WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 338,482: 52,037 91,582 65,633 191,361 136,212 309,030 293,427: 29,452 45,055
Old : 292,077: 52,472 93,623 47,574 165,101 119,715 265,146 260,912: 26,931 31,165
Other: 46,405: 14,067 12,460 3,557 26,260 16,497 43,884 32,515: 2,521 13,890
: : :
: : Changes in Commitments from: October 25, 2005 :
: 6,102: 1,871 12,201 -306 1,647 -6,423 3,212 5,473: 2,890 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 27.1 19.4 56.5 40.2 91.3 86.7: 8.7 13.3
Old : 100.0: 18.0 32.1 16.3 56.5 41.0 90.8 89.3: 9.2 10.7
Other: 100.0: 30.3 26.9 7.7 56.6 35.6 94.6 70.1: 5.4 29.9
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 83 135 116 54 66 215 259:
Old : 303: 84 136 101 51 59 201 239:
Other: 148: 50 36 34 18 58 78 119:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 23.5 40.6 29.6 27.2 17.4 38.8 22.2
Old : 30.2 26.6 43.9 33.4 30.2 25.3 43.6 30.5
Other: 51.9 15.5 64.6 22.0 50.9 15.1 63.4 21.5
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
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 1,064,779: 145,627 165,525 203,217 538,614 462,703 887,458 831,446: 177,321 233,333
Old : 1,001,050: 130,538 170,126 187,909 516,261 428,318 834,709 786,354: 166,341 214,696
Other: 63,730: 22,986 3,297 7,410 22,353 34,385 52,750 45,092: 10,980 18,637
: : :
: : Changes in Commitments from: October 25, 2005 :
: 42,002: 3,737 4,218 7,817 16,205 21,219 27,758 33,254: 14,244 8,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 15.5 19.1 50.6 43.5 83.3 78.1: 16.7 21.9
Old : 100.0: 13.0 17.0 18.8 51.6 42.8 83.4 78.6: 16.6 21.4
Other: 100.0: 36.1 5.2 11.6 35.1 54.0 82.8 70.8: 17.2 29.2
: : :
:# Traders : Number of Traders in Each Category :
All : 597: 167 133 182 224 217 479 473:
Old : 594: 152 151 175 222 211 471 464:
Other: 252: 61 31 31 50 133 120 186:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 17.2 27.9 21.9 15.4 12.6 23.7 16.3
Old : 20.7 16.9 29.5 21.8 16.2 12.0 25.0 16.0
Other: 17.2 26.6 29.1 34.6 16.5 26.3 27.6 32.2
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
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 7,660: 2,896 76 592 1,563 5,768 5,050 6,435: 2,610 1,225
Old : 7,651: 2,896 76 591 1,560 5,767 5,046 6,433: 2,605 1,218
Other: 9: 0 0 1 3 1 4 2: 5 7
: : :
: : Changes in Commitments from: October 25, 2005 :
: -805: -901 1 23 157 -563 -722 -540: -83 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 1.0 7.7 20.4 75.3 65.9 84.0: 34.1 16.0
Old : 100.0: 37.8 1.0 7.7 20.4 75.4 66.0 84.1: 34.0 15.9
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 : 35: 14 3 6 13 14 28 22:
Old : 35: 14 3 6 13 14 28 22:
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 : 30.6 50.1 42.9 65.9 28.9 44.3 39.3 56.7
Old : 30.6 50.2 43.0 65.9 28.9 44.4 39.4 56.8
Other: 44.4 22.2 44.4 22.2 22.2 0.0 22.2 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 325,044: 48,508 43,238 54,289 169,685 144,752 272,483 242,280: 52,561 82,764
Old : 309,141: 48,841 45,353 47,438 162,090 138,920 258,369 231,711: 50,772 77,430
Other: 15,903: 5,791 4,009 727 7,595 5,832 14,114 10,569: 1,789 5,334
: : :
: : Changes in Commitments from: October 25, 2005 :
: -9,071: 4,080 1,197 1,994 -7,014 -4,273 -940 -1,082: -8,131 -7,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 13.3 16.7 52.2 44.5 83.8 74.5: 16.2 25.5
Old : 100.0: 15.8 14.7 15.3 52.4 44.9 83.6 75.0: 16.4 25.0
Other: 100.0: 36.4 25.2 4.6 47.8 36.7 88.7 66.5: 11.3 33.5
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 79 102 108 103 111 253 268:
Old : 328: 83 104 100 102 107 248 260:
Other: 111: 16 26 8 29 50 51 79:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 20.8 30.2 28.0 16.5 13.3 25.0 17.5
Old : 19.1 21.4 31.0 28.8 18.1 13.8 26.7 18.6
Other: 44.4 29.6 64.5 40.9 41.5 28.9 61.0 39.6
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 201,264: 27,879 12,649 45,528 101,242 125,233 174,648 183,409: 26,616 17,855
Old : 192,325: 29,995 12,382 41,798 94,874 120,897 166,667 175,077: 25,658 17,248
Other: 8,939: 1,442 3,825 171 6,368 4,336 7,981 8,332: 958 607
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,899: -2,978 4,393 -283 5,464 -5,658 2,203 -1,548: -303 3,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 6.3 22.6 50.3 62.2 86.8 91.1: 13.2 8.9
Old : 100.0: 15.6 6.4 21.7 49.3 62.9 86.7 91.0: 13.3 9.0
Other: 100.0: 16.1 42.8 1.9 71.2 48.5 89.3 93.2: 10.7 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 40 34 54 54 55 132 121:
Old : 155: 48 33 50 54 54 131 117:
Other: 44: 6 17 4 14 13 23 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.6 32.7 31.3 46.6 17.4 26.4 24.5 32.1
Old : 19.8 33.0 31.0 47.3 18.2 26.7 25.7 34.2
Other: 76.7 36.8 84.4 60.3 69.0 33.7 75.3 53.9
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 787,889: 81,401 115,923 117,585 460,839 372,201 659,825 605,710: 128,064 182,180
Old : 787,889: 81,401 115,923 117,585 460,839 372,201 659,825 605,710: 128,064 182,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 41,952: 725 20,134 22,297 17,411 17,609 40,433 60,040: 1,519 -18,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 14.7 14.9 58.5 47.2 83.7 76.9: 16.3 23.1
Old : 100.0: 10.3 14.7 14.9 58.5 47.2 83.7 76.9: 16.3 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 31 40 48 74 83 127 149:
Old : 172: 31 40 48 74 83 127 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 12.0 31.8 20.7 17.9 10.5 24.8 17.4
Old : 21.8 12.0 31.8 20.7 17.9 10.5 24.8 17.4
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 157,827: 16,464 22,630 25,991 85,020 83,011 127,474 131,633: 30,352 26,194
Old : 151,876: 16,708 23,090 23,696 81,739 79,784 122,143 126,570: 29,733 25,306
Other: 5,951: 788 573 1,263 3,281 3,227 5,332 5,063: 619 888
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,997: 328 1,040 1,255 4,793 1,036 6,376 3,332: -4,379 -1,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 14.3 16.5 53.9 52.6 80.8 83.4: 19.2 16.6
Old : 100.0: 11.0 15.2 15.6 53.8 52.5 80.4 83.3: 19.6 16.7
Other: 100.0: 13.2 9.6 21.2 55.1 54.2 89.6 85.1: 10.4 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 29 50 42 51 52 111 122:
Old : 149: 31 51 42 51 52 111 122:
Other: 36: 11 7 12 15 12 30 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 : 27.9 28.7 36.7 37.0 18.8 18.2 24.0 23.8
Old : 28.0 29.1 36.5 37.3 19.1 19.0 24.5 24.7
Other: 44.0 37.7 65.9 62.3 34.0 30.0 44.0 39.5
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 7,985: 2,608 679 1,129 2,543 4,988 6,280 6,796: 1,705 1,189
Old : 7,944: 2,596 671 1,126 2,543 4,987 6,266 6,784: 1,679 1,161
Other: 41: 12 8 3 0 1 15 12: 26 28
: : :
: : Changes in Commitments from: October 25, 2005 :
: 103: 178 -139 85 -42 305 222 251: -118 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 8.5 14.1 31.9 62.5 78.7 85.1: 21.3 14.9
Old : 100.0: 32.7 8.4 14.2 32.0 62.8 78.9 85.4: 21.1 14.6
Other: 100.0: 28.9 20.8 7.2 0.0 2.5 36.1 30.5: 63.9 69.5
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 14 7 7 16 19 33 30:
Old : 44: 15 6 7 16 19 33 30:
Other: 6: 2 3 1 0 1 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 51.1 47.3 67.0 25.3 38.0 36.8 48.6
Old : 29.0 51.3 47.5 67.3 25.4 38.2 37.0 48.9
Other: 36.1 30.5 36.1 30.5 28.9 23.3 28.9 23.3
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 356,429: 95,091 91,571 2,006 187,188 155,358 284,285 248,935: 72,144 107,494
Old : 356,429: 95,091 91,571 2,006 187,188 155,358 284,285 248,935: 72,144 107,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -15,960: -6,370 -5,706 -91 -6,470 -10,279 -12,931 -16,076: -3,029 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 25.7 0.6 52.5 43.6 79.8 69.8: 20.2 30.2
Old : 100.0: 26.7 25.7 0.6 52.5 43.6 79.8 69.8: 20.2 30.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 24 26 5 45 48 71 77:
Old : 118: 24 26 5 45 48 71 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 : 26.0 16.1 37.7 25.7 25.5 14.9 36.7 24.4
Old : 26.0 16.1 37.7 25.7 25.5 14.9 36.7 24.4
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 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 2,339,019: 318,322 421,520 312,351 1,435,408 1,153,866 2,066,081 1,887,737: 272,938 451,282
Old : 2,339,019: 318,322 421,520 312,351 1,435,408 1,153,866 2,066,081 1,887,737: 272,938 451,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 111,061: -715 -15,464 45,930 60,462 71,773 105,677 102,239: 5,384 8,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 18.0 13.4 61.4 49.3 88.3 80.7: 11.7 19.3
Old : 100.0: 13.6 18.0 13.4 61.4 49.3 88.3 80.7: 11.7 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 : 272: 62 67 86 113 121 218 231:
Old : 272: 62 67 86 113 121 218 231:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 21.5 38.3 29.0 22.8 20.9 31.9 26.4
Old : 26.9 21.5 38.3 29.0 22.8 20.9 31.9 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 1,768,969: 191,975 453,644 240,628 1,178,308 740,429 1,610,911 1,434,701: 158,057 334,267
Old : 1,768,969: 191,975 453,644 240,628 1,178,308 740,429 1,610,911 1,434,701: 158,057 334,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 80,079: -12,916 4,436 38,793 44,854 31,182 70,731 74,410: 9,348 5,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 25.6 13.6 66.6 41.9 91.1 81.1: 8.9 18.9
Old : 100.0: 10.9 25.6 13.6 66.6 41.9 91.1 81.1: 8.9 18.9
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 : 193: 34 55 46 77 85 138 159:
Old : 193: 34 55 46 77 85 138 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 20.4 42.5 31.0 27.9 20.0 36.8 27.5
Old : 31.1 20.4 42.5 31.0 27.9 20.0 36.8 27.5
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 667,144: 163,161 121,880 229,667 233,073 272,836 625,902 624,383: 41,242 42,761
Old : 667,144: 163,161 121,880 229,667 233,073 272,836 625,902 624,383: 41,242 42,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -60,261: 5,811 17,052 -66,000 8,702 -10,327 -51,487 -59,275: -8,774 -986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 18.3 34.4 34.9 40.9 93.8 93.6: 6.2 6.4
Old : 100.0: 24.5 18.3 34.4 34.9 40.9 93.8 93.6: 6.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 45 32 45 57 57 125 111:
Old : 143: 45 32 45 57 57 125 111:
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 : 27.0 29.0 43.7 41.8 16.1 14.3 23.9 22.4
Old : 27.0 29.0 43.7 41.8 16.1 14.3 23.9 22.4
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 39,081: 5,159 8,545 568 26,239 17,548 31,966 26,662: 7,115 12,419
Old : 39,081: 5,159 8,545 568 26,239 17,548 31,966 26,662: 7,115 12,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -245: 310 -508 9 244 98 563 -401: -808 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 21.9 1.5 67.1 44.9 81.8 68.2: 18.2 31.8
Old : 100.0: 13.2 21.9 1.5 67.1 44.9 81.8 68.2: 18.2 31.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 12 15 7 20 11 37 28:
Old : 56: 12 15 7 20 11 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 : 43.2 37.9 58.3 51.1 43.2 37.8 58.3 51.0
Old : 43.2 37.9 58.3 51.1 43.2 37.8 58.3 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 77,531: 28,860 26,721 4,274 24,896 37,281 58,030 68,276: 19,501 9,255
Old : 77,531: 28,860 26,721 4,274 24,896 37,281 58,030 68,276: 19,501 9,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 5,744: 832 39 438 2,718 7,236 3,987 7,712: 1,757 -1,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 34.5 5.5 32.1 48.1 74.8 88.1: 25.2 11.9
Old : 100.0: 37.2 34.5 5.5 32.1 48.1 74.8 88.1: 25.2 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 : 92: 34 25 18 22 18 64 53:
Old : 92: 34 25 18 22 18 64 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 : 30.5 54.1 42.7 63.7 30.5 53.7 39.2 61.6
Old : 30.5 54.1 42.7 63.7 30.5 53.7 39.2 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 32,729: 6,822 3,536 56 25,443 28,407 32,321 31,999: 408 730
Old : 32,729: 6,822 3,536 56 25,443 28,407 32,321 31,999: 408 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -669: 43 80 -6 -736 -710 -699 -636: 30 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 10.8 0.2 77.7 86.8 98.8 97.8: 1.2 2.2
Old : 100.0: 20.8 10.8 0.2 77.7 86.8 98.8 97.8: 1.2 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 : 52: 7 13 3 16 21 25 35:
Old : 52: 7 13 3 16 21 25 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 : 62.6 52.6 82.6 73.9 61.3 47.1 76.8 64.8
Old : 62.6 52.6 82.6 73.9 61.3 47.1 76.8 64.8
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 23,098: 906 2,017 1,721 14,334 10,236 16,960 13,973: 6,138 9,125
Old : 23,098: 906 2,017 1,721 14,334 10,236 16,960 13,973: 6,138 9,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 853: 205 6 82 678 382 966 470: -112 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 8.7 7.4 62.1 44.3 73.4 60.5: 26.6 39.5
Old : 100.0: 3.9 8.7 7.4 62.1 44.3 73.4 60.5: 26.6 39.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 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 : 42.0 29.7 59.4 45.7 42.0 26.8 56.5 39.9
Old : 42.0 29.7 59.4 45.7 42.0 26.8 56.5 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 120,577: 23,499 21,858 30,195 50,109 35,709 103,802 87,762: 16,774 32,815
Old : 120,467: 23,499 21,858 30,195 50,099 35,680 103,792 87,733: 16,674 32,734
Other: 110: 0 0 0 10 29 10 29: 100 81
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,293: -569 227 922 477 553 830 1,702: 463 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 18.1 25.0 41.6 29.6 86.1 72.8: 13.9 27.2
Old : 100.0: 19.5 18.1 25.1 41.6 29.6 86.2 72.8: 13.8 27.2
Other: 100.0: 0.0 0.0 0.0 9.1 26.4 9.1 26.4: 90.9 73.6
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 48 46 71 29 40 131 123:
Old : 166: 48 46 71 29 40 131 123:
Other: 4: 0 0 0 1 3 1 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 15.9 38.0 25.5 26.6 13.1 37.3 20.8
Old : 26.7 16.0 38.1 25.6 26.7 13.1 37.3 20.8
Other: 9.1 26.4 9.1 26.4 9.1 26.4 9.1 26.4
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 1,482: 401 368 149 301 129 850 645: 632 837
Old : 1,482: 401 368 149 301 129 850 645: 632 837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 58: -116 -13 50 85 -3 18 33: 40 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 24.8 10.0 20.3 8.7 57.3 43.5: 42.7 56.5
Old : 100.0: 27.0 24.8 10.0 20.3 8.7 57.3 43.5: 42.7 56.5
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 : 22: 8 9 6 3 3 14 15:
Old : 22: 8 9 6 3 3 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 : 35.8 20.4 49.1 31.1 34.4 19.6 42.8 29.1
Old : 35.8 20.4 49.1 31.1 34.4 19.6 42.8 29.1
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 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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 188,553: 50,376 7,092 39,824 76,635 88,178 166,835 135,094: 21,719 53,459
Old : 188,553: 50,376 7,092 39,824 76,635 88,178 166,835 135,094: 21,719 53,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,190: -1,827 -317 1,229 1,146 -879 548 33: 643 1,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 3.8 21.1 40.6 46.8 88.5 71.6: 11.5 28.4
Old : 100.0: 26.7 3.8 21.1 40.6 46.8 88.5 71.6: 11.5 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 : 261: 76 42 65 77 122 195 196:
Old : 261: 76 42 65 77 122 195 196:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 10.5 32.8 17.2 20.5 7.0 29.9 12.1
Old : 20.7 10.5 32.8 17.2 20.5 7.0 29.9 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 4,161: 1,351 552 382 598 1,570 2,332 2,505: 1,830 1,657
Old : 4,161: 1,351 552 382 598 1,570 2,332 2,505: 1,830 1,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -268: 456 -196 -92 -251 185 113 -103: -381 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 13.3 9.2 14.4 37.7 56.0 60.2: 44.0 39.8
Old : 100.0: 32.5 13.3 9.2 14.4 37.7 56.0 60.2: 44.0 39.8
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 : 56: 20 13 11 9 21 35 39:
Old : 56: 20 13 11 9 21 35 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 18.5 35.4 29.7 24.0 18.2 34.2 28.3
Old : 24.0 18.5 35.4 29.7 24.0 18.2 34.2 28.3
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 30,265: 11,291 2,172 5,592 8,000 8,565 24,883 16,328: 5,383 13,937
Old : 30,265: 11,291 2,172 5,592 8,000 8,565 24,883 16,328: 5,383 13,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -546: -578 -100 475 66 44 -37 418: -509 -964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 7.2 18.5 26.4 28.3 82.2 54.0: 17.8 46.0
Old : 100.0: 37.3 7.2 18.5 26.4 28.3 82.2 54.0: 17.8 46.0
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 : 148: 48 20 27 42 53 110 85:
Old : 148: 48 20 27 42 53 110 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 13.3 23.7 20.1 12.5 9.4 21.8 13.8
Old : 13.9 13.3 23.7 20.1 12.5 9.4 21.8 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 115,472: 45,634 7,105 2,738 31,231 85,309 79,602 95,151: 35,869 20,320
Old : 115,472: 45,634 7,105 2,738 31,231 85,309 79,602 95,151: 35,869 20,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 4,016: 652 375 46 2,395 3,111 3,093 3,532: 923 484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 6.2 2.4 27.0 73.9 68.9 82.4: 31.1 17.6
Old : 100.0: 39.5 6.2 2.4 27.0 73.9 68.9 82.4: 31.1 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 30 12 9 21 27 54 45:
Old : 80: 30 12 9 21 27 54 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 35.8 35.5 56.3 23.1 35.4 35.5 55.9
Old : 23.1 35.8 35.5 56.3 23.1 35.4 35.5 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 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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 70,575: 13,795 35,911 179 47,402 11,410 61,376 47,501: 9,199 23,074
Old : 70,575: 13,795 35,911 179 47,402 11,410 61,376 47,501: 9,199 23,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 3,276: 981 2,254 -177 2,596 -1,773 3,400 305: -124 2,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 50.9 0.3 67.2 16.2 87.0 67.3: 13.0 32.7
Old : 100.0: 19.5 50.9 0.3 67.2 16.2 87.0 67.3: 13.0 32.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 7 21 1 18 11 25 33:
Old : 49: 7 21 1 18 11 25 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 : 37.0 32.9 64.5 44.5 36.9 32.9 63.3 44.4
Old : 37.0 32.9 64.5 44.5 36.9 32.9 63.3 44.4
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 70,025: 49,052 5,131 0 14,604 60,275 63,656 65,406: 6,369 4,619
Old : 70,025: 49,052 5,131 0 14,604 60,275 63,656 65,406: 6,369 4,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 5,566: 22,333 -6,917 -20 -16,471 13,428 5,842 6,491: -276 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 7.3 0.0 20.9 86.1 90.9 93.4: 9.1 6.6
Old : 100.0: 70.0 7.3 0.0 20.9 86.1 90.9 93.4: 9.1 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 : 83: 45 9 0 15 17 60 26:
Old : 83: 45 9 0 15 17 60 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 : 33.6 62.4 51.7 80.0 33.6 62.4 51.7 79.7
Old : 33.6 62.4 51.7 80.0 33.6 62.4 51.7 79.7
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 71,500: 9,110 23,638 680 44,531 27,415 54,321 51,733: 17,179 19,766
Old : 71,500: 9,110 23,638 680 44,531 27,415 54,321 51,733: 17,179 19,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -5,038: -3,432 -3,063 -373 -36 -1,903 -3,841 -5,339: -1,196 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 33.1 1.0 62.3 38.3 76.0 72.4: 24.0 27.6
Old : 100.0: 12.7 33.1 1.0 62.3 38.3 76.0 72.4: 24.0 27.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 10 17 5 23 11 35 31:
Old : 54: 10 17 5 23 11 35 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 : 40.2 36.0 55.0 51.9 27.6 29.7 40.3 39.9
Old : 40.2 36.0 55.0 51.9 27.6 29.7 40.3 39.9
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 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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 238,806: 15,538 87,208 6,604 187,964 107,645 210,106 201,457: 28,700 37,349
Old : 238,806: 15,538 87,208 6,604 187,964 107,645 210,106 201,457: 28,700 37,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 949: 312 -188 -573 2,344 -1,813 2,082 -2,574: -1,133 3,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 36.5 2.8 78.7 45.1 88.0 84.4: 12.0 15.6
Old : 100.0: 6.5 36.5 2.8 78.7 45.1 88.0 84.4: 12.0 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 20 48 10 31 26 56 79:
Old : 108: 20 48 10 31 26 56 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 : 44.8 26.5 64.5 42.9 36.1 21.0 49.0 30.2
Old : 44.8 26.5 64.5 42.9 36.1 21.0 49.0 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 166,647: 25,186 19,958 12,435 78,148 79,283 115,768 111,676: 50,879 54,971
Old : 166,647: 25,186 19,958 12,435 78,148 79,283 115,768 111,676: 50,879 54,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -5,688: 5,047 -4,197 1,252 -4,566 4,928 1,733 1,983: -7,420 -7,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.0 7.5 46.9 47.6 69.5 67.0: 30.5 33.0
Old : 100.0: 15.1 12.0 7.5 46.9 47.6 69.5 67.0: 30.5 33.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 40 28 32 29 30 83 77:
Old : 107: 40 28 32 29 30 83 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 : 21.9 36.2 34.5 44.2 20.1 35.0 32.3 40.5
Old : 21.9 36.2 34.5 44.2 20.1 35.0 32.3 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 39,943: 9,061 721 500 27,201 33,078 36,762 34,299: 3,181 5,644
Old : 39,943: 9,061 721 500 27,201 33,078 36,762 34,299: 3,181 5,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,290: 115 0 50 2,718 1,043 2,883 1,093: -1,593 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 1.8 1.3 68.1 82.8 92.0 85.9: 8.0 14.1
Old : 100.0: 22.7 1.8 1.3 68.1 82.8 92.0 85.9: 8.0 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 : 23: 4 1 1 12 14 16 16:
Old : 23: 4 1 1 12 14 16 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 58.7 76.2 75.0 55.3 50.7 73.2 66.3
Old : 55.6 58.7 76.2 75.0 55.3 50.7 73.2 66.3
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 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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :14,566,173: 854,671 906,459 4,771,671 7,827,933 7,205,294 13,454,275 12,883,424: 1,111,898 1,682,749
Old :14,566,173: 854,671 906,459 4,771,671 7,827,933 7,205,294 13,454,275 12,883,424: 1,111,898 1,682,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 735,089: 12,715 5,932 434,743 255,763 230,929 703,220 671,603: 31,869 63,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 6.2 32.8 53.7 49.5 92.4 88.4: 7.6 11.6
Old : 100.0: 5.9 6.2 32.8 53.7 49.5 92.4 88.4: 7.6 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 : 304: 67 73 113 140 149 263 286:
Old : 304: 67 73 113 140 149 263 286:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 12.3 33.2 21.7 19.6 6.9 24.9 11.8
Old : 21.0 12.3 33.2 21.7 19.6 6.9 24.9 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 728,679: 61,911 71,388 44,003 485,549 484,035 591,463 599,426: 137,216 129,253
Old : 728,679: 61,911 71,388 44,003 485,549 484,035 591,463 599,426: 137,216 129,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 2,496: -1,657 -71 3,772 4,441 1,571 6,556 5,272: -4,060 -2,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.8 6.0 66.6 66.4 81.2 82.3: 18.8 17.7
Old : 100.0: 8.5 9.8 6.0 66.6 66.4 81.2 82.3: 18.8 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 51 41 55 97 68 174 138:
Old : 213: 51 41 55 97 68 174 138:
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 : 18.8 26.4 26.5 38.3 18.7 26.2 26.3 38.1
Old : 18.8 26.4 26.5 38.3 18.7 26.2 26.3 38.1
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 1,162,640: 162,036 308,259 39,361 638,590 687,869 839,987 1,035,490: 322,653 127,151
Old : 1,162,640: 162,036 308,259 39,361 638,590 687,869 839,987 1,035,490: 322,653 127,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -4,032: 19,251 -55,188 10,935 -39,441 51,393 -9,256 7,140: 5,223 -11,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 26.5 3.4 54.9 59.2 72.2 89.1: 27.8 10.9
Old : 100.0: 13.9 26.5 3.4 54.9 59.2 72.2 89.1: 27.8 10.9
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 : 199: 50 57 32 63 58 131 129:
Old : 199: 50 57 32 63 58 131 129:
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 : 18.8 26.6 28.4 41.4 15.5 24.3 22.8 35.9
Old : 18.8 26.6 28.4 41.4 15.5 24.3 22.8 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,103: 1,323 661 0 6,458 11,221 7,781 11,882: 5,322 1,221
Old : 13,103: 1,323 661 0 6,458 11,221 7,781 11,882: 5,322 1,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 165: 81 0 0 -349 88 -268 88: 433 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.0 0.0 49.3 85.6 59.4 90.7: 40.6 9.3
Old : 100.0: 10.1 5.0 0.0 49.3 85.6 59.4 90.7: 40.6 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 1 17 16 19 19:
Old : 32: 2 2 1 17 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 46.5 40.6 66.6 25.5 46.5 40.6 65.5
Old : 25.5 46.5 40.6 66.6 25.5 46.5 40.6 65.5
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 37,979: 6,810 9,825 0 26,056 19,709 32,866 29,534: 5,113 8,445
Old : 37,979: 6,810 9,825 0 26,056 19,709 32,866 29,534: 5,113 8,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 2,637: 511 3,503 0 1,099 -1,880 1,610 1,623: 1,027 1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 25.9 0.0 68.6 51.9 86.5 77.8: 13.5 22.2
Old : 100.0: 17.9 25.9 0.0 68.6 51.9 86.5 77.8: 13.5 22.2
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 7 0 19 15 23 22:
Old : 38: 4 7 0 19 15 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 : 56.2 40.0 72.3 56.9 53.6 39.6 68.7 56.5
Old : 56.2 40.0 72.3 56.9 53.6 39.6 68.7 56.5
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 63,034: 8,818 13,532 402 33,698 39,912 42,917 53,846: 20,117 9,189
Old : 63,034: 8,818 13,532 402 33,698 39,912 42,917 53,846: 20,117 9,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -433: -193 463 -762 174 415 -781 115: 348 -549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 21.5 0.6 53.5 63.3 68.1 85.4: 31.9 14.6
Old : 100.0: 14.0 21.5 0.6 53.5 63.3 68.1 85.4: 31.9 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 12 17 2 34 26 48 43:
Old : 78: 12 17 2 34 26 48 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 : 29.8 30.4 40.9 46.5 29.2 29.7 38.1 43.3
Old : 29.8 30.4 40.9 46.5 29.2 29.7 38.1 43.3
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 377,135: 68,940 138,941 11,453 277,736 146,743 358,128 297,136: 19,007 79,999
Old : 377,135: 68,940 138,941 11,453 277,736 146,743 358,128 297,136: 19,007 79,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -27,471: -1,995 -46,419 1,772 -27,989 12,072 -28,213 -32,575: 742 5,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 36.8 3.0 73.6 38.9 95.0 78.8: 5.0 21.2
Old : 100.0: 18.3 36.8 3.0 73.6 38.9 95.0 78.8: 5.0 21.2
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 : 202: 59 72 14 44 40 113 116:
Old : 202: 59 72 14 44 40 113 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 29.8 60.7 39.2 41.2 23.1 52.6 30.6
Old : 49.1 29.8 60.7 39.2 41.2 23.1 52.6 30.6
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 62,025: 14,623 10,587 0 31,931 38,432 46,554 49,019: 15,471 13,006
Old : 62,025: 14,623 10,587 0 31,931 38,432 46,554 49,019: 15,471 13,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,559: -939 2,939 0 4,681 -2,723 3,742 216: -2,183 1,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 17.1 0.0 51.5 62.0 75.1 79.0: 24.9 21.0
Old : 100.0: 23.6 17.1 0.0 51.5 62.0 75.1 79.0: 24.9 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 : 41: 9 8 0 12 15 21 23:
Old : 41: 9 8 0 12 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 : 44.8 37.5 57.9 55.8 44.8 37.0 57.3 55.3
Old : 44.8 37.5 57.9 55.8 44.8 37.0 57.3 55.3
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 35,944: 900 6,427 0 31,398 23,651 32,298 30,078: 3,646 5,866
Old : 35,944: 900 6,427 0 31,398 23,651 32,298 30,078: 3,646 5,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 509: 48 -660 0 273 888 321 228: 188 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 17.9 0.0 87.4 65.8 89.9 83.7: 10.1 16.3
Old : 100.0: 2.5 17.9 0.0 87.4 65.8 89.9 83.7: 10.1 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 2 15 1 33 30 35 46:
Old : 66: 2 15 1 33 30 35 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 : 55.6 31.7 68.2 44.2 54.9 30.5 67.5 42.9
Old : 55.6 31.7 68.2 44.2 54.9 30.5 67.5 42.9
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 289,524: 13,733 62,634 4,371 255,626 211,987 273,730 278,992: 15,794 10,532
Old : 289,524: 13,733 62,634 4,371 255,626 211,987 273,730 278,992: 15,794 10,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 5,336: 176 -7,474 1,780 -546 11,970 1,411 6,276: 3,925 -940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 21.6 1.5 88.3 73.2 94.5 96.4: 5.5 3.6
Old : 100.0: 4.7 21.6 1.5 88.3 73.2 94.5 96.4: 5.5 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 19 57 21 38 49 70 114:
Old : 144: 19 57 21 38 49 70 114:
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 : 66.5 33.0 76.4 48.7 63.3 31.2 69.8 44.5
Old : 66.5 33.0 76.4 48.7 63.3 31.2 69.8 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 62,189: 16,041 17,248 2,669 31,665 36,148 50,375 56,065: 11,814 6,124
Old : 62,189: 16,041 17,248 2,669 31,665 36,148 50,375 56,065: 11,814 6,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 927: 1,830 -82 -208 173 2,000 1,795 1,710: -868 -783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 27.7 4.3 50.9 58.1 81.0 90.2: 19.0 9.8
Old : 100.0: 25.8 27.7 4.3 50.9 58.1 81.0 90.2: 19.0 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 : 88: 26 21 6 20 24 49 51:
Old : 88: 26 21 6 20 24 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 : 31.1 40.7 45.5 52.9 27.0 40.7 39.8 51.0
Old : 31.1 40.7 45.5 52.9 27.0 40.7 39.8 51.0
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 39,407: 11,664 1,597 4 23,126 5,720 34,794 7,321: 4,613 32,086
Old : 39,407: 11,664 1,597 4 23,126 5,720 34,794 7,321: 4,613 32,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 3,261: 1,679 66 4 1,535 1,137 3,218 1,207: 43 2,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 4.1 0.0 58.7 14.5 88.3 18.6: 11.7 81.4
Old : 100.0: 29.6 4.1 0.0 58.7 14.5 88.3 18.6: 11.7 81.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 4 1 10 8 26 12:
Old : 36: 15 4 1 10 8 26 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 : 60.7 10.9 70.8 15.9 58.3 10.1 68.5 14.4
Old : 60.7 10.9 70.8 15.9 58.3 10.1 68.5 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 37,487: 1,609 1,738 129 18,337 29,521 20,075 31,388: 17,412 6,099
Old : 37,487: 1,609 1,738 129 18,337 29,521 20,075 31,388: 17,412 6,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,919: 0 -356 129 1,250 789 1,379 562: 540 1,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 4.6 0.3 48.9 78.8 53.6 83.7: 46.4 16.3
Old : 100.0: 4.3 4.6 0.3 48.9 78.8 53.6 83.7: 46.4 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 9 1 18 26 22 35:
Old : 42: 3 9 1 18 26 22 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 : 31.3 39.1 42.9 61.0 16.8 32.6 22.3 42.8
Old : 31.3 39.1 42.9 61.0 16.8 32.6 22.3 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 165,348: 60,096 8,925 32,633 34,426 108,479 127,155 150,037: 38,193 15,312
Old : 165,348: 60,096 8,925 32,633 34,426 108,479 127,155 150,037: 38,193 15,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -8,456: -5,026 -2,044 -2,211 -718 -3,676 -7,955 -7,931: -501 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 5.4 19.7 20.8 65.6 76.9 90.7: 23.1 9.3
Old : 100.0: 36.3 5.4 19.7 20.8 65.6 76.9 90.7: 23.1 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 101 39 52 22 39 142 114:
Old : 188: 101 39 52 22 39 142 114:
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 : 19.4 32.2 28.3 49.3 11.0 27.8 16.9 38.9
Old : 19.4 32.2 28.3 49.3 11.0 27.8 16.9 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 110,206: 32,023 27,277 16,843 46,765 51,000 95,630 95,119: 14,576 15,087
Old : 110,206: 32,023 27,277 16,843 46,765 51,000 95,630 95,119: 14,576 15,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 2,872: 0 -1,784 3,024 1,142 2,051 4,166 3,291: -1,294 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 24.8 15.3 42.4 46.3 86.8 86.3: 13.2 13.7
Old : 100.0: 29.1 24.8 15.3 42.4 46.3 86.8 86.3: 13.2 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 77 72 60 45 38 159 143:
Old : 209: 77 72 60 45 38 159 143:
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 : 24.7 35.8 34.6 45.7 24.6 32.0 33.6 40.8
Old : 24.7 35.8 34.6 45.7 24.6 32.0 33.6 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 407,029: 183,116 44,719 64,917 96,138 268,015 344,170 377,651: 62,859 29,377
Old : 407,029: 183,116 44,719 64,917 96,138 268,015 344,170 377,651: 62,859 29,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -19,007: -26,026 445 -9,767 11,966 -12,224 -23,827 -21,546: 4,820 2,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 11.0 15.9 23.6 65.8 84.6 92.8: 15.4 7.2
Old : 100.0: 45.0 11.0 15.9 23.6 65.8 84.6 92.8: 15.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 153 70 70 37 44 222 156:
Old : 278: 153 70 70 37 44 222 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 33.6 37.3 52.6 21.2 30.5 26.3 43.4
Old : 24.7 33.6 37.3 52.6 21.2 30.5 26.3 43.4
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 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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 12,390: 5,241 1,252 917 3,705 8,341 9,863 10,510: 2,527 1,880
Old : 12,390: 5,241 1,252 917 3,705 8,341 9,863 10,510: 2,527 1,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 476: 57 -39 -47 120 65 130 -21: 346 497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 10.1 7.4 29.9 67.3 79.6 84.8: 20.4 15.2
Old : 100.0: 42.3 10.1 7.4 29.9 67.3 79.6 84.8: 20.4 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 18 4 13 7 7 37 21:
Old : 40: 18 4 13 7 7 37 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 66.2 61.0 80.8 36.5 49.0 45.6 58.7
Old : 45.9 66.2 61.0 80.8 36.5 49.0 45.6 58.7
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 137,740: 51,740 4,279 16,701 52,282 90,043 120,723 111,023: 17,017 26,717
Old : 111,289: 45,481 5,424 11,212 41,633 73,980 98,327 90,617: 12,962 20,673
Other: 26,451: 10,363 2,959 1,384 10,649 16,063 22,396 20,406: 4,054 6,045
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,631: 119 -163 939 -1,486 -342 -429 434: 2,060 1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 3.1 12.1 38.0 65.4 87.6 80.6: 12.4 19.4
Old : 100.0: 40.9 4.9 10.1 37.4 66.5 88.4 81.4: 11.6 18.6
Other: 100.0: 39.2 11.2 5.2 40.3 60.7 84.7 77.1: 15.3 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 69 23 38 61 61 144 110:
Old : 167: 63 25 31 52 59 129 102:
Other: 99: 28 16 16 25 40 59 66:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 32.5 31.5 43.3 15.5 25.4 24.6 31.2
Old : 23.0 34.4 33.3 42.8 20.7 31.0 30.8 36.1
Other: 44.0 47.0 52.7 55.6 43.7 46.8 52.4 54.7
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 37,363: 9,653 46 1,261 16,932 27,533 27,846 28,841: 9,517 8,522
Old : 35,684: 9,949 47 858 16,298 27,104 27,105 28,010: 8,579 7,674
Other: 1,679: 39 335 67 634 429 740 831: 939 848
: : :
: : Changes in Commitments from: October 25, 2005 :
: -3: -531 -85 -88 844 1,375 225 1,202: -229 -1,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 0.1 3.4 45.3 73.7 74.5 77.2: 25.5 22.8
Old : 100.0: 27.9 0.1 2.4 45.7 76.0 76.0 78.5: 24.0 21.5
Other: 100.0: 2.3 19.9 4.0 37.8 25.5 44.1 49.5: 55.9 50.5
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 21 2 8 22 20 45 28:
Old : 52: 21 2 5 22 20 45 25:
Other: 21: 2 4 3 8 9 11 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 48.9 42.8 62.9 16.1 37.2 28.7 44.2
Old : 30.1 50.6 43.8 64.9 16.6 38.2 29.5 45.8
Other: 25.8 30.4 39.1 45.4 25.8 30.0 37.6 42.4
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 172,469: 23,866 6,530 50,122 82,044 104,123 156,032 160,775: 16,437 11,693
Old : 170,813: 23,870 6,775 49,621 80,995 102,802 154,486 159,198: 16,326 11,614
Other: 1,656: 367 126 129 1,049 1,321 1,545 1,577: 111 79
: : :
: : Changes in Commitments from: October 25, 2005 :
: -8,551: -6,057 970 -1,074 1,985 -8,390 -5,145 -8,494: -3,406 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 3.8 29.1 47.6 60.4 90.5 93.2: 9.5 6.8
Old : 100.0: 14.0 4.0 29.0 47.4 60.2 90.4 93.2: 9.6 6.8
Other: 100.0: 22.2 7.6 7.8 63.3 79.8 93.3 95.2: 6.7 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 98 42 78 75 76 203 174:
Old : 241: 96 45 76 75 75 202 172:
Other: 40: 10 11 10 7 14 20 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 29.2 30.5 41.7 16.4 22.1 23.0 29.2
Old : 18.6 28.9 30.8 41.5 16.6 22.3 23.2 29.5
Other: 61.3 69.0 82.0 81.6 60.0 69.0 78.1 79.6
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 51,750: 15,308 1,552 13,287 17,731 33,257 46,326 48,096: 5,424 3,653
Old : 51,744: 15,308 1,553 13,286 17,730 33,256 46,324 48,095: 5,420 3,648
Other: 6: 1 0 0 1 1 2 1: 4 5
: : :
: : Changes in Commitments from: October 25, 2005 :
: 3,240: 1,089 30 306 2,293 2,249 3,688 2,585: -449 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 3.0 25.7 34.3 64.3 89.5 92.9: 10.5 7.1
Old : 100.0: 29.6 3.0 25.7 34.3 64.3 89.5 92.9: 10.5 7.1
Other: 100.0: 16.7 0.0 0.0 16.7 16.7 33.3 16.7: 66.7 83.3
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 69 25 28 27 26 110 66:
Old : 130: 69 25 28 27 26 110 66:
Other: 3: 1 0 0 1 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 : 24.7 42.3 38.3 57.9 16.1 29.8 22.5 40.2
Old : 24.7 42.3 38.3 57.9 16.1 29.8 22.5 40.2
Other: 33.3 16.7 33.3 16.7 33.3 16.7 33.3 16.7
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 164,085: 27,503 32,238 15,293 109,488 108,510 152,283 156,040: 11,801 8,045
Old : 144,717: 27,747 32,600 14,554 90,859 89,548 133,160 136,701: 11,558 8,016
Other: 19,368: 364 246 131 18,629 18,962 19,124 19,339: 244 29
: : :
: : Changes in Commitments from: October 25, 2005 :
: 10,896: 173 313 1,461 8,741 8,382 10,376 10,156: 520 740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 19.6 9.3 66.7 66.1 92.8 95.1: 7.2 4.9
Old : 100.0: 19.2 22.5 10.1 62.8 61.9 92.0 94.5: 8.0 5.5
Other: 100.0: 1.9 1.3 0.7 96.2 97.9 98.7 99.9: 1.3 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 54 57 31 53 38 124 112:
Old : 173: 54 59 30 53 38 124 111:
Other: 27: 4 3 5 13 12 18 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 : 28.0 25.9 43.1 43.7 17.5 17.9 27.5 27.2
Old : 27.9 24.5 43.7 41.8 21.1 20.0 33.7 29.8
Other: 62.3 76.0 92.4 95.6 51.4 55.2 65.1 66.5
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 614,597: 155,416 9,654 118,881 262,881 439,240 537,178 567,775: 77,419 46,821
Old : 614,597: 155,416 9,654 118,881 262,881 439,240 537,178 567,775: 77,419 46,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -22,735: -24,264 -4,865 -1,135 9,930 -22,019 -15,469 -28,019: -7,266 5,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 1.6 19.3 42.8 71.5 87.4 92.4: 12.6 7.6
Old : 100.0: 25.3 1.6 19.3 42.8 71.5 87.4 92.4: 12.6 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 : 170: 72 25 46 62 62 155 114:
Old : 170: 72 25 46 62 62 155 114:
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 : 14.7 26.6 25.3 45.2 11.5 20.2 18.6 32.8
Old : 14.7 26.6 25.3 45.2 11.5 20.2 18.6 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 116,311: 16,537 12,014 38,163 52,411 60,458 107,111 110,635: 9,200 5,676
Old : 113,647: 16,532 12,659 36,864 51,290 58,766 104,686 108,289: 8,961 5,358
Other: 2,664: 745 95 559 1,121 1,692 2,425 2,346: 239 317
: : :
: : Changes in Commitments from: October 25, 2005 :
: -4,090: -1,567 -83 -1,970 913 -1,147 -2,624 -3,201: -1,466 -889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 10.3 32.8 45.1 52.0 92.1 95.1: 7.9 4.9
Old : 100.0: 14.5 11.1 32.4 45.1 51.7 92.1 95.3: 7.9 4.7
Other: 100.0: 28.0 3.6 21.0 42.1 63.5 91.0 88.1: 9.0 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 124 72 105 92 90 262 232:
Old : 321: 124 74 105 92 90 262 232:
Other: 51: 10 8 13 14 24 29 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 20.2 28.7 32.0 14.1 11.8 20.8 18.3
Old : 17.4 20.3 29.2 32.4 14.5 12.2 21.3 18.9
Other: 48.3 40.8 71.6 60.5 28.2 28.0 41.1 36.3
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 33,999: 26,596 2,867 2,632 1,592 25,996 30,819 31,495: 3,179 2,503
Old : 33,999: 26,596 2,867 2,632 1,592 25,996 30,819 31,495: 3,179 2,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -783: -1,352 -721 139 209 -677 -1,004 -1,259: 222 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 8.4 7.7 4.7 76.5 90.6 92.6: 9.4 7.4
Old : 100.0: 78.2 8.4 7.7 4.7 76.5 90.6 92.6: 9.4 7.4
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 : 65: 38 11 10 9 9 50 28:
Old : 65: 38 11 10 9 9 50 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 : 46.0 74.3 67.1 84.6 45.8 71.5 62.6 79.9
Old : 46.0 74.3 67.1 84.6 45.8 71.5 62.6 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 21,871: 13,379 1,363 0 3,685 17,824 17,064 19,187: 4,807 2,684
Old : 21,871: 13,379 1,363 0 3,685 17,824 17,064 19,187: 4,807 2,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 442: 305 -146 0 441 1,535 746 1,389: -304 -947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 6.2 0.0 16.8 81.5 78.0 87.7: 22.0 12.3
Old : 100.0: 61.2 6.2 0.0 16.8 81.5 78.0 87.7: 22.0 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 2 0 3 11 11 13:
Old : 24: 8 2 0 3 11 11 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 : 55.4 54.7 71.1 75.2 55.4 54.7 71.1 75.2
Old : 55.4 54.7 71.1 75.2 55.4 54.7 71.1 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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, November 1, 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 : 215,426: 15,443 29,342 48,794 115,068 106,025 179,306 184,161: 36,120 31,265
Old : 215,426: 15,443 29,342 48,794 115,068 106,025 179,306 184,161: 36,120 31,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -18,685: -2,340 2,782 -10,317 184 -8,083 -12,474 -15,619: -6,211 -3,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 13.6 22.7 53.4 49.2 83.2 85.5: 16.8 14.5
Old : 100.0: 7.2 13.6 22.7 53.4 49.2 83.2 85.5: 16.8 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 32 31 42 70 69 121 125:
Old : 140: 32 31 42 70 69 121 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 18.4 29.0 27.2 12.9 10.7 19.2 17.0
Old : 17.6 18.4 29.0 27.2 12.9 10.7 19.2 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 850,834: 38,440 80,321 368,327 369,465 367,225 776,232 815,873: 74,602 34,960
Old : 850,834: 38,440 80,321 368,327 369,465 367,225 776,232 815,873: 74,602 34,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -75,381: -7,897 -10,361 -34,556 -28,523 -25,139 -70,976 -70,056: -4,405 -5,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 9.4 43.3 43.4 43.2 91.2 95.9: 8.8 4.1
Old : 100.0: 4.5 9.4 43.3 43.4 43.2 91.2 95.9: 8.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 49 55 73 90 83 181 170:
Old : 197: 49 55 73 90 83 181 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 26.7 36.7 41.4 5.4 8.8 8.1 12.0
Old : 23.9 26.7 36.7 41.4 5.4 8.8 8.1 12.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
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, November 1, 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 : 36,072: 0 6,650 956 29,139 21,507 30,095 29,113: 5,977 6,959
Old : 36,072: 0 6,650 956 29,139 21,507 30,095 29,113: 5,977 6,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -2,462: 0 -1,279 -473 -1,336 1,555 -1,809 -197: -653 -2,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.4 2.7 80.8 59.6 83.4 80.7: 16.6 19.3
Old : 100.0: 0.0 18.4 2.7 80.8 59.6 83.4 80.7: 16.6 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 2 14 13 16 15:
Old : 21: 0 2 2 14 13 16 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 : 44.0 39.3 68.2 59.3 38.7 36.9 59.1 54.8
Old : 44.0 39.3 68.2 59.3 38.7 36.9 59.1 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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, November 1, 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 : 102,164: 10,411 2,091 3,792 81,370 86,147 95,573 92,030: 6,591 10,134
Old : 102,164: 10,411 2,091 3,792 81,370 86,147 95,573 92,030: 6,591 10,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 91: 2,366 -1,606 1,492 -1,979 959 1,879 845: -1,788 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 2.0 3.7 79.6 84.3 93.5 90.1: 6.5 9.9
Old : 100.0: 10.2 2.0 3.7 79.6 84.3 93.5 90.1: 6.5 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 : 38: 4 2 5 27 27 33 32:
Old : 38: 4 2 5 27 27 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 44.5 63.6 63.6 45.8 41.2 57.2 56.9
Old : 47.5 44.5 63.6 63.6 45.8 41.2 57.2 56.9
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,235: 5,336 8,332 0 45,283 40,859 50,619 49,191: 5,616 7,044
Old : 56,235: 5,336 8,332 0 45,283 40,859 50,619 49,191: 5,616 7,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,188: -563 0 0 2,358 1,162 1,795 1,162: -607 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 14.8 0.0 80.5 72.7 90.0 87.5: 10.0 12.5
Old : 100.0: 9.5 14.8 0.0 80.5 72.7 90.0 87.5: 10.0 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 0 14 16 15 18:
Old : 24: 1 2 0 14 16 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 : 53.2 44.5 77.1 68.2 49.9 41.6 72.8 63.7
Old : 53.2 44.5 77.1 68.2 49.9 41.6 72.8 63.7
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,773: 0 15,108 2,828 54,141 45,328 56,969 63,264: 9,804 3,509
Old : 66,773: 0 15,108 2,828 54,141 45,328 56,969 63,264: 9,804 3,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -10,469: -302 -4,992 1,012 -13,981 -7,480 -13,271 -11,460: 2,802 991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.6 4.2 81.1 67.9 85.3 94.7: 14.7 5.3
Old : 100.0: 0.0 22.6 4.2 81.1 67.9 85.3 94.7: 14.7 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 : 22: 0 3 3 16 16 19 19:
Old : 22: 0 3 3 16 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 62.5 66.5 78.2 37.2 51.3 52.0 59.5
Old : 46.7 62.5 66.5 78.2 37.2 51.3 52.0 59.5
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 70,367: 20,911 5,691 5,668 37,347 53,315 63,926 64,674: 6,441 5,693
Old : 70,367: 20,911 5,691 5,668 37,347 53,315 63,926 64,674: 6,441 5,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -2,401: -4,587 -2,074 1,578 62 -303 -2,947 -799: 546 -1,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 8.1 8.1 53.1 75.8 90.8 91.9: 9.2 8.1
Old : 100.0: 29.7 8.1 8.1 53.1 75.8 90.8 91.9: 9.2 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 2 19 21 22 24:
Old : 26: 2 2 2 19 21 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 : 57.2 43.4 74.9 62.4 43.5 33.4 50.8 45.6
Old : 57.2 43.4 74.9 62.4 43.5 33.4 50.8 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 65,111: 0 1,315 1,433 62,680 54,287 64,113 57,035: 998 8,076
Old : 65,111: 0 1,315 1,433 62,680 54,287 64,113 57,035: 998 8,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -267: 0 -2,965 308 -178 3,479 130 822: -397 -1,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 2.2 96.3 83.4 98.5 87.6: 1.5 12.4
Old : 100.0: 0.0 2.0 2.2 96.3 83.4 98.5 87.6: 1.5 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 17 21 18 22:
Old : 25: 0 1 1 17 21 18 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 : 64.7 42.6 81.1 63.3 60.6 38.6 68.7 54.3
Old : 64.7 42.6 81.1 63.3 60.6 38.6 68.7 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 58,854: 968 9,368 1,159 51,586 43,944 53,713 54,471: 5,141 4,383
Old : 58,854: 968 9,368 1,159 51,586 43,944 53,713 54,471: 5,141 4,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -8,596: 968 834 -1,799 -6,889 -6,886 -7,720 -7,851: -876 -745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 15.9 2.0 87.7 74.7 91.3 92.6: 8.7 7.4
Old : 100.0: 1.6 15.9 2.0 87.7 74.7 91.3 92.6: 8.7 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 2 22 15 25 17:
Old : 28: 1 2 2 22 15 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 55.5 57.5 77.4 25.5 39.5 39.0 52.6
Old : 34.3 55.5 57.5 77.4 25.5 39.5 39.0 52.6
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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 47,121: 0 2,573 644 37,919 39,158 38,563 42,375: 8,558 4,746
Old : 47,121: 0 2,573 644 37,919 39,158 38,563 42,375: 8,558 4,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 458: 0 428 0 0 -32 0 396: 458 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 1.4 80.5 83.1 81.8 89.9: 18.2 10.1
Old : 100.0: 0.0 5.5 1.4 80.5 83.1 81.8 89.9: 18.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 14 14 15 15:
Old : 22: 0 1 1 14 14 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 : 59.9 65.3 74.2 82.8 58.4 65.0 69.1 78.6
Old : 59.9 65.3 74.2 82.8 58.4 65.0 69.1 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 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 55,273: 13,271 0 2,674 32,083 46,059 48,028 48,733: 7,245 6,540
Old : 55,273: 13,271 0 2,674 32,083 46,059 48,028 48,733: 7,245 6,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -2,248: 6,900 -70 -2,970 -5,478 785 -1,548 -2,255: -700 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 0.0 4.8 58.0 83.3 86.9 88.2: 13.1 11.8
Old : 100.0: 24.0 0.0 4.8 58.0 83.3 86.9 88.2: 13.1 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 3 14 17 18 20:
Old : 23: 4 0 3 14 17 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 45.1 78.4 66.3 40.2 30.6 48.8 44.1
Old : 63.0 45.1 78.4 66.3 40.2 30.6 48.8 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 49,387: 2,641 0 3,675 35,897 33,632 42,213 37,307: 7,174 12,080
Old : 49,387: 2,641 0 3,675 35,897 33,632 42,213 37,307: 7,174 12,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,548: 593 0 -2,007 3,236 2,964 1,822 957: -274 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.0 7.4 72.7 68.1 85.5 75.5: 14.5 24.5
Old : 100.0: 5.3 0.0 7.4 72.7 68.1 85.5 75.5: 14.5 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 2 15 13 17 15:
Old : 21: 2 0 2 15 13 17 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 : 42.4 39.3 64.5 62.1 38.6 32.3 55.2 45.8
Old : 42.4 39.3 64.5 62.1 38.6 32.3 55.2 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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, November 1, 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 : 1,343,590: 345,957 87,974 246,376 731,247 997,742 1,323,580 1,332,092: 20,010 11,498
Old : 1,343,590: 345,957 87,974 246,376 731,247 997,742 1,323,580 1,332,092: 20,010 11,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -50,897: -8,232 -2,171 -2,215 -39,508 -46,682 -49,955 -51,068: -942 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 6.5 18.3 54.4 74.3 98.5 99.1: 1.5 0.9
Old : 100.0: 25.7 6.5 18.3 54.4 74.3 98.5 99.1: 1.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 29 10 32 86 77 124 111:
Old : 131: 29 10 32 86 77 124 111:
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 : 23.6 25.5 37.3 41.8 16.4 18.5 25.1 30.8
Old : 23.6 25.5 37.3 41.8 16.4 18.5 25.1 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 246,513: 56,479 68,945 61,929 124,904 114,541 243,312 245,415: 3,201 1,098
Old : 246,513: 56,479 68,945 61,929 124,904 114,541 243,312 245,415: 3,201 1,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -29,605: -6,004 -15,619 -5,800 -18,439 -7,951 -30,243 -29,370: 638 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 28.0 25.1 50.7 46.5 98.7 99.6: 1.3 0.4
Old : 100.0: 22.9 28.0 25.1 50.7 46.5 98.7 99.6: 1.3 0.4
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 : 50: 14 6 17 29 27 49 44:
Old : 50: 14 6 17 29 27 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 : 36.2 55.5 54.8 70.9 22.9 39.3 32.3 44.6
Old : 36.2 55.5 54.8 70.9 22.9 39.3 32.3 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 84,273: 25,886 8,873 15,459 42,800 59,839 84,145 84,171: 128 102
Old : 84,273: 25,886 8,873 15,459 42,800 59,839 84,145 84,171: 128 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -4,035: -714 -454 -611 -2,674 -3,017 -3,999 -4,082: -36 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 10.5 18.3 50.8 71.0 99.8 99.9: 0.2 0.1
Old : 100.0: 30.7 10.5 18.3 50.8 71.0 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 6 9 40 41 49 51:
Old : 53: 4 6 9 40 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 : 54.4 38.7 68.9 57.4 43.8 31.7 48.6 44.6
Old : 54.4 38.7 68.9 57.4 43.8 31.7 48.6 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 27,748: 4,719 4,911 2,201 20,828 20,085 27,748 27,197: 0 551
Old : 27,748: 4,719 4,911 2,201 20,828 20,085 27,748 27,197: 0 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 18: -1,366 63 151 1,339 -132 124 82: -106 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 17.7 7.9 75.1 72.4 100.0 98.0: 0.0 2.0
Old : 100.0: 17.0 17.7 7.9 75.1 72.4 100.0 98.0: 0.0 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 : 38: 4 3 6 21 23 28 29:
Old : 38: 4 3 6 21 23 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 52.4 77.0 74.4 55.0 49.1 73.0 68.7
Old : 57.4 52.4 77.0 74.4 55.0 49.1 73.0 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 11,019: 2,745 3,381 2,106 6,168 5,532 11,019 11,019: 0 0
Old : 11,019: 2,745 3,381 2,106 6,168 5,532 11,019 11,019: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,612: 2,002 -78 -348 -42 2,038 1,612 1,612: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 30.7 19.1 56.0 50.2 100.0 100.0: 0.0 0.0
Old : 100.0: 24.9 30.7 19.1 56.0 50.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 2 3 14 9 19 13:
Old : 24: 4 2 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 : 48.2 55.1 71.1 85.9 30.0 49.9 50.5 64.0
Old : 48.2 55.1 71.1 85.9 30.0 49.9 50.5 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 17,356: 3,460 4,008 1,632 12,034 11,218 17,126 16,858: 230 498
Old : 17,356: 3,460 4,008 1,632 12,034 11,218 17,126 16,858: 230 498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -274: -12 328 -268 316 -344 36 -284: -310 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 23.1 9.4 69.3 64.6 98.7 97.1: 1.3 2.9
Old : 100.0: 19.9 23.1 9.4 69.3 64.6 98.7 97.1: 1.3 2.9
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 : 31: 3 4 7 18 21 25 28:
Old : 31: 3 4 7 18 21 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 : 48.5 55.0 72.2 79.5 42.9 45.4 61.4 62.8
Old : 48.5 55.0 72.2 79.5 42.9 45.4 61.4 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 23,724: 11,200 120 1,330 10,478 22,046 23,008 23,496: 716 228
Old : 23,724: 11,200 120 1,330 10,478 22,046 23,008 23,496: 716 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -1,142: -160 0 -200 -870 -938 -1,230 -1,138: 88 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 0.5 5.6 44.2 92.9 97.0 99.0: 3.0 1.0
Old : 100.0: 47.2 0.5 5.6 44.2 92.9 97.0 99.0: 3.0 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 : 32: 2 1 3 22 26 25 29:
Old : 32: 2 1 3 22 26 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 55.6 79.1 77.7 61.6 52.2 71.7 71.8
Old : 68.2 55.6 79.1 77.7 61.6 52.2 71.7 71.8
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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 10,046: 1,650 80 800 7,576 9,126 10,026 10,006: 20 40
Old : 10,046: 1,650 80 800 7,576 9,126 10,026 10,006: 20 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 150: 20 -40 -20 154 230 154 170: -4 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 0.8 8.0 75.4 90.8 99.8 99.6: 0.2 0.4
Old : 100.0: 16.4 0.8 8.0 75.4 90.8 99.8 99.6: 0.2 0.4
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 : 21: 2 1 2 15 11 17 14:
Old : 21: 2 1 2 15 11 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 : 60.5 71.6 86.9 89.8 50.0 67.7 66.7 72.2
Old : 60.5 71.6 86.9 89.8 50.0 67.7 66.7 72.2
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,536,361: 119,650 91,243 484,180 869,391 880,961 1,473,221 1,456,384: 63,140 79,977
Old : 1,536,361: 119,650 91,243 484,180 869,391 880,961 1,473,221 1,456,384: 63,140 79,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 38,167: 115 1,372 20,517 13,045 15,051 33,677 36,940: 4,489 1,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 5.9 31.5 56.6 57.3 95.9 94.8: 4.1 5.2
Old : 100.0: 7.8 5.9 31.5 56.6 57.3 95.9 94.8: 4.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 82 101 120 80 87 223 253:
Old : 280: 82 101 120 80 87 223 253:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 19.7 33.0 31.5 8.2 7.0 12.2 11.0
Old : 21.7 19.7 33.0 31.5 8.2 7.0 12.2 11.0
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 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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 14,180: 9,189 2,259 327 2,091 11,070 11,607 13,656: 2,573 524
Old : 14,180: 9,189 2,259 327 2,091 11,070 11,607 13,656: 2,573 524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 275: -196 9 151 616 291 571 451: -296 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 15.9 2.3 14.7 78.1 81.9 96.3: 18.1 3.7
Old : 100.0: 64.8 15.9 2.3 14.7 78.1 81.9 96.3: 18.1 3.7
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 : 115: 65 10 6 10 29 79 44:
Old : 115: 65 10 6 10 29 79 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 33.7 39.3 52.3 25.9 33.7 39.3 52.3
Old : 25.9 33.7 39.3 52.3 25.9 33.7 39.3 52.3
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 11,076: 8,024 472 12 891 9,434 8,927 9,918: 2,149 1,158
Old : 11,076: 8,024 472 12 891 9,434 8,927 9,918: 2,149 1,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -1,699: -1,810 -92 -35 213 -1,370 -1,632 -1,497: -67 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 4.3 0.1 8.0 85.2 80.6 89.5: 19.4 10.5
Old : 100.0: 72.4 4.3 0.1 8.0 85.2 80.6 89.5: 19.4 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 27 4 1 9 17 36 22:
Old : 53: 27 4 1 9 17 36 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 51.3 50.8 76.2 34.0 49.6 50.8 74.4
Old : 34.0 51.3 50.8 76.2 34.0 49.6 50.8 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 152,650: 27,346 5,266 24,877 88,119 112,260 140,342 142,403: 12,308 10,247
Old : 152,650: 27,346 5,266 24,877 88,119 112,260 140,342 142,403: 12,308 10,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -16,540: 48 978 -8,903 -6,738 -7,557 -15,592 -15,481: -948 -1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 3.4 16.3 57.7 73.5 91.9 93.3: 8.1 6.7
Old : 100.0: 17.9 3.4 16.3 57.7 73.5 91.9 93.3: 8.1 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 : 151: 44 26 41 60 70 126 118:
Old : 151: 44 26 41 60 70 126 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 20.1 40.7 34.2 17.9 15.6 27.2 24.4
Old : 25.0 20.1 40.7 34.2 17.9 15.6 27.2 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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
Updated October 14, 2005