WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 333,527: 49,376 96,173 55,060 197,331 138,668 301,767 289,901: 31,760 43,626
Old : 280,948: 50,499 92,550 39,153 163,079 119,718 252,731 251,421: 28,217 29,528
Other: 52,578: 10,422 15,168 4,362 34,252 18,950 49,036 38,480: 3,543 14,098
: : :
: : Changes in Commitments from: November 1, 2005 :
: -4,956: -2,661 4,591 -10,573 5,970 2,455 -7,264 -3,527: 2,308 -1,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 28.8 16.5 59.2 41.6 90.5 86.9: 9.5 13.1
Old : 100.0: 18.0 32.9 13.9 58.0 42.6 90.0 89.5: 10.0 10.5
Other: 100.0: 19.8 28.8 8.3 65.1 36.0 93.3 73.2: 6.7 26.8
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 86 137 114 60 68 212 266:
Old : 306: 85 135 103 57 61 204 244:
Other: 144: 36 45 34 17 59 68 124:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 24.8 41.3 31.0 27.3 18.9 40.4 24.2
Old : 31.0 28.3 44.2 35.3 31.0 26.9 43.7 33.0
Other: 61.1 18.4 72.0 25.1 56.9 16.0 67.0 22.4
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
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 1,075,735: 150,407 173,801 205,502 535,397 467,783 891,306 847,087: 184,429 228,649
Old : 992,517: 146,175 176,463 180,571 494,265 428,341 821,011 785,375: 171,506 207,142
Other: 83,218: 19,204 12,310 9,959 41,132 39,442 70,295 61,711: 12,923 21,507
: : :
: : Changes in Commitments from: November 1, 2005 :
: 10,956: 4,780 8,276 2,285 -3,217 5,080 3,848 15,641: 7,108 -4,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 16.2 19.1 49.8 43.5 82.9 78.7: 17.1 21.3
Old : 100.0: 14.7 17.8 18.2 49.8 43.2 82.7 79.1: 17.3 20.9
Other: 100.0: 23.1 14.8 12.0 49.4 47.4 84.5 74.2: 15.5 25.8
: : :
:# Traders : Number of Traders in Each Category :
All : 599: 160 147 182 228 219 478 480:
Old : 595: 158 152 173 226 212 469 468:
Other: 257: 57 42 33 47 132 116 195:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.0 26.9 22.2 14.4 12.4 22.8 16.3
Old : 19.8 16.8 27.7 22.0 15.4 11.8 23.1 16.0
Other: 35.3 27.2 44.6 35.8 34.8 25.5 43.3 33.2
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
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 8,270: 3,590 203 549 1,730 6,177 5,869 6,929: 2,401 1,341
Old : 8,248: 3,590 203 549 1,727 6,170 5,866 6,922: 2,382 1,326
Other: 22: 0 0 0 3 7 3 7: 19 15
: : :
: : Changes in Commitments from: November 1, 2005 :
: 610: 694 127 -42 168 409 819 494: -209 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 2.4 6.6 20.9 74.7 71.0 83.8: 29.0 16.2
Old : 100.0: 43.5 2.5 6.7 20.9 74.8 71.1 83.9: 28.9 16.1
Other: 100.0: 0.0 0.0 0.0 13.6 31.8 13.6 31.8: 86.4 68.2
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 16 5 5 13 13 30 22:
Old : 38: 16 5 5 13 13 30 22:
Other: 3: 0 0 0 2 2 2 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 : 29.3 50.1 43.0 67.4 26.7 42.6 38.7 55.6
Old : 29.4 50.2 43.1 67.5 26.8 42.7 38.8 55.8
Other: 13.6 31.8 13.6 31.8 9.1 27.3 9.1 27.3
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 327,873: 47,522 41,577 57,882 166,445 145,737 271,849 245,196: 56,024 82,677
Old : 310,778: 48,174 43,844 50,545 157,867 139,477 256,586 233,866: 54,192 76,913
Other: 17,094: 5,853 4,239 832 8,578 6,260 15,263 11,330: 1,832 5,764
: : :
: : Changes in Commitments from: November 1, 2005 :
: 2,829: -987 -1,661 3,593 -3,240 984 -634 2,916: 3,463 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.7 17.7 50.8 44.4 82.9 74.8: 17.1 25.2
Old : 100.0: 15.5 14.1 16.3 50.8 44.9 82.6 75.3: 17.4 24.7
Other: 100.0: 34.2 24.8 4.9 50.2 36.6 89.3 66.3: 10.7 33.7
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 78 98 101 102 106 247 254:
Old : 318: 85 97 94 102 103 244 247:
Other: 107: 15 27 9 25 47 47 77:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 21.4 30.1 28.5 16.6 14.0 25.4 18.3
Old : 19.5 22.2 31.1 29.4 18.1 14.9 27.1 19.6
Other: 46.5 28.7 64.9 39.0 43.3 28.1 61.6 37.8
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 201,834: 28,152 16,503 46,734 102,433 118,845 177,319 182,082: 24,516 19,753
Old : 191,710: 29,659 16,789 42,795 96,163 113,665 168,616 173,249: 23,095 18,462
Other: 10,124: 2,178 3,398 255 6,270 5,180 8,703 8,833: 1,421 1,291
: : :
: : Changes in Commitments from: November 1, 2005 :
: 570: 274 3,854 1,207 1,191 -6,388 2,671 -1,328: -2,101 1,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 8.2 23.2 50.8 58.9 87.9 90.2: 12.1 9.8
Old : 100.0: 15.5 8.8 22.3 50.2 59.3 88.0 90.4: 12.0 9.6
Other: 100.0: 21.5 33.6 2.5 61.9 51.2 86.0 87.2: 14.0 12.8
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 41 42 50 55 53 128 126:
Old : 161: 44 42 46 55 52 127 122:
Other: 43: 6 14 3 15 13 23 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 31.3 32.3 44.6 17.5 26.0 24.8 30.7
Old : 20.1 31.7 32.4 44.7 18.4 26.3 26.2 32.5
Other: 68.7 40.1 78.1 60.9 67.9 33.7 73.9 53.9
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 817,957: 84,563 95,145 137,396 452,247 391,652 674,206 624,193: 143,751 193,765
Old : 817,957: 84,563 95,145 137,396 452,247 391,652 674,206 624,193: 143,751 193,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 30,068: 3,162 -20,779 19,810 -8,592 19,451 14,380 18,483: 15,687 11,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.6 16.8 55.3 47.9 82.4 76.3: 17.6 23.7
Old : 100.0: 10.3 11.6 16.8 55.3 47.9 82.4 76.3: 17.6 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 31 37 49 78 87 134 148:
Old : 173: 31 37 49 78 87 134 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 13.1 31.1 21.4 16.6 10.0 23.6 16.2
Old : 21.3 13.1 31.1 21.4 16.6 10.0 23.6 16.2
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, 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 154,393: 16,163 21,439 26,915 83,256 78,923 126,333 127,277: 28,060 27,116
Old : 148,256: 16,350 21,717 24,718 79,628 75,542 120,696 121,977: 27,560 26,279
Other: 6,137: 801 711 1,208 3,628 3,381 5,637 5,300: 500 837
: : :
: : Changes in Commitments from: November 1, 2005 :
: -3,433: -301 -1,191 924 -1,764 -4,088 -1,141 -4,356: -2,292 922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 13.9 17.4 53.9 51.1 81.8 82.4: 18.2 17.6
Old : 100.0: 11.0 14.6 16.7 53.7 51.0 81.4 82.3: 18.6 17.7
Other: 100.0: 13.0 11.6 19.7 59.1 55.1 91.9 86.4: 8.1 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 31 45 42 51 50 111 118:
Old : 147: 32 48 42 51 50 111 118:
Other: 38: 11 7 11 15 14 30 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 : 24.9 28.3 34.2 36.3 18.2 20.2 24.9 26.3
Old : 24.8 28.5 33.9 36.7 18.6 20.9 25.4 27.2
Other: 45.3 39.8 66.9 64.4 32.2 29.1 45.0 39.0
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,024: 2,978 310 1,108 2,053 5,664 6,139 7,083: 1,885 941
Old : 7,973: 2,965 314 1,100 2,053 5,648 6,117 7,062: 1,856 911
Other: 51: 18 1 3 0 16 21 20: 29 30
: : :
: : Changes in Commitments from: November 1, 2005 :
: 39: 370 -369 -21 -491 677 -142 287: 181 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 3.9 13.8 25.6 70.6 76.5 88.3: 23.5 11.7
Old : 100.0: 37.2 3.9 13.8 25.7 70.8 76.7 88.6: 23.3 11.4
Other: 100.0: 35.8 2.2 6.5 0.0 31.6 42.2 40.3: 57.8 59.7
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 17 7 8 17 18 38 29:
Old : 49: 17 7 8 17 18 38 29:
Other: 7: 3 2 1 0 2 4 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 : 25.0 56.2 42.1 68.7 21.2 45.8 33.1 54.1
Old : 25.1 56.5 42.3 69.1 21.3 46.1 33.3 54.2
Other: 42.2 40.3 42.2 40.3 35.8 33.8 35.8 33.8
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 362,394: 104,934 90,606 2,158 183,777 163,312 290,869 256,076: 71,525 106,318
Old : 362,394: 104,934 90,606 2,158 183,777 163,312 290,869 256,076: 71,525 106,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 5,965: 9,843 -965 152 -3,411 7,954 6,584 7,141: -619 -1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 25.0 0.6 50.7 45.1 80.3 70.7: 19.7 29.3
Old : 100.0: 29.0 25.0 0.6 50.7 45.1 80.3 70.7: 19.7 29.3
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 : 116: 23 26 6 46 50 72 79:
Old : 116: 23 26 6 46 50 72 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 : 24.8 16.1 36.5 26.1 24.2 14.9 35.5 24.6
Old : 24.8 16.1 36.5 26.1 24.2 14.9 35.5 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 2,430,652: 362,932 392,274 354,935 1,439,492 1,243,858 2,157,359 1,991,067: 273,293 439,586
Old : 2,430,652: 362,932 392,274 354,935 1,439,492 1,243,858 2,157,359 1,991,067: 273,293 439,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 91,633: 44,610 -29,246 42,584 4,085 89,992 91,278 103,329: 355 -11,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 16.1 14.6 59.2 51.2 88.8 81.9: 11.2 18.1
Old : 100.0: 14.9 16.1 14.6 59.2 51.2 88.8 81.9: 11.2 18.1
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 : 292: 74 69 95 117 130 237 248:
Old : 292: 74 69 95 117 130 237 248:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 20.9 35.8 29.3 21.0 19.6 27.8 24.7
Old : 27.3 20.9 35.8 29.3 21.0 19.6 27.8 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 1,807,767: 207,492 441,688 268,185 1,179,431 784,862 1,655,108 1,494,734: 152,658 313,032
Old : 1,807,767: 207,492 441,688 268,185 1,179,431 784,862 1,655,108 1,494,734: 152,658 313,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 38,798: 15,517 -11,956 27,556 1,123 44,432 44,197 60,033: -5,399 -21,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 24.4 14.8 65.2 43.4 91.6 82.7: 8.4 17.3
Old : 100.0: 11.5 24.4 14.8 65.2 43.4 91.6 82.7: 8.4 17.3
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 : 200: 39 54 51 79 87 146 164:
Old : 200: 39 54 51 79 87 146 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.0 20.4 42.9 31.6 27.2 20.1 35.2 26.3
Old : 31.0 20.4 42.9 31.6 27.2 20.1 35.2 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 577,044: 92,943 88,691 246,797 185,151 196,700 524,891 532,187: 52,153 44,856
Old : 577,044: 92,943 88,691 246,797 185,151 196,700 524,891 532,187: 52,153 44,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -90,100: -70,218 -33,189 17,130 -47,922 -76,137 -101,010 -92,195: 10,910 2,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 15.4 42.8 32.1 34.1 91.0 92.2: 9.0 7.8
Old : 100.0: 16.1 15.4 42.8 32.1 34.1 91.0 92.2: 9.0 7.8
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 : 132: 36 32 43 51 56 110 109:
Old : 132: 36 32 43 51 56 110 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 27.8 44.9 43.3 15.0 11.3 21.8 16.9
Old : 29.1 27.8 44.9 43.3 15.0 11.3 21.8 16.9
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 39,147: 5,692 7,683 731 26,192 17,839 32,615 26,254: 6,532 12,893
Old : 39,147: 5,692 7,683 731 26,192 17,839 32,615 26,254: 6,532 12,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 66: 534 -862 163 -47 291 649 -408: -583 474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 19.6 1.9 66.9 45.6 83.3 67.1: 16.7 32.9
Old : 100.0: 14.5 19.6 1.9 66.9 45.6 83.3 67.1: 16.7 32.9
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 : 53: 13 12 7 19 11 36 26:
Old : 53: 13 12 7 19 11 36 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 : 43.4 38.4 58.8 51.5 43.4 38.3 58.8 51.4
Old : 43.4 38.4 58.8 51.5 43.4 38.3 58.8 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 77,479: 26,693 21,662 5,747 27,873 40,521 60,314 67,931: 17,165 9,548
Old : 77,479: 26,693 21,662 5,747 27,873 40,521 60,314 67,931: 17,165 9,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -52: -2,167 -5,059 1,473 2,977 3,240 2,284 -346: -2,336 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 28.0 7.4 36.0 52.3 77.8 87.7: 22.2 12.3
Old : 100.0: 34.5 28.0 7.4 36.0 52.3 77.8 87.7: 22.2 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 : 88: 30 27 19 21 17 63 51:
Old : 88: 30 27 19 21 17 63 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 : 34.6 46.1 46.1 58.4 34.6 45.9 42.2 56.6
Old : 34.6 46.1 46.1 58.4 34.6 45.9 42.2 56.6
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, 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 33,553: 6,917 3,463 56 26,232 29,278 33,205 32,797: 348 756
Old : 33,553: 6,917 3,463 56 26,232 29,278 33,205 32,797: 348 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 824: 95 -73 0 789 871 884 798: -60 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 10.3 0.2 78.2 87.3 99.0 97.7: 1.0 2.3
Old : 100.0: 20.6 10.3 0.2 78.2 87.3 99.0 97.7: 1.0 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 : 54: 8 12 3 21 20 31 33:
Old : 54: 8 12 3 21 20 31 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 : 61.1 53.1 81.1 74.0 60.0 47.3 75.4 64.6
Old : 61.1 53.1 81.1 74.0 60.0 47.3 75.4 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 21,157: 209 2,206 1,488 13,670 8,818 15,367 12,513: 5,790 8,644
Old : 21,157: 209 2,206 1,488 13,670 8,818 15,367 12,513: 5,790 8,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,941: -696 190 -233 -664 -1,418 -1,593 -1,460: -348 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 10.4 7.0 64.6 41.7 72.6 59.1: 27.4 40.9
Old : 100.0: 1.0 10.4 7.0 64.6 41.7 72.6 59.1: 27.4 40.9
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 : 32: 3 8 9 19 13 29 23:
Old : 32: 3 8 9 19 13 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 30.2 58.7 45.9 43.2 27.2 56.5 39.5
Old : 43.2 30.2 58.7 45.9 43.2 27.2 56.5 39.5
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 120,159: 25,414 20,709 27,448 49,831 38,546 102,694 86,703: 17,466 33,456
Old : 120,023: 25,414 20,736 27,416 49,823 38,502 102,654 86,654: 17,370 33,369
Other: 136: 32 5 0 8 44 40 49: 96 87
: : :
: : Changes in Commitments from: November 1, 2005 :
: -417: 1,915 -1,149 -2,747 -277 2,837 -1,109 -1,059: 691 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 17.2 22.8 41.5 32.1 85.5 72.2: 14.5 27.8
Old : 100.0: 21.2 17.3 22.8 41.5 32.1 85.5 72.2: 14.5 27.8
Other: 100.0: 23.5 3.7 0.0 5.9 32.4 29.4 36.0: 70.6 64.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 54 51 72 31 40 139 126:
Old : 175: 54 51 72 31 40 139 126:
Other: 8: 1 1 0 1 5 2 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 14.8 38.4 24.8 26.9 13.2 37.8 21.6
Old : 26.9 14.8 38.5 24.8 26.9 13.2 37.8 21.6
Other: 29.4 30.9 29.4 36.0 29.4 30.9 29.4 36.0
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 1,394: 404 358 84 272 186 759 627: 635 767
Old : 1,394: 404 358 84 272 186 759 627: 635 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -88: 3 -10 -65 -29 57 -91 -18: 3 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 25.6 6.0 19.5 13.3 54.5 45.0: 45.5 55.0
Old : 100.0: 28.9 25.6 6.0 19.5 13.3 54.5 45.0: 45.5 55.0
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: 8 9 4 3 3 14 13:
Old : 22: 8 9 4 3 3 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 26.0 45.2 36.4 35.2 23.2 44.5 32.9
Old : 35.2 26.0 45.2 36.4 35.2 23.2 44.5 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 189,639: 53,038 7,185 38,649 74,874 86,858 166,561 132,691: 23,078 56,948
Old : 189,639: 53,038 7,185 38,649 74,874 86,858 166,561 132,691: 23,078 56,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,085: 2,663 92 -1,175 -1,761 -1,320 -274 -2,403: 1,359 3,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 3.8 20.4 39.5 45.8 87.8 70.0: 12.2 30.0
Old : 100.0: 28.0 3.8 20.4 39.5 45.8 87.8 70.0: 12.2 30.0
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 : 264: 79 41 66 74 123 192 200:
Old : 264: 79 41 66 74 123 192 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 9.6 31.7 16.9 20.6 7.3 30.0 12.5
Old : 20.8 9.6 31.7 16.9 20.6 7.3 30.0 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 5,065: 2,013 303 460 526 2,377 2,999 3,140: 2,066 1,925
Old : 5,065: 2,013 303 460 526 2,377 2,999 3,140: 2,066 1,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 904: 662 -249 77 -72 807 667 635: 236 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 6.0 9.1 10.4 46.9 59.2 62.0: 40.8 38.0
Old : 100.0: 39.7 6.0 9.1 10.4 46.9 59.2 62.0: 40.8 38.0
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 : 64: 23 12 12 12 27 42 44:
Old : 64: 23 12 12 12 27 42 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 : 24.7 19.8 34.2 30.8 24.7 18.4 33.1 27.4
Old : 24.7 19.8 34.2 30.8 24.7 18.4 33.1 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 31,109: 12,065 2,444 5,647 7,966 8,051 25,678 16,142: 5,430 14,966
Old : 31,109: 12,065 2,444 5,647 7,966 8,051 25,678 16,142: 5,430 14,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 843: 774 272 55 -34 -514 795 -186: 48 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 7.9 18.2 25.6 25.9 82.5 51.9: 17.5 48.1
Old : 100.0: 38.8 7.9 18.2 25.6 25.9 82.5 51.9: 17.5 48.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 51 19 32 41 49 112 86:
Old : 145: 51 19 32 41 49 112 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 12.8 25.1 20.0 13.1 8.2 23.2 12.7
Old : 14.9 12.8 25.1 20.0 13.1 8.2 23.2 12.7
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 111,545: 38,120 11,152 2,436 37,114 66,551 77,670 80,138: 33,875 31,408
Old : 111,545: 38,120 11,152 2,436 37,114 66,551 77,670 80,138: 33,875 31,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -3,926: -7,514 4,047 -302 5,884 -18,758 -1,932 -15,014: -1,994 11,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 10.0 2.2 33.3 59.7 69.6 71.8: 30.4 28.2
Old : 100.0: 34.2 10.0 2.2 33.3 59.7 69.6 71.8: 30.4 28.2
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 : 77: 26 17 8 20 24 50 45:
Old : 77: 26 17 8 20 24 50 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 30.3 36.6 45.5 24.0 29.3 36.6 44.5
Old : 24.0 30.3 36.6 45.5 24.0 29.3 36.6 44.5
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 86,283: 14,106 49,399 223 63,873 12,486 78,203 62,108: 8,081 24,175
Old : 86,283: 14,106 49,399 223 63,873 12,486 78,203 62,108: 8,081 24,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 15,708: 312 13,487 44 16,471 1,076 16,827 14,607: -1,118 1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 57.3 0.3 74.0 14.5 90.6 72.0: 9.4 28.0
Old : 100.0: 16.3 57.3 0.3 74.0 14.5 90.6 72.0: 9.4 28.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 6 29 1 19 10 25 40:
Old : 57: 6 29 1 19 10 25 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 26.5 66.7 41.4 41.3 26.4 65.5 41.2
Old : 41.4 26.5 66.7 41.4 41.3 26.4 65.5 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 91,830: 67,361 5,207 0 17,982 82,968 85,343 88,175: 6,487 3,655
Old : 91,830: 67,361 5,207 0 17,982 82,968 85,343 88,175: 6,487 3,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 21,805: 18,309 76 0 3,378 22,693 21,687 22,769: 118 -964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 5.7 0.0 19.6 90.3 92.9 96.0: 7.1 4.0
Old : 100.0: 73.4 5.7 0.0 19.6 90.3 92.9 96.0: 7.1 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 : 94: 54 9 0 17 19 71 28:
Old : 94: 54 9 0 17 19 71 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 : 33.0 63.0 51.0 78.7 33.0 61.4 51.0 77.0
Old : 33.0 63.0 51.0 78.7 33.0 61.4 51.0 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 82,357: 10,489 29,894 4 53,538 28,196 64,031 58,094: 18,327 24,263
Old : 82,357: 10,489 29,894 4 53,538 28,196 64,031 58,094: 18,327 24,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 10,858: 1,379 6,256 -676 9,007 781 9,710 6,361: 1,148 4,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 36.3 0.0 65.0 34.2 77.7 70.5: 22.3 29.5
Old : 100.0: 12.7 36.3 0.0 65.0 34.2 77.7 70.5: 22.3 29.5
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: 9 16 1 22 13 32 29:
Old : 53: 9 16 1 22 13 32 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 : 38.2 33.2 58.3 47.2 29.2 28.1 45.7 37.0
Old : 38.2 33.2 58.3 47.2 29.2 28.1 45.7 37.0
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 237,990: 16,553 84,607 5,568 188,650 112,920 210,771 203,095: 27,220 34,895
Old : 237,990: 16,553 84,607 5,568 188,650 112,920 210,771 203,095: 27,220 34,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -816: 1,015 -2,600 -1,036 686 5,274 665 1,638: -1,480 -2,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 35.6 2.3 79.3 47.4 88.6 85.3: 11.4 14.7
Old : 100.0: 7.0 35.6 2.3 79.3 47.4 88.6 85.3: 11.4 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 : 109: 18 52 9 30 26 56 79:
Old : 109: 18 52 9 30 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 : 45.9 27.5 64.8 45.0 37.4 21.7 49.3 30.8
Old : 45.9 27.5 64.8 45.0 37.4 21.7 49.3 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 180,777: 29,879 37,159 10,517 84,043 72,315 124,439 119,991: 56,339 60,787
Old : 180,777: 29,879 37,159 10,517 84,043 72,315 124,439 119,991: 56,339 60,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 14,130: 4,694 17,202 -1,918 5,895 -6,969 8,671 8,315: 5,460 5,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 20.6 5.8 46.5 40.0 68.8 66.4: 31.2 33.6
Old : 100.0: 16.5 20.6 5.8 46.5 40.0 68.8 66.4: 31.2 33.6
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 : 109: 40 33 21 27 28 76 74:
Old : 109: 40 33 21 27 28 76 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 31.5 35.8 39.1 22.1 30.2 33.2 36.6
Old : 23.8 31.5 35.8 39.1 22.1 30.2 33.2 36.6
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 36,994: 7,467 721 0 25,262 28,487 32,729 29,208: 4,265 7,786
Old : 36,994: 7,467 721 0 25,262 28,487 32,729 29,208: 4,265 7,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -2,949: -1,594 0 -500 -1,939 -4,591 -4,033 -5,091: 1,084 2,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 1.9 0.0 68.3 77.0 88.5 79.0: 11.5 21.0
Old : 100.0: 20.2 1.9 0.0 68.3 77.0 88.5 79.0: 11.5 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 : 22: 2 1 0 11 15 13 16:
Old : 22: 2 1 0 11 15 13 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 : 55.1 52.3 77.8 66.9 54.8 49.2 74.9 62.9
Old : 55.1 52.3 77.8 66.9 54.8 49.2 74.9 62.9
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 :15,166,068: 879,192 975,589 5,086,306 8,113,063 7,442,423 14,078,561 13,504,319: 1,087,506 1,661,749
Old :15,166,068: 879,192 975,589 5,086,306 8,113,063 7,442,423 14,078,561 13,504,319: 1,087,506 1,661,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 599,895: 24,521 69,130 314,635 285,130 237,130 624,286 620,895: -24,392 -21,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 6.4 33.5 53.5 49.1 92.8 89.0: 7.2 11.0
Old : 100.0: 5.8 6.4 33.5 53.5 49.1 92.8 89.0: 7.2 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 62 79 117 144 155 272 294:
Old : 311: 62 79 117 144 155 272 294:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 12.6 33.1 22.1 19.3 6.7 24.7 11.1
Old : 20.7 12.6 33.1 22.1 19.3 6.7 24.7 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 731,250: 59,538 66,275 46,530 479,785 485,736 585,853 598,541: 145,397 132,709
Old : 731,250: 59,538 66,275 46,530 479,785 485,736 585,853 598,541: 145,397 132,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 2,571: -2,372 -5,113 2,527 -5,765 1,702 -5,610 -884: 8,181 3,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 9.1 6.4 65.6 66.4 80.1 81.9: 19.9 18.1
Old : 100.0: 8.1 9.1 6.4 65.6 66.4 80.1 81.9: 19.9 18.1
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 : 210: 46 46 59 93 68 173 139:
Old : 210: 46 46 59 93 68 173 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 26.2 26.5 38.2 18.9 26.1 26.3 37.9
Old : 19.0 26.2 26.5 38.2 18.9 26.1 26.3 37.9
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 1,197,742: 163,544 334,862 41,975 673,860 707,779 879,379 1,084,616: 318,363 113,126
Old : 1,197,742: 163,544 334,862 41,975 673,860 707,779 879,379 1,084,616: 318,363 113,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 35,102: 1,509 26,603 2,613 35,270 19,909 39,392 49,126: -4,290 -14,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 28.0 3.5 56.3 59.1 73.4 90.6: 26.6 9.4
Old : 100.0: 13.7 28.0 3.5 56.3 59.1 73.4 90.6: 26.6 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 53 56 35 63 61 135 133:
Old : 202: 53 56 35 63 61 135 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 26.4 29.0 41.0 15.6 24.8 22.9 35.8
Old : 19.3 26.4 29.0 41.0 15.6 24.8 22.9 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 13,198: 1,277 649 0 6,676 11,318 7,953 11,967: 5,245 1,231
Old : 13,198: 1,277 649 0 6,676 11,318 7,953 11,967: 5,245 1,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 95: -46 -12 0 218 97 172 85: -77 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 4.9 0.0 50.6 85.8 60.3 90.7: 39.7 9.3
Old : 100.0: 9.7 4.9 0.0 50.6 85.8 60.3 90.7: 39.7 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 : 25.8 46.2 41.7 66.8 25.8 46.2 41.7 65.8
Old : 25.8 46.2 41.7 66.8 25.8 46.2 41.7 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 39,059: 7,096 9,182 0 26,679 22,935 33,775 32,117: 5,284 6,942
Old : 39,059: 7,096 9,182 0 26,679 22,935 33,775 32,117: 5,284 6,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,080: 286 -643 0 623 3,226 909 2,583: 171 -1,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 23.5 0.0 68.3 58.7 86.5 82.2: 13.5 17.8
Old : 100.0: 18.2 23.5 0.0 68.3 58.7 86.5 82.2: 13.5 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 : 40: 5 6 0 18 17 23 23:
Old : 40: 5 6 0 18 17 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 39.4 71.0 57.6 52.2 39.0 67.5 57.3
Old : 54.7 39.4 71.0 57.6 52.2 39.0 67.5 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 62,675: 11,161 13,067 432 33,735 38,193 45,328 51,692: 17,347 10,983
Old : 62,675: 11,161 13,067 432 33,735 38,193 45,328 51,692: 17,347 10,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -359: 2,343 -465 31 37 -1,719 2,411 -2,154: -2,770 1,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 20.8 0.7 53.8 60.9 72.3 82.5: 27.7 17.5
Old : 100.0: 17.8 20.8 0.7 53.8 60.9 72.3 82.5: 27.7 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 13 14 3 38 25 53 40:
Old : 80: 13 14 3 38 25 53 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 26.6 39.5 44.9 28.1 25.7 39.1 41.9
Old : 28.1 26.6 39.5 44.9 28.1 25.7 39.1 41.9
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 351,168: 109,075 95,303 4,933 216,463 192,548 330,471 292,783: 20,697 58,385
Old : 351,168: 109,075 95,303 4,933 216,463 192,548 330,471 292,783: 20,697 58,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -25,967: 40,135 -43,638 -6,520 -61,272 45,805 -27,657 -4,353: 1,689 -21,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 27.1 1.4 61.6 54.8 94.1 83.4: 5.9 16.6
Old : 100.0: 31.1 27.1 1.4 61.6 54.8 94.1 83.4: 5.9 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 70 70 17 43 41 123 118:
Old : 211: 70 70 17 43 41 123 118:
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 : 35.9 24.3 50.0 36.5 29.7 16.7 40.0 26.5
Old : 35.9 24.3 50.0 36.5 29.7 16.7 40.0 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 68,986: 17,183 13,112 0 36,510 39,067 53,693 52,179: 15,293 16,807
Old : 68,986: 17,183 13,112 0 36,510 39,067 53,693 52,179: 15,293 16,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 6,961: 2,560 2,525 0 4,579 635 7,139 3,160: -178 3,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 19.0 0.0 52.9 56.6 77.8 75.6: 22.2 24.4
Old : 100.0: 24.9 19.0 0.0 52.9 56.6 77.8 75.6: 22.2 24.4
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 : 44: 8 11 0 14 15 22 26:
Old : 44: 8 11 0 14 15 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 35.8 60.9 51.2 45.4 35.5 60.2 50.7
Old : 45.4 35.8 60.9 51.2 45.4 35.5 60.2 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 37,619: 1,508 5,994 0 31,704 23,280 33,212 29,274: 4,407 8,345
Old : 37,619: 1,508 5,994 0 31,704 23,280 33,212 29,274: 4,407 8,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,674: 608 -433 0 306 -371 914 -804: 761 2,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 15.9 0.0 84.3 61.9 88.3 77.8: 11.7 22.2
Old : 100.0: 4.0 15.9 0.0 84.3 61.9 88.3 77.8: 11.7 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 : 65: 2 15 1 32 28 34 44:
Old : 65: 2 15 1 32 28 34 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 : 53.7 30.4 66.2 42.3 53.0 28.8 65.5 40.8
Old : 53.7 30.4 66.2 42.3 53.0 28.8 65.5 40.8
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 287,780: 17,264 60,372 3,922 243,459 212,014 264,645 276,307: 23,135 11,473
Old : 287,780: 17,264 60,372 3,922 243,459 212,014 264,645 276,307: 23,135 11,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,744: 3,532 -2,262 -450 -12,167 27 -9,085 -2,685: 7,341 941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 21.0 1.4 84.6 73.7 92.0 96.0: 8.0 4.0
Old : 100.0: 6.0 21.0 1.4 84.6 73.7 92.0 96.0: 8.0 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 : 146: 21 57 19 39 49 76 109:
Old : 146: 21 57 19 39 49 76 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 33.3 71.8 48.3 58.2 32.0 65.1 44.5
Old : 63.6 33.3 71.8 48.3 58.2 32.0 65.1 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, 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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 69,174: 18,603 23,872 3,568 36,067 36,245 58,238 63,685: 10,936 5,489
Old : 69,174: 18,603 23,872 3,568 36,067 36,245 58,238 63,685: 10,936 5,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 6,985: 2,562 6,624 899 4,402 97 7,863 7,620: -878 -635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 34.5 5.2 52.1 52.4 84.2 92.1: 15.8 7.9
Old : 100.0: 26.9 34.5 5.2 52.1 52.4 84.2 92.1: 15.8 7.9
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 : 97: 28 26 5 22 24 54 54:
Old : 97: 28 26 5 22 24 54 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 37.8 46.5 49.6 26.3 37.3 39.4 47.6
Old : 31.5 37.8 46.5 49.6 26.3 37.3 39.4 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 46,126: 17,192 3,618 4 24,434 7,462 41,630 11,084: 4,496 35,042
Old : 46,126: 17,192 3,618 4 24,434 7,462 41,630 11,084: 4,496 35,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 6,719: 5,528 2,021 0 1,308 1,742 6,836 3,763: -117 2,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 7.8 0.0 53.0 16.2 90.3 24.0: 9.7 76.0
Old : 100.0: 37.3 7.8 0.0 53.0 16.2 90.3 24.0: 9.7 76.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 18 9 1 11 11 30 20:
Old : 47: 18 9 1 11 11 30 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 : 53.6 10.9 66.6 15.5 49.1 7.6 62.1 12.1
Old : 53.6 10.9 66.6 15.5 49.1 7.6 62.1 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 35,655: 1,579 1,694 136 18,828 28,012 20,543 29,842: 15,112 5,813
Old : 35,655: 1,579 1,694 136 18,828 28,012 20,543 29,842: 15,112 5,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,832: -30 -44 7 491 -1,509 468 -1,546: -2,300 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 4.8 0.4 52.8 78.6 57.6 83.7: 42.4 16.3
Old : 100.0: 4.4 4.8 0.4 52.8 78.6 57.6 83.7: 42.4 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 : 43: 3 8 2 19 27 23 37:
Old : 43: 3 8 2 19 27 23 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 39.5 45.6 59.6 19.9 32.3 26.4 42.3
Old : 33.5 39.5 45.6 59.6 19.9 32.3 26.4 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 173,885: 60,667 10,543 36,131 38,346 111,118 135,144 157,792: 38,741 16,094
Old : 173,885: 60,667 10,543 36,131 38,346 111,118 135,144 157,792: 38,741 16,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 8,537: 571 1,618 3,498 3,920 2,639 7,989 7,755: 548 782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 6.1 20.8 22.1 63.9 77.7 90.7: 22.3 9.3
Old : 100.0: 34.9 6.1 20.8 22.1 63.9 77.7 90.7: 22.3 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 : 194: 106 42 54 23 39 145 119:
Old : 194: 106 42 54 23 39 145 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 31.4 29.1 48.1 11.4 27.2 17.3 36.9
Old : 19.9 31.4 29.1 48.1 11.4 27.2 17.3 36.9
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, 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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 113,985: 34,019 26,583 18,179 47,260 54,108 99,458 98,870: 14,527 15,115
Old : 113,985: 34,019 26,583 18,179 47,260 54,108 99,458 98,870: 14,527 15,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 3,778: 1,996 -695 1,336 496 3,109 3,828 3,750: -49 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 23.3 15.9 41.5 47.5 87.3 86.7: 12.7 13.3
Old : 100.0: 29.8 23.3 15.9 41.5 47.5 87.3 86.7: 12.7 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 : 217: 73 80 63 45 41 163 151:
Old : 217: 73 80 63 45 41 163 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 35.1 34.1 45.3 24.4 31.0 32.7 40.0
Old : 24.5 35.1 34.1 45.3 24.4 31.0 32.7 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 389,793: 169,547 37,792 65,299 94,209 257,577 329,055 360,667: 60,738 29,125
Old : 389,793: 169,547 37,792 65,299 94,209 257,577 329,055 360,667: 60,738 29,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -17,236: -13,569 -6,927 382 -1,929 -10,439 -15,115 -16,984: -2,121 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 9.7 16.8 24.2 66.1 84.4 92.5: 15.6 7.5
Old : 100.0: 43.5 9.7 16.8 24.2 66.1 84.4 92.5: 15.6 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 157 60 77 40 47 228 158:
Old : 276: 157 60 77 40 47 228 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 33.9 36.6 53.5 21.0 29.7 25.9 43.3
Old : 25.5 33.9 36.6 53.5 21.0 29.7 25.9 43.3
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 12,253: 5,132 1,855 712 3,282 7,412 9,126 9,979: 3,127 2,274
Old : 12,253: 5,132 1,855 712 3,282 7,412 9,126 9,979: 3,127 2,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -137: -109 603 -205 -423 -929 -737 -531: 600 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 15.1 5.8 26.8 60.5 74.5 81.4: 25.5 18.6
Old : 100.0: 41.9 15.1 5.8 26.8 60.5 74.5 81.4: 25.5 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 19 3 13 7 6 38 19:
Old : 40: 19 3 13 7 6 38 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 : 45.5 66.3 56.9 78.0 34.6 51.4 42.6 57.9
Old : 45.5 66.3 56.9 78.0 34.6 51.4 42.6 57.9
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 145,527: 48,243 4,615 21,388 59,078 92,700 128,709 118,703: 16,818 26,824
Old : 113,021: 39,018 5,747 14,491 46,751 71,779 100,260 92,018: 12,761 21,004
Other: 32,506: 14,082 3,724 2,040 12,327 20,921 28,449 26,685: 4,057 5,821
: : :
: : Changes in Commitments from: November 1, 2005 :
: 7,787: -3,497 336 4,687 6,796 2,657 7,986 7,680: -199 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 3.2 14.7 40.6 63.7 88.4 81.6: 11.6 18.4
Old : 100.0: 34.5 5.1 12.8 41.4 63.5 88.7 81.4: 11.3 18.6
Other: 100.0: 43.3 11.5 6.3 37.9 64.4 87.5 82.1: 12.5 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 68 25 48 63 63 150 121:
Old : 169: 56 29 37 56 61 133 109:
Other: 106: 31 19 17 25 41 62 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 33.3 34.1 43.9 15.0 25.1 23.8 30.6
Old : 26.5 34.2 37.8 42.5 22.2 32.2 30.7 36.6
Other: 43.3 53.5 52.8 60.8 43.0 52.3 52.5 58.3
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 37,944: 8,871 71 1,908 17,448 27,641 28,228 29,620: 9,717 8,324
Old : 35,705: 9,624 56 1,098 16,180 27,126 26,902 28,280: 8,803 7,425
Other: 2,239: 45 812 13 1,268 515 1,326 1,340: 914 899
: : :
: : Changes in Commitments from: November 1, 2005 :
: 581: -781 25 647 517 108 382 779: 199 -198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 0.2 5.0 46.0 72.8 74.4 78.1: 25.6 21.9
Old : 100.0: 27.0 0.2 3.1 45.3 76.0 75.3 79.2: 24.7 20.8
Other: 100.0: 2.0 36.3 0.6 56.6 23.0 59.2 59.8: 40.8 40.2
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 21 3 10 22 21 46 31:
Old : 52: 22 2 7 22 21 46 28:
Other: 24: 3 5 3 9 8 12 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 : 30.8 48.8 43.9 62.0 16.9 36.0 28.7 42.1
Old : 31.2 51.3 44.6 64.7 16.9 37.7 29.1 44.9
Other: 40.3 36.4 55.3 54.2 36.0 36.4 50.7 51.4
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 170,065: 22,799 10,721 47,137 84,810 99,818 154,745 157,675: 15,320 12,390
Old : 168,135: 22,867 10,885 46,599 83,468 98,440 152,934 155,924: 15,200 12,210
Other: 1,930: 270 174 199 1,342 1,378 1,811 1,751: 119 179
: : :
: : Changes in Commitments from: November 1, 2005 :
: -2,404: -1,067 4,191 -2,986 2,766 -4,306 -1,286 -3,100: -1,117 696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 6.3 27.7 49.9 58.7 91.0 92.7: 9.0 7.3
Old : 100.0: 13.6 6.5 27.7 49.6 58.5 91.0 92.7: 9.0 7.3
Other: 100.0: 14.0 9.0 10.3 69.5 71.4 93.8 90.7: 6.2 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 71 65 79 75 72 198 173:
Old : 235: 74 64 77 75 71 197 171:
Other: 42: 9 13 11 8 15 21 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 28.4 31.8 41.2 16.9 20.4 23.4 26.2
Old : 19.2 28.1 32.1 41.1 17.1 20.6 23.7 26.5
Other: 63.6 60.6 81.9 71.9 62.8 56.8 77.0 66.4
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 55,708: 16,210 2,377 13,512 20,140 35,945 49,862 51,834: 5,846 3,874
Old : 55,702: 16,210 2,379 13,510 20,140 35,944 49,860 51,833: 5,842 3,869
Other: 6: 2 0 0 0 1 2 1: 4 5
: : :
: : Changes in Commitments from: November 1, 2005 :
: 3,958: 902 825 225 2,410 2,688 3,537 3,738: 421 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 4.3 24.3 36.2 64.5 89.5 93.0: 10.5 7.0
Old : 100.0: 29.1 4.3 24.3 36.2 64.5 89.5 93.1: 10.5 6.9
Other: 100.0: 33.3 0.0 0.0 0.0 16.7 33.3 16.7: 66.7 83.3
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 71 32 29 26 25 112 73:
Old : 139: 71 33 29 26 25 112 73:
Other: 2: 1 0 0 0 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 42.3 40.3 56.9 16.0 26.9 21.5 37.5
Old : 27.6 42.3 40.3 56.9 16.0 26.9 21.5 37.5
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, 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
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 143,431: 25,934 36,660 10,578 96,562 89,783 133,075 137,021: 10,356 6,410
Old : 123,743: 26,228 37,077 9,760 77,650 70,517 113,638 117,353: 10,105 6,390
Other: 19,687: 421 298 104 18,912 19,266 19,437 19,668: 250 20
: : :
: : Changes in Commitments from: November 1, 2005 :
: -20,654: -1,568 4,422 -4,715 -12,926 -18,727 -19,208 -19,019: -1,446 -1,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 25.6 7.4 67.3 62.6 92.8 95.5: 7.2 4.5
Old : 100.0: 21.2 30.0 7.9 62.8 57.0 91.8 94.8: 8.2 5.2
Other: 100.0: 2.1 1.5 0.5 96.1 97.9 98.7 99.9: 1.3 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 48 53 36 52 38 119 116:
Old : 166: 48 55 35 52 38 119 115:
Other: 29: 4 4 5 13 13 19 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 24.4 44.7 40.6 21.8 17.9 33.8 28.1
Old : 31.0 23.8 45.5 37.8 26.6 20.3 40.1 31.9
Other: 61.9 73.8 91.4 94.3 50.5 51.4 64.4 65.3
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 617,379: 151,548 10,761 121,650 266,156 440,526 539,354 572,937: 78,026 44,443
Old : 617,379: 151,548 10,761 121,650 266,156 440,526 539,354 572,937: 78,026 44,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 2,783: -3,868 1,106 2,769 3,274 1,286 2,176 5,161: 607 -2,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 1.7 19.7 43.1 71.4 87.4 92.8: 12.6 7.2
Old : 100.0: 24.5 1.7 19.7 43.1 71.4 87.4 92.8: 12.6 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 : 172: 73 25 47 65 62 159 115:
Old : 172: 73 25 47 65 62 159 115:
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 : 14.5 26.3 25.2 44.6 11.6 20.1 18.6 32.5
Old : 14.5 26.3 25.2 44.6 11.6 20.1 18.6 32.5
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, 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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 121,506: 20,857 11,816 39,256 51,175 65,050 111,289 116,123: 10,217 5,383
Old : 118,681: 20,798 12,609 37,832 50,079 63,173 108,710 113,614: 9,971 5,068
Other: 2,825: 921 69 562 1,095 1,877 2,579 2,509: 246 316
: : :
: : Changes in Commitments from: November 1, 2005 :
: 5,195: 4,321 -198 1,093 -1,236 4,592 4,178 5,487: 1,017 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 9.7 32.3 42.1 53.5 91.6 95.6: 8.4 4.4
Old : 100.0: 17.5 10.6 31.9 42.2 53.2 91.6 95.7: 8.4 4.3
Other: 100.0: 32.6 2.4 19.9 38.8 66.5 91.3 88.8: 8.7 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 143 58 107 87 88 263 229:
Old : 321: 139 64 107 87 88 263 229:
Other: 54: 12 8 15 14 25 32 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 20.0 28.5 31.6 13.5 11.4 20.4 18.4
Old : 17.6 20.2 28.8 32.0 13.8 11.9 20.8 18.9
Other: 50.0 38.4 72.0 58.7 31.8 28.5 43.6 37.9
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 39,521: 29,857 2,937 2,320 3,394 32,202 35,571 37,460: 3,950 2,061
Old : 39,521: 29,857 2,937 2,320 3,394 32,202 35,571 37,460: 3,950 2,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 5,522: 3,261 71 -312 1,802 6,206 4,751 5,964: 771 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 7.4 5.9 8.6 81.5 90.0 94.8: 10.0 5.2
Old : 100.0: 75.5 7.4 5.9 8.6 81.5 90.0 94.8: 10.0 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 : 65: 42 8 7 9 8 54 21:
Old : 65: 42 8 7 9 8 54 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 : 38.9 81.8 58.1 90.9 38.9 80.6 56.7 87.1
Old : 38.9 81.8 58.1 90.9 38.9 80.6 56.7 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 23,328: 15,434 800 0 3,031 19,485 18,465 20,285: 4,863 3,043
Old : 23,328: 15,434 800 0 3,031 19,485 18,465 20,285: 4,863 3,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,457: 2,055 -563 0 -654 1,661 1,401 1,098: 56 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 3.4 0.0 13.0 83.5 79.2 87.0: 20.8 13.0
Old : 100.0: 66.2 3.4 0.0 13.0 83.5 79.2 87.0: 20.8 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 1 0 3 11 10 12:
Old : 22: 7 1 0 3 11 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 : 60.8 60.9 74.4 78.2 60.8 60.9 74.4 78.2
Old : 60.8 60.9 74.4 78.2 60.8 60.9 74.4 78.2
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, 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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 219,011: 14,025 25,056 50,714 115,829 112,685 180,568 188,455: 38,443 30,556
Old : 219,011: 14,025 25,056 50,714 115,829 112,685 180,568 188,455: 38,443 30,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 3,585: -1,418 -4,286 1,920 760 6,661 1,262 4,294: 2,323 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 11.4 23.2 52.9 51.5 82.4 86.0: 17.6 14.0
Old : 100.0: 6.4 11.4 23.2 52.9 51.5 82.4 86.0: 17.6 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 : 140: 31 29 41 73 72 123 125:
Old : 140: 31 29 41 73 72 123 125:
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 : 17.1 17.7 28.7 27.2 12.5 10.5 18.5 16.7
Old : 17.1 17.7 28.7 27.2 12.5 10.5 18.5 16.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 887,987: 37,969 83,694 389,318 381,749 378,354 809,036 851,365: 78,951 36,622
Old : 887,987: 37,969 83,694 389,318 381,749 378,354 809,036 851,365: 78,951 36,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 37,154: -471 3,373 20,991 12,285 11,128 32,805 35,492: 4,349 1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.4 43.8 43.0 42.6 91.1 95.9: 8.9 4.1
Old : 100.0: 4.3 9.4 43.8 43.0 42.6 91.1 95.9: 8.9 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 : 200: 48 54 77 94 87 186 176:
Old : 200: 48 54 77 94 87 186 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 26.9 37.1 41.2 5.4 8.3 8.1 11.6
Old : 24.3 26.9 37.1 41.2 5.4 8.3 8.1 11.6
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
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 39,109: 2,673 372 675 30,173 35,238 33,521 36,285: 5,588 2,824
Old : 39,109: 2,673 372 675 30,173 35,238 33,521 36,285: 5,588 2,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,317: 135 372 -23 -157 -796 -45 -447: -1,272 -870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.0 1.7 77.2 90.1 85.7 92.8: 14.3 7.2
Old : 100.0: 6.8 1.0 1.7 77.2 90.1 85.7 92.8: 14.3 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 : 24: 1 1 1 15 15 16 17:
Old : 24: 1 1 1 15 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 63.9 75.3 78.7 50.7 63.2 68.3 76.7
Old : 55.9 63.9 75.3 78.7 50.7 63.2 68.3 76.7
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 8, 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 : 37,848: 0 7,913 1,141 30,760 21,697 31,901 30,751: 5,947 7,097
Old : 37,848: 0 7,913 1,141 30,760 21,697 31,901 30,751: 5,947 7,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,776: 0 1,263 185 1,621 190 1,806 1,638: -30 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.9 3.0 81.3 57.3 84.3 81.2: 15.7 18.8
Old : 100.0: 0.0 20.9 3.0 81.3 57.3 84.3 81.2: 15.7 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 2 15 14 17 16:
Old : 22: 0 2 2 15 14 17 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 : 42.1 40.4 66.2 60.1 38.4 37.4 60.1 56.3
Old : 42.1 40.4 66.2 60.1 38.4 37.4 60.1 56.3
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 106,480: 15,358 1,863 3,962 80,662 90,887 99,982 96,712: 6,498 9,768
Old : 106,480: 15,358 1,863 3,962 80,662 90,887 99,982 96,712: 6,498 9,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 4,316: 4,947 -228 170 -708 4,740 4,409 4,682: -93 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 1.7 3.7 75.8 85.4 93.9 90.8: 6.1 9.2
Old : 100.0: 14.4 1.7 3.7 75.8 85.4 93.9 90.8: 6.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 1 5 27 27 33 32:
Old : 38: 5 1 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 : 47.9 45.3 63.8 63.6 46.7 42.6 57.7 58.9
Old : 47.9 45.3 63.8 63.6 46.7 42.6 57.7 58.9
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, 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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 53,324: 4,616 5,684 0 43,369 41,059 47,985 46,743: 5,339 6,581
Old : 53,324: 4,616 5,684 0 43,369 41,059 47,985 46,743: 5,339 6,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -2,911: -720 -2,648 0 -1,914 200 -2,634 -2,448: -277 -463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.7 0.0 81.3 77.0 90.0 87.7: 10.0 12.3
Old : 100.0: 8.7 10.7 0.0 81.3 77.0 90.0 87.7: 10.0 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 : 23: 1 2 0 14 15 15 17:
Old : 23: 1 2 0 14 15 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 43.7 76.8 66.8 47.7 40.4 69.8 62.2
Old : 53.3 43.7 76.8 66.8 47.7 40.4 69.8 62.2
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 66,546: 0 13,471 3,857 53,974 45,485 57,831 62,813: 8,715 3,733
Old : 66,546: 0 13,471 3,857 53,974 45,485 57,831 62,813: 8,715 3,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -227: 0 -1,637 1,029 -167 157 862 -451: -1,089 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.2 5.8 81.1 68.4 86.9 94.4: 13.1 5.6
Old : 100.0: 0.0 20.2 5.8 81.1 68.4 86.9 94.4: 13.1 5.6
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: 0 3 3 16 15 19 18:
Old : 22: 0 3 3 16 15 19 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 : 45.6 60.6 68.6 78.3 38.1 47.7 53.5 58.3
Old : 45.6 60.6 68.6 78.3 38.1 47.7 53.5 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 70,068: 22,407 6,051 4,256 34,671 53,677 61,334 63,984: 8,734 6,084
Old : 70,068: 22,407 6,051 4,256 34,671 53,677 61,334 63,984: 8,734 6,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -299: 1,496 360 -1,412 -2,676 362 -2,592 -690: 2,293 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 8.6 6.1 49.5 76.6 87.5 91.3: 12.5 8.7
Old : 100.0: 32.0 8.6 6.1 49.5 76.6 87.5 91.3: 12.5 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 2 18 20 21 23:
Old : 25: 2 2 2 18 20 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 : 58.9 45.4 73.5 63.0 47.9 36.1 53.7 49.5
Old : 58.9 45.4 73.5 63.0 47.9 36.1 53.7 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,715: 0 2,015 1,643 56,521 49,502 58,164 53,160: 1,551 6,555
Old : 59,715: 0 2,015 1,643 56,521 49,502 58,164 53,160: 1,551 6,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -5,396: 0 700 210 -6,159 -4,785 -5,949 -3,875: 553 -1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 2.8 94.7 82.9 97.4 89.0: 2.6 11.0
Old : 100.0: 0.0 3.4 2.8 94.7 82.9 97.4 89.0: 2.6 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 17 18 18 19:
Old : 25: 0 1 1 17 18 18 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 : 65.0 44.2 79.6 66.1 61.8 39.9 70.4 57.2
Old : 65.0 44.2 79.6 66.1 61.8 39.9 70.4 57.2
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 55,878: 720 10,488 1,317 47,006 37,889 49,043 49,694: 6,835 6,184
Old : 55,878: 720 10,488 1,317 47,006 37,889 49,043 49,694: 6,835 6,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -2,976: -248 1,120 158 -4,580 -6,055 -4,670 -4,777: 1,694 1,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 18.8 2.4 84.1 67.8 87.8 88.9: 12.2 11.1
Old : 100.0: 1.3 18.8 2.4 84.1 67.8 87.8 88.9: 12.2 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 2 21 14 24 16:
Old : 27: 1 2 2 21 14 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 56.0 56.6 78.5 25.7 40.7 37.3 50.5
Old : 35.8 56.0 56.6 78.5 25.7 40.7 37.3 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
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
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 40,329: 0 284 1,946 34,669 33,496 36,615 35,726: 3,714 4,603
Old : 40,329: 0 284 1,946 34,669 33,496 36,615 35,726: 3,714 4,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 4.8 86.0 83.1 90.8 88.6: 9.2 11.4
Old : 100.0: 0.0 0.7 4.8 86.0 83.1 90.8 88.6: 9.2 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 14 13 15 14:
Old : 20: 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 : 54.3 59.9 74.5 78.3 54.3 53.2 69.1 65.2
Old : 54.3 59.9 74.5 78.3 54.3 53.2 69.1 65.2
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 8, 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 : 56,777: 13,879 0 2,190 33,957 47,994 50,026 50,184: 6,751 6,593
Old : 56,777: 13,879 0 2,190 33,957 47,994 50,026 50,184: 6,751 6,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,504: 608 0 -484 1,874 1,935 1,998 1,451: -494 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 0.0 3.9 59.8 84.5 88.1 88.4: 11.9 11.6
Old : 100.0: 24.4 0.0 3.9 59.8 84.5 88.1 88.4: 11.9 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 : 24: 4 0 3 15 18 19 21:
Old : 24: 4 0 3 15 18 19 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 : 61.4 43.6 78.4 66.2 38.6 28.4 46.9 41.0
Old : 61.4 43.6 78.4 66.2 38.6 28.4 46.9 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 48,006: 4,946 751 3,335 32,709 31,816 40,990 35,902: 7,016 12,104
Old : 48,006: 4,946 751 3,335 32,709 31,816 40,990 35,902: 7,016 12,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -1,381: 2,305 751 -340 -3,188 -1,816 -1,223 -1,405: -158 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 1.6 6.9 68.1 66.3 85.4 74.8: 14.6 25.2
Old : 100.0: 10.3 1.6 6.9 68.1 66.3 85.4 74.8: 14.6 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 2 15 15 17 17:
Old : 21: 1 1 2 15 15 17 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 : 48.3 36.8 70.1 58.9 44.7 32.1 59.0 43.3
Old : 48.3 36.8 70.1 58.9 44.7 32.1 59.0 43.3
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 1,378,009: 346,905 64,225 259,719 755,287 1,042,322 1,361,911 1,366,266: 16,098 11,743
Old : 1,378,009: 346,905 64,225 259,719 755,287 1,042,322 1,361,911 1,366,266: 16,098 11,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 34,419: 948 -23,749 13,343 24,040 44,580 38,331 34,174: -3,912 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 4.7 18.8 54.8 75.6 98.8 99.1: 1.2 0.9
Old : 100.0: 25.2 4.7 18.8 54.8 75.6 98.8 99.1: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 29 12 33 88 80 128 115:
Old : 135: 29 12 33 88 80 128 115:
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 : 25.2 25.1 38.6 43.1 17.7 18.8 26.5 31.6
Old : 25.2 25.1 38.6 43.1 17.7 18.8 26.5 31.6
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 276,744: 62,467 97,505 63,750 146,934 114,796 273,151 276,051: 3,593 693
Old : 276,744: 62,467 97,505 63,750 146,934 114,796 273,151 276,051: 3,593 693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 30,231: 5,988 28,560 1,821 22,030 255 29,839 30,636: 392 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 35.2 23.0 53.1 41.5 98.7 99.7: 1.3 0.3
Old : 100.0: 22.6 35.2 23.0 53.1 41.5 98.7 99.7: 1.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 14 8 18 30 28 51 47:
Old : 53: 14 8 18 30 28 51 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 : 37.8 57.9 56.0 73.0 25.8 43.1 37.1 48.1
Old : 37.8 57.9 56.0 73.0 25.8 43.1 37.1 48.1
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 83,776: 23,085 7,417 16,279 44,196 59,876 83,560 83,572: 216 204
Old : 83,776: 23,085 7,417 16,279 44,196 59,876 83,560 83,572: 216 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -497: -2,801 -1,456 819 1,397 37 -585 -599: 89 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 8.9 19.4 52.8 71.5 99.7 99.8: 0.3 0.2
Old : 100.0: 27.6 8.9 19.4 52.8 71.5 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 7 10 39 41 49 52:
Old : 54: 4 7 10 39 41 49 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 37.3 67.5 57.1 40.5 28.5 45.3 40.3
Old : 51.9 37.3 67.5 57.1 40.5 28.5 45.3 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 25,567: 4,534 3,939 2,247 18,786 18,872 25,567 25,058: 0 509
Old : 25,567: 4,534 3,939 2,247 18,786 18,872 25,567 25,058: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -2,181: -185 -972 46 -2,042 -1,213 -2,181 -2,139: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 15.4 8.8 73.5 73.8 100.0 98.0: 0.0 2.0
Old : 100.0: 17.7 15.4 8.8 73.5 73.8 100.0 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: 3 4 6 22 24 29 30:
Old : 38: 3 4 6 22 24 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 50.7 77.3 71.4 54.1 47.4 71.7 65.2
Old : 58.2 50.7 77.3 71.4 54.1 47.4 71.7 65.2
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 11,628: 1,677 4,372 846 9,105 6,320 11,628 11,538: 0 90
Old : 11,628: 1,677 4,372 846 9,105 6,320 11,628 11,538: 0 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 609: -1,068 991 -1,260 2,937 788 609 519: 0 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 37.6 7.3 78.3 54.4 100.0 99.2: 0.0 0.8
Old : 100.0: 14.4 37.6 7.3 78.3 54.4 100.0 99.2: 0.0 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 : 26: 3 3 2 16 11 20 15:
Old : 26: 3 3 2 16 11 20 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 : 51.4 58.3 76.1 81.5 41.0 49.6 58.5 65.2
Old : 51.4 58.3 76.1 81.5 41.0 49.6 58.5 65.2
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 19,128: 3,500 5,152 1,782 13,586 11,686 18,868 18,620: 260 508
Old : 19,128: 3,500 5,152 1,782 13,586 11,686 18,868 18,620: 260 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 1,772: 40 1,144 150 1,552 468 1,742 1,762: 30 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 26.9 9.3 71.0 61.1 98.6 97.3: 1.4 2.7
Old : 100.0: 18.3 26.9 9.3 71.0 61.1 98.6 97.3: 1.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 4 6 20 21 26 28:
Old : 30: 3 4 6 20 21 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 52.6 71.1 80.8 39.4 43.7 58.3 62.8
Old : 46.3 52.6 71.1 80.8 39.4 43.7 58.3 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, 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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 22,796: 10,000 120 1,330 10,770 21,118 22,100 22,568: 696 228
Old : 22,796: 10,000 120 1,330 10,770 21,118 22,100 22,568: 696 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -928: -1,200 0 0 292 -928 -908 -928: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 0.5 5.8 47.2 92.6 96.9 99.0: 3.1 1.0
Old : 100.0: 43.9 0.5 5.8 47.2 92.6 96.9 99.0: 3.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 65.3 52.6 78.1 76.2 58.5 49.9 70.6 69.9
Old : 65.3 52.6 78.1 76.2 58.5 49.9 70.6 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 9,834: 1,266 80 688 7,840 9,006 9,794 9,774: 40 60
Old : 9,834: 1,266 80 688 7,840 9,006 9,794 9,774: 40 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: -212: -384 0 -112 264 -120 -232 -232: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.8 7.0 79.7 91.6 99.6 99.4: 0.4 0.6
Old : 100.0: 12.9 0.8 7.0 79.7 91.6 99.6 99.4: 0.4 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 : 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 : 58.9 74.1 86.6 91.4 47.9 70.2 69.4 74.8
Old : 58.9 74.1 86.6 91.4 47.9 70.2 69.4 74.8
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 1,551,493: 122,687 98,919 487,830 881,835 887,888 1,492,351 1,474,637: 59,141 76,856
Old : 1,551,493: 122,687 98,919 487,830 881,835 887,888 1,492,351 1,474,637: 59,141 76,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 15,132: 3,037 7,676 3,650 12,444 6,927 19,131 18,253: -3,999 -3,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 6.4 31.4 56.8 57.2 96.2 95.0: 3.8 5.0
Old : 100.0: 7.9 6.4 31.4 56.8 57.2 96.2 95.0: 3.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 87 109 130 81 89 235 270:
Old : 298: 87 109 130 81 89 235 270:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 19.8 33.2 31.3 8.4 6.8 12.3 10.7
Old : 22.0 19.8 33.2 31.3 8.4 6.8 12.3 10.7
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 14,221: 9,295 2,145 284 2,175 11,513 11,754 13,942: 2,467 279
Old : 14,221: 9,295 2,145 284 2,175 11,513 11,754 13,942: 2,467 279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 41: 106 -114 -43 84 443 147 286: -106 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 15.1 2.0 15.3 81.0 82.7 98.0: 17.3 2.0
Old : 100.0: 65.4 15.1 2.0 15.3 81.0 82.7 98.0: 17.3 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 : 118: 64 11 6 13 29 82 44:
Old : 118: 64 11 6 13 29 82 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 : 25.8 35.1 40.2 53.7 25.8 35.1 40.2 53.6
Old : 25.8 35.1 40.2 53.7 25.8 35.1 40.2 53.6
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 11,526: 8,500 462 0 945 9,948 9,445 10,410: 2,081 1,116
Old : 11,526: 8,500 462 0 945 9,948 9,445 10,410: 2,081 1,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 450: 476 -10 -12 54 514 518 492: -68 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 4.0 0.0 8.2 86.3 81.9 90.3: 18.1 9.7
Old : 100.0: 73.7 4.0 0.0 8.2 86.3 81.9 90.3: 18.1 9.7
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 : 57: 30 4 0 8 19 38 23:
Old : 57: 30 4 0 8 19 38 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 : 34.2 51.0 50.7 74.0 34.2 49.6 50.7 72.6
Old : 34.2 51.0 50.7 74.0 34.2 49.6 50.7 72.6
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 8, 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 : 156,305: 26,306 6,517 29,466 87,592 108,554 143,363 144,537: 12,942 11,768
Old : 156,305: 26,306 6,517 29,466 87,592 108,554 143,363 144,537: 12,942 11,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2005 :
: 3,655: -1,040 1,252 4,589 -527 -3,706 3,021 2,135: 634 1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 4.2 18.9 56.0 69.5 91.7 92.5: 8.3 7.5
Old : 100.0: 16.8 4.2 18.9 56.0 69.5 91.7 92.5: 8.3 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 45 27 41 64 73 129 123:
Old : 155: 45 27 41 64 73 129 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 20.2 39.0 33.4 17.2 15.5 25.7 24.2
Old : 22.7 20.2 39.0 33.4 17.2 15.5 25.7 24.2
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
Updated October 14, 2005