WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 332,380: 50,166 79,381 65,938 189,714 142,635 305,818 287,954: 26,562 44,426
Old : 288,132: 50,633 83,288 47,513 165,629 126,887 263,775 257,688: 24,357 30,444
Other: 44,248: 14,489 11,048 3,469 24,085 15,749 42,043 30,266: 2,205 13,982
: : :
: : Changes in Commitments from: October 18, 2005 :
: 4,965: -2,833 14,943 848 8,653 -10,053 6,667 5,738: -1,702 -773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 23.9 19.8 57.1 42.9 92.0 86.6: 8.0 13.4
Old : 100.0: 17.6 28.9 16.5 57.5 44.0 91.5 89.4: 8.5 10.6
Other: 100.0: 32.7 25.0 7.8 54.4 35.6 95.0 68.4: 5.0 31.6
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 80 111 105 53 65 202 232:
Old : 280: 79 120 94 51 59 190 220:
Other: 139: 54 26 28 18 57 77 106:
:----------------------------------------------------------------------------------------------------
: 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 : 27.7 25.5 41.8 31.5 27.7 18.5 39.3 23.2
Old : 30.7 28.9 44.5 35.4 30.7 26.1 44.1 31.5
Other: 49.3 16.5 62.3 23.2 48.3 15.9 61.3 22.6
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
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 1,022,777: 141,890 161,307 195,401 522,409 441,484 859,700 798,191: 163,077 224,585
Old : 963,528: 127,654 167,705 179,189 502,848 410,901 809,691 757,795: 153,838 205,734
Other: 59,248: 23,465 2,831 6,983 19,561 30,583 50,009 40,397: 9,240 18,852
: : :
: : Changes in Commitments from: October 18, 2005 :
: 25,869: 1,367 5,708 14,884 13,148 10,513 29,399 31,105: -3,530 -5,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 15.8 19.1 51.1 43.2 84.1 78.0: 15.9 22.0
Old : 100.0: 13.2 17.4 18.6 52.2 42.6 84.0 78.6: 16.0 21.4
Other: 100.0: 39.6 4.8 11.8 33.0 51.6 84.4 68.2: 15.6 31.8
: : :
:# Traders : Number of Traders in Each Category :
All : 592: 167 134 182 218 215 474 472:
Old : 589: 153 155 176 216 210 467 464:
Other: 238: 60 28 26 44 127 114 171:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 17.2 28.7 21.8 16.1 12.6 24.5 16.3
Old : 21.2 16.9 30.2 21.6 16.8 12.1 25.8 15.9
Other: 17.4 27.1 29.9 34.5 16.6 26.4 27.2 31.9
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
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 8,464: 3,797 75 569 1,406 6,331 5,772 6,975: 2,692 1,490
Old : 8,455: 3,797 75 569 1,403 6,330 5,769 6,974: 2,686 1,482
Other: 9: 0 0 0 3 1 3 1: 6 8
: : :
: : Changes in Commitments from: October 18, 2005 :
: 486: 325 -101 22 0 416 348 337: 139 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 0.9 6.7 16.6 74.8 68.2 82.4: 31.8 17.6
Old : 100.0: 44.9 0.9 6.7 16.6 74.9 68.2 82.5: 31.8 17.5
Other: 100.0: 0.0 0.0 0.0 33.3 11.1 33.3 11.1: 66.7 88.9
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 18 3 5 10 14 29 21:
Old : 38: 18 3 5 10 14 29 21:
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 : 29.9 48.3 43.1 65.8 28.2 41.9 40.7 56.8
Old : 29.9 48.3 43.1 65.9 28.2 41.9 40.7 56.9
Other: 33.3 11.1 33.3 11.1 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 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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 334,115: 44,429 42,041 52,295 176,699 149,026 273,422 243,362: 60,692 90,753
Old : 318,947: 45,131 44,206 45,310 169,621 143,832 260,062 233,348: 58,884 85,598
Other: 15,168: 5,588 4,125 694 7,078 5,194 13,360 10,013: 1,808 5,155
: : :
: : Changes in Commitments from: October 18, 2005 :
: -55,516: -10,587 -1,123 -34,119 -9,742 -13,159 -54,447 -48,401: -1,069 -7,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 12.6 15.7 52.9 44.6 81.8 72.8: 18.2 27.2
Old : 100.0: 14.2 13.9 14.2 53.2 45.1 81.5 73.2: 18.5 26.8
Other: 100.0: 36.8 27.2 4.6 46.7 34.2 88.1 66.0: 11.9 34.0
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 65 99 99 104 110 240 253:
Old : 309: 69 100 91 104 108 237 246:
Other: 109: 15 28 8 22 49 42 81:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.8 29.0 27.0 16.1 12.8 23.9 16.6
Old : 18.2 20.4 29.6 27.7 17.5 13.3 25.3 17.3
Other: 43.8 27.9 65.0 40.0 41.1 27.5 61.4 38.7
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 199,365: 30,856 8,256 45,811 95,778 130,891 172,445 184,957: 26,919 14,408
Old : 191,148: 32,219 8,236 41,880 91,304 127,265 165,403 177,381: 25,744 13,767
Other: 8,217: 2,400 3,782 168 4,474 3,626 7,042 7,576: 1,175 641
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,695: -1,685 -387 1,984 1,254 -2,354 1,553 -757: -3,248 -938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 4.1 23.0 48.0 65.7 86.5 92.8: 13.5 7.2
Old : 100.0: 16.9 4.3 21.9 47.8 66.6 86.5 92.8: 13.5 7.2
Other: 100.0: 29.2 46.0 2.0 54.4 44.1 85.7 92.2: 14.3 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 47 25 43 54 56 128 111:
Old : 150: 55 23 40 54 55 127 107:
Other: 37: 4 16 3 12 11 19 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 : 19.5 34.1 31.8 49.0 17.6 27.1 24.4 36.0
Old : 20.2 34.5 31.8 49.9 18.4 27.6 25.5 38.0
Other: 69.7 34.0 81.9 56.7 62.3 30.0 71.8 49.8
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 745,937: 80,676 95,789 95,289 443,428 354,592 619,393 545,669: 126,545 200,268
Old : 745,937: 80,676 95,789 95,289 443,428 354,592 619,393 545,669: 126,545 200,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -23,217: -5,983 223 -8,977 -3,485 -12,360 -18,445 -21,114: -4,772 -2,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 12.8 12.8 59.4 47.5 83.0 73.2: 17.0 26.8
Old : 100.0: 10.8 12.8 12.8 59.4 47.5 83.0 73.2: 17.0 26.8
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 : 163: 32 32 44 75 81 126 138:
Old : 163: 32 32 44 75 81 126 138:
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 : 20.1 12.2 30.4 20.9 16.8 10.5 23.9 17.6
Old : 20.1 12.2 30.4 20.9 16.8 10.5 23.9 17.6
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 155,830: 16,136 21,590 24,736 80,226 81,975 121,098 128,301: 34,731 27,528
Old : 149,951: 16,542 22,002 22,370 77,104 78,779 116,017 123,151: 33,934 26,799
Other: 5,879: 765 759 1,195 3,122 3,196 5,082 5,150: 797 729
: : :
: : Changes in Commitments from: October 18, 2005 :
: 3,821: -1,223 2,582 -45 1,142 -660 -126 1,877: 3,947 1,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 13.9 15.9 51.5 52.6 77.7 82.3: 22.3 17.7
Old : 100.0: 11.0 14.7 14.9 51.4 52.5 77.4 82.1: 22.6 17.9
Other: 100.0: 13.0 12.9 20.3 53.1 54.4 86.4 87.6: 13.6 12.4
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 29 44 39 49 50 102 118:
Old : 141: 30 46 39 49 49 102 116:
Other: 36: 8 11 11 14 11 28 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 28.5 35.5 37.9 18.3 18.3 23.3 24.1
Old : 26.5 28.9 35.2 38.3 18.6 18.9 23.7 24.8
Other: 41.6 38.2 63.7 62.9 31.8 31.1 44.2 42.5
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,881: 2,429 818 1,044 2,585 4,683 6,059 6,545: 1,823 1,336
Old : 7,855: 2,417 823 1,038 2,585 4,683 6,040 6,544: 1,815 1,311
Other: 26: 17 0 1 0 0 18 1: 8 25
: : :
: : Changes in Commitments from: October 18, 2005 :
: -206: -144 22 -232 165 -214 -210 -423: 4 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 10.4 13.2 32.8 59.4 76.9 83.0: 23.1 17.0
Old : 100.0: 30.8 10.5 13.2 32.9 59.6 76.9 83.3: 23.1 16.7
Other: 100.0: 66.0 1.5 3.8 0.0 0.0 69.8 5.2: 30.2 94.8
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 12 8 8 16 17 34 27:
Old : 44: 12 8 8 16 17 34 27:
Other: 4: 3 1 1 0 0 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 : 28.7 47.0 45.0 62.8 26.6 33.3 37.6 46.6
Old : 28.8 47.1 45.1 63.0 26.7 33.4 37.7 46.8
Other: 69.8 5.2 69.8 5.2 66.0 1.5 66.0 1.5
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 372,390: 101,461 97,277 2,097 193,658 165,637 297,216 265,011: 75,174 107,379
Old : 372,390: 101,461 97,277 2,097 193,658 165,637 297,216 265,011: 75,174 107,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 17,189: 7,897 10,900 45 4,263 -1,692 12,205 9,253: 4,984 7,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 26.1 0.6 52.0 44.5 79.8 71.2: 20.2 28.8
Old : 100.0: 27.2 26.1 0.6 52.0 44.5 79.8 71.2: 20.2 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 : 118: 23 26 5 46 49 71 78:
Old : 118: 23 26 5 46 49 71 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 16.4 39.1 26.0 27.4 15.5 38.5 24.9
Old : 27.4 16.4 39.1 26.0 27.4 15.5 38.5 24.9
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 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 2,227,959: 319,037 436,984 266,421 1,374,946 1,082,093 1,960,404 1,785,498: 267,555 442,461
Old : 2,227,959: 319,037 436,984 266,421 1,374,946 1,082,093 1,960,404 1,785,498: 267,555 442,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -20,092: -14,940 58,710 -38,587 23,994 -47,189 -29,533 -27,065: 9,441 6,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 19.6 12.0 61.7 48.6 88.0 80.1: 12.0 19.9
Old : 100.0: 14.3 19.6 12.0 61.7 48.6 88.0 80.1: 12.0 19.9
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 : 272: 62 66 80 112 124 209 235:
Old : 272: 62 66 80 112 124 209 235:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 21.2 38.1 28.0 24.4 20.5 33.1 25.5
Old : 27.2 21.2 38.1 28.0 24.4 20.5 33.1 25.5
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 1,688,890: 204,891 449,208 201,836 1,133,454 709,248 1,540,181 1,360,291: 148,709 328,599
Old : 1,688,890: 204,891 449,208 201,836 1,133,454 709,248 1,540,181 1,360,291: 148,709 328,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 25,258: 13,471 33,337 -14,781 32,157 -9,315 30,847 9,241: -5,589 16,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 26.6 12.0 67.1 42.0 91.2 80.5: 8.8 19.5
Old : 100.0: 12.1 26.6 12.0 67.1 42.0 91.2 80.5: 8.8 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 : 193: 43 49 47 76 82 140 157:
Old : 193: 43 49 47 76 82 140 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 20.4 44.2 30.8 29.5 20.1 39.1 28.6
Old : 32.6 20.4 44.2 30.8 29.5 20.1 39.1 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 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 727,405: 157,350 104,828 295,667 224,371 283,163 677,388 683,658: 50,017 43,747
Old : 727,405: 157,350 104,828 295,667 224,371 283,163 677,388 683,658: 50,017 43,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 46,404: 8,589 -13,175 30,825 4,581 26,108 43,995 43,758: 2,409 2,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 14.4 40.6 30.8 38.9 93.1 94.0: 6.9 6.0
Old : 100.0: 21.6 14.4 40.6 30.8 38.9 93.1 94.0: 6.9 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 : 147: 46 31 43 62 59 128 113:
Old : 147: 46 31 43 62 59 128 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 30.6 43.1 44.5 15.3 12.6 20.0 19.0
Old : 28.6 30.6 43.1 44.5 15.3 12.6 20.0 19.0
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 39,326: 4,849 9,054 559 25,995 17,450 31,403 27,063: 7,923 12,263
Old : 39,326: 4,849 9,054 559 25,995 17,450 31,403 27,063: 7,923 12,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,053: -1,050 1,715 -261 2,179 -729 868 726: 185 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 23.0 1.4 66.1 44.4 79.9 68.8: 20.1 31.2
Old : 100.0: 12.3 23.0 1.4 66.1 44.4 79.9 68.8: 20.1 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 : 52: 10 14 6 20 10 34 26:
Old : 52: 10 14 6 20 10 34 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 : 42.8 38.3 57.8 51.4 42.8 38.3 57.8 51.3
Old : 42.8 38.3 57.8 51.4 42.8 38.3 57.8 51.3
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 71,787: 28,028 26,682 3,836 22,178 30,046 54,043 60,564: 17,745 11,223
Old : 71,787: 28,028 26,682 3,836 22,178 30,046 54,043 60,564: 17,745 11,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -4,788: 1,558 -7,506 -2,637 -2,346 5,116 -3,424 -5,026: -1,364 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 37.2 5.3 30.9 41.9 75.3 84.4: 24.7 15.6
Old : 100.0: 39.0 37.2 5.3 30.9 41.9 75.3 84.4: 24.7 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 : 79: 28 22 15 20 15 54 46:
Old : 79: 28 22 15 20 15 54 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 : 34.6 51.2 46.8 60.6 33.3 50.9 43.7 59.5
Old : 34.6 51.2 46.8 60.6 33.3 50.9 43.7 59.5
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 33,398: 6,779 3,456 62 26,179 29,117 33,020 32,635: 378 763
Old : 33,398: 6,779 3,456 62 26,179 29,117 33,020 32,635: 378 763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,531: -1,895 -144 0 394 -1,454 -1,501 -1,598: -30 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 10.3 0.2 78.4 87.2 98.9 97.7: 1.1 2.3
Old : 100.0: 20.3 10.3 0.2 78.4 87.2 98.9 97.7: 1.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 7 12 3 17 21 26 34:
Old : 52: 7 12 3 17 21 26 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 : 62.8 53.0 82.7 73.7 62.1 47.6 77.0 64.7
Old : 62.8 53.0 82.7 73.7 62.1 47.6 77.0 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 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 25, 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 : 22,244: 700 2,011 1,638 13,656 9,854 15,995 13,503: 6,250 8,741
Old : 22,244: 700 2,011 1,638 13,656 9,854 15,995 13,503: 6,250 8,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 217: 236 26 -81 100 -3 254 -58: -37 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 9.0 7.4 61.4 44.3 71.9 60.7: 28.1 39.3
Old : 100.0: 3.1 9.0 7.4 61.4 44.3 71.9 60.7: 28.1 39.3
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: 7 5 10 18 13 29 24:
Old : 33: 7 5 10 18 13 29 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 : 41.0 29.2 57.5 44.9 41.0 26.2 54.6 39.1
Old : 41.0 29.2 57.5 44.9 41.0 26.2 54.6 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 119,284: 24,068 21,631 29,273 49,632 35,156 102,973 86,060: 16,311 33,224
Old : 119,218: 24,068 21,631 29,273 49,632 35,139 102,973 86,043: 16,245 33,175
Other: 66: 0 0 0 0 17 0 17: 66 49
: : :
: : Changes in Commitments from: October 18, 2005 :
: 3,317: 140 3,231 427 2,050 37 2,618 3,696: 700 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 18.1 24.5 41.6 29.5 86.3 72.1: 13.7 27.9
Old : 100.0: 20.2 18.1 24.6 41.6 29.5 86.4 72.2: 13.6 27.8
Other: 100.0: 0.0 0.0 0.0 0.0 25.8 0.0 25.8: 100.0 74.2
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 52 47 68 30 38 129 120:
Old : 164: 52 47 68 30 38 129 120:
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 : 26.7 16.3 38.0 26.6 26.7 13.6 37.2 21.0
Old : 26.7 16.3 38.0 26.6 26.7 13.6 37.2 21.0
Other: 0.0 25.8 0.0 25.8 0.0 25.8 0.0 25.8
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 1,424: 517 381 99 216 132 832 612: 592 813
Old : 1,424: 517 381 99 216 132 832 612: 592 813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -66: -162 -106 20 50 4 -92 -82: 26 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 26.7 7.0 15.2 9.3 58.4 43.0: 41.6 57.0
Old : 100.0: 36.3 26.7 7.0 15.2 9.3 58.4 43.0: 41.6 57.0
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: 8 10 5 4 4 17 14:
Old : 24: 8 10 5 4 4 17 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 : 34.3 24.4 45.4 34.8 34.3 23.0 44.2 31.7
Old : 34.3 24.4 45.4 34.8 34.3 23.0 44.2 31.7
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 187,363: 52,202 7,410 38,595 75,490 89,057 166,287 135,062: 21,076 52,301
Old : 187,363: 52,202 7,410 38,595 75,490 89,057 166,287 135,062: 21,076 52,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 4,595: 2,034 -1,314 2,711 -9 2,838 4,735 4,235: -141 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 4.0 20.6 40.3 47.5 88.8 72.1: 11.2 27.9
Old : 100.0: 27.9 4.0 20.6 40.3 47.5 88.8 72.1: 11.2 27.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 74 52 66 76 123 197 201:
Old : 269: 74 52 66 76 123 197 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 11.1 32.6 17.7 20.7 7.5 30.1 12.7
Old : 20.7 11.1 32.6 17.7 20.7 7.5 30.1 12.7
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 4,429: 895 749 474 849 1,385 2,218 2,608: 2,211 1,821
Old : 4,429: 895 749 474 849 1,385 2,218 2,608: 2,211 1,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -82: -95 -219 85 -19 183 -29 49: -53 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 16.9 10.7 19.2 31.3 50.1 58.9: 49.9 41.1
Old : 100.0: 20.2 16.9 10.7 19.2 31.3 50.1 58.9: 49.9 41.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 13 18 9 14 21 33 42:
Old : 54: 13 18 9 14 21 33 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 16.1 34.1 26.9 22.0 14.9 28.2 23.4
Old : 22.7 16.1 34.1 26.9 22.0 14.9 28.2 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 30,811: 11,869 2,272 5,117 7,934 8,521 24,920 15,910: 5,891 14,901
Old : 30,811: 11,869 2,272 5,117 7,934 8,521 24,920 15,910: 5,891 14,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 160: -417 610 -92 352 -285 -158 232: 318 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 7.4 16.6 25.7 27.7 80.9 51.6: 19.1 48.4
Old : 100.0: 38.5 7.4 16.6 25.7 27.7 80.9 51.6: 19.1 48.4
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 : 145: 50 18 27 47 52 116 82:
Old : 145: 50 18 27 47 52 116 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 : 13.0 16.2 22.2 22.1 13.0 12.2 21.7 16.2
Old : 13.0 16.2 22.2 22.1 13.0 12.2 21.7 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 111,455: 44,982 6,730 2,691 28,836 82,198 76,509 91,619: 34,946 19,836
Old : 111,455: 44,982 6,730 2,691 28,836 82,198 76,509 91,619: 34,946 19,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -7,571: -7,277 -1,877 539 972 -7,416 -5,766 -8,754: -1,805 1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 6.0 2.4 25.9 73.7 68.6 82.2: 31.4 17.8
Old : 100.0: 40.4 6.0 2.4 25.9 73.7 68.6 82.2: 31.4 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 29 15 9 20 28 54 47:
Old : 82: 29 15 9 20 28 54 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 : 23.4 33.6 35.2 56.2 23.4 33.3 35.2 55.9
Old : 23.4 33.6 35.2 56.2 23.4 33.3 35.2 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 67,299: 12,814 33,657 356 44,806 13,183 57,976 47,196: 9,323 20,103
Old : 67,299: 12,814 33,657 356 44,806 13,183 57,976 47,196: 9,323 20,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -13,501: -1,144 -11,283 356 -13,691 2,369 -14,479 -8,558: 978 -4,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 50.0 0.5 66.6 19.6 86.1 70.1: 13.9 29.9
Old : 100.0: 19.0 50.0 0.5 66.6 19.6 86.1 70.1: 13.9 29.9
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 : 51: 6 25 3 15 9 24 34:
Old : 51: 6 25 3 15 9 24 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 : 35.7 28.4 64.7 39.5 34.4 28.2 62.9 39.3
Old : 35.7 28.4 64.7 39.5 34.4 28.2 62.9 39.3
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 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 64,459: 26,719 12,048 20 31,075 46,847 57,814 58,915: 6,645 5,544
Old : 64,459: 26,719 12,048 20 31,075 46,847 57,814 58,915: 6,645 5,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,228: -180 5,459 20 664 -3,594 504 1,885: 724 -657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 18.7 0.0 48.2 72.7 89.7 91.4: 10.3 8.6
Old : 100.0: 41.5 18.7 0.0 48.2 72.7 89.7 91.4: 10.3 8.6
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 : 80: 35 18 1 13 16 49 34:
Old : 80: 35 18 1 13 16 49 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 : 35.5 62.4 53.6 77.0 35.1 62.4 53.2 77.0
Old : 35.5 62.4 53.6 77.0 35.1 62.4 53.2 77.0
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 76,537: 12,542 26,701 1,053 44,567 29,318 58,162 57,073: 18,375 19,465
Old : 76,537: 12,542 26,701 1,053 44,567 29,318 58,162 57,073: 18,375 19,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -9,056: 2,001 -5,169 739 -8,857 1,330 -6,118 -3,100: -2,939 -5,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 34.9 1.4 58.2 38.3 76.0 74.6: 24.0 25.4
Old : 100.0: 16.4 34.9 1.4 58.2 38.3 76.0 74.6: 24.0 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 12 18 6 22 15 39 34:
Old : 58: 12 18 6 22 15 39 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 : 33.7 38.1 51.1 54.1 23.0 33.6 37.5 42.9
Old : 33.7 38.1 51.1 54.1 23.0 33.6 37.5 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 237,857: 15,227 87,396 7,177 185,620 109,459 208,024 204,031: 29,833 33,826
Old : 237,857: 15,227 87,396 7,177 185,620 109,459 208,024 204,031: 29,833 33,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -4,754: 475 -10 -131 -2,803 3,889 -2,459 3,749: -2,295 -8,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 36.7 3.0 78.0 46.0 87.5 85.8: 12.5 14.2
Old : 100.0: 6.4 36.7 3.0 78.0 46.0 87.5 85.8: 12.5 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 21 49 12 31 27 58 82:
Old : 110: 21 49 12 31 27 58 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 : 44.6 26.7 65.2 42.1 36.0 20.2 48.9 31.3
Old : 44.6 26.7 65.2 42.1 36.0 20.2 48.9 31.3
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 172,335: 20,138 24,154 11,183 82,714 74,355 114,035 109,692: 58,299 62,643
Old : 172,335: 20,138 24,154 11,183 82,714 74,355 114,035 109,692: 58,299 62,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 6,995: -4,607 -1,633 835 5,517 2,135 1,745 1,337: 5,250 5,658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.0 6.5 48.0 43.1 66.2 63.7: 33.8 36.3
Old : 100.0: 11.7 14.0 6.5 48.0 43.1 66.2 63.7: 33.8 36.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 31 36 26 33 30 80 77:
Old : 108: 31 36 26 33 30 80 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 33.8 33.9 40.7 19.7 32.6 32.2 37.9
Old : 21.2 33.8 33.9 40.7 19.7 32.6 32.2 37.9
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
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 38,653: 8,946 721 450 24,483 32,035 33,879 33,206: 4,774 5,447
Old : 38,653: 8,946 721 450 24,483 32,035 33,879 33,206: 4,774 5,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 8,860: 93 -1,126 0 7,770 9,822 7,863 8,696: 997 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 1.9 1.2 63.3 82.9 87.6 85.9: 12.4 14.1
Old : 100.0: 23.1 1.9 1.2 63.3 82.9 87.6 85.9: 12.4 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 : 22: 4 1 1 10 13 14 15:
Old : 22: 4 1 1 10 13 14 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 : 59.8 58.5 79.0 74.2 59.5 50.4 76.2 65.3
Old : 59.8 58.5 79.0 74.2 59.5 50.4 76.2 65.3
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 :13,831,084: 841,956 900,528 4,336,929 7,572,170 6,974,365 12,751,054 12,211,821: 1,080,029 1,619,262
Old :13,831,084: 841,956 900,528 4,336,929 7,572,170 6,974,365 12,751,054 12,211,821: 1,080,029 1,619,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 586,069: -36,952 -16,832 250,868 307,194 275,424 521,110 509,460: 64,959 76,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 6.5 31.4 54.7 50.4 92.2 88.3: 7.8 11.7
Old : 100.0: 6.1 6.5 31.4 54.7 50.4 92.2 88.3: 7.8 11.7
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 : 299: 60 74 110 139 151 257 285:
Old : 299: 60 74 110 139 151 257 285:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 11.9 34.4 20.9 19.9 7.2 26.2 11.9
Old : 21.3 11.9 34.4 20.9 19.9 7.2 26.2 11.9
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 726,184: 63,568 71,459 40,231 481,108 482,463 584,907 594,154: 141,277 132,030
Old : 726,184: 63,568 71,459 40,231 481,108 482,463 584,907 594,154: 141,277 132,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -23,089: -3,827 373 -18,424 2,093 -9,025 -20,158 -27,075: -2,931 3,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 9.8 5.5 66.3 66.4 80.5 81.8: 19.5 18.2
Old : 100.0: 8.8 9.8 5.5 66.3 66.4 80.5 81.8: 19.5 18.2
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 : 206: 49 38 51 93 65 168 128:
Old : 206: 49 38 51 93 65 168 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 26.5 27.1 38.4 18.9 26.5 27.0 38.4
Old : 19.0 26.5 27.1 38.4 18.9 26.5 27.0 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 1,166,673: 142,785 363,447 28,426 678,032 636,476 849,243 1,028,350: 317,430 138,323
Old : 1,166,673: 142,785 363,447 28,426 678,032 636,476 849,243 1,028,350: 317,430 138,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 18,671: -21,980 57,215 -28,004 35,288 -35,170 -14,696 -5,959: 33,368 24,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 31.2 2.4 58.1 54.6 72.8 88.1: 27.2 11.9
Old : 100.0: 12.2 31.2 2.4 58.1 54.6 72.8 88.1: 27.2 11.9
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 : 200: 46 58 33 65 61 127 136:
Old : 200: 46 58 33 65 61 127 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 24.7 29.2 40.6 15.9 22.2 24.2 36.3
Old : 17.9 24.7 29.2 40.6 15.9 22.2 24.2 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 12,938: 1,242 661 0 6,807 11,133 8,049 11,794: 4,889 1,144
Old : 12,938: 1,242 661 0 6,807 11,133 8,049 11,794: 4,889 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -5: 3 -27 0 -1 0 2 -27: -7 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.1 0.0 52.6 86.0 62.2 91.2: 37.8 8.8
Old : 100.0: 9.6 5.1 0.0 52.6 86.0 62.2 91.2: 37.8 8.8
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 : 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 : 25.4 46.5 39.4 66.9 25.4 46.5 39.4 65.8
Old : 25.4 46.5 39.4 66.9 25.4 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 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 35,342: 6,299 6,322 0 24,957 21,589 31,256 27,911: 4,086 7,431
Old : 35,342: 6,299 6,322 0 24,957 21,589 31,256 27,911: 4,086 7,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 809: 226 434 0 444 76 670 510: 139 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 17.9 0.0 70.6 61.1 88.4 79.0: 11.6 21.0
Old : 100.0: 17.8 17.9 0.0 70.6 61.1 88.4 79.0: 11.6 21.0
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 : 38: 4 6 0 18 17 22 23:
Old : 38: 4 6 0 18 17 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 39.5 76.7 55.9 55.7 38.8 72.2 54.9
Old : 58.5 39.5 76.7 55.9 55.7 38.8 72.2 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 63,467: 9,011 13,069 1,164 33,524 39,497 43,699 53,730: 19,769 9,737
Old : 63,467: 9,011 13,069 1,164 33,524 39,497 43,699 53,730: 19,769 9,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,171: 907 -3,039 817 -499 411 1,225 -1,810: -2,396 639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 20.6 1.8 52.8 62.2 68.9 84.7: 31.1 15.3
Old : 100.0: 14.2 20.6 1.8 52.8 62.2 68.9 84.7: 31.1 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 12 18 4 34 25 49 44:
Old : 79: 12 18 4 34 25 49 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 : 28.9 29.3 39.8 45.5 28.8 28.3 37.7 41.7
Old : 28.9 29.3 39.8 45.5 28.8 28.3 37.7 41.7
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 404,606: 70,935 185,360 9,681 305,725 134,671 386,341 329,711: 18,265 74,895
Old : 404,606: 70,935 185,360 9,681 305,725 134,671 386,341 329,711: 18,265 74,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -10,201: -2,956 -20,487 5,948 -13,335 19,493 -10,343 4,954: 143 -15,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 45.8 2.4 75.6 33.3 95.5 81.5: 4.5 18.5
Old : 100.0: 17.5 45.8 2.4 75.6 33.3 95.5 81.5: 4.5 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 : 206: 46 88 11 47 40 103 129:
Old : 206: 46 88 11 47 40 103 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 29.0 63.7 39.0 44.1 21.7 55.8 29.3
Old : 52.0 29.0 63.7 39.0 44.1 21.7 55.8 29.3
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 60,467: 15,562 7,648 0 27,250 41,155 42,812 48,803: 17,655 11,664
Old : 60,467: 15,562 7,648 0 27,250 41,155 42,812 48,803: 17,655 11,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -4,050: -3,831 -683 0 -948 -2,478 -4,779 -3,161: 729 -889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 12.6 0.0 45.1 68.1 70.8 80.7: 29.2 19.3
Old : 100.0: 25.7 12.6 0.0 45.1 68.1 70.8 80.7: 29.2 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 6 0 11 15 21 21:
Old : 38: 10 6 0 11 15 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 42.8 54.3 60.5 39.5 42.2 53.0 59.8
Old : 39.5 42.8 54.3 60.5 39.5 42.2 53.0 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 35,435: 852 7,087 0 31,125 22,763 31,977 29,850: 3,458 5,585
Old : 35,435: 852 7,087 0 31,125 22,763 31,977 29,850: 3,458 5,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 944: 109 -4 0 1,581 20 1,690 16: -746 928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 20.0 0.0 87.8 64.2 90.2 84.2: 9.8 15.8
Old : 100.0: 2.4 20.0 0.0 87.8 64.2 90.2 84.2: 9.8 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 : 66: 2 16 1 32 28 34 45:
Old : 66: 2 16 1 32 28 34 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 : 55.2 32.3 66.8 46.8 54.7 30.6 66.4 45.1
Old : 55.2 32.3 66.8 46.8 54.7 30.6 66.4 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 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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 284,188: 13,556 70,108 2,591 256,172 200,017 272,319 272,717: 11,869 11,472
Old : 284,188: 13,556 70,108 2,591 256,172 200,017 272,319 272,717: 11,869 11,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 15,007: 1,299 7,214 -1,317 11,943 11,070 11,925 16,966: 3,082 -1,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 24.7 0.9 90.1 70.4 95.8 96.0: 4.2 4.0
Old : 100.0: 4.8 24.7 0.9 90.1 70.4 95.8 96.0: 4.2 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 : 144: 20 54 17 41 51 70 113:
Old : 144: 20 54 17 41 51 70 113:
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 : 66.8 32.3 76.7 47.7 63.7 31.4 70.9 44.0
Old : 66.8 32.3 76.7 47.7 63.7 31.4 70.9 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 61,262: 14,211 17,330 2,877 31,492 34,148 48,580 54,355: 12,682 6,907
Old : 61,262: 14,211 17,330 2,877 31,492 34,148 48,580 54,355: 12,682 6,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -886: -572 -119 -122 -1,078 -462 -1,772 -703: 886 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 28.3 4.7 51.4 55.7 79.3 88.7: 20.7 11.3
Old : 100.0: 23.2 28.3 4.7 51.4 55.7 79.3 88.7: 20.7 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 24 20 6 22 24 49 49:
Old : 87: 24 20 6 22 24 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 : 30.7 40.6 44.9 51.8 27.8 40.6 40.1 50.4
Old : 30.7 40.6 44.9 51.8 27.8 40.6 40.1 50.4
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 36,146: 9,985 1,531 0 21,591 4,583 31,576 6,114: 4,570 30,032
Old : 36,146: 9,985 1,531 0 21,591 4,583 31,576 6,114: 4,570 30,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,036: -353 20 0 -1,555 1,010 -1,908 1,030: 872 -2,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 4.2 0.0 59.7 12.7 87.4 16.9: 12.6 83.1
Old : 100.0: 27.6 4.2 0.0 59.7 12.7 87.4 16.9: 12.6 83.1
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 : 32: 12 2 0 9 10 21 12:
Old : 32: 12 2 0 9 10 21 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 8.7 74.7 14.4 62.7 8.6 72.8 13.2
Old : 64.6 8.7 74.7 14.4 62.7 8.6 72.8 13.2
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 35,567: 1,609 2,094 0 17,087 28,732 18,696 30,826: 16,871 4,741
Old : 35,567: 1,609 2,094 0 17,087 28,732 18,696 30,826: 16,871 4,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,696: 0 -20 0 503 744 503 724: 1,193 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.9 0.0 48.0 80.8 52.6 86.7: 47.4 13.3
Old : 100.0: 4.5 5.9 0.0 48.0 80.8 52.6 86.7: 47.4 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 9 0 18 26 21 35:
Old : 42: 3 9 0 18 26 21 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 39.3 41.7 62.1 17.2 34.3 22.1 45.0
Old : 29.6 39.3 41.7 62.1 17.2 34.3 22.1 45.0
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 173,805: 65,122 10,969 34,844 35,145 112,154 135,111 157,968: 38,694 15,837
Old : 173,805: 65,122 10,969 34,844 35,145 112,154 135,111 157,968: 38,694 15,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -4,324: -1,280 -491 1,736 -752 1,354 -296 2,599: -4,028 -6,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 6.3 20.0 20.2 64.5 77.7 90.9: 22.3 9.1
Old : 100.0: 37.5 6.3 20.0 20.2 64.5 77.7 90.9: 22.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 101 54 52 24 41 150 124:
Old : 204: 101 54 52 24 41 150 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 31.2 27.4 46.6 10.9 26.6 16.8 36.7
Old : 17.9 31.2 27.4 46.6 10.9 26.6 16.8 36.7
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 107,334: 32,023 29,061 13,819 45,622 48,948 91,464 91,829: 15,870 15,505
Old : 107,334: 32,023 29,061 13,819 45,622 48,948 91,464 91,829: 15,870 15,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -4,603: -6,837 -971 -24 1,302 -5,127 -5,559 -6,121: 957 1,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 27.1 12.9 42.5 45.6 85.2 85.6: 14.8 14.4
Old : 100.0: 29.8 27.1 12.9 42.5 45.6 85.2 85.6: 14.8 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 80 61 52 48 39 157 132:
Old : 203: 80 61 52 48 39 157 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 37.1 34.6 47.5 25.4 33.7 34.3 42.9
Old : 25.4 37.1 34.6 47.5 25.4 33.7 34.3 42.9
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 426,035: 209,142 44,274 74,683 84,171 280,240 367,997 399,197: 58,038 26,838
Old : 426,035: 209,142 44,274 74,683 84,171 280,240 367,997 399,197: 58,038 26,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -22,858: -19,207 -1,979 692 3,163 -14,669 -15,353 -15,956: -7,505 -6,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 10.4 17.5 19.8 65.8 86.4 93.7: 13.6 6.3
Old : 100.0: 49.1 10.4 17.5 19.8 65.8 86.4 93.7: 13.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 171 80 80 36 47 242 177:
Old : 308: 171 80 80 36 47 242 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 32.7 36.4 50.0 22.0 28.2 26.6 40.4
Old : 24.8 32.7 36.4 50.0 22.0 28.2 26.6 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 11,914: 5,184 1,291 964 3,585 8,276 9,733 10,531: 2,181 1,383
Old : 11,914: 5,184 1,291 964 3,585 8,276 9,733 10,531: 2,181 1,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,124: -152 24 -88 168 -413 -72 -477: -1,052 -647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 10.8 8.1 30.1 69.5 81.7 88.4: 18.3 11.6
Old : 100.0: 43.5 10.8 8.1 30.1 69.5 81.7 88.4: 18.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 4 15 7 6 39 22:
Old : 42: 18 4 15 7 6 39 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 : 46.4 68.0 62.2 83.6 37.8 52.6 47.3 61.7
Old : 46.4 68.0 62.2 83.6 37.8 52.6 47.3 61.7
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 136,109: 51,621 4,442 15,762 53,769 90,385 121,152 110,589: 14,957 25,520
Old : 112,764: 47,188 5,384 10,090 44,675 78,692 101,953 94,166: 10,810 18,598
Other: 23,345: 9,065 3,690 1,040 9,093 11,693 19,199 16,423: 4,146 6,922
: : :
: : Changes in Commitments from: October 18, 2005 :
: 3,757: -2,731 70 1,163 5,860 1,588 4,292 2,822: -535 935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 3.3 11.6 39.5 66.4 89.0 81.3: 11.0 18.7
Old : 100.0: 41.8 4.8 8.9 39.6 69.8 90.4 83.5: 9.6 16.5
Other: 100.0: 38.8 15.8 4.5 39.0 50.1 82.2 70.3: 17.8 29.7
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 68 25 40 61 68 146 118:
Old : 176: 64 26 31 52 67 131 110:
Other: 105: 26 20 14 25 44 56 73:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 32.1 32.7 43.2 17.1 24.4 26.8 31.5
Old : 24.3 34.4 34.3 45.2 22.4 29.9 32.3 37.5
Other: 45.6 37.9 53.2 46.7 45.2 37.8 52.8 45.7
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 37,367: 10,183 131 1,349 16,088 26,158 27,620 27,638: 9,746 9,728
Old : 36,021: 10,297 131 1,171 15,592 25,777 27,060 27,079: 8,961 8,941
Other: 1,346: 58 172 6 496 381 560 559: 786 787
: : :
: : Changes in Commitments from: October 18, 2005 :
: 565: -799 -545 225 1,387 865 814 545: -249 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 0.4 3.6 43.1 70.0 73.9 74.0: 26.1 26.0
Old : 100.0: 28.6 0.4 3.3 43.3 71.6 75.1 75.2: 24.9 24.8
Other: 100.0: 4.3 12.8 0.4 36.9 28.3 41.6 41.5: 58.4 58.5
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 21 2 6 20 18 43 24:
Old : 49: 21 2 5 20 18 43 23:
Other: 17: 1 2 2 8 7 10 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 48.3 42.5 61.5 18.6 38.8 32.0 45.6
Old : 28.4 49.3 43.2 62.9 18.9 39.6 32.7 46.8
Other: 29.4 35.0 40.6 41.0 29.1 34.8 40.0 40.8
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 181,020: 29,922 5,560 51,196 80,059 112,513 161,177 169,270: 19,843 11,750
Old : 179,375: 29,954 5,849 50,646 79,075 111,207 159,675 167,702: 19,700 11,673
Other: 1,645: 404 146 115 983 1,306 1,502 1,567: 143 77
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,193: -2,550 377 -2,319 1,183 -794 -3,686 -2,737: 2,493 1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 3.1 28.3 44.2 62.2 89.0 93.5: 11.0 6.5
Old : 100.0: 16.7 3.3 28.2 44.1 62.0 89.0 93.5: 11.0 6.5
Other: 100.0: 24.5 8.9 7.0 59.8 79.4 91.3 95.3: 8.7 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 114 36 77 68 77 213 167:
Old : 249: 109 42 75 68 76 212 165:
Other: 40: 11 11 9 7 13 21 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 31.1 28.5 43.7 15.6 24.0 21.9 31.4
Old : 17.4 30.9 28.7 43.6 15.7 24.3 22.1 31.6
Other: 59.9 69.5 79.0 82.8 56.4 69.5 75.1 80.8
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 48,510: 14,219 1,523 12,981 15,438 31,008 42,637 45,511: 5,873 2,999
Old : 6,090: 3,529 210 0 1,719 5,421 5,248 5,631: 842 459
Other: 42,420: 12,046 2,669 11,625 13,719 25,587 37,389 39,880: 5,031 2,540
: : :
: : Changes in Commitments from: October 18, 2005 :
: -450: 2,132 -245 -1,472 -417 1,026 243 -692: -693 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 3.1 26.8 31.8 63.9 87.9 93.8: 12.1 6.2
Old : 100.0: 57.9 3.4 0.0 28.2 89.0 86.2 92.5: 13.8 7.5
Other: 100.0: 28.4 6.3 27.4 32.3 60.3 88.1 94.0: 11.9 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 75 18 30 25 28 109 68:
Old : 57: 26 6 0 14 15 40 21:
Other: 122: 65 23 29 23 26 102 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 : 23.4 43.8 36.0 60.8 14.7 33.2 20.7 43.4
Old : 35.3 77.8 54.5 84.8 34.3 77.8 53.4 84.0
Other: 25.9 43.2 40.3 61.6 15.6 30.9 21.7 40.0
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 153,189: 27,329 31,925 13,832 100,747 100,128 141,908 145,884: 11,281 7,304
Old : 135,469: 27,488 32,066 13,412 83,727 82,852 124,627 128,330: 10,842 7,139
Other: 17,720: 143 161 118 17,020 17,276 17,281 17,555: 440 166
: : :
: : Changes in Commitments from: October 18, 2005 :
: 2,422: 663 2,217 106 1,120 -773 1,890 1,550: 533 872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.8 9.0 65.8 65.4 92.6 95.2: 7.4 4.8
Old : 100.0: 20.3 23.7 9.9 61.8 61.2 92.0 94.7: 8.0 5.3
Other: 100.0: 0.8 0.9 0.7 96.0 97.5 97.5 99.1: 2.5 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 63 51 28 55 39 128 109:
Old : 174: 63 52 27 55 39 128 108:
Other: 24: 2 2 3 13 12 16 16:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 24.1 44.0 43.4 18.3 17.8 27.5 28.5
Old : 27.5 23.6 43.7 41.8 22.3 18.3 34.2 30.7
Other: 61.9 83.8 91.0 96.7 46.4 58.7 61.5 64.6
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 637,332: 179,680 14,519 120,016 252,951 461,258 552,647 595,794: 84,685 41,538
Old : 637,332: 179,680 14,519 120,016 252,951 461,258 552,647 595,794: 84,685 41,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -6,422: 3,994 3,544 -3,790 1,178 -1,738 1,383 -1,983: -7,805 -4,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 2.3 18.8 39.7 72.4 86.7 93.5: 13.3 6.5
Old : 100.0: 28.2 2.3 18.8 39.7 72.4 86.7 93.5: 13.3 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 : 178: 74 29 42 63 64 161 113:
Old : 178: 74 29 42 63 64 161 113:
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 : 14.4 26.1 24.7 45.1 10.9 19.7 18.5 32.4
Old : 14.4 26.1 24.7 45.1 10.9 19.7 18.5 32.4
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 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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 120,401: 18,104 12,097 40,133 51,497 61,606 109,735 113,836: 10,667 6,565
Old : 118,090: 18,031 12,667 39,050 50,516 60,069 107,598 111,785: 10,493 6,305
Other: 2,311: 678 36 478 981 1,537 2,137 2,051: 174 260
: : :
: : Changes in Commitments from: October 18, 2005 :
: -2,860: 1,489 -1,882 149 -1,103 2,583 535 850: -3,395 -3,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 10.0 33.3 42.8 51.2 91.1 94.5: 8.9 5.5
Old : 100.0: 15.3 10.7 33.1 42.8 50.9 91.1 94.7: 8.9 5.3
Other: 100.0: 29.3 1.6 20.7 42.5 66.5 92.5 88.7: 7.5 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 127 71 104 90 90 258 232:
Old : 319: 125 75 104 90 90 258 232:
Other: 49: 10 7 12 14 23 29 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.1 28.1 31.2 13.4 11.2 20.2 17.4
Old : 17.9 19.2 28.5 31.5 13.7 11.5 20.6 17.8
Other: 51.4 44.1 72.3 62.7 31.1 31.6 44.7 40.5
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 34,781: 27,948 3,588 2,493 1,383 26,673 31,824 32,755: 2,957 2,026
Old : 34,781: 27,948 3,588 2,493 1,383 26,673 31,824 32,755: 2,957 2,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 9,747: 10,979 356 -27 383 9,613 11,336 9,941: -1,589 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 10.3 7.2 4.0 76.7 91.5 94.2: 8.5 5.8
Old : 100.0: 80.4 10.3 7.2 4.0 76.7 91.5 94.2: 8.5 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 : 68: 39 14 13 8 9 53 31:
Old : 68: 39 14 13 8 9 53 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 : 45.8 72.8 68.8 85.0 45.2 71.8 64.7 80.7
Old : 45.8 72.8 68.8 85.0 45.2 71.8 64.7 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 21,429: 13,074 1,509 0 3,244 16,289 16,318 17,798: 5,111 3,631
Old : 21,429: 13,074 1,509 0 3,244 16,289 16,318 17,798: 5,111 3,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 7.0 0.0 15.1 76.0 76.1 83.1: 23.9 16.9
Old : 100.0: 61.0 7.0 0.0 15.1 76.0 76.1 83.1: 23.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 2 0 3 10 10 12:
Old : 22: 7 2 0 3 10 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 50.0 71.0 71.9 55.2 50.0 71.0 71.9
Old : 55.2 50.0 71.0 71.9 55.2 50.0 71.0 71.9
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 25, 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 : 234,111: 17,783 26,560 59,112 114,885 114,108 191,780 199,780: 42,332 34,331
Old : 234,111: 17,783 26,560 59,112 114,885 114,108 191,780 199,780: 42,332 34,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -2,582: -2,067 96 128 602 -7,500 -1,337 -7,276: -1,245 4,694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 11.3 25.2 49.1 48.7 81.9 85.3: 18.1 14.7
Old : 100.0: 7.6 11.3 25.2 49.1 48.7 81.9 85.3: 18.1 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 38 30 45 69 71 124 130:
Old : 145: 38 30 45 69 71 124 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 19.5 26.5 27.4 11.8 11.1 17.3 16.5
Old : 16.8 19.5 26.5 27.4 11.8 11.1 17.3 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 926,215: 46,337 90,682 402,883 397,988 392,364 847,208 885,929: 79,007 40,285
Old : 926,215: 46,337 90,682 402,883 397,988 392,364 847,208 885,929: 79,007 40,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 20,419: 5,645 4,328 5,242 4,791 2,568 15,678 12,138: 4,742 8,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 9.8 43.5 43.0 42.4 91.5 95.7: 8.5 4.3
Old : 100.0: 5.0 9.8 43.5 43.0 42.4 91.5 95.7: 8.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 56 59 80 93 87 198 178:
Old : 212: 56 59 80 93 87 198 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 25.9 35.6 39.9 5.0 9.3 8.1 12.5
Old : 22.5 25.9 35.6 39.9 5.0 9.3 8.1 12.5
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
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 40,426: 2,538 0 698 30,330 36,034 33,566 36,732: 6,860 3,694
Old : 40,426: 2,538 0 698 30,330 36,034 33,566 36,732: 6,860 3,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 1.7 75.0 89.1 83.0 90.9: 17.0 9.1
Old : 100.0: 6.3 0.0 1.7 75.0 89.1 83.0 90.9: 17.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 14 13 15 14:
Old : 20: 1 0 1 14 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 71.1 74.9 84.0 51.0 69.9 68.2 79.4
Old : 55.8 71.1 74.9 84.0 51.0 69.9 68.2 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 38,534: 0 7,929 1,429 30,475 19,952 31,904 29,310: 6,630 9,224
Old : 38,534: 0 7,929 1,429 30,475 19,952 31,904 29,310: 6,630 9,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.6 3.7 79.1 51.8 82.8 76.1: 17.2 23.9
Old : 100.0: 0.0 20.6 3.7 79.1 51.8 82.8 76.1: 17.2 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 2 17 14 19 16:
Old : 21: 0 2 2 17 14 19 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 : 42.8 42.5 64.8 62.2 41.4 38.5 61.4 52.5
Old : 42.8 42.5 64.8 62.2 41.4 38.5 61.4 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 102,073: 8,045 3,697 2,300 83,349 85,188 93,694 91,185: 8,379 10,888
Old : 102,073: 8,045 3,697 2,300 83,349 85,188 93,694 91,185: 8,379 10,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 811: -455 -151 -2 2,553 172 2,096 19: -1,285 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 3.6 2.3 81.7 83.5 91.8 89.3: 8.2 10.7
Old : 100.0: 7.9 3.6 2.3 81.7 83.5 91.8 89.3: 8.2 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 : 37: 4 2 4 26 26 31 31:
Old : 37: 4 2 4 26 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 : 51.2 35.6 65.2 57.9 46.9 33.4 57.2 52.5
Old : 51.2 35.6 65.2 57.9 46.9 33.4 57.2 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 55,047: 5,899 8,332 0 42,925 39,697 48,824 48,029: 6,223 7,018
Old : 55,047: 5,899 8,332 0 42,925 39,697 48,824 48,029: 6,223 7,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -172: 0 0 0 80 106 80 106: -252 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 15.1 0.0 78.0 72.1 88.7 87.3: 11.3 12.7
Old : 100.0: 10.7 15.1 0.0 78.0 72.1 88.7 87.3: 11.3 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 0 14 16 16 18:
Old : 25: 2 2 0 14 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 45.2 72.3 67.9 46.8 40.7 67.3 61.8
Old : 50.3 45.2 72.3 67.9 46.8 40.7 67.3 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 25, 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 : 77,242: 302 20,100 1,816 68,122 52,808 70,240 74,724: 7,002 2,518
Old : 77,242: 302 20,100 1,816 68,122 52,808 70,240 74,724: 7,002 2,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 7,033: 300 -500 267 5,932 7,235 6,499 7,002: 534 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 26.0 2.4 88.2 68.4 90.9 96.7: 9.1 3.3
Old : 100.0: 0.4 26.0 2.4 88.2 68.4 90.9 96.7: 9.1 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 : 26: 2 3 4 18 18 23 22:
Old : 26: 2 3 4 18 18 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 58.5 66.8 75.5 37.3 50.9 52.1 60.6
Old : 47.0 58.5 66.8 75.5 37.3 50.9 52.1 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 72,768: 25,498 7,765 4,090 37,285 53,618 66,873 65,473: 5,895 7,295
Old : 72,768: 25,498 7,765 4,090 37,285 53,618 66,873 65,473: 5,895 7,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 2,512: 249 -3,481 1,292 2,905 4,321 4,446 2,132: -1,934 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 10.7 5.6 51.2 73.7 91.9 90.0: 8.1 10.0
Old : 100.0: 35.0 10.7 5.6 51.2 73.7 91.9 90.0: 8.1 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 : 26: 2 4 3 18 19 22 24:
Old : 26: 2 4 3 18 19 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 45.1 75.4 60.7 46.9 34.5 54.5 46.2
Old : 59.9 45.1 75.4 60.7 46.9 34.5 54.5 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 65,378: 0 4,280 1,125 62,858 50,808 63,983 56,213: 1,395 9,165
Old : 65,378: 0 4,280 1,125 62,858 50,808 63,983 56,213: 1,395 9,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,488: 0 -332 -202 2,542 2,360 2,340 1,826: -852 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 1.7 96.1 77.7 97.9 86.0: 2.1 14.0
Old : 100.0: 0.0 6.5 1.7 96.1 77.7 97.9 86.0: 2.1 14.0
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 : 25: 0 1 1 17 20 18 21:
Old : 25: 0 1 1 17 20 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 38.0 81.2 63.4 61.5 36.7 69.8 54.0
Old : 65.9 38.0 81.2 63.4 61.5 36.7 69.8 54.0
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,450: 0 8,534 2,958 58,475 50,830 61,433 62,322: 6,017 5,128
Old : 67,450: 0 8,534 2,958 58,475 50,830 61,433 62,322: 6,017 5,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,922: 0 -312 330 3,246 4,693 3,576 4,711: -1,654 -2,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.7 4.4 86.7 75.4 91.1 92.4: 8.9 7.6
Old : 100.0: 0.0 12.7 4.4 86.7 75.4 91.1 92.4: 8.9 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 2 22 17 24 19:
Old : 28: 0 2 2 22 17 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 50.6 55.4 74.6 24.3 38.3 37.3 52.4
Old : 33.1 50.6 55.4 74.6 24.3 38.3 37.3 52.4
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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 46,663: 0 2,145 644 37,919 39,190 38,563 41,979: 8,100 4,684
Old : 46,663: 0 2,145 644 37,919 39,190 38,563 41,979: 8,100 4,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 762: 0 -96 204 708 502 912 610: -150 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 1.4 81.3 84.0 82.6 90.0: 17.4 10.0
Old : 100.0: 0.0 4.6 1.4 81.3 84.0 82.6 90.0: 17.4 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 : 22: 0 1 1 14 13 15 14:
Old : 22: 0 1 1 14 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 66.1 75.0 82.9 59.0 65.8 69.8 78.6
Old : 60.5 66.1 75.0 82.9 59.0 65.8 69.8 78.6
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 57,521: 6,371 70 5,644 37,561 45,274 49,576 50,988: 7,945 6,533
Old : 57,521: 6,371 70 5,644 37,561 45,274 49,576 50,988: 7,945 6,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -322: 330 -1,328 -330 313 1,413 313 -245: -635 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.1 9.8 65.3 78.7 86.2 88.6: 13.8 11.4
Old : 100.0: 11.1 0.1 9.8 65.3 78.7 86.2 88.6: 13.8 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 : 26: 2 1 3 19 19 22 22:
Old : 26: 2 1 3 19 19 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 : 53.4 39.0 73.1 60.6 26.5 26.7 39.8 38.6
Old : 53.4 39.0 73.1 60.6 26.5 26.7 39.8 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 47,839: 2,048 0 5,682 32,661 30,668 40,391 36,350: 7,448 11,489
Old : 47,839: 2,048 0 5,682 32,661 30,668 40,391 36,350: 7,448 11,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 11.9 68.3 64.1 84.4 76.0: 15.6 24.0
Old : 100.0: 4.3 0.0 11.9 68.3 64.1 84.4 76.0: 15.6 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 2 13 13 15 15:
Old : 20: 2 0 2 13 13 15 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 : 44.8 37.4 67.7 61.4 38.8 27.3 52.9 42.3
Old : 44.8 37.4 67.7 61.4 38.8 27.3 52.9 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 69,101: 22,302 2,160 120 44,011 65,819 66,433 68,099: 2,668 1,002
Old : 69,101: 22,302 2,160 120 44,011 65,819 66,433 68,099: 2,668 1,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 3.1 0.2 63.7 95.3 96.1 98.5: 3.9 1.5
Old : 100.0: 32.3 3.1 0.2 63.7 95.3 96.1 98.5: 3.9 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 : 23: 2 2 1 13 15 15 18:
Old : 23: 2 2 1 13 15 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 : 70.0 77.2 87.5 90.3 41.2 38.4 49.0 50.9
Old : 70.0 77.2 87.5 90.3 41.2 38.4 49.0 50.9
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 25, 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 : 1,394,487: 354,189 90,145 248,591 770,755 1,044,424 1,373,535 1,383,160: 20,952 11,327
Old : 1,394,487: 354,189 90,145 248,591 770,755 1,044,424 1,373,535 1,383,160: 20,952 11,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 30,272: 11,802 7,484 1 20,481 26,328 32,284 33,813: -2,012 -3,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 6.5 17.8 55.3 74.9 98.5 99.2: 1.5 0.8
Old : 100.0: 25.4 6.5 17.8 55.3 74.9 98.5 99.2: 1.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 29 10 30 92 82 128 115:
Old : 140: 29 10 30 92 82 128 115:
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 : 23.2 25.4 36.8 41.6 16.9 18.0 25.2 30.7
Old : 23.2 25.4 36.8 41.6 16.9 18.0 25.2 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 276,118: 62,483 84,564 67,729 143,343 122,492 273,555 274,785: 2,563 1,333
Old : 276,118: 62,483 84,564 67,729 143,343 122,492 273,555 274,785: 2,563 1,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 25,441: -8,143 12,595 11,387 23,113 2,126 26,357 26,108: -916 -667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 30.6 24.5 51.9 44.4 99.1 99.5: 0.9 0.5
Old : 100.0: 22.6 30.6 24.5 51.9 44.4 99.1 99.5: 0.9 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 : 56: 14 8 18 32 30 53 49:
Old : 56: 14 8 18 32 30 53 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 : 35.4 53.4 55.1 67.3 21.3 36.6 30.4 43.4
Old : 35.4 53.4 55.1 67.3 21.3 36.6 30.4 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 88,308: 26,600 9,327 16,070 45,474 62,856 88,144 88,252: 163 55
Old : 88,308: 26,600 9,327 16,070 45,474 62,856 88,144 88,252: 163 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,528: -1,147 -1,118 1,372 1,348 1,659 1,573 1,913: -45 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 10.6 18.2 51.5 71.2 99.8 99.9: 0.2 0.1
Old : 100.0: 30.1 10.6 18.2 51.5 71.2 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 6 10 39 43 50 53:
Old : 54: 4 6 10 39 43 50 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 37.8 68.7 56.1 42.5 31.3 47.7 43.4
Old : 53.6 37.8 68.7 56.1 42.5 31.3 47.7 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 27,730: 6,085 4,848 2,050 19,489 20,217 27,624 27,115: 106 615
Old : 27,730: 6,085 4,848 2,050 19,489 20,217 27,624 27,115: 106 615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 132: 900 0 -468 -300 600 132 132: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 17.5 7.4 70.3 72.9 99.6 97.8: 0.4 2.2
Old : 100.0: 21.9 17.5 7.4 70.3 72.9 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 : 38: 4 3 5 22 23 29 28:
Old : 38: 4 3 5 22 23 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 52.3 77.6 74.4 56.0 49.1 74.0 68.8
Old : 58.0 52.3 77.6 74.4 56.0 49.1 74.0 68.8
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 9,407: 743 3,459 2,454 6,210 3,494 9,407 9,407: 0 0
Old : 9,407: 743 3,459 2,454 6,210 3,494 9,407 9,407: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 164: 0 164 0 164 0 164 164: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 36.8 26.1 66.0 37.1 100.0 100.0: 0.0 0.0
Old : 100.0: 7.9 36.8 26.1 66.0 37.1 100.0 100.0: 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 : 41.0 62.9 66.6 90.4 29.5 47.2 50.8 64.5
Old : 41.0 62.9 66.6 90.4 29.5 47.2 50.8 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 17,630: 3,472 3,680 1,900 11,718 11,562 17,090 17,142: 540 488
Old : 17,630: 3,472 3,680 1,900 11,718 11,562 17,090 17,142: 540 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 100: 572 -188 -72 -520 132 -20 -128: 120 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 20.9 10.8 66.5 65.6 96.9 97.2: 3.1 2.8
Old : 100.0: 19.7 20.9 10.8 66.5 65.6 96.9 97.2: 3.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 3 7 19 21 27 28:
Old : 32: 5 3 7 19 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 : 48.2 56.2 72.4 77.2 41.6 45.2 57.5 60.2
Old : 48.2 56.2 72.4 77.2 41.6 45.2 57.5 60.2
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 24,866: 11,360 120 1,530 11,348 22,984 24,238 24,634: 628 232
Old : 24,866: 11,360 120 1,530 11,348 22,984 24,238 24,634: 628 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 500: 0 0 0 730 560 730 560: -230 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 0.5 6.2 45.6 92.4 97.5 99.1: 2.5 0.9
Old : 100.0: 45.7 0.5 6.2 45.6 92.4 97.5 99.1: 2.5 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 : 33: 2 1 3 23 26 26 29:
Old : 33: 2 1 3 23 26 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 54.2 77.4 75.5 58.6 50.9 68.3 67.8
Old : 66.5 54.2 77.4 75.5 58.6 50.9 68.3 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 9,896: 1,630 120 820 7,422 8,896 9,872 9,836: 24 60
Old : 9,896: 1,630 120 820 7,422 8,896 9,872 9,836: 24 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 240: 0 0 0 520 280 520 280: -280 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 1.2 8.3 75.0 89.9 99.8 99.4: 0.2 0.6
Old : 100.0: 16.5 1.2 8.3 75.0 89.9 99.8 99.4: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 2 16 12 18 15:
Old : 22: 2 1 2 16 12 18 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 : 62.0 71.6 85.7 88.5 51.5 67.5 67.6 73.1
Old : 62.0 71.6 85.7 88.5 51.5 67.5 67.6 73.1
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 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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 1,498,195: 119,535 89,871 463,663 856,346 865,910 1,439,544 1,419,444: 58,651 78,751
Old : 1,498,195: 119,535 89,871 463,663 856,346 865,910 1,439,544 1,419,444: 58,651 78,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -14,584: -2,132 3,596 11,510 -14,944 -21,329 -5,566 -6,223: -9,018 -8,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 6.0 30.9 57.2 57.8 96.1 94.7: 3.9 5.3
Old : 100.0: 8.0 6.0 30.9 57.2 57.8 96.1 94.7: 3.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 76 104 114 80 86 220 243:
Old : 275: 76 104 114 80 86 220 243:
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 : 22.1 18.7 33.1 30.6 9.1 7.9 13.5 12.0
Old : 22.1 18.7 33.1 30.6 9.1 7.9 13.5 12.0
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 13,905: 9,385 2,250 176 1,475 10,779 11,036 13,205: 2,869 700
Old : 13,905: 9,385 2,250 176 1,475 10,779 11,036 13,205: 2,869 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 650: 312 -213 11 44 615 367 413: 283 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 16.2 1.3 10.6 77.5 79.4 95.0: 20.6 5.0
Old : 100.0: 67.5 16.2 1.3 10.6 77.5 79.4 95.0: 20.6 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 : 110: 62 10 2 10 27 74 38:
Old : 110: 62 10 2 10 27 74 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 : 24.5 33.6 36.6 51.1 24.5 33.6 36.6 51.1
Old : 24.5 33.6 36.6 51.1 24.5 33.6 36.6 51.1
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 12,775: 9,834 564 47 678 10,804 10,559 11,415: 2,216 1,360
Old : 12,775: 9,834 564 47 678 10,804 10,559 11,415: 2,216 1,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 214: 473 28 35 -170 134 338 197: -124 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 4.4 0.4 5.3 84.6 82.7 89.4: 17.3 10.6
Old : 100.0: 77.0 4.4 0.4 5.3 84.6 82.7 89.4: 17.3 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 32 6 2 10 18 43 25:
Old : 59: 32 6 2 10 18 43 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 46.7 53.3 72.0 36.7 45.7 53.3 70.9
Old : 36.7 46.7 53.3 72.0 36.7 45.7 53.3 70.9
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 169,190: 27,298 4,287 33,779 94,857 119,818 155,934 157,884: 13,256 11,306
Old : 169,190: 27,298 4,287 33,779 94,857 119,818 155,934 157,884: 13,256 11,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 7,758: -305 -1,774 4,554 4,335 4,265 8,584 7,045: -826 713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 2.5 20.0 56.1 70.8 92.2 93.3: 7.8 6.7
Old : 100.0: 16.1 2.5 20.0 56.1 70.8 92.2 93.3: 7.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 43 22 41 69 78 134 121:
Old : 153: 43 22 41 69 78 134 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 19.5 36.7 33.4 15.1 13.5 23.0 22.3
Old : 21.4 19.5 36.7 33.4 15.1 13.5 23.0 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
Updated November 4, 2005