0 30,411 50,441 57,310 57,030: 5,920 6,200
Old : 63,230: 26,899 6,589 0 30,411 50,441 57,310 57,030: 5,920 6,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -12,478: -26,544 1,080 -55 15,379 -13,414 -11,220 -12,389: -1,258 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 10.4 0.0 48.1 79.8 90.6 90.2: 9.4 9.8
Old : 100.0: 42.5 10.4 0.0 48.1 79.8 90.6 90.2: 9.4 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 : 79: 36 14 0 16 15 52 29:
Old : 79: 36 14 0 16 15 52 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 : 32.5 72.7 50.3 82.4 32.1 72.7 49.9 82.4
Old : 32.5 72.7 50.3 82.4 32.1 72.7 49.9 82.4
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 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 75,708: 53,443 5,509 55 15,032 63,855 68,530 69,419: 7,178 6,289
Old : 75,708: 53,443 5,509 55 15,032 63,855 68,530 69,419: 7,178 6,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -5,713: -6,725 1,615 55 672 -8,805 -5,998 -7,135: 285 1,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 7.3 0.1 19.9 84.3 90.5 91.7: 9.5 8.3
Old : 100.0: 70.6 7.3 0.1 19.9 84.3 90.5 91.7: 9.5 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 : 86: 48 8 1 18 15 66 24:
Old : 86: 48 8 1 18 15 66 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 : 31.8 72.3 50.7 83.8 31.8 72.3 50.7 83.8
Old : 31.8 72.3 50.7 83.8 31.8 72.3 50.7 83.8
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 18, 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 : 85,594: 10,541 31,870 314 53,424 27,988 64,280 60,172: 21,314 25,422
Old : 85,594: 10,541 31,870 314 53,424 27,988 64,280 60,172: 21,314 25,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -5,568: -3,037 -4,956 48 -2,949 -4,497 -5,938 -9,406: 370 3,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 37.2 0.4 62.4 32.7 75.1 70.3: 24.9 29.7
Old : 100.0: 12.3 37.2 0.4 62.4 32.7 75.1 70.3: 24.9 29.7
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 : 53: 12 18 4 19 13 33 33:
Old : 53: 12 18 4 19 13 33 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 : 31.2 33.8 51.7 48.3 24.1 29.6 40.8 39.5
Old : 31.2 33.8 51.7 48.3 24.1 29.6 40.8 39.5
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 11, 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 : 91,162: 13,578 36,826 267 56,373 32,485 70,218 69,578: 20,945 21,584
Old : 91,162: 13,578 36,826 267 56,373 32,485 70,218 69,578: 20,945 21,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -798: -6,330 -333 -402 2,743 -2,262 -3,989 -2,998: 3,191 2,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 40.4 0.3 61.8 35.6 77.0 76.3: 23.0 23.7
Old : 100.0: 14.9 40.4 0.3 61.8 35.6 77.0 76.3: 23.0 23.7
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 : 55: 13 17 3 19 14 33 33:
Old : 55: 13 17 3 19 14 33 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 : 30.6 35.1 51.1 52.1 25.8 34.9 42.9 46.4
Old : 30.6 35.1 51.1 52.1 25.8 34.9 42.9 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 242,611: 14,752 87,405 7,307 188,424 105,569 210,483 200,282: 32,128 42,329
Old : 242,611: 14,752 87,405 7,307 188,424 105,569 210,483 200,282: 32,128 42,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 41,757: -1,763 2,283 3,478 38,015 31,213 39,730 36,973: 2,027 4,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 36.0 3.0 77.7 43.5 86.8 82.6: 13.2 17.4
Old : 100.0: 6.1 36.0 3.0 77.7 43.5 86.8 82.6: 13.2 17.4
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 : 106: 19 49 9 30 26 54 79:
Old : 106: 19 49 9 30 26 54 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 26.3 65.1 41.3 36.5 19.6 48.8 29.8
Old : 44.6 26.3 65.1 41.3 36.5 19.6 48.8 29.8
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 11, 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 : 200,854: 16,515 85,122 3,830 150,408 74,357 170,753 163,309: 30,101 37,545
Old : 200,854: 16,515 85,122 3,830 150,408 74,357 170,753 163,309: 30,101 37,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 6,983: 2,840 5,118 -763 3,141 -343 5,218 4,012: 1,765 2,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 42.4 1.9 74.9 37.0 85.0 81.3: 15.0 18.7
Old : 100.0: 8.2 42.4 1.9 74.9 37.0 85.0 81.3: 15.0 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 : 103: 22 43 6 30 24 54 71:
Old : 103: 22 43 6 30 24 54 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 28.1 63.2 44.2 43.4 25.5 57.0 38.4
Old : 44.4 28.1 63.2 44.2 43.4 25.5 57.0 38.4
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 18, 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 : 165,340: 24,746 25,787 10,348 77,197 72,220 112,290 108,355: 53,049 56,985
Old : 165,340: 24,746 25,787 10,348 77,197 72,220 112,290 108,355: 53,049 56,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 15,051: -4,875 -442 110 12,619 10,390 7,854 10,058: 7,197 4,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 15.6 6.3 46.7 43.7 67.9 65.5: 32.1 34.5
Old : 100.0: 15.0 15.6 6.3 46.7 43.7 67.9 65.5: 32.1 34.5
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 : 112: 38 36 27 30 30 82 79:
Old : 112: 38 36 27 30 30 82 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 32.1 33.2 39.4 19.8 30.7 31.1 36.4
Old : 20.5 32.1 33.2 39.4 19.8 30.7 31.1 36.4
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 11, 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 : 150,289: 29,620 26,230 10,238 64,578 61,829 104,436 98,297: 45,852 51,992
Old : 150,289: 29,620 26,230 10,238 64,578 61,829 104,436 98,297: 45,852 51,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -19,635: -4,448 -10,635 -4,217 -7,979 -86 -16,644 -14,938: -2,991 -4,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 17.5 6.8 43.0 41.1 69.5 65.4: 30.5 34.6
Old : 100.0: 19.7 17.5 6.8 43.0 41.1 69.5 65.4: 30.5 34.6
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 : 107: 39 31 29 29 29 81 76:
Old : 107: 39 31 29 29 29 81 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 : 19.2 31.9 31.4 39.2 18.7 30.5 29.9 36.0
Old : 19.2 31.9 31.4 39.2 18.7 30.5 29.9 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 10,099: 6,208 508 0 2,353 8,421 8,561 8,929: 1,538 1,170
Old : 10,099: 6,208 508 0 2,353 8,421 8,561 8,929: 1,538 1,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 661: 616 0 0 -146 566 470 566: 191 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 5.0 0.0 23.3 83.4 84.8 88.4: 15.2 11.6
Old : 100.0: 61.5 5.0 0.0 23.3 83.4 84.8 88.4: 15.2 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 : 21: 5 3 0 6 8 11 11:
Old : 21: 5 3 0 6 8 11 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 : 70.6 71.3 81.0 84.0 68.3 71.3 78.7 84.0
Old : 70.6 71.3 81.0 84.0 68.3 71.3 78.7 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 9,438: 5,592 508 0 2,499 7,855 8,091 8,363: 1,347 1,075
Old : 9,438: 5,592 508 0 2,499 7,855 8,091 8,363: 1,347 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 5.4 0.0 26.5 83.2 85.7 88.6: 14.3 11.4
Old : 100.0: 59.2 5.4 0.0 26.5 83.2 85.7 88.6: 14.3 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 3 0 6 8 10 11:
Old : 20: 4 3 0 6 8 10 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 : 70.7 73.6 83.3 84.6 69.8 73.6 80.5 83.5
Old : 70.7 73.6 83.3 84.6 69.8 73.6 80.5 83.5
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 18, 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 : 29,793: 8,853 1,847 450 16,713 22,213 26,016 24,510: 3,777 5,283
Old : 29,793: 8,853 1,847 450 16,713 22,213 26,016 24,510: 3,777 5,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -11,278: -752 -940 -910 -6,538 -7,044 -8,200 -8,894: -3,078 -2,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 6.2 1.5 56.1 74.6 87.3 82.3: 12.7 17.7
Old : 100.0: 29.7 6.2 1.5 56.1 74.6 87.3 82.3: 12.7 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 : 21: 4 2 1 8 11 12 14:
Old : 21: 4 2 1 8 11 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 : 57.6 48.8 78.3 68.5 57.2 44.5 76.8 62.5
Old : 57.6 48.8 78.3 68.5 57.2 44.5 76.8 62.5
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 11, 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 : 41,071: 9,605 2,787 1,360 23,251 29,257 34,216 33,404: 6,855 7,667
Old : 41,071: 9,605 2,787 1,360 23,251 29,257 34,216 33,404: 6,855 7,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,987: 583 -614 1,354 -276 3,576 1,661 4,316: 326 -2,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 6.8 3.3 56.6 71.2 83.3 81.3: 16.7 18.7
Old : 100.0: 23.4 6.8 3.3 56.6 71.2 83.3 81.3: 16.7 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 : 22: 3 3 2 11 14 15 18:
Old : 22: 3 3 2 11 14 15 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 : 50.4 48.5 69.5 63.5 47.7 43.4 59.5 56.4
Old : 50.4 48.5 69.5 63.5 47.7 43.4 59.5 56.4
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 18, 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 :13,245,014: 878,907 917,360 4,086,061 7,264,976 6,698,942 12,229,944 11,702,362: 1,015,070 1,542,653
Old :13,245,014: 878,907 917,360 4,086,061 7,264,976 6,698,942 12,229,944 11,702,362: 1,015,070 1,542,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -88,401: 3,178 -68,973 -115,063 50,453 78,601 -61,432 -105,436: -26,969 17,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 6.9 30.8 54.9 50.6 92.3 88.4: 7.7 11.6
Old : 100.0: 6.6 6.9 30.8 54.9 50.6 92.3 88.4: 7.7 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 : 295: 60 77 110 137 148 257 280:
Old : 295: 60 77 110 137 148 257 280:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 11.6 35.0 20.7 20.1 7.4 27.2 12.2
Old : 21.5 11.6 35.0 20.7 20.1 7.4 27.2 12.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 :13,333,415: 875,730 986,333 4,201,124 7,214,522 6,620,340 12,291,376 11,807,797: 1,042,039 1,525,618
Old :13,333,415: 875,730 986,333 4,201,124 7,214,522 6,620,340 12,291,376 11,807,797: 1,042,039 1,525,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 234,785: 57,832 7,239 100,592 138,230 185,121 296,654 292,952: -61,869 -58,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 7.4 31.5 54.1 49.7 92.2 88.6: 7.8 11.4
Old : 100.0: 6.6 7.4 31.5 54.1 49.7 92.2 88.6: 7.8 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 64 68 106 137 152 251 281:
Old : 293: 64 68 106 137 152 251 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 12.2 34.8 21.0 19.7 6.8 26.9 11.5
Old : 21.1 12.2 34.8 21.0 19.7 6.8 26.9 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 749,272: 67,395 71,086 58,655 479,015 491,489 605,065 621,229: 144,208 128,044
Old : 749,272: 67,395 71,086 58,655 479,015 491,489 605,065 621,229: 144,208 128,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 6,027: 8,830 -397 -1,085 6,975 -1,749 14,719 -3,230: -8,692 9,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 9.5 7.8 63.9 65.6 80.8 82.9: 19.2 17.1
Old : 100.0: 9.0 9.5 7.8 63.9 65.6 80.8 82.9: 19.2 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 60 43 64 93 70 184 146:
Old : 224: 60 43 64 93 70 184 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 24.9 26.1 36.2 18.3 24.9 26.0 36.2
Old : 18.4 24.9 26.1 36.2 18.3 24.9 26.0 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 743,245: 58,565 71,482 59,740 472,041 493,237 590,346 624,459: 152,900 118,786
Old : 743,245: 58,565 71,482 59,740 472,041 493,237 590,346 624,459: 152,900 118,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 37,653: 5,877 8,168 15,158 10,580 9,352 31,616 32,679: 6,037 4,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 9.6 8.0 63.5 66.4 79.4 84.0: 20.6 16.0
Old : 100.0: 7.9 9.6 8.0 63.5 66.4 79.4 84.0: 20.6 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 54 41 61 89 69 172 142:
Old : 213: 54 41 61 89 69 172 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 25.3 26.2 36.8 18.4 25.3 26.1 36.8
Old : 18.5 25.3 26.2 36.8 18.4 25.3 26.1 36.8
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 18, 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 : 1,148,001: 164,765 306,232 56,430 642,744 671,646 863,939 1,034,308: 284,062 113,693
Old : 1,148,001: 164,765 306,232 56,430 642,744 671,646 863,939 1,034,308: 284,062 113,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 86,134: -38,945 46,426 4,735 61,761 28,926 27,550 80,086: 58,585 6,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 26.7 4.9 56.0 58.5 75.3 90.1: 24.7 9.9
Old : 100.0: 14.4 26.7 4.9 56.0 58.5 75.3 90.1: 24.7 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 : 197: 48 56 34 65 59 128 134:
Old : 197: 48 56 34 65 59 128 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 24.6 28.4 38.7 15.3 21.3 23.4 33.5
Old : 17.7 24.6 28.4 38.7 15.3 21.3 23.4 33.5
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 11, 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 : 1,061,867: 203,710 259,806 51,696 580,983 642,720 836,389 954,222: 225,477 107,645
Old : 1,061,867: 203,710 259,806 51,696 580,983 642,720 836,389 954,222: 225,477 107,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 55,140: 13,598 13,712 10,179 59,232 46,122 83,009 70,012: -27,869 -14,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 24.5 4.9 54.7 60.5 78.8 89.9: 21.2 10.1
Old : 100.0: 19.2 24.5 4.9 54.7 60.5 78.8 89.9: 21.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 49 54 32 66 59 132 128:
Old : 194: 49 54 32 66 59 132 128:
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 : 17.9 25.4 30.5 39.6 16.8 22.3 27.5 34.3
Old : 17.9 25.4 30.5 39.6 16.8 22.3 27.5 34.3
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 18, 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 : 12,943: 1,239 688 0 6,808 11,133 8,047 11,821: 4,896 1,122
Old : 12,943: 1,239 688 0 6,808 11,133 8,047 11,821: 4,896 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 151: 48 261 0 1 -145 49 116: 102 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.3 0.0 52.6 86.0 62.2 91.3: 37.8 8.7
Old : 100.0: 9.6 5.3 0.0 52.6 86.0 62.2 91.3: 37.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 1 19 16 21 19:
Old : 34: 2 2 1 19 16 21 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 : 25.2 46.5 39.4 66.8 25.2 46.5 39.4 65.8
Old : 25.2 46.5 39.4 66.8 25.2 46.5 39.4 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 12,792: 1,191 427 0 6,807 11,278 7,998 11,705: 4,794 1,087
Old : 12,792: 1,191 427 0 6,807 11,278 7,998 11,705: 4,794 1,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 12: -749 0 0 147 -46 -602 -46: 614 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 3.3 0.0 53.2 88.2 62.5 91.5: 37.5 8.5
Old : 100.0: 9.3 3.3 0.0 53.2 88.2 62.5 91.5: 37.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 1 19 16 21 18:
Old : 33: 2 1 1 19 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 48.7 39.5 68.8 25.2 48.1 39.5 67.7
Old : 25.2 48.7 39.5 68.8 25.2 48.1 39.5 67.7
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 18, 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 : 34,533: 6,073 5,888 0 24,513 21,513 30,586 27,401: 3,947 7,132
Old : 34,533: 6,073 5,888 0 24,513 21,513 30,586 27,401: 3,947 7,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 125: -1,568 889 0 883 -1,573 -685 -684: 810 809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 17.1 0.0 71.0 62.3 88.6 79.3: 11.4 20.7
Old : 100.0: 17.6 17.1 0.0 71.0 62.3 88.6 79.3: 11.4 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 6 0 19 20 23 26:
Old : 41: 4 6 0 19 20 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 40.2 75.7 54.7 56.7 38.9 71.7 53.2
Old : 59.3 40.2 75.7 54.7 56.7 38.9 71.7 53.2
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 11, 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 : 34,408: 7,641 4,999 0 23,630 23,086 31,271 28,085: 3,137 6,323
Old : 34,408: 7,641 4,999 0 23,630 23,086 31,271 28,085: 3,137 6,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,057: 318 1,318 -98 1,975 -2,426 2,195 -1,206: -1,138 2,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 14.5 0.0 68.7 67.1 90.9 81.6: 9.1 18.4
Old : 100.0: 22.2 14.5 0.0 68.7 67.1 90.9 81.6: 9.1 18.4
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: 6 5 0 20 18 26 23:
Old : 42: 6 5 0 20 18 26 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 : 58.6 39.7 74.9 54.9 56.0 39.0 70.7 54.0
Old : 58.6 39.7 74.9 54.9 56.0 39.0 70.7 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 64,638: 8,104 16,108 347 34,023 39,086 42,473 55,540: 22,165 9,098
Old : 64,638: 8,104 16,108 347 34,023 39,086 42,473 55,540: 22,165 9,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 4,413: 777 3,836 -1,003 3,857 2,016 3,631 4,850: 782 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 24.9 0.5 52.6 60.5 65.7 85.9: 34.3 14.1
Old : 100.0: 12.5 24.9 0.5 52.6 60.5 65.7 85.9: 34.3 14.1
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 : 85: 12 21 2 34 28 48 49:
Old : 85: 12 21 2 34 28 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 : 28.8 29.7 39.4 45.7 28.8 28.1 37.4 42.6
Old : 28.8 29.7 39.4 45.7 28.8 28.1 37.4 42.6
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, October 11, 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 : 60,225: 7,327 12,271 1,349 30,166 37,070 38,843 50,691: 21,383 9,535
Old : 60,225: 7,327 12,271 1,349 30,166 37,070 38,843 50,691: 21,383 9,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 3,296: -2,133 2,745 -255 1,470 1,301 -918 3,790: 4,214 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 20.4 2.2 50.1 61.6 64.5 84.2: 35.5 15.8
Old : 100.0: 12.2 20.4 2.2 50.1 61.6 64.5 84.2: 35.5 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 12 18 4 31 30 47 48:
Old : 81: 12 18 4 31 30 47 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 27.6 35.3 44.8 24.7 24.8 33.5 39.5
Old : 26.1 27.6 35.3 44.8 24.7 24.8 33.5 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 414,807: 73,891 205,847 3,733 319,060 115,178 396,684 324,757: 18,123 90,050
Old : 414,807: 73,891 205,847 3,733 319,060 115,178 396,684 324,757: 18,123 90,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 66,405: -25,350 49,179 -145 95,595 7,422 70,100 56,456: -3,696 9,949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 49.6 0.9 76.9 27.8 95.6 78.3: 4.4 21.7
Old : 100.0: 17.8 49.6 0.9 76.9 27.8 95.6 78.3: 4.4 21.7
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 : 190: 50 69 13 46 38 105 111:
Old : 190: 50 69 13 46 38 105 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 29.3 70.4 41.4 51.0 27.8 66.6 37.1
Old : 54.9 29.3 70.4 41.4 51.0 27.8 66.6 37.1
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, October 11, 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 : 348,402: 99,242 156,668 3,877 223,465 107,756 326,584 268,301: 21,818 80,101
Old : 348,402: 99,242 156,668 3,877 223,465 107,756 326,584 268,301: 21,818 80,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 77,887: -6,748 75,258 787 94,900 -12,094 88,939 63,952: -11,052 13,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 45.0 1.1 64.1 30.9 93.7 77.0: 6.3 23.0
Old : 100.0: 28.5 45.0 1.1 64.1 30.9 93.7 77.0: 6.3 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 63 59 13 47 31 120 93:
Old : 189: 63 59 13 47 31 120 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 : 43.7 30.0 57.4 41.6 40.5 28.6 54.2 37.5
Old : 43.7 30.0 57.4 41.6 40.5 28.6 54.2 37.5
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 18, 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 : 64,516: 19,393 8,331 0 28,198 43,633 47,591 51,964: 16,925 12,552
Old : 64,516: 19,393 8,331 0 28,198 43,633 47,591 51,964: 16,925 12,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 3,814: 549 6,415 0 6,476 -5,331 7,025 1,084: -3,211 2,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 12.9 0.0 43.7 67.6 73.8 80.5: 26.2 19.5
Old : 100.0: 30.1 12.9 0.0 43.7 67.6 73.8 80.5: 26.2 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 : 39: 10 8 0 11 15 21 23:
Old : 39: 10 8 0 11 15 21 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 : 39.8 42.0 56.6 58.5 39.8 41.7 54.9 58.2
Old : 39.8 42.0 56.6 58.5 39.8 41.7 54.9 58.2
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 11, 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 : 60,703: 18,844 1,916 0 21,722 48,964 40,566 50,880: 20,137 9,823
Old : 60,703: 18,844 1,916 0 21,722 48,964 40,566 50,880: 20,137 9,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -9,568: -10,608 1,334 0 4,923 -11,580 -5,685 -10,246: -3,883 678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 3.2 0.0 35.8 80.7 66.8 83.8: 33.2 16.2
Old : 100.0: 31.0 3.2 0.0 35.8 80.7 66.8 83.8: 33.2 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 11 2 0 13 15 24 17:
Old : 37: 11 2 0 13 15 24 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 : 37.7 50.8 48.7 70.8 37.7 50.5 47.8 70.5
Old : 37.7 50.8 48.7 70.8 37.7 50.5 47.8 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 34,491: 743 7,091 0 29,544 22,743 30,287 29,834: 4,205 4,658
Old : 34,491: 743 7,091 0 29,544 22,743 30,287 29,834: 4,205 4,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 649: -123 744 0 1,804 17 1,681 761: -1,032 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 20.6 0.0 85.7 65.9 87.8 86.5: 12.2 13.5
Old : 100.0: 2.2 20.6 0.0 85.7 65.9 87.8 86.5: 12.2 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 1 17 1 31 28 32 46:
Old : 65: 1 17 1 31 28 32 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 : 55.7 31.5 66.5 46.9 55.6 29.8 66.5 45.1
Old : 55.7 31.5 66.5 46.9 55.6 29.8 66.5 45.1
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 11, 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 : 33,843: 866 6,347 0 27,740 22,726 28,606 29,073: 5,236 4,770
Old : 33,843: 866 6,347 0 27,740 22,726 28,606 29,073: 5,236 4,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,611: 197 302 -0 995 1,151 1,192 1,453: 419 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 18.8 0.0 82.0 67.2 84.5 85.9: 15.5 14.1
Old : 100.0: 2.6 18.8 0.0 82.0 67.2 84.5 85.9: 15.5 14.1
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: 1 14 1 31 28 32 43:
Old : 62: 1 14 1 31 28 32 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 : 54.5 31.5 63.6 47.3 54.4 29.8 63.5 45.5
Old : 54.5 31.5 63.6 47.3 54.4 29.8 63.5 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 269,182: 12,257 62,894 3,908 244,229 188,948 260,395 255,750: 8,787 13,431
Old : 269,182: 12,257 62,894 3,908 244,229 188,948 260,395 255,750: 8,787 13,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 10,143: 194 6,284 -100 13,069 10,356 13,162 16,539: -3,018 -6,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 23.4 1.5 90.7 70.2 96.7 95.0: 3.3 5.0
Old : 100.0: 4.6 23.4 1.5 90.7 70.2 96.7 95.0: 3.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 23 51 19 39 49 69 112:
Old : 142: 23 51 19 39 49 69 112:
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 : 66.7 32.8 76.9 47.8 64.4 32.8 70.2 44.3
Old : 66.7 32.8 76.9 47.8 64.4 32.8 70.2 44.3
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, October 11, 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 : 259,038: 12,064 56,611 4,009 231,160 178,592 247,233 239,211: 11,805 19,827
Old : 259,038: 12,064 56,611 4,009 231,160 178,592 247,233 239,211: 11,805 19,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 26,529: -4,918 3,683 2,592 26,077 16,450 23,751 22,725: 2,778 3,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 21.9 1.5 89.2 68.9 95.4 92.3: 4.6 7.7
Old : 100.0: 4.7 21.9 1.5 89.2 68.9 95.4 92.3: 4.6 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 28 43 21 36 48 71 105:
Old : 136: 28 43 21 36 48 71 105:
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 : 64.6 34.8 76.8 49.4 61.9 33.7 70.2 44.6
Old : 64.6 34.8 76.8 49.4 61.9 33.7 70.2 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 62,148: 14,783 17,449 2,999 32,570 34,610 50,352 55,058: 11,796 7,090
Old : 62,148: 14,783 17,449 2,999 32,570 34,610 50,352 55,058: 11,796 7,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,162: -671 -3 -364 2,444 2,402 1,409 2,035: -247 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 28.1 4.8 52.4 55.7 81.0 88.6: 19.0 11.4
Old : 100.0: 23.8 28.1 4.8 52.4 55.7 81.0 88.6: 19.0 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 26 22 7 20 24 49 52:
Old : 89: 26 22 7 20 24 49 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 : 31.9 40.6 46.1 50.7 29.0 40.6 41.4 49.5
Old : 31.9 40.6 46.1 50.7 29.0 40.6 41.4 49.5
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 11, 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 : 60,986: 15,454 17,452 3,363 30,126 32,208 48,943 53,023: 12,043 7,963
Old : 60,986: 15,454 17,452 3,363 30,126 32,208 48,943 53,023: 12,043 7,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 4,782: 820 148 -176 4,564 2,710 5,208 2,682: -426 2,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 28.6 5.5 49.4 52.8 80.3 86.9: 19.7 13.1
Old : 100.0: 25.3 28.6 5.5 49.4 52.8 80.3 86.9: 19.7 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 27 19 6 20 23 50 47:
Old : 85: 27 19 6 20 23 50 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 41.7 43.6 50.3 27.0 41.7 40.7 50.0
Old : 29.7 41.7 43.6 50.3 27.0 41.7 40.7 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 37,182: 10,338 1,511 0 23,146 3,573 33,484 5,084: 3,698 32,098
Old : 37,182: 10,338 1,511 0 23,146 3,573 33,484 5,084: 3,698 32,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -2,839: -247 -559 -145 353 440 -39 -264: -2,800 -2,575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 4.1 0.0 62.3 9.6 90.1 13.7: 9.9 86.3
Old : 100.0: 27.8 4.1 0.0 62.3 9.6 90.1 13.7: 9.9 86.3
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 : 33: 15 2 0 9 8 24 10:
Old : 33: 15 2 0 9 8 24 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 : 64.2 8.5 72.7 12.4 62.3 8.0 70.7 11.1
Old : 64.2 8.5 72.7 12.4 62.3 8.0 70.7 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 40,021: 10,585 2,070 145 22,793 3,133 33,523 5,348: 6,498 34,673
Old : 40,021: 10,585 2,070 145 22,793 3,133 33,523 5,348: 6,498 34,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 5,008: 2,037 -1,049 -481 686 607 2,242 -923: 2,766 5,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 5.2 0.4 57.0 7.8 83.8 13.4: 16.2 86.6
Old : 100.0: 26.4 5.2 0.4 57.0 7.8 83.8 13.4: 16.2 86.6
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: 15 3 1 8 6 24 9:
Old : 31: 15 3 1 8 6 24 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 9.4 66.4 12.8 54.8 9.0 64.5 11.0
Old : 56.8 9.4 66.4 12.8 54.8 9.0 64.5 11.0
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 18, 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 : 33,872: 1,609 2,114 0 16,584 27,988 18,193 30,102: 15,679 3,770
Old : 33,872: 1,609 2,114 0 16,584 27,988 18,193 30,102: 15,679 3,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,017: 0 -605 0 653 653 653 48: 364 969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 6.2 0.0 49.0 82.6 53.7 88.9: 46.3 11.1
Old : 100.0: 4.8 6.2 0.0 49.0 82.6 53.7 88.9: 46.3 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 : 44: 3 11 0 18 27 21 38:
Old : 44: 3 11 0 18 27 21 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 : 29.2 40.7 42.3 63.0 16.3 35.6 23.0 46.6
Old : 29.2 40.7 42.3 63.0 16.3 35.6 23.0 46.6
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 11, 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 : 32,855: 1,609 2,719 0 15,931 27,335 17,540 30,054: 15,315 2,801
Old : 32,855: 1,609 2,719 0 15,931 27,335 17,540 30,054: 15,315 2,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -3,449: -210 -77 -150 -1,648 -1,808 -2,008 -2,035: -1,441 -1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 8.3 0.0 48.5 83.2 53.4 91.5: 46.6 8.5
Old : 100.0: 4.9 8.3 0.0 48.5 83.2 53.4 91.5: 46.6 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 10 0 16 24 19 34:
Old : 41: 3 10 0 16 24 19 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 43.1 41.1 67.9 14.7 35.8 18.9 45.9
Old : 27.6 43.1 41.1 67.9 14.7 35.8 18.9 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 178,129: 66,402 11,460 33,109 35,896 110,800 135,407 155,369: 42,722 22,760
Old : 178,129: 66,402 11,460 33,109 35,896 110,800 135,407 155,369: 42,722 22,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 8,714: 2,978 -158 1,146 1,576 3,620 5,701 4,609: 3,013 4,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 6.4 18.6 20.2 62.2 76.0 87.2: 24.0 12.8
Old : 100.0: 37.3 6.4 18.6 20.2 62.2 76.0 87.2: 24.0 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 103 51 46 24 42 148 119:
Old : 203: 103 51 46 24 42 148 119:
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 : 17.2 28.7 27.2 43.5 11.2 24.3 17.1 34.4
Old : 17.2 28.7 27.2 43.5 11.2 24.3 17.1 34.4
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 11, 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 : 169,415: 63,424 11,617 31,962 34,320 107,180 129,706 150,759: 39,708 18,655
Old : 169,415: 63,424 11,617 31,962 34,320 107,180 129,706 150,759: 39,708 18,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 19,288: 6,774 -914 6,826 3,924 9,459 17,524 15,371: 1,764 3,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 6.9 18.9 20.3 63.3 76.6 89.0: 23.4 11.0
Old : 100.0: 37.4 6.9 18.9 20.3 63.3 76.6 89.0: 23.4 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 93 55 49 26 44 148 120:
Old : 198: 93 55 49 26 44 148 120:
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 : 17.2 28.5 26.7 43.0 11.4 23.9 17.5 33.8
Old : 17.2 28.5 26.7 43.0 11.4 23.9 17.5 33.8
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 18, 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 : 111,937: 38,860 30,032 13,843 44,320 54,075 97,024 97,950: 14,913 13,987
Old : 111,937: 38,860 30,032 13,843 44,320 54,075 97,024 97,950: 14,913 13,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -4,091: -4,638 -870 -115 586 -2,153 -4,167 -3,139: 76 -953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 26.8 12.4 39.6 48.3 86.7 87.5: 13.3 12.5
Old : 100.0: 34.7 26.8 12.4 39.6 48.3 86.7 87.5: 13.3 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 : 205: 80 64 52 49 41 156 138:
Old : 205: 80 64 52 49 41 156 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.8 35.4 49.7 25.6 34.6 35.2 44.7
Old : 25.6 38.8 35.4 49.7 25.6 34.6 35.2 44.7
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, October 11, 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 : 116,028: 43,498 30,902 13,958 43,735 56,228 101,191 101,089: 14,837 14,939
Old : 116,028: 43,498 30,902 13,958 43,735 56,228 101,191 101,089: 14,837 14,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 4,274: 2,256 242 809 185 823 3,251 1,875: 1,024 2,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 26.6 12.0 37.7 48.5 87.2 87.1: 12.8 12.9
Old : 100.0: 37.5 26.6 12.0 37.7 48.5 87.2 87.1: 12.8 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 84 68 55 48 41 161 138:
Old : 209: 84 68 55 48 41 161 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.3 35.6 49.2 25.5 34.2 35.1 44.2
Old : 25.5 38.3 35.6 49.2 25.5 34.2 35.1 44.2
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 18, 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 : 448,893: 228,349 46,253 73,992 81,009 294,908 383,350 415,153: 65,544 33,740
Old : 448,893: 228,349 46,253 73,992 81,009 294,908 383,350 415,153: 65,544 33,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -9,522: -10,131 -3,065 1,295 2,064 -11,602 -6,772 -13,372: -2,751 3,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 10.3 16.5 18.0 65.7 85.4 92.5: 14.6 7.5
Old : 100.0: 50.9 10.3 16.5 18.0 65.7 85.4 92.5: 14.6 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 162 88 73 36 50 242 171:
Old : 309: 162 88 73 36 50 242 171:
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 : 23.4 31.8 34.9 47.8 21.9 28.1 26.8 39.7
Old : 23.4 31.8 34.9 47.8 21.9 28.1 26.8 39.7
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 11, 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 : 458,416: 238,480 49,318 72,697 78,945 306,511 390,122 428,525: 68,294 29,890
Old : 458,416: 238,480 49,318 72,697 78,945 306,511 390,122 428,525: 68,294 29,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 16,949: 5,239 -930 6,756 2,000 12,115 13,995 17,941: 2,954 -992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 10.8 15.9 17.2 66.9 85.1 93.5: 14.9 6.5
Old : 100.0: 52.0 10.8 15.9 17.2 66.9 85.1 93.5: 14.9 6.5
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 : 323: 171 88 70 37 58 249 178:
Old : 323: 171 88 70 37 58 249 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 31.2 34.2 45.8 22.0 27.9 26.8 38.7
Old : 23.3 31.2 34.2 45.8 22.0 27.9 26.8 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 13,038: 5,336 1,267 1,052 3,417 8,689 9,805 11,008: 3,233 2,030
Old : 13,038: 5,336 1,267 1,052 3,417 8,689 9,805 11,008: 3,233 2,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,391: 146 -176 0 698 1,037 844 861: 547 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 9.7 8.1 26.2 66.6 75.2 84.4: 24.8 15.6
Old : 100.0: 40.9 9.7 8.1 26.2 66.6 75.2 84.4: 24.8 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 20 3 15 6 6 40 22:
Old : 44: 20 3 15 6 6 40 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 : 41.7 65.7 56.0 79.7 34.1 51.4 42.7 60.2
Old : 41.7 65.7 56.0 79.7 34.1 51.4 42.7 60.2
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 11, 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 : 11,647: 5,190 1,443 1,052 2,719 7,652 8,961 10,147: 2,686 1,500
Old : 11,647: 5,190 1,443 1,052 2,719 7,652 8,961 10,147: 2,686 1,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,289: 269 -885 502 -69 1,230 702 847: 587 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 12.4 9.0 23.3 65.7 76.9 87.1: 23.1 12.9
Old : 100.0: 44.6 12.4 9.0 23.3 65.7 76.9 87.1: 23.1 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 19 3 16 6 6 39 23:
Old : 43: 19 3 16 6 6 39 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 : 44.2 68.5 56.6 81.2 37.3 56.9 46.7 65.3
Old : 44.2 68.5 56.6 81.2 37.3 56.9 46.7 65.3
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 18, 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 : 132,352: 54,352 4,372 14,599 47,909 88,796 116,859 107,767: 15,492 24,585
Old : 111,125: 50,845 3,904 10,845 38,264 78,261 99,953 93,010: 11,172 18,115
Other: 21,227: 6,492 3,452 769 9,645 10,536 16,906 14,757: 4,321 6,469
: : :
: : Changes in Commitments from: October 11, 2005 :
: 5,410: 6,854 -230 2,094 3,471 2,118 12,419 3,983: -7,009 1,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 3.3 11.0 36.2 67.1 88.3 81.4: 11.7 18.6
Old : 100.0: 45.8 3.5 9.8 34.4 70.4 89.9 83.7: 10.1 16.3
Other: 100.0: 30.6 16.3 3.6 45.4 49.6 79.6 69.5: 20.4 30.5
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 62 25 31 60 71 137 113:
Old : 173: 61 23 25 51 70 125 105:
Other: 100: 23 16 12 25 46 51 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 30.1 29.1 40.5 15.8 21.6 24.7 29.2
Old : 18.7 33.7 29.6 43.1 18.0 29.8 27.9 36.4
Other: 44.5 34.5 52.1 43.7 44.1 33.3 51.7 41.8
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 126,941: 47,498 4,601 12,505 44,438 86,678 104,440 103,784: 22,501 23,157
Old : 107,635: 44,394 3,723 8,999 36,629 77,272 90,021 89,994: 17,614 17,641
Other: 19,306: 5,784 3,559 826 7,809 9,406 14,419 13,791: 4,887 5,516
: : :
: : Changes in Commitments from: October 4, 2005 :
: 820: 2,195 -769 231 339 2,500 2,765 1,962: -1,945 -1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 3.6 9.9 35.0 68.3 82.3 81.8: 17.7 18.2
Old : 100.0: 41.2 3.5 8.4 34.0 71.8 83.6 83.6: 16.4 16.4
Other: 100.0: 30.0 18.4 4.3 40.4 48.7 74.7 71.4: 25.3 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 62 21 28 55 64 132 102:
Old : 164: 64 20 21 46 63 121 93:
Other: 91: 24 14 15 21 40 50 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 : 17.6 32.3 26.6 43.0 14.4 23.5 21.8 30.1
Old : 17.0 35.6 26.8 45.3 15.6 31.1 24.5 38.1
Other: 39.2 36.6 49.4 47.4 38.6 36.3 47.7 46.9
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 36,802: 10,982 676 1,124 14,700 25,293 26,806 27,094: 9,995 9,708
Old : 35,710: 10,963 673 1,083 14,208 24,927 26,255 26,684: 9,455 9,026
Other: 1,091: 56 40 4 492 366 552 410: 540 681
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,707: 1,180 448 415 -210 929 1,384 1,792: 322 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 1.8 3.1 39.9 68.7 72.8 73.6: 27.2 26.4
Old : 100.0: 30.7 1.9 3.0 39.8 69.8 73.5 74.7: 26.5 25.3
Other: 100.0: 5.1 3.7 0.4 45.1 33.5 50.5 37.6: 49.5 62.4
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 21 6 7 18 17 44 25:
Old : 51: 22 5 7 17 17 43 25:
Other: 18: 1 4 1 7 6 8 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 47.9 40.9 59.8 18.8 41.9 32.4 49.0
Old : 26.3 48.6 41.2 60.8 19.0 42.5 32.9 50.1
Other: 36.2 32.9 50.5 36.7 36.2 32.9 50.2 36.7
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 35,095: 9,802 228 709 14,911 24,365 25,422 25,302: 9,673 9,793
Old : 34,413: 9,775 228 677 14,626 24,179 25,078 25,084: 9,336 9,329
Other: 682: 56 28 4 285 186 345 218: 337 464
: : :
: : Changes in Commitments from: October 4, 2005 :
: 950: 1,537 -286 -134 184 1,058 1,587 638: -637 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 0.6 2.0 42.5 69.4 72.4 72.1: 27.6 27.9
Old : 100.0: 28.4 0.7 2.0 42.5 70.3 72.9 72.9: 27.1 27.1
Other: 100.0: 8.2 4.1 0.6 41.8 27.3 50.5 32.0: 49.5 68.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 23 1 3 20 19 43 23:
Old : 51: 23 1 3 19 19 42 23:
Other: 12: 1 1 1 5 5 6 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 47.8 42.5 59.8 20.0 44.1 34.7 51.3
Old : 26.4 48.4 42.8 60.6 20.0 44.6 34.9 52.1
Other: 42.3 28.9 50.5 32.0 41.7 28.9 50.0 31.4
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 182,213: 32,472 5,183 53,516 78,876 113,308 164,863 172,006: 17,350 10,207
Old : 180,622: 32,513 5,474 52,959 77,892 112,059 163,365 170,492: 17,258 10,130
Other: 1,591: 401 151 114 983 1,248 1,499 1,514: 92 77
: : :
: : Changes in Commitments from: October 11, 2005 :
: 10,803: 7,377 -3,141 4,319 520 10,236 12,216 11,414: -1,413 -611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 2.8 29.4 43.3 62.2 90.5 94.4: 9.5 5.6
Old : 100.0: 18.0 3.0 29.3 43.1 62.0 90.4 94.4: 9.6 5.6
Other: 100.0: 25.2 9.5 7.2 61.8 78.5 94.2 95.2: 5.8 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 105 43 76 65 73 210 160:
Old : 244: 103 47 74 65 73 209 159:
Other: 38: 12 10 9 7 11 21 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 31.0 28.4 43.0 15.3 24.7 21.8 32.1
Old : 17.4 30.8 28.6 42.8 15.5 24.9 22.1 32.4
Other: 62.0 71.8 81.6 84.6 58.3 71.8 77.6 82.4
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 171,410: 25,095 8,324 49,197 78,355 103,072 152,647 160,592: 18,763 10,818
Old : 169,953: 25,162 8,545 48,712 77,403 101,955 151,278 159,212: 18,675 10,741
Other: 1,457: 305 152 112 952 1,116 1,370 1,380: 88 77
: : :
: : Changes in Commitments from: October 4, 2005 :
: 8,154: 2,202 -3,078 3,546 1,292 7,799 7,040 8,267: 1,114 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 4.9 28.7 45.7 60.1 89.1 93.7: 10.9 6.3
Old : 100.0: 14.8 5.0 28.7 45.5 60.0 89.0 93.7: 11.0 6.3
Other: 100.0: 21.0 10.4 7.7 65.3 76.6 94.0 94.7: 6.0 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 100 45 74 66 70 202 159:
Old : 237: 98 49 72 66 70 201 158:
Other: 35: 9 12 7 7 8 18 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 : 17.6 30.7 28.0 41.4 16.2 22.9 22.7 29.6
Old : 17.8 30.5 28.2 41.2 16.3 23.1 22.9 29.9
Other: 63.4 75.3 84.6 87.2 61.6 75.3 80.3 84.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 48,960: 12,086 1,768 14,453 15,855 29,982 42,395 46,203: 6,566 2,757
Old : 19,018: 7,651 1,879 4,546 3,950 11,364 16,147 17,788: 2,871 1,230
Other: 29,942: 5,965 1,419 8,378 11,905 18,618 26,248 28,415: 3,695 1,528
: : :
: : Changes in Commitments from: October 11, 2005 :
: 3,491: 653 -61 2,080 -476 1,525 2,258 3,544: 1,233 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 3.6 29.5 32.4 61.2 86.6 94.4: 13.4 5.6
Old : 100.0: 40.2 9.9 23.9 20.8 59.8 84.9 93.5: 15.1 6.5
Other: 100.0: 19.9 4.7 28.0 39.8 62.2 87.7 94.9: 12.3 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 68 19 25 25 26 101 62:
Old : 95: 45 23 20 19 21 77 51:
Other: 84: 43 12 21 22 20 69 49:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 42.8 39.3 60.9 15.0 30.0 20.9 39.7
Old : 23.9 38.9 38.3 58.2 19.4 30.2 29.3 44.3
Other: 31.9 49.2 48.2 68.5 19.8 35.8 26.6 44.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 45,469: 11,433 1,829 12,373 16,331 28,456 40,137 42,659: 5,332 2,811
Old : 23,220: 9,727 2,691 4,566 5,862 14,479 20,155 21,736: 3,065 1,485
Other: 22,249: 3,841 1,273 5,673 10,469 13,977 19,982 20,923: 2,267 1,326
: : :
: : Changes in Commitments from: October 4, 2005 :
: 2,597: 1,475 228 877 328 1,170 2,680 2,276: -83 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 4.0 27.2 35.9 62.6 88.3 93.8: 11.7 6.2
Old : 100.0: 41.9 11.6 19.7 25.2 62.4 86.8 93.6: 13.2 6.4
Other: 100.0: 17.3 5.7 25.5 47.1 62.8 89.8 94.0: 10.2 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 52 24 24 24 22 94 54:
Old : 100: 47 25 18 21 19 81 49:
Other: 60: 27 9 18 20 15 52 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 45.7 40.4 61.2 16.8 33.3 23.3 41.3
Old : 23.6 44.3 36.7 63.4 16.5 33.9 26.6 46.7
Other: 33.0 55.2 50.2 70.4 22.2 37.4 30.5 44.2
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 150,766: 26,666 29,708 13,726 99,626 100,901 140,018 144,335: 10,748 6,432
Old : 133,483: 26,825 29,905 13,152 83,007 84,350 122,984 127,406: 10,499 6,077
Other: 17,283: 198 161 217 16,619 16,551 17,034 16,929: 249 355
: : :
: : Changes in Commitments from: October 11, 2005 :
: 4,745: 2,131 -195 1,011 954 5,265 4,097 6,081: 649 -1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 19.7 9.1 66.1 66.9 92.9 95.7: 7.1 4.3
Old : 100.0: 20.1 22.4 9.9 62.2 63.2 92.1 95.4: 7.9 4.6
Other: 100.0: 1.1 0.9 1.3 96.2 95.8 98.6 97.9: 1.4 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 60 55 30 54 40 131 110:
Old : 175: 60 57 29 54 40 131 109:
Other: 28: 4 2 5 14 13 19 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 : 28.3 25.8 43.8 44.4 18.7 17.8 27.5 28.3
Old : 26.8 26.2 43.3 43.0 23.7 18.5 35.3 30.4
Other: 61.4 87.5 89.3 95.0 48.1 67.8 67.9 72.3
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 146,021: 24,535 29,903 12,714 98,672 95,636 135,922 138,253: 10,099 7,768
Old : 129,116: 24,709 30,092 12,184 82,481 79,193 119,374 121,468: 9,742 7,648
Other: 16,905: 189 175 167 16,191 16,443 16,547 16,785: 357 120
: : :
: : Changes in Commitments from: October 4, 2005 :
: 4,768: 1,120 1,172 -22 3,736 4,358 4,834 5,508: -65 -739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 20.5 8.7 67.6 65.5 93.1 94.7: 6.9 5.3
Old : 100.0: 19.1 23.3 9.4 63.9 61.3 92.5 94.1: 7.5 5.9
Other: 100.0: 1.1 1.0 1.0 95.8 97.3 97.9 99.3: 2.1 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 51 57 27 53 38 119 109:
Old : 168: 52 58 26 53 38 119 108:
Other: 28: 3 3 4 15 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 : 28.1 26.3 44.5 43.0 19.2 18.0 28.8 27.6
Old : 26.9 25.1 44.1 41.0 24.4 18.2 37.0 29.8
Other: 61.0 89.4 87.8 96.8 48.2 69.3 66.2 73.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 643,754: 175,686 10,975 123,806 251,773 462,996 551,264 597,777: 92,490 45,977
Old : 643,754: 175,686 10,975 123,806 251,773 462,996 551,264 597,777: 92,490 45,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 12,807: -15,265 -2,799 5,179 21,910 14,678 11,825 17,058: 982 -4,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 1.7 19.2 39.1 71.9 85.6 92.9: 14.4 7.1
Old : 100.0: 27.3 1.7 19.2 39.1 71.9 85.6 92.9: 14.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 68 32 46 62 62 158 115:
Old : 176: 68 32 46 62 62 158 115:
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 : 15.1 27.4 24.7 44.6 10.7 19.7 17.9 32.7
Old : 15.1 27.4 24.7 44.6 10.7 19.7 17.9 32.7
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, October 11, 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 : 630,947: 190,950 13,773 118,627 229,862 448,318 539,439 580,718: 91,508 50,229
Old : 630,947: 190,950 13,773 118,627 229,862 448,318 539,439 580,718: 91,508 50,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 16,256: 6,110 -2,344 12,452 6,040 16,917 24,602 27,025: -8,347 -10,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 2.2 18.8 36.4 71.1 85.5 92.0: 14.5 8.0
Old : 100.0: 30.3 2.2 18.8 36.4 71.1 85.5 92.0: 14.5 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 : 177: 77 29 47 57 58 158 113:
Old : 177: 77 29 47 57 58 158 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 25.8 23.9 43.9 11.3 20.6 18.8 33.8
Old : 13.6 25.8 23.9 43.9 11.3 20.6 18.8 33.8
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 18, 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 : 123,261: 16,615 13,979 39,985 52,600 59,023 109,200 112,987: 14,062 10,275
Old : 121,204: 16,585 14,469 39,052 51,668 57,655 107,305 111,176: 13,899 10,028
Other: 2,058: 593 73 370 932 1,368 1,895 1,811: 163 247
: : :
: : Changes in Commitments from: October 11, 2005 :
: -3,790: -796 -3,584 -3,378 -1,862 1,225 -6,036 -5,737: 2,246 1,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 11.3 32.4 42.7 47.9 88.6 91.7: 11.4 8.3
Old : 100.0: 13.7 11.9 32.2 42.6 47.6 88.5 91.7: 11.5 8.3
Other: 100.0: 28.8 3.5 18.0 45.3 66.5 92.1 88.0: 7.9 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 125 65 100 96 92 257 229:
Old : 314: 124 69 100 96 92 257 229:
Other: 46: 11 5 8 14 21 25 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 : 17.3 18.3 27.1 29.8 13.0 10.5 19.8 16.5
Old : 17.6 18.5 27.5 30.0 13.2 10.7 20.2 16.8
Other: 52.7 47.0 74.7 66.7 30.7 32.7 44.9 43.1
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 127,051: 17,411 17,563 43,363 54,462 57,798 115,235 118,723: 11,816 8,328
Old : 125,425: 17,379 17,945 42,720 53,642 56,627 113,742 117,292: 11,684 8,133
Other: 1,626: 452 39 222 819 1,171 1,493 1,431: 133 195
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,986: 606 -2,529 1,975 -1,254 2,800 1,328 2,246: 659 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 13.8 34.1 42.9 45.5 90.7 93.4: 9.3 6.6
Old : 100.0: 13.9 14.3 34.1 42.8 45.1 90.7 93.5: 9.3 6.5
Other: 100.0: 27.8 2.4 13.6 50.4 72.0 91.8 88.0: 8.2 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 137 69 112 105 96 275 252:
Old : 336: 136 73 112 105 96 275 252:
Other: 45: 8 6 7 16 20 25 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 18.8 27.5 29.4 12.8 10.7 19.5 16.9
Old : 17.6 19.0 27.8 29.7 12.9 10.9 19.8 17.2
Other: 43.3 47.7 72.0 66.9 32.6 40.4 49.0 51.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 25,035: 16,968 3,233 2,520 1,000 17,061 20,488 22,814: 4,547 2,221
Old : 25,035: 16,968 3,233 2,520 1,000 17,061 20,488 22,814: 4,547 2,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 3,619: 3,258 -1,957 -1,049 -186 6,411 2,022 3,404: 1,597 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 12.9 10.1 4.0 68.1 81.8 91.1: 18.2 8.9
Old : 100.0: 67.8 12.9 10.1 4.0 68.1 81.8 91.1: 18.2 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 35 12 8 8 6 49 21:
Old : 60: 35 12 8 8 6 49 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 : 40.9 72.7 55.0 85.1 37.1 70.3 48.7 78.0
Old : 40.9 72.7 55.0 85.1 37.1 70.3 48.7 78.0
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, October 11, 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 : 21,415: 13,710 5,190 3,570 1,186 10,650 18,466 19,410: 2,950 2,006
Old : 21,415: 13,710 5,190 3,570 1,186 10,650 18,466 19,410: 2,950 2,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,110: -247 2,501 1,161 760 -2,704 1,673 957: -563 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 24.2 16.7 5.5 49.7 86.2 90.6: 13.8 9.4
Old : 100.0: 64.0 24.2 16.7 5.5 49.7 86.2 90.6: 13.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 32 9 9 8 4 44 19:
Old : 53: 32 9 9 8 4 44 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 : 48.6 61.7 62.0 84.6 41.3 54.6 49.7 71.8
Old : 48.6 61.7 62.0 84.6 41.3 54.6 49.7 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 236,693: 19,850 26,464 58,984 114,283 121,608 193,117 207,056: 43,577 29,638
Old : 236,693: 19,850 26,464 58,984 114,283 121,608 193,117 207,056: 43,577 29,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 731: -1,301 3,896 103 4,648 -945 3,449 3,054: -2,718 -2,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 11.2 24.9 48.3 51.4 81.6 87.5: 18.4 12.5
Old : 100.0: 8.4 11.2 24.9 48.3 51.4 81.6 87.5: 18.4 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 : 142: 38 28 43 69 69 123 126:
Old : 142: 38 28 43 69 69 123 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 20.7 26.4 28.8 11.0 12.6 16.3 17.9
Old : 16.1 20.7 26.4 28.8 11.0 12.6 16.3 17.9
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 11, 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 : 235,962: 21,151 22,567 58,881 109,635 122,553 189,667 204,001: 46,295 31,961
Old : 235,962: 21,151 22,567 58,881 109,635 122,553 189,667 204,001: 46,295 31,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 5,860: -1,216 5,466 -787 5,943 -967 3,940 3,712: 1,921 2,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 9.6 25.0 46.5 51.9 80.4 86.5: 19.6 13.5
Old : 100.0: 9.0 9.6 25.0 46.5 51.9 80.4 86.5: 19.6 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 40 21 41 64 68 119 117:
Old : 137: 40 21 41 64 68 119 117:
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 : 16.3 20.4 26.4 28.2 10.9 12.5 16.0 18.0
Old : 16.3 20.4 26.4 28.2 10.9 12.5 16.0 18.0
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 18, 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 : 905,795: 40,692 86,353 397,642 393,197 389,796 831,530 873,791: 74,265 32,004
Old : 905,795: 40,692 86,353 397,642 393,197 389,796 831,530 873,791: 74,265 32,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 3,760: -4,615 2,722 3,618 9,540 1,061 8,544 7,401: -4,784 -3,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 9.5 43.9 43.4 43.0 91.8 96.5: 8.2 3.5
Old : 100.0: 4.5 9.5 43.9 43.4 43.0 91.8 96.5: 8.2 3.5
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 : 205: 46 59 76 96 88 191 175:
Old : 205: 46 59 76 96 88 191 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 26.2 35.1 40.2 5.2 9.9 8.2 13.1
Old : 22.4 26.2 35.1 40.2 5.2 9.9 8.2 13.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 902,036: 45,306 83,631 394,024 383,657 388,735 822,986 866,390: 79,049 35,646
Old : 902,036: 45,306 83,631 394,024 383,657 388,735 822,986 866,390: 79,049 35,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -2,660: -8,556 5,980 3,195 254 -3,904 -5,107 5,270: 2,447 -7,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 9.3 43.7 42.5 43.1 91.2 96.0: 8.8 4.0
Old : 100.0: 5.0 9.3 43.7 42.5 43.1 91.2 96.0: 8.8 4.0
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 : 202: 52 50 73 94 87 189 170:
Old : 202: 52 50 73 94 87 189 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 25.8 34.9 40.1 5.2 9.6 7.9 12.8
Old : 21.9 25.8 34.9 40.1 5.2 9.6 7.9 12.8
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 18, 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 : 101,262: 8,500 3,848 2,302 80,796 85,016 91,598 91,166: 9,664 10,096
Old : 101,262: 8,500 3,848 2,302 80,796 85,016 91,598 91,166: 9,664 10,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 822: -762 604 -906 2,788 1,430 1,120 1,128: -298 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.8 2.3 79.8 84.0 90.5 90.0: 9.5 10.0
Old : 100.0: 8.4 3.8 2.3 79.8 84.0 90.5 90.0: 9.5 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 2 4 25 26 30 31:
Old : 36: 4 2 4 25 26 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 35.7 65.2 58.7 47.8 33.4 57.7 53.3
Old : 51.8 35.7 65.2 58.7 47.8 33.4 57.7 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 100,440: 9,262 3,244 3,208 78,008 83,586 90,478 90,038: 9,962 10,402
Old : 100,440: 9,262 3,244 3,208 78,008 83,586 90,478 90,038: 9,962 10,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,085: -419 0 143 1,392 388 1,116 531: -31 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 3.2 3.2 77.7 83.2 90.1 89.6: 9.9 10.4
Old : 100.0: 9.2 3.2 3.2 77.7 83.2 90.1 89.6: 9.9 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 : 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 : 49.8 35.2 63.4 58.1 45.5 32.7 56.0 52.4
Old : 49.8 35.2 63.4 58.1 45.5 32.7 56.0 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 55,219: 5,899 8,332 0 42,845 39,591 48,744 47,923: 6,475 7,296
Old : 55,219: 5,899 8,332 0 42,845 39,591 48,744 47,923: 6,475 7,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 15.1 0.0 77.6 71.7 88.3 86.8: 11.7 13.2
Old : 100.0: 10.7 15.1 0.0 77.6 71.7 88.3 86.8: 11.7 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 : 23: 2 2 0 13 14 15 16:
Old : 23: 2 2 0 13 14 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 51.1 75.8 72.9 53.5 48.1 72.0 68.4
Old : 55.6 51.1 75.8 72.9 53.5 48.1 72.0 68.4
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 18, 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 : 70,209: 2 20,600 1,549 62,190 45,573 63,741 67,722: 6,468 2,487
Old : 70,209: 2 20,600 1,549 62,190 45,573 63,741 67,722: 6,468 2,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 1,828: 0 -1,306 -699 1,855 4,479 1,156 2,474: 672 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 29.3 2.2 88.6 64.9 90.8 96.5: 9.2 3.5
Old : 100.0: 0.0 29.3 2.2 88.6 64.9 90.8 96.5: 9.2 3.5
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 : 25: 1 3 4 18 18 22 22:
Old : 25: 1 3 4 18 18 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 55.6 69.0 73.3 39.6 50.9 55.9 63.2
Old : 49.0 55.6 69.0 73.3 39.6 50.9 55.9 63.2
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 11, 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 : 68,381: 2 21,906 2,248 60,335 41,094 62,585 65,248: 5,796 3,133
Old : 68,381: 2 21,906 2,248 60,335 41,094 62,585 65,248: 5,796 3,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 3,209: 0 -1,776 733 2,904 5,218 3,637 4,175: -428 -966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 32.0 3.3 88.2 60.1 91.5 95.4: 8.5 4.6
Old : 100.0: 0.0 32.0 3.3 88.2 60.1 91.5 95.4: 8.5 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 : 26: 1 4 4 17 18 21 23:
Old : 26: 1 4 4 17 18 21 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 : 45.4 55.5 66.6 72.6 37.4 50.5 54.3 62.9
Old : 45.4 55.5 66.6 72.6 37.4 50.5 54.3 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 70,256: 25,249 11,246 2,798 34,380 49,297 62,427 63,341: 7,829 6,915
Old : 70,256: 25,249 11,246 2,798 34,380 49,297 62,427 63,341: 7,829 6,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 2,078: 3,180 -1,680 -1,042 -314 3,960 1,824 1,238: 254 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 16.0 4.0 48.9 70.2 88.9 90.2: 11.1 9.8
Old : 100.0: 35.9 16.0 4.0 48.9 70.2 88.9 90.2: 11.1 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: 2 5 3 16 16 20 22:
Old : 26: 2 5 3 16 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 : 59.0 45.5 75.3 61.8 49.3 37.1 56.5 49.4
Old : 59.0 45.5 75.3 61.8 49.3 37.1 56.5 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 68,178: 22,069 12,926 3,840 34,694 45,337 60,603 62,103: 7,575 6,075
Old : 68,178: 22,069 12,926 3,840 34,694 45,337 60,603 62,103: 7,575 6,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 847: -3,116 -58 1,404 2,405 -119 693 1,227: 154 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 19.0 5.6 50.9 66.5 88.9 91.1: 11.1 8.9
Old : 100.0: 32.4 19.0 5.6 50.9 66.5 88.9 91.1: 11.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 5 4 16 16 22 22:
Old : 27: 3 5 4 16 16 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 41.0 75.0 58.0 47.4 39.8 58.6 53.6
Old : 57.0 41.0 75.0 58.0 47.4 39.8 58.6 53.6
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 18, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,890: 0 4,612 1,327 60,316 48,448 61,643 54,387: 2,247 9,503
Old : 63,890: 0 4,612 1,327 60,316 48,448 61,643 54,387: 2,247 9,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 849: 0 -1,293 990 344 1,237 1,334 934: -485 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 2.1 94.4 75.8 96.5 85.1: 3.5 14.9
Old : 100.0: 0.0 7.2 2.1 94.4 75.8 96.5 85.1: 3.5 14.9
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 : 22: 0 1 1 16 18 17 19:
Old : 22: 0 1 1 16 18 17 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 : 63.9 38.9 80.4 64.4 58.8 37.6 68.8 54.5
Old : 63.9 38.9 80.4 64.4 58.8 37.6 68.8 54.5
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 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,041: 0 5,905 337 59,972 47,211 60,309 53,453: 2,732 9,588
Old : 63,041: 0 5,905 337 59,972 47,211 60,309 53,453: 2,732 9,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 751: 0 1,326 -328 670 -368 342 630: 409 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.4 0.5 95.1 74.9 95.7 84.8: 4.3 15.2
Old : 100.0: 0.0 9.4 0.5 95.1 74.9 95.7 84.8: 4.3 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 : 20: 0 1 1 14 16 15 17:
Old : 20: 0 1 1 14 16 15 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 : 65.5 39.9 82.2 65.7 60.5 39.3 70.0 57.3
Old : 65.5 39.9 82.2 65.7 60.5 39.3 70.0 57.3
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 18, 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 : 65,528: 0 8,846 2,628 55,229 46,137 57,857 57,611: 7,671 7,917
Old : 65,528: 0 8,846 2,628 55,229 46,137 57,857 57,611: 7,671 7,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 923: 0 -1,696 1,426 -24 1,068 1,402 798: -479 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.5 4.0 84.3 70.4 88.3 87.9: 11.7 12.1
Old : 100.0: 0.0 13.5 4.0 84.3 70.4 88.3 87.9: 11.7 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 : 25: 0 2 2 20 13 22 15:
Old : 25: 0 2 2 20 13 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 54.4 56.1 77.9 25.4 43.0 38.7 54.3
Old : 33.4 54.4 56.1 77.9 25.4 43.0 38.7 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 64,605: 0 10,542 1,202 55,253 45,069 56,455 56,813: 8,150 7,792
Old : 64,605: 0 10,542 1,202 55,253 45,069 56,455 56,813: 8,150 7,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 2,359: 0 -1,013 827 1,704 1,683 2,531 1,497: -172 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.3 1.9 85.5 69.8 87.4 87.9: 12.6 12.1
Old : 100.0: 0.0 16.3 1.9 85.5 69.8 87.4 87.9: 12.6 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 : 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 : 32.5 56.0 55.7 79.4 26.0 46.0 41.1 58.8
Old : 32.5 56.0 55.7 79.4 26.0 46.0 41.1 58.8
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 18, 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 : 45,901: 0 2,241 440 37,211 38,688 37,651 41,369: 8,250 4,532
Old : 45,901: 0 2,241 440 37,211 38,688 37,651 41,369: 8,250 4,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 2,050: 0 308 278 1,772 1,464 2,050 2,050: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 1.0 81.1 84.3 82.0 90.1: 18.0 9.9
Old : 100.0: 0.0 4.9 1.0 81.1 84.3 82.0 90.1: 18.0 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 : 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 : 60.6 67.9 75.8 85.3 59.4 67.6 70.9 81.4
Old : 60.6 67.9 75.8 85.3 59.4 67.6 70.9 81.4
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 11, 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 : 43,851: 0 1,933 162 35,439 37,224 35,601 39,319: 8,250 4,532
Old : 43,851: 0 1,933 162 35,439 37,224 35,601 39,319: 8,250 4,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,376: 0 880 -300 0 338 -300 918: 1,676 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.4 80.8 84.9 81.2 89.7: 18.8 10.3
Old : 100.0: 0.0 4.4 0.4 80.8 84.9 81.2 89.7: 18.8 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 59.4 67.7 75.3 84.6 58.1 67.4 70.1 81.1
Old : 59.4 67.7 75.3 84.6 58.1 67.4 70.1 81.1
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 18, 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 : 57,843: 6,041 1,398 5,974 37,248 43,861 49,263 51,233: 8,580 6,610
Old : 57,843: 6,041 1,398 5,974 37,248 43,861 49,263 51,233: 8,580 6,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 802: -1,510 0 1,510 -233 -560 -233 950: 1,035 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 2.4 10.3 64.4 75.8 85.2 88.6: 14.8 11.4
Old : 100.0: 10.4 2.4 10.3 64.4 75.8 85.2 88.6: 14.8 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 3 16 19 19 23:
Old : 25: 2 2 3 16 19 19 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 : 54.1 38.3 73.1 59.7 26.6 24.1 38.7 34.7
Old : 54.1 38.3 73.1 59.7 26.6 24.1 38.7 34.7
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, October 11, 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 : 57,041: 7,551 1,398 4,464 37,481 44,421 49,496 50,283: 7,545 6,758
Old : 57,041: 7,551 1,398 4,464 37,481 44,421 49,496 50,283: 7,545 6,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 2,829: -1,922 190 1,798 3,071 837 2,947 2,825: -118 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 2.5 7.8 65.7 77.9 86.8 88.2: 13.2 11.8
Old : 100.0: 13.2 2.5 7.8 65.7 77.9 86.8 88.2: 13.2 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 3 15 19 18 23:
Old : 24: 2 2 3 15 19 18 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 : 56.8 40.8 76.0 59.9 31.7 24.4 40.8 34.8
Old : 56.8 40.8 76.0 59.9 31.7 24.4 40.8 34.8
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 18, 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 : 1,364,215: 342,387 82,661 248,590 750,274 1,018,096 1,341,251 1,349,347: 22,964 14,868
Old : 1,364,215: 342,387 82,661 248,590 750,274 1,018,096 1,341,251 1,349,347: 22,964 14,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 63,973: -5,699 5,404 26,347 39,326 28,499 59,974 60,250: 3,999 3,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 6.1 18.2 55.0 74.6 98.3 98.9: 1.7 1.1
Old : 100.0: 25.1 6.1 18.2 55.0 74.6 98.3 98.9: 1.7 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 : 133: 28 12 34 87 78 125 114:
Old : 133: 28 12 34 87 78 125 114:
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 : 23.1 25.2 36.7 41.1 17.0 18.4 25.1 29.9
Old : 23.1 25.2 36.7 41.1 17.0 18.4 25.1 29.9
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 11, 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 : 1,300,242: 348,086 77,257 222,243 710,948 989,597 1,281,277 1,289,097: 18,965 11,145
Old : 1,300,242: 348,086 77,257 222,243 710,948 989,597 1,281,277 1,289,097: 18,965 11,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 37,371: -3,489 1,836 16,703 22,282 20,357 35,496 38,896: 1,875 -1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.9 17.1 54.7 76.1 98.5 99.1: 1.5 0.9
Old : 100.0: 26.8 5.9 17.1 54.7 76.1 98.5 99.1: 1.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 26 13 32 86 80 121 116:
Old : 132: 26 13 32 86 80 121 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 26.0 38.3 42.2 18.4 18.9 26.9 30.6
Old : 24.5 26.0 38.3 42.2 18.4 18.9 26.9 30.6
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 18, 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 : 250,677: 70,626 71,969 56,342 120,230 120,366 247,198 248,677: 3,479 2,000
Old : 250,677: 70,626 71,969 56,342 120,230 120,366 247,198 248,677: 3,479 2,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 20,980: 1,819 19,835 896 18,115 172 20,830 20,903: 150 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 28.7 22.5 48.0 48.0 98.6 99.2: 1.4 0.8
Old : 100.0: 28.2 28.7 22.5 48.0 48.0 98.6 99.2: 1.4 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 : 47: 10 9 15 27 26 45 42:
Old : 47: 10 9 15 27 26 45 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 : 32.4 51.8 53.9 67.2 25.2 34.0 35.6 42.3
Old : 32.4 51.8 53.9 67.2 25.2 34.0 35.6 42.3
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 11, 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 : 229,697: 68,807 52,134 55,446 102,115 120,194 226,368 227,774: 3,329 1,923
Old : 229,697: 68,807 52,134 55,446 102,115 120,194 226,368 227,774: 3,329 1,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 15,996: 1,447 4,852 6,762 7,683 3,986 15,892 15,600: 104 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 22.7 24.1 44.5 52.3 98.6 99.2: 1.4 0.8
Old : 100.0: 30.0 22.7 24.1 44.5 52.3 98.6 99.2: 1.4 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 : 48: 10 9 16 27 27 45 44:
Old : 48: 10 9 16 27 27 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 : 30.7 48.1 52.6 64.6 26.2 28.6 37.3 39.0
Old : 30.7 48.1 52.6 64.6 26.2 28.6 37.3 39.0
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 18, 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 : 86,779: 27,747 10,444 14,698 44,126 61,197 86,571 86,339: 208 440
Old : 86,779: 27,747 10,444 14,698 44,126 61,197 86,571 86,339: 208 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 198: 1,216 1,181 -350 -67 -913 798 -82: -600 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 12.0 16.9 50.8 70.5 99.8 99.5: 0.2 0.5
Old : 100.0: 32.0 12.0 16.9 50.8 70.5 99.8 99.5: 0.2 0.5
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 : 52: 6 5 10 38 41 49 51:
Old : 52: 6 5 10 38 41 49 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 : 54.6 38.8 69.5 57.3 43.7 32.8 49.7 45.6
Old : 54.6 38.8 69.5 57.3 43.7 32.8 49.7 45.6
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 11, 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 : 86,581: 26,532 9,263 15,048 44,193 62,110 85,773 86,421: 808 160
Old : 86,581: 26,532 9,263 15,048 44,193 62,110 85,773 86,421: 808 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,301: -119 1,879 380 419 -999 681 1,261: 620 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 10.7 17.4 51.0 71.7 99.1 99.8: 0.9 0.2
Old : 100.0: 30.6 10.7 17.4 51.0 71.7 99.1 99.8: 0.9 0.2
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 : 51: 6 5 9 38 40 49 49:
Old : 51: 6 5 9 38 40 49 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 : 53.4 39.3 68.3 57.8 42.5 33.6 48.8 45.6
Old : 53.4 39.3 68.3 57.8 42.5 33.6 48.8 45.6
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 18, 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 : 27,598: 5,185 4,848 2,518 19,789 19,617 27,492 26,983: 106 615
Old : 27,598: 5,185 4,848 2,518 19,789 19,617 27,492 26,983: 106 615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 568: 1,484 -40 40 -1,062 462 462 462: 106 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 17.6 9.1 71.7 71.1 99.6 97.8: 0.4 2.2
Old : 100.0: 18.8 17.6 9.1 71.7 71.1 99.6 97.8: 0.4 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 : 36: 4 3 6 20 23 27 29:
Old : 36: 4 3 6 20 23 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 53.6 77.9 74.2 54.4 49.7 72.5 67.6
Old : 58.3 53.6 77.9 74.2 54.4 49.7 72.5 67.6
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 11, 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 : 27,030: 3,701 4,888 2,478 20,851 19,155 27,030 26,521: 0 509
Old : 27,030: 3,701 4,888 2,478 20,851 19,155 27,030 26,521: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 810: -462 -40 676 596 174 810 810: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 18.1 9.2 77.1 70.9 100.0 98.1: 0.0 1.9
Old : 100.0: 13.7 18.1 9.2 77.1 70.9 100.0 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 : 36: 4 3 6 19 22 26 28:
Old : 36: 4 3 6 19 22 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 54.7 78.0 74.7 56.4 51.1 72.8 68.7
Old : 59.5 54.7 78.0 74.7 56.4 51.1 72.8 68.7
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 18, 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 : 9,243: 743 3,295 2,454 6,046 3,494 9,243 9,243: 0 0
Old : 9,243: 743 3,295 2,454 6,046 3,494 9,243 9,243: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 445: 59 689 4 382 -248 445 445: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 35.6 26.5 65.4 37.8 100.0 100.0: 0.0 0.0
Old : 100.0: 8.0 35.6 26.5 65.4 37.8 100.0 100.0: 0.0 0.0
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 : 24: 3 3 3 14 9 19 13:
Old : 24: 3 3 3 14 9 19 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 : 41.4 62.2 66.4 90.3 30.0 48.0 51.6 63.9
Old : 41.4 62.2 66.4 90.3 30.0 48.0 51.6 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 8,798: 684 2,606 2,450 5,664 3,742 8,798 8,798: 0 0
Old : 8,798: 684 2,606 2,450 5,664 3,742 8,798 8,798: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -550: 0 -42 0 -42 0 -42 -42: -508 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 29.6 27.8 64.4 42.5 100.0 100.0: 0.0 0.0
Old : 100.0: 7.8 29.6 27.8 64.4 42.5 100.0 100.0: 0.0 0.0
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 : 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 : 40.0 57.5 65.5 86.5 26.4 47.4 45.9 59.4
Old : 40.0 57.5 65.5 86.5 26.4 47.4 45.9 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 17,530: 2,900 3,868 1,972 12,238 11,430 17,110 17,270: 420 260
Old : 17,530: 2,900 3,868 1,972 12,238 11,430 17,110 17,270: 420 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -60: -240 -120 120 20 -10 -100 -10: 40 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 22.1 11.2 69.8 65.2 97.6 98.5: 2.4 1.5
Old : 100.0: 16.5 22.1 11.2 69.8 65.2 97.6 98.5: 2.4 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 : 31: 3 4 7 20 21 27 28:
Old : 31: 3 4 7 20 21 27 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 : 45.9 56.5 69.8 78.2 39.2 45.7 55.4 60.8
Old : 45.9 56.5 69.8 78.2 39.2 45.7 55.4 60.8
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 11, 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 : 17,590: 3,140 3,988 1,852 12,218 11,440 17,210 17,280: 380 310
Old : 17,590: 3,140 3,988 1,852 12,218 11,440 17,210 17,280: 380 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 988: -332 448 172 1,288 528 1,128 1,148: -140 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 22.7 10.5 69.5 65.0 97.8 98.2: 2.2 1.8
Old : 100.0: 17.9 22.7 10.5 69.5 65.0 97.8 98.2: 2.2 1.8
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 : 30: 3 4 7 20 20 27 27:
Old : 30: 3 4 7 20 20 27 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 : 47.1 56.3 70.9 79.1 41.9 46.0 57.9 61.0
Old : 47.1 56.3 70.9 79.1 41.9 46.0 57.9 61.0
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 18, 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 : 24,366: 11,360 120 1,530 10,618 22,424 23,508 24,074: 858 292
Old : 24,366: 11,360 120 1,530 10,618 22,424 23,508 24,074: 858 292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 90: -50 0 50 260 0 260 50: -170 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 0.5 6.3 43.6 92.0 96.5 98.8: 3.5 1.2
Old : 100.0: 46.6 0.5 6.3 43.6 92.0 96.5 98.8: 3.5 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 : 31: 2 1 3 22 25 25 28:
Old : 31: 2 1 3 22 25 25 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 : 67.8 54.3 79.0 76.0 59.8 50.9 69.3 68.2
Old : 67.8 54.3 79.0 76.0 59.8 50.9 69.3 68.2
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 11, 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 : 24,276: 11,410 120 1,480 10,358 22,424 23,248 24,024: 1,028 252
Old : 24,276: 11,410 120 1,480 10,358 22,424 23,248 24,024: 1,028 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 60: 80 0 -80 -20 80 -20 0: 80 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 0.5 6.1 42.7 92.4 95.8 99.0: 4.2 1.0
Old : 100.0: 47.0 0.5 6.1 42.7 92.4 95.8 99.0: 4.2 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 : 30: 2 1 3 21 25 24 28:
Old : 30: 2 1 3 21 25 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 54.5 79.3 76.3 60.2 51.1 69.8 68.4
Old : 68.1 54.5 79.3 76.3 60.2 51.1 69.8 68.4
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, October 18, 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 : 9,656: 1,630 120 820 6,902 8,616 9,352 9,556: 304 100
Old : 9,656: 1,630 120 820 6,902 8,616 9,352 9,556: 304 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 510: -310 0 0 540 690 230 690: 280 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 1.2 8.5 71.5 89.2 96.9 99.0: 3.1 1.0
Old : 100.0: 16.9 1.2 8.5 71.5 89.2 96.9 99.0: 3.1 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 : 22: 2 1 2 16 11 18 14:
Old : 22: 2 1 2 16 11 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 73.4 82.8 90.3 48.4 69.2 67.0 75.1
Old : 59.0 73.4 82.8 90.3 48.4 69.2 67.0 75.1
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 11, 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 : 9,146: 1,940 120 820 6,362 7,926 9,122 8,866: 24 280
Old : 9,146: 1,940 120 820 6,362 7,926 9,122 8,866: 24 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 546: -20 0 0 546 546 526 546: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 1.3 9.0 69.6 86.7 99.7 96.9: 0.3 3.1
Old : 100.0: 21.2 1.3 9.0 69.6 86.7 99.7 96.9: 0.3 3.1
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 : 20: 2 1 2 15 10 17 13:
Old : 20: 2 1 2 15 10 17 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 : 64.0 73.1 86.0 90.8 52.9 68.1 69.4 71.1
Old : 64.0 73.1 86.0 90.8 52.9 68.1 69.4 71.1
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 18, 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 : 1,512,779: 121,667 86,276 452,152 871,290 887,239 1,445,110 1,425,667: 67,669 87,112
Old : 1,512,779: 121,667 86,276 452,152 871,290 887,239 1,445,110 1,425,667: 67,669 87,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -25,181: 13,927 821 -30,599 -7,945 5,113 -24,617 -24,665: -564 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.7 29.9 57.6 58.6 95.5 94.2: 4.5 5.8
Old : 100.0: 8.0 5.7 29.9 57.6 58.6 95.5 94.2: 4.5 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 74 102 115 80 84 218 241:
Old : 270: 74 102 115 80 84 218 241:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.5 32.5 30.7 9.1 7.3 13.3 11.3
Old : 21.7 18.5 32.5 30.7 9.1 7.3 13.3 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 1,537,960: 107,740 85,455 482,751 879,235 882,126 1,469,727 1,450,332: 68,234 87,628
Old : 1,537,960: 107,740 85,455 482,751 879,235 882,126 1,469,727 1,450,332: 68,234 87,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,809: -10,235 -3,718 -7,516 22,809 8,682 5,058 -2,552: -3,249 4,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 5.6 31.4 57.2 57.4 95.6 94.3: 4.4 5.7
Old : 100.0: 7.0 5.6 31.4 57.2 57.4 95.6 94.3: 4.4 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 : 279: 82 102 128 80 83 231 250:
Old : 279: 82 102 128 80 83 231 250:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 18.1 33.2 29.3 10.3 6.8 14.5 10.7
Old : 22.5 18.1 33.2 29.3 10.3 6.8 14.5 10.7
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 18, 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 : 13,255: 9,073 2,463 165 1,431 10,164 10,669 12,792: 2,586 463
Old : 13,255: 9,073 2,463 165 1,431 10,164 10,669 12,792: 2,586 463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: 139: 443 -505 -15 31 628 459 108: -320 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 18.6 1.2 10.8 76.7 80.5 96.5: 19.5 3.5
Old : 100.0: 68.4 18.6 1.2 10.8 76.7 80.5 96.5: 19.5 3.5
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 : 112: 63 10 3 11 27 76 40:
Old : 112: 63 10 3 11 27 76 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 : 23.8 33.2 36.9 51.0 23.8 33.2 36.9 51.0
Old : 23.8 33.2 36.9 51.0 23.8 33.2 36.9 51.0
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 11, 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 : 13,116: 8,630 2,968 180 1,400 9,536 10,210 12,684: 2,906 432
Old : 13,116: 8,630 2,968 180 1,400 9,536 10,210 12,684: 2,906 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -90: -282 -928 63 27 818 -192 -47: 102 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 22.6 1.4 10.7 72.7 77.8 96.7: 22.2 3.3
Old : 100.0: 65.8 22.6 1.4 10.7 72.7 77.8 96.7: 22.2 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 : 109: 57 11 3 11 27 71 41:
Old : 109: 57 11 3 11 27 71 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 32.5 34.6 51.3 22.5 32.5 34.6 51.3
Old : 22.5 32.5 34.6 51.3 22.5 32.5 34.6 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 12,561: 9,361 536 12 848 10,670 10,221 11,218: 2,340 1,343
Old : 12,561: 9,361 536 12 848 10,670 10,221 11,218: 2,340 1,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -895: -975 -19 0 295 -842 -680 -861: -215 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 4.3 0.1 6.8 84.9 81.4 89.3: 18.6 10.7
Old : 100.0: 74.5 4.3 0.1 6.8 84.9 81.4 89.3: 18.6 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 : 56: 27 5 1 12 20 39 26:
Old : 56: 27 5 1 12 20 39 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 : 36.3 47.4 53.3 72.4 36.3 45.6 53.3 70.7
Old : 36.3 47.4 53.3 72.4 36.3 45.6 53.3 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 13,456: 10,336 555 12 553 11,512 10,901 12,079: 2,555 1,377
Old : 13,456: 10,336 555 12 553 11,512 10,901 12,079: 2,555 1,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 384: 278 86 12 31 278 321 376: 63 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 4.1 0.1 4.1 85.6 81.0 89.8: 19.0 10.2
Old : 100.0: 76.8 4.1 0.1 4.1 85.6 81.0 89.8: 19.0 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 : 58: 29 5 1 12 22 41 28:
Old : 58: 29 5 1 12 22 41 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 : 38.7 45.5 55.6 69.6 38.7 43.9 55.6 68.0
Old : 38.7 45.5 55.6 69.6 38.7 43.9 55.6 68.0
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 18, 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 : 161,432: 27,603 6,061 29,225 90,522 115,553 147,350 150,839: 14,082 10,593
Old : 161,432: 27,603 6,061 29,225 90,522 115,553 147,350 150,839: 14,082 10,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2005 :
: -1,165: 1,772 2,291 -1,706 1,149 -791 1,215 -207: -2,380 -958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 3.8 18.1 56.1 71.6 91.3 93.4: 8.7 6.6
Old : 100.0: 17.1 3.8 18.1 56.1 71.6 91.3 93.4: 8.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 43 21 37 63 77 124 119:
Old : 150: 43 21 37 63 77 124 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 21.4 37.1 36.2 15.5 15.3 24.3 24.4
Old : 21.4 21.4 37.1 36.2 15.5 15.3 24.3 24.4
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 11, 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 : 162,597: 25,831 3,770 30,931 89,373 116,344 146,135 151,046: 16,462 11,552
Old : 162,597: 25,831 3,770 30,931 89,373 116,344 146,135 151,046: 16,462 11,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -1,950: 2,031 -533 1,137 -5,787 -3,145 -2,619 -2,541: 669 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 2.3 19.0 55.0 71.6 89.9 92.9: 10.1 7.1
Old : 100.0: 15.9 2.3 19.0 55.0 71.6 89.9 92.9: 10.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 40 19 41 62 77 123 119:
Old : 145: 40 19 41 62 77 123 119:
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 : 21.3 20.4 37.1 35.2 15.1 15.8 24.7 25.5
Old : 21.3 20.4 37.1 35.2 15.1 15.8 24.7 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2005