WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 342,429: 49,571 103,232 50,121 207,010 142,856 306,702 296,209: 35,727 46,220
Old : 286,581: 51,409 98,509 33,069 169,478 122,305 253,957 253,883: 32,625 32,698
Other: 55,848: 11,342 17,903 3,872 37,532 20,551 52,745 42,326: 3,102 13,522
: : :
: : Changes in Commitments from: November 8, 2005 :
: 8,902: 195 7,059 -4,939 9,679 4,189 4,935 6,308: 3,967 2,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 30.1 14.6 60.5 41.7 89.6 86.5: 10.4 13.5
Old : 100.0: 17.9 34.4 11.5 59.1 42.7 88.6 88.6: 11.4 11.4
Other: 100.0: 20.3 32.1 6.9 67.2 36.8 94.4 75.8: 5.6 24.2
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 80 139 97 65 71 205 255:
Old : 297: 79 132 85 63 62 196 230:
Other: 142: 37 42 33 17 60 67 122:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 25.4 41.2 32.1 26.6 18.7 40.0 24.4
Old : 30.4 29.0 44.1 36.7 30.4 26.7 43.6 32.9
Other: 63.6 20.5 75.3 28.9 57.9 17.5 68.9 24.8
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
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 1,055,722: 152,054 175,121 187,251 532,228 473,927 871,533 836,299: 184,188 219,423
Old : 966,466: 149,026 177,368 160,846 486,914 432,627 796,786 770,841: 169,680 195,626
Other: 89,255: 18,363 13,088 11,070 45,314 41,300 74,747 65,458: 14,508 23,797
: : :
: : Changes in Commitments from: November 8, 2005 :
: -20,014: 1,647 1,319 -18,251 -3,169 6,144 -19,773 -10,788: -241 -9,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 16.6 17.7 50.4 44.9 82.6 79.2: 17.4 20.8
Old : 100.0: 15.4 18.4 16.6 50.4 44.8 82.4 79.8: 17.6 20.2
Other: 100.0: 20.6 14.7 12.4 50.8 46.3 83.7 73.3: 16.3 26.7
: : :
:# Traders : Number of Traders in Each Category :
All : 603: 159 153 179 231 220 488 471:
Old : 597: 157 154 172 228 213 478 460:
Other: 257: 56 41 33 51 132 118 195:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 17.3 26.2 22.6 14.0 13.2 22.3 17.2
Old : 19.4 17.2 27.5 22.8 15.3 12.7 23.2 17.0
Other: 34.7 26.5 43.6 34.6 34.3 25.9 42.1 32.6
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
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 8,442: 3,572 223 548 1,986 6,148 6,106 6,919: 2,335 1,523
Old : 8,420: 3,572 224 545 1,983 6,141 6,100 6,910: 2,319 1,510
Other: 22: 1 0 2 3 7 6 9: 16 13
: : :
: : Changes in Commitments from: November 8, 2005 :
: 172: -18 20 -2 256 -29 237 -10: -65 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 2.6 6.5 23.5 72.8 72.3 82.0: 27.7 18.0
Old : 100.0: 42.4 2.7 6.5 23.6 72.9 72.5 82.1: 27.5 17.9
Other: 100.0: 4.5 0.0 9.1 13.6 31.8 27.3 40.9: 72.7 59.1
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 14 6 5 14 13 31 21:
Old : 37: 14 6 5 14 13 31 21:
Other: 4: 1 0 1 2 2 3 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 : 30.8 49.4 44.5 65.5 26.2 39.6 38.0 52.1
Old : 30.8 49.4 44.6 65.6 26.3 39.6 38.1 52.2
Other: 27.3 40.9 27.3 40.9 13.6 27.3 13.6 27.3
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 330,969: 49,968 43,340 59,545 161,662 144,257 271,175 247,142: 59,794 83,827
Old : 313,083: 50,632 46,123 51,738 153,137 137,666 255,507 235,526: 57,575 77,556
Other: 17,886: 6,423 4,305 719 8,525 6,591 15,668 11,615: 2,219 6,271
: : :
: : Changes in Commitments from: November 8, 2005 :
: 3,096: 2,446 1,763 1,663 -4,783 -1,480 -674 1,946: 3,770 1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 13.1 18.0 48.8 43.6 81.9 74.7: 18.1 25.3
Old : 100.0: 16.2 14.7 16.5 48.9 44.0 81.6 75.2: 18.4 24.8
Other: 100.0: 35.9 24.1 4.0 47.7 36.8 87.6 64.9: 12.4 35.1
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 83 111 107 103 103 262 254:
Old : 328: 90 108 99 103 100 259 246:
Other: 103: 17 25 8 24 44 46 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 : 18.2 21.3 29.2 28.0 16.3 14.2 24.5 19.1
Old : 19.2 22.0 30.1 29.0 18.1 15.2 26.2 20.2
Other: 45.8 28.3 63.7 38.2 42.7 27.6 60.4 37.0
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 204,662: 25,803 23,825 46,038 109,179 112,494 181,019 182,357: 23,643 22,305
Old : 194,075: 28,817 25,121 40,185 102,579 107,393 171,581 172,699: 22,494 21,376
Other: 10,587: 2,051 3,770 787 6,600 5,101 9,438 9,658: 1,149 929
: : :
: : Changes in Commitments from: November 8, 2005 :
: 2,827: -2,350 7,323 -696 6,746 -6,351 3,700 275: -873 2,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.6 22.5 53.3 55.0 88.4 89.1: 11.6 10.9
Old : 100.0: 14.8 12.9 20.7 52.9 55.3 88.4 89.0: 11.6 11.0
Other: 100.0: 19.4 35.6 7.4 62.3 48.2 89.1 91.2: 10.9 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 37 46 44 56 52 121 125:
Old : 158: 43 46 39 55 51 118 121:
Other: 46: 7 15 4 15 15 25 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 29.8 31.6 41.5 17.5 25.0 25.7 29.7
Old : 19.6 30.2 31.2 41.5 18.5 25.3 26.8 30.2
Other: 68.4 36.2 80.0 57.4 68.4 34.0 75.8 54.1
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 859,190: 86,976 86,431 144,970 478,074 428,642 710,021 660,044: 149,169 199,146
Old : 859,190: 86,976 86,431 144,970 478,074 428,642 710,021 660,044: 149,169 199,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 41,232: 2,413 -8,714 7,575 25,827 36,990 35,815 35,851: 5,417 5,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 10.1 16.9 55.6 49.9 82.6 76.8: 17.4 23.2
Old : 100.0: 10.1 10.1 16.9 55.6 49.9 82.6 76.8: 17.4 23.2
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 : 176: 34 33 48 82 86 138 145:
Old : 176: 34 33 48 82 86 138 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 13.4 29.7 21.8 16.2 9.4 22.3 15.8
Old : 20.5 13.4 29.7 21.8 16.2 9.4 22.3 15.8
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 152,733: 20,138 19,575 26,114 77,560 81,818 123,812 127,506: 28,921 25,227
Old : 145,663: 20,540 20,227 23,071 73,675 77,702 117,286 121,000: 28,377 24,664
Other: 7,070: 999 748 1,642 3,885 4,116 6,526 6,507: 544 563
: : :
: : Changes in Commitments from: November 8, 2005 :
: -1,660: 3,975 -1,864 -801 -5,696 2,894 -2,521 229: 861 -1,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.8 17.1 50.8 53.6 81.1 83.5: 18.9 16.5
Old : 100.0: 14.1 13.9 15.8 50.6 53.3 80.5 83.1: 19.5 16.9
Other: 100.0: 14.1 10.6 23.2 54.9 58.2 92.3 92.0: 7.7 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 37 38 37 54 55 116 115:
Old : 150: 38 40 37 54 55 116 115:
Other: 44: 11 8 11 17 17 32 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 27.8 30.1 36.6 16.5 22.5 22.5 29.0
Old : 21.1 28.0 29.5 37.0 16.9 23.3 23.4 30.2
Other: 44.0 34.9 63.9 56.8 31.1 27.3 44.1 39.0
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 8,000: 2,917 255 1,097 2,133 5,694 6,147 7,046: 1,852 954
Old : 7,948: 2,903 256 1,090 2,133 5,675 6,126 7,021: 1,821 926
Other: 52: 19 3 2 0 19 21 24: 31 28
: : :
: : Changes in Commitments from: November 8, 2005 :
: -24: -61 -55 -11 81 29 9 -37: -33 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 3.2 13.7 26.7 71.2 76.8 88.1: 23.2 11.9
Old : 100.0: 36.5 3.2 13.7 26.8 71.4 77.1 88.3: 22.9 11.7
Other: 100.0: 36.8 6.7 3.7 0.0 36.4 40.5 46.7: 59.5 53.3
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 16 7 8 18 18 38 29:
Old : 50: 16 7 8 18 18 38 29:
Other: 8: 4 2 1 0 2 5 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 : 24.2 53.3 41.7 69.4 21.7 44.2 33.4 55.3
Old : 24.3 53.6 41.9 69.5 21.9 44.5 33.6 55.4
Other: 36.8 46.7 40.5 46.7 36.8 43.1 36.8 43.1
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 370,976: 103,954 96,798 2,158 193,688 162,230 299,800 261,186: 71,176 109,790
Old : 370,976: 103,954 96,798 2,158 193,688 162,230 299,800 261,186: 71,176 109,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 8,582: -980 6,192 0 9,911 -1,082 8,931 5,110: -349 3,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 26.1 0.6 52.2 43.7 80.8 70.4: 19.2 29.6
Old : 100.0: 28.0 26.1 0.6 52.2 43.7 80.8 70.4: 19.2 29.6
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 : 118: 24 28 6 48 48 75 79:
Old : 118: 24 28 6 48 48 75 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 : 26.1 16.5 37.3 26.1 25.2 15.4 36.1 24.8
Old : 26.1 16.5 37.3 26.1 25.2 15.4 36.1 24.8
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 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 2,559,273: 326,260 368,272 372,152 1,486,988 1,355,502 2,185,399 2,095,926: 373,874 463,347
Old : 2,559,273: 326,260 368,272 372,152 1,486,988 1,355,502 2,185,399 2,095,926: 373,874 463,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 128,621: -36,672 -24,002 17,217 47,495 111,645 28,040 104,860: 100,581 23,762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 14.4 14.5 58.1 53.0 85.4 81.9: 14.6 18.1
Old : 100.0: 12.7 14.4 14.5 58.1 53.0 85.4 81.9: 14.6 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 : 295: 77 66 91 125 129 245 243:
Old : 295: 77 66 91 125 129 245 243:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 20.4 36.2 28.8 22.5 18.2 27.5 23.6
Old : 30.0 20.4 36.2 28.8 22.5 18.2 27.5 23.6
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 1,793,564: 198,922 441,591 250,538 1,183,219 785,498 1,632,678 1,477,626: 160,886 315,938
Old : 1,793,564: 198,922 441,591 250,538 1,183,219 785,498 1,632,678 1,477,626: 160,886 315,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -14,203: -8,571 -98 -17,647 3,787 636 -22,430 -17,108: 8,227 2,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 24.6 14.0 66.0 43.8 91.0 82.4: 9.0 17.6
Old : 100.0: 11.1 24.6 14.0 66.0 43.8 91.0 82.4: 9.0 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 : 203: 43 51 51 82 87 149 165:
Old : 203: 43 51 51 82 87 149 165:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 20.4 44.2 31.6 27.2 20.1 35.8 25.8
Old : 31.7 20.4 44.2 31.6 27.2 20.1 35.8 25.8
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 607,971: 102,108 94,566 259,833 192,471 209,292 554,412 563,692: 53,559 44,280
Old : 607,971: 102,108 94,566 259,833 192,471 209,292 554,412 563,692: 53,559 44,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 30,927: 9,165 5,875 13,036 7,320 12,593 29,521 31,504: 1,407 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 15.6 42.7 31.7 34.4 91.2 92.7: 8.8 7.3
Old : 100.0: 16.8 15.6 42.7 31.7 34.4 91.2 92.7: 8.8 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 39 30 44 56 55 117 108:
Old : 136: 39 30 44 56 55 117 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 28.5 44.8 42.7 13.5 11.5 21.0 16.8
Old : 29.6 28.5 44.8 42.7 13.5 11.5 21.0 16.8
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 39,265: 6,390 8,294 943 26,313 17,691 33,646 26,929: 5,619 12,336
Old : 39,265: 6,390 8,294 943 26,313 17,691 33,646 26,929: 5,619 12,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 118: 698 611 212 121 -148 1,031 675: -913 -557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 21.1 2.4 67.0 45.1 85.7 68.6: 14.3 31.4
Old : 100.0: 16.3 21.1 2.4 67.0 45.1 85.7 68.6: 14.3 31.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 15 14 8 20 11 39 29:
Old : 58: 15 14 8 20 11 39 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 : 43.3 38.1 58.7 50.9 43.3 38.0 58.7 50.6
Old : 43.3 38.1 58.7 50.9 43.3 38.0 58.7 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 86,615: 29,496 24,407 7,063 34,882 43,374 71,441 74,844: 15,174 11,771
Old : 86,615: 29,496 24,407 7,063 34,882 43,374 71,441 74,844: 15,174 11,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 9,136: 2,802 2,745 1,316 7,009 2,852 11,127 6,913: -1,991 2,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 28.2 8.2 40.3 50.1 82.5 86.4: 17.5 13.6
Old : 100.0: 34.1 28.2 8.2 40.3 50.1 82.5 86.4: 17.5 13.6
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 : 93: 31 34 18 19 16 63 55:
Old : 93: 31 34 18 19 16 63 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 44.7 50.1 57.5 38.4 41.5 46.2 53.7
Old : 38.4 44.7 50.1 57.5 38.4 41.5 46.2 53.7
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 33,614: 7,236 3,730 69 25,950 29,027 33,255 32,826: 359 788
Old : 33,614: 7,236 3,730 69 25,950 29,027 33,255 32,826: 359 788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 61: 319 267 13 -282 -251 50 29: 11 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 11.1 0.2 77.2 86.4 98.9 97.7: 1.1 2.3
Old : 100.0: 21.5 11.1 0.2 77.2 86.4 98.9 97.7: 1.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 9 12 4 18 20 29 34:
Old : 54: 9 12 4 18 20 29 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 48.8 81.0 71.8 60.0 43.9 75.3 63.4
Old : 61.0 48.8 81.0 71.8 60.0 43.9 75.3 63.4
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 21,995: 226 2,203 1,618 14,321 8,951 16,165 12,772: 5,829 9,223
Old : 21,995: 226 2,203 1,618 14,321 8,951 16,165 12,772: 5,829 9,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 838: 17 -3 130 651 133 798 260: 40 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 10.0 7.4 65.1 40.7 73.5 58.1: 26.5 41.9
Old : 100.0: 1.0 10.0 7.4 65.1 40.7 73.5 58.1: 26.5 41.9
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: 5 6 10 18 13 28 24:
Old : 31: 5 6 10 18 13 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 29.5 60.0 45.2 41.6 26.6 57.7 39.1
Old : 41.6 29.5 60.0 45.2 41.6 26.6 57.7 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 125,086: 29,896 20,774 26,368 50,012 42,259 106,276 89,401: 18,810 35,684
Old : 124,947: 29,896 20,769 26,368 50,004 42,215 106,268 89,352: 18,679 35,594
Other: 139: 0 5 0 8 44 8 49: 131 90
: : :
: : Changes in Commitments from: November 8, 2005 :
: 4,926: 4,482 65 -1,080 181 3,713 3,582 2,698: 1,344 2,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 16.6 21.1 40.0 33.8 85.0 71.5: 15.0 28.5
Old : 100.0: 23.9 16.6 21.1 40.0 33.8 85.1 71.5: 14.9 28.5
Other: 100.0: 0.0 3.6 0.0 5.8 31.7 5.8 35.3: 94.2 64.7
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 57 54 68 27 39 138 121:
Old : 175: 57 54 68 27 39 138 121:
Other: 7: 0 1 0 1 5 1 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 15.6 37.1 26.2 26.1 15.1 36.4 23.9
Old : 26.1 15.6 37.1 26.2 26.1 15.1 36.4 23.9
Other: 5.8 30.2 5.8 35.3 5.8 30.2 5.8 35.3
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 1,323: 297 330 168 288 142 753 639: 570 683
Old : 1,323: 297 330 168 288 142 753 639: 570 683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -72: -107 -28 84 16 -44 -6 12: -65 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 24.9 12.7 21.8 10.7 56.9 48.3: 43.1 51.7
Old : 100.0: 22.5 24.9 12.7 21.8 10.7 56.9 48.3: 43.1 51.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 10 6 3 2 13 15:
Old : 22: 7 10 6 3 2 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 24.3 50.1 36.7 37.3 23.1 44.0 32.7
Old : 38.6 24.3 50.1 36.7 37.3 23.1 44.0 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 197,915: 54,139 7,608 40,899 78,829 92,360 173,868 140,867: 24,047 57,048
Old : 197,915: 54,139 7,608 40,899 78,829 92,360 173,868 140,867: 24,047 57,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 8,276: 1,101 423 2,251 3,955 5,502 7,307 8,176: 969 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 3.8 20.7 39.8 46.7 87.8 71.2: 12.2 28.8
Old : 100.0: 27.4 3.8 20.7 39.8 46.7 87.8 71.2: 12.2 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 79 36 70 77 133 201 216:
Old : 280: 79 36 70 77 133 201 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 9.1 30.0 16.2 19.9 7.2 28.8 12.4
Old : 20.1 9.1 30.0 16.2 19.9 7.2 28.8 12.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 5,500: 2,501 208 610 482 2,848 3,593 3,665: 1,906 1,834
Old : 5,500: 2,501 208 610 482 2,848 3,593 3,665: 1,906 1,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 435: 489 -95 150 -44 471 594 526: -160 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 3.8 11.1 8.8 51.8 65.3 66.6: 34.7 33.4
Old : 100.0: 45.5 3.8 11.1 8.8 51.8 65.3 66.6: 34.7 33.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 27 7 11 12 31 43 45:
Old : 66: 27 7 11 12 31 43 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 : 26.4 20.4 38.0 32.0 26.4 19.2 35.9 28.4
Old : 26.4 20.4 38.0 32.0 26.4 19.2 35.9 28.4
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 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 30,332: 12,522 1,833 4,809 7,733 8,516 25,064 15,158: 5,268 15,174
Old : 30,332: 12,522 1,833 4,809 7,733 8,516 25,064 15,158: 5,268 15,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -776: 457 -611 -838 -233 465 -614 -984: -162 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 6.0 15.9 25.5 28.1 82.6 50.0: 17.4 50.0
Old : 100.0: 41.3 6.0 15.9 25.5 28.1 82.6 50.0: 17.4 50.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 50 15 25 44 52 110 80:
Old : 144: 50 15 25 44 52 110 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 12.8 27.4 18.9 15.5 7.4 25.6 12.8
Old : 16.8 12.8 27.4 18.9 15.5 7.4 25.6 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 109,450: 33,303 12,748 1,975 38,797 74,032 74,075 88,756: 35,375 20,695
Old : 109,450: 33,303 12,748 1,975 38,797 74,032 74,075 88,756: 35,375 20,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -2,095: -4,817 1,596 -460 1,683 7,482 -3,595 8,618: 1,500 -10,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 11.6 1.8 35.4 67.6 67.7 81.1: 32.3 18.9
Old : 100.0: 30.4 11.6 1.8 35.4 67.6 67.7 81.1: 32.3 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 : 74: 23 16 6 22 26 48 45:
Old : 74: 23 16 6 22 26 48 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 : 27.6 33.2 40.8 50.7 27.6 32.6 40.8 50.0
Old : 27.6 33.2 40.8 50.7 27.6 32.6 40.8 50.0
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 99,612: 15,143 60,824 67 77,216 12,735 92,426 73,627: 7,186 25,986
Old : 99,612: 15,143 60,824 67 77,216 12,735 92,426 73,627: 7,186 25,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 13,329: 1,036 11,426 -156 13,343 249 14,224 11,519: -894 1,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 61.1 0.1 77.5 12.8 92.8 73.9: 7.2 26.1
Old : 100.0: 15.2 61.1 0.1 77.5 12.8 92.8 73.9: 7.2 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 6 34 1 19 11 26 45:
Old : 62: 6 34 1 19 11 26 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 : 43.7 27.3 70.3 43.0 43.6 27.3 69.6 42.9
Old : 43.7 27.3 70.3 43.0 43.6 27.3 69.6 42.9
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 110,416: 84,664 4,827 0 18,758 101,832 103,422 106,659: 6,994 3,757
Old : 110,416: 84,664 4,827 0 18,758 101,832 103,422 106,659: 6,994 3,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 18,586: 17,303 -380 0 776 18,864 18,079 18,484: 507 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 4.4 0.0 17.0 92.2 93.7 96.6: 6.3 3.4
Old : 100.0: 76.7 4.4 0.0 17.0 92.2 93.7 96.6: 6.3 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 62 7 0 17 20 79 27:
Old : 100: 62 7 0 17 20 79 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 64.2 52.0 79.8 35.6 61.9 52.0 77.2
Old : 35.6 64.2 52.0 79.8 35.6 61.9 52.0 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 86,295: 10,110 34,298 320 58,264 27,752 68,694 62,370: 17,601 23,925
Old : 86,295: 10,110 34,298 320 58,264 27,752 68,694 62,370: 17,601 23,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 3,938: -379 4,404 316 4,726 -444 4,664 4,276: -725 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 39.7 0.4 67.5 32.2 79.6 72.3: 20.4 27.7
Old : 100.0: 11.7 39.7 0.4 67.5 32.2 79.6 72.3: 20.4 27.7
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: 10 21 3 21 12 33 34:
Old : 57: 10 21 3 21 12 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 33.7 58.6 47.4 28.8 29.1 48.1 37.9
Old : 36.9 33.7 58.6 47.4 28.8 29.1 48.1 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 244,547: 18,169 89,025 5,559 192,345 113,136 216,074 207,720: 28,473 36,827
Old : 244,547: 18,169 89,025 5,559 192,345 113,136 216,074 207,720: 28,473 36,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 6,556: 1,616 4,417 -9 3,696 216 5,303 4,624: 1,253 1,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 36.4 2.3 78.7 46.3 88.4 84.9: 11.6 15.1
Old : 100.0: 7.4 36.4 2.3 78.7 46.3 88.4 84.9: 11.6 15.1
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 : 116: 21 53 9 31 29 60 83:
Old : 116: 21 53 9 31 29 60 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 27.0 63.6 43.2 38.0 20.6 49.0 30.2
Old : 45.8 27.0 63.6 43.2 38.0 20.6 49.0 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 198,147: 31,461 45,340 13,444 97,063 77,514 141,968 136,298: 56,178 61,848
Old : 198,147: 31,461 45,340 13,444 97,063 77,514 141,968 136,298: 56,178 61,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 17,369: 1,582 8,181 2,927 13,020 5,200 17,529 16,308: -160 1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 22.9 6.8 49.0 39.1 71.6 68.8: 28.4 31.2
Old : 100.0: 15.9 22.9 6.8 49.0 39.1 71.6 68.8: 28.4 31.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 39 39 28 30 30 84 83:
Old : 118: 39 39 28 30 30 84 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 28.8 38.1 37.3 23.0 27.1 35.3 34.9
Old : 25.1 28.8 38.1 37.3 23.0 27.1 35.3 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 :15,210,150: 915,284 965,468 5,132,598 8,115,241 7,468,263 14,163,123 13,566,330: 1,047,027 1,643,820
Old :15,210,150: 915,284 965,468 5,132,598 8,115,241 7,468,263 14,163,123 13,566,330: 1,047,027 1,643,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 44,083: 36,092 -10,121 46,292 2,179 25,840 84,562 62,011: -40,479 -17,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 6.3 33.7 53.4 49.1 93.1 89.2: 6.9 10.8
Old : 100.0: 6.0 6.3 33.7 53.4 49.1 93.1 89.2: 6.9 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 72 69 114 141 153 268 289:
Old : 307: 72 69 114 141 153 268 289:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 12.5 33.1 22.0 19.3 7.0 24.7 11.1
Old : 20.5 12.5 33.1 22.0 19.3 7.0 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 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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 736,247: 62,677 66,155 48,785 480,288 485,145 591,750 600,085: 144,497 136,162
Old : 736,247: 62,677 66,155 48,785 480,288 485,145 591,750 600,085: 144,497 136,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 4,997: 3,139 -120 2,255 503 -592 5,897 1,544: -900 3,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.0 6.6 65.2 65.9 80.4 81.5: 19.6 18.5
Old : 100.0: 8.5 9.0 6.6 65.2 65.9 80.4 81.5: 19.6 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 49 45 59 94 67 177 138:
Old : 213: 49 45 59 94 67 177 138:
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 : 18.9 26.3 26.0 38.3 18.8 26.0 25.9 38.0
Old : 18.9 26.3 26.0 38.3 18.8 26.0 25.9 38.0
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 1,216,399: 164,123 316,739 43,042 654,507 734,676 861,672 1,094,457: 354,727 121,942
Old : 1,216,399: 164,123 316,739 43,042 654,507 734,676 861,672 1,094,457: 354,727 121,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 18,657: 579 -18,123 1,067 -19,353 26,897 -17,707 9,842: 36,364 8,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 26.0 3.5 53.8 60.4 70.8 90.0: 29.2 10.0
Old : 100.0: 13.5 26.0 3.5 53.8 60.4 70.8 90.0: 29.2 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 54 56 35 64 61 140 130:
Old : 202: 54 56 35 64 61 140 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 27.2 28.1 41.6 14.1 25.6 21.3 36.8
Old : 18.8 27.2 28.1 41.6 14.1 25.6 21.3 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,979: 1,282 649 0 6,367 11,157 7,649 11,806: 5,330 1,173
Old : 12,979: 1,282 649 0 6,367 11,157 7,649 11,806: 5,330 1,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -219: 5 0 0 -309 -161 -304 -161: 85 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.0 0.0 49.1 86.0 58.9 91.0: 41.1 9.0
Old : 100.0: 9.9 5.0 0.0 49.1 86.0 58.9 91.0: 41.1 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 1 17 15 19 18:
Old : 31: 2 2 1 17 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 : 26.1 46.9 40.2 68.7 26.1 46.9 40.2 67.1
Old : 26.1 46.9 40.2 68.7 26.1 46.9 40.2 67.1
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 44,023: 7,812 9,661 0 31,507 27,000 39,319 36,661: 4,704 7,362
Old : 44,023: 7,812 9,661 0 31,507 27,000 39,319 36,661: 4,704 7,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 4,964: 716 479 0 4,828 4,065 5,544 4,544: -580 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 21.9 0.0 71.6 61.3 89.3 83.3: 10.7 16.7
Old : 100.0: 17.7 21.9 0.0 71.6 61.3 89.3 83.3: 10.7 16.7
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 : 43: 6 6 0 20 18 26 24:
Old : 43: 6 6 0 20 18 26 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 : 57.4 43.3 72.3 60.4 55.3 43.2 69.4 60.3
Old : 57.4 43.3 72.3 60.4 55.3 43.2 69.4 60.3
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 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 59,815: 14,210 12,337 437 33,562 36,877 48,209 49,651: 11,607 10,164
Old : 59,815: 14,210 12,337 437 33,562 36,877 48,209 49,651: 11,607 10,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -2,859: 3,049 -730 5 -173 -1,316 2,881 -2,041: -5,740 -818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 20.6 0.7 56.1 61.7 80.6 83.0: 19.4 17.0
Old : 100.0: 23.8 20.6 0.7 56.1 61.7 80.6 83.0: 19.4 17.0
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 : 83: 17 14 2 37 26 55 41:
Old : 83: 17 14 2 37 26 55 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 29.5 40.8 46.4 28.6 27.6 40.2 42.6
Old : 28.6 29.5 40.8 46.4 28.6 27.6 40.2 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 355,549: 147,505 89,310 5,774 177,659 232,159 330,938 327,243: 24,611 28,306
Old : 355,549: 147,505 89,310 5,774 177,659 232,159 330,938 327,243: 24,611 28,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 4,382: 38,430 -5,993 841 -38,804 39,612 467 34,460: 3,915 -30,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 25.1 1.6 50.0 65.3 93.1 92.0: 6.9 8.0
Old : 100.0: 41.5 25.1 1.6 50.0 65.3 93.1 92.0: 6.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 80 61 17 45 42 136 109:
Old : 215: 80 61 17 45 42 136 109:
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 : 35.0 31.2 45.3 45.0 26.8 21.6 35.9 32.8
Old : 35.0 31.2 45.3 45.0 26.8 21.6 35.9 32.8
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 76,529: 18,367 18,174 0 43,292 40,805 61,659 58,979: 14,870 17,550
Old : 76,529: 18,367 18,174 0 43,292 40,805 61,659 58,979: 14,870 17,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 7,542: 1,184 5,062 0 6,782 1,738 7,966 6,800: -424 742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 23.7 0.0 56.6 53.3 80.6 77.1: 19.4 22.9
Old : 100.0: 24.0 23.7 0.0 56.6 53.3 80.6 77.1: 19.4 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 7 15 0 15 14 22 29:
Old : 47: 7 15 0 15 14 22 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 : 47.9 34.2 64.4 48.7 47.9 33.9 63.8 48.3
Old : 47.9 34.2 64.4 48.7 47.9 33.9 63.8 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 37,176: 1,516 5,836 0 31,810 23,267 33,326 29,103: 3,850 8,073
Old : 37,176: 1,516 5,836 0 31,810 23,267 33,326 29,103: 3,850 8,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -443: 8 -158 0 106 -13 114 -171: -557 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 15.7 0.0 85.6 62.6 89.6 78.3: 10.4 21.7
Old : 100.0: 4.1 15.7 0.0 85.6 62.6 89.6 78.3: 10.4 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 2 14 1 31 28 33 43:
Old : 64: 2 14 1 31 28 33 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 30.8 67.5 42.8 53.7 29.2 66.9 41.3
Old : 54.3 30.8 67.5 42.8 53.7 29.2 66.9 41.3
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 291,529: 19,248 60,350 4,296 241,318 216,692 264,862 281,339: 26,667 10,190
Old : 291,529: 19,248 60,350 4,296 241,318 216,692 264,862 281,339: 26,667 10,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 3,748: 1,984 -21 375 -2,142 4,679 216 5,032: 3,532 -1,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 20.7 1.5 82.8 74.3 90.9 96.5: 9.1 3.5
Old : 100.0: 6.6 20.7 1.5 82.8 74.3 90.9 96.5: 9.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 34 47 23 42 51 85 112:
Old : 153: 34 47 23 42 51 85 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 32.1 69.5 47.7 55.6 31.3 62.5 44.4
Old : 59.7 32.1 69.5 47.7 55.6 31.3 62.5 44.4
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 71,814: 18,240 25,523 3,375 36,298 34,234 57,913 63,132: 13,901 8,682
Old : 71,814: 18,240 25,523 3,375 36,298 34,234 57,913 63,132: 13,901 8,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 2,640: -363 1,651 -193 231 -2,011 -325 -553: 2,965 3,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 35.5 4.7 50.5 47.7 80.6 87.9: 19.4 12.1
Old : 100.0: 25.4 35.5 4.7 50.5 47.7 80.6 87.9: 19.4 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 32 28 7 24 25 61 57:
Old : 105: 32 28 7 24 25 61 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 36.8 42.7 48.4 25.6 35.8 38.0 46.1
Old : 30.3 36.8 42.7 48.4 25.6 35.8 38.0 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 45,105: 17,091 3,404 4 24,038 7,594 41,133 11,002: 3,972 34,103
Old : 45,105: 17,091 3,404 4 24,038 7,594 41,133 11,002: 3,972 34,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -1,021: -101 -214 0 -396 132 -497 -82: -524 -939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 7.5 0.0 53.3 16.8 91.2 24.4: 8.8 75.6
Old : 100.0: 37.9 7.5 0.0 53.3 16.8 91.2 24.4: 8.8 75.6
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 : 45: 17 7 1 11 11 29 18:
Old : 45: 17 7 1 11 11 29 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 : 53.4 11.8 67.4 16.6 48.4 8.2 62.4 12.7
Old : 53.4 11.8 67.4 16.6 48.4 8.2 62.4 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 34,728: 2,408 1,802 136 19,693 27,806 22,237 29,744: 12,491 4,984
Old : 34,728: 2,408 1,802 136 19,693 27,806 22,237 29,744: 12,491 4,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -927: 829 108 0 865 -206 1,694 -98: -2,621 -829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 5.2 0.4 56.7 80.1 64.0 85.6: 36.0 14.4
Old : 100.0: 6.9 5.2 0.4 56.7 80.1 64.0 85.6: 36.0 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 9 2 20 27 26 38:
Old : 46: 5 9 2 20 27 26 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 40.0 47.6 61.3 19.5 29.6 26.8 40.7
Old : 34.5 40.0 47.6 61.3 19.5 29.6 26.8 40.7
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 181,005: 63,917 12,349 38,750 39,536 113,110 142,203 164,209: 38,802 16,796
Old : 181,005: 63,917 12,349 38,750 39,536 113,110 142,203 164,209: 38,802 16,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 7,120: 3,250 1,806 2,619 1,190 1,992 7,059 6,417: 61 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 6.8 21.4 21.8 62.5 78.6 90.7: 21.4 9.3
Old : 100.0: 35.3 6.8 21.4 21.8 62.5 78.6 90.7: 21.4 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 : 205: 101 52 56 25 42 155 124:
Old : 205: 101 52 56 25 42 155 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 30.4 29.6 47.6 11.9 26.4 17.8 35.9
Old : 20.0 30.4 29.6 47.6 11.9 26.4 17.8 35.9
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 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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 119,363: 36,691 27,114 20,236 46,983 56,509 103,910 103,858: 15,453 15,505
Old : 119,363: 36,691 27,114 20,236 46,983 56,509 103,910 103,858: 15,453 15,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 5,379: 2,672 531 2,057 -277 2,400 4,452 4,988: 926 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 22.7 17.0 39.4 47.3 87.1 87.0: 12.9 13.0
Old : 100.0: 30.7 22.7 17.0 39.4 47.3 87.1 87.0: 12.9 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 : 210: 79 71 61 46 40 164 142:
Old : 210: 79 71 61 46 40 164 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 35.8 34.0 45.6 23.8 30.8 31.6 39.1
Old : 23.9 35.8 34.0 45.6 23.8 30.8 31.6 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 401,088: 180,522 40,966 65,066 95,129 264,735 340,717 370,767: 60,371 30,320
Old : 401,088: 180,522 40,966 65,066 95,129 264,735 340,717 370,767: 60,371 30,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 11,295: 10,975 3,174 -232 920 7,158 11,662 10,100: -367 1,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 10.2 16.2 23.7 66.0 84.9 92.4: 15.1 7.6
Old : 100.0: 45.0 10.2 16.2 23.7 66.0 84.9 92.4: 15.1 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 : 290: 160 69 74 39 48 236 160:
Old : 290: 160 69 74 39 48 236 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 33.2 36.6 51.9 20.9 27.8 25.9 41.2
Old : 25.1 33.2 36.6 51.9 20.9 27.8 25.9 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 14,209: 2,938 2,406 404 3,516 7,020 6,858 9,830: 7,351 4,379
Old : 14,209: 2,938 2,406 404 3,516 7,020 6,858 9,830: 7,351 4,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 1,956: -2,194 551 -308 234 -392 -2,268 -149: 4,224 2,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 16.9 2.8 24.7 49.4 48.3 69.2: 51.7 30.8
Old : 100.0: 20.7 16.9 2.8 24.7 49.4 48.3 69.2: 51.7 30.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 17 4 11 5 5 32 18:
Old : 36: 17 4 11 5 5 32 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 : 29.7 60.6 38.4 66.9 18.2 43.4 23.3 48.8
Old : 29.7 60.6 38.4 66.9 18.2 43.4 23.3 48.8
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 138,265: 46,201 3,749 22,171 54,811 89,029 123,182 114,949: 15,083 23,316
Old : 103,536: 38,327 4,605 13,949 40,223 67,769 92,499 86,323: 11,037 17,213
Other: 34,729: 13,448 4,718 2,647 14,588 21,261 30,683 28,626: 4,046 6,102
: : :
: : Changes in Commitments from: November 8, 2005 :
: -7,262: -2,043 -866 783 -4,267 -3,671 -5,527 -3,754: -1,735 -3,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 2.7 16.0 39.6 64.4 89.1 83.1: 10.9 16.9
Old : 100.0: 37.0 4.4 13.5 38.8 65.5 89.3 83.4: 10.7 16.6
Other: 100.0: 38.7 13.6 7.6 42.0 61.2 88.4 82.4: 11.6 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 64 20 40 63 63 141 113:
Old : 159: 57 21 31 54 62 123 104:
Other: 99: 26 18 19 25 38 60 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 33.8 36.0 46.1 15.5 27.0 24.3 32.0
Old : 29.6 36.9 40.6 45.8 24.4 33.8 33.9 39.1
Other: 38.3 52.5 51.3 60.7 38.0 51.0 49.6 58.5
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 39,451: 9,636 150 2,437 17,725 28,269 29,798 30,856: 9,653 8,595
Old : 36,662: 10,702 81 1,263 16,142 27,673 28,106 29,017: 8,556 7,645
Other: 2,789: 79 1,214 29 1,583 596 1,692 1,839: 1,097 950
: : :
: : Changes in Commitments from: November 8, 2005 :
: 1,507: 765 79 529 277 628 1,571 1,236: -64 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 0.4 6.2 44.9 71.7 75.5 78.2: 24.5 21.8
Old : 100.0: 29.2 0.2 3.4 44.0 75.5 76.7 79.1: 23.3 20.9
Other: 100.0: 2.8 43.5 1.1 56.8 21.4 60.7 65.9: 39.3 34.1
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 22 2 11 23 21 48 32:
Old : 53: 24 1 7 22 21 47 28:
Other: 25: 2 7 4 9 8 13 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 47.0 42.0 60.2 15.4 33.4 26.6 39.6
Old : 29.5 50.1 42.5 63.4 15.2 35.3 27.0 42.9
Other: 41.8 40.0 55.8 57.8 34.8 39.5 48.4 53.3
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 131,710: 17,905 14,661 25,394 75,270 80,856 118,569 120,911: 13,141 10,799
Old : 129,765: 17,897 14,711 24,980 73,914 79,389 116,791 119,080: 12,974 10,685
Other: 1,945: 186 127 237 1,355 1,467 1,778 1,831: 167 114
: : :
: : Changes in Commitments from: November 8, 2005 :
: -38,355: -4,894 3,940 -21,743 -9,540 -18,962 -36,176 -36,765: -2,179 -1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 11.1 19.3 57.1 61.4 90.0 91.8: 10.0 8.2
Old : 100.0: 13.8 11.3 19.3 57.0 61.2 90.0 91.8: 10.0 8.2
Other: 100.0: 9.5 6.5 12.2 69.7 75.4 91.4 94.1: 8.6 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 67 53 61 70 65 169 152:
Old : 209: 65 56 60 70 64 168 151:
Other: 42: 8 11 11 8 18 20 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 28.3 35.0 39.2 21.9 23.0 30.6 30.0
Old : 22.9 28.0 35.4 39.0 22.2 23.3 31.0 30.4
Other: 63.1 60.4 79.2 72.8 63.1 56.6 74.4 67.9
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 55,112: 16,884 2,252 13,496 19,492 35,272 49,872 51,021: 5,240 4,091
Old : 55,018: 16,876 2,284 13,464 19,442 35,187 49,782 50,935: 5,236 4,083
Other: 94: 39 0 0 50 86 90 86: 4 8
: : :
: : Changes in Commitments from: November 8, 2005 :
: -596: 674 -125 -16 -648 -673 10 -813: -606 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 4.1 24.5 35.4 64.0 90.5 92.6: 9.5 7.4
Old : 100.0: 30.7 4.2 24.5 35.3 64.0 90.5 92.6: 9.5 7.4
Other: 100.0: 41.9 0.0 0.0 53.8 91.2 95.7 91.2: 4.3 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 135: 67 32 29 25 26 108 72:
Old : 135: 67 33 29 25 26 108 72:
Other: 8: 5 0 0 1 3 6 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 : 26.7 43.3 39.9 57.7 16.6 29.2 23.6 39.7
Old : 26.6 43.3 39.8 57.8 16.6 29.3 23.7 39.7
Other: 85.8 91.2 95.7 91.2 74.4 79.8 84.3 79.8
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 138,829: 26,837 37,890 9,766 92,030 84,429 128,633 132,086: 10,196 6,743
Old : 116,633: 27,070 38,243 9,013 70,630 62,669 106,714 109,925: 9,918 6,707
Other: 22,197: 385 266 135 21,400 21,760 21,919 22,161: 277 36
: : :
: : Changes in Commitments from: November 8, 2005 :
: -4,602: 902 1,230 -812 -4,532 -5,353 -4,442 -4,935: -160 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 27.3 7.0 66.3 60.8 92.7 95.1: 7.3 4.9
Old : 100.0: 23.2 32.8 7.7 60.6 53.7 91.5 94.2: 8.5 5.8
Other: 100.0: 1.7 1.2 0.6 96.4 98.0 98.8 99.8: 1.2 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 46 53 32 54 36 119 106:
Old : 164: 47 55 31 53 36 118 105:
Other: 30: 5 3 5 13 14 19 21:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 24.1 46.9 39.4 22.9 17.2 35.1 27.8
Old : 32.9 21.3 48.4 34.5 29.2 19.7 43.3 31.4
Other: 62.7 74.8 92.3 94.5 52.3 55.0 69.0 69.8
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 644,820: 159,279 9,554 130,674 269,566 460,486 559,520 600,714: 85,300 44,106
Old : 644,820: 159,279 9,554 130,674 269,566 460,486 559,520 600,714: 85,300 44,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 27,441: 7,731 -1,206 9,024 3,411 19,959 20,166 27,777: 7,275 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 1.5 20.3 41.8 71.4 86.8 93.2: 13.2 6.8
Old : 100.0: 24.7 1.5 20.3 41.8 71.4 86.8 93.2: 13.2 6.8
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 : 173: 76 24 43 62 59 159 108:
Old : 173: 76 24 43 62 59 159 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 26.3 24.3 44.4 11.2 19.7 18.0 32.3
Old : 14.1 26.3 24.3 44.4 11.2 19.7 18.0 32.3
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 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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 106,844: 15,553 11,133 29,289 50,477 58,774 95,319 99,196: 11,525 7,648
Old : 103,963: 15,627 12,010 27,659 49,371 56,949 92,657 96,618: 11,306 7,345
Other: 2,881: 962 158 594 1,106 1,825 2,662 2,577: 219 303
: : :
: : Changes in Commitments from: November 8, 2005 :
: -14,662: -5,304 -684 -9,967 -698 -6,276 -15,969 -16,927: 1,307 2,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 10.4 27.4 47.2 55.0 89.2 92.8: 10.8 7.2
Old : 100.0: 15.0 11.6 26.6 47.5 54.8 89.1 92.9: 10.9 7.1
Other: 100.0: 33.4 5.5 20.6 38.4 63.4 92.4 89.5: 7.6 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 105 69 86 90 86 235 206:
Old : 290: 103 73 86 90 86 235 206:
Other: 56: 11 11 16 13 26 32 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 19.1 28.0 31.4 15.4 12.0 22.6 18.3
Old : 16.9 19.5 28.6 31.9 15.9 12.6 23.2 19.2
Other: 52.2 34.0 73.4 54.1 34.8 28.5 49.1 38.5
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 42,550: 32,847 3,604 2,379 3,696 34,489 38,923 40,472: 3,627 2,077
Old : 42,550: 32,847 3,604 2,379 3,696 34,489 38,923 40,472: 3,627 2,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 3,029: 2,990 667 59 303 2,287 3,352 3,013: -323 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 8.5 5.6 8.7 81.1 91.5 95.1: 8.5 4.9
Old : 100.0: 77.2 8.5 5.6 8.7 81.1 91.5 95.1: 8.5 4.9
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 : 66: 41 8 7 13 7 57 20:
Old : 66: 41 8 7 13 7 57 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 : 35.9 81.4 58.3 90.1 35.9 80.2 57.2 86.7
Old : 35.9 81.4 58.3 90.1 35.9 80.2 57.2 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 22,053: 14,257 863 0 2,871 18,217 17,128 19,080: 4,925 2,973
Old : 22,053: 14,257 863 0 2,871 18,217 17,128 19,080: 4,925 2,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -1,276: -1,177 63 0 -160 -1,268 -1,337 -1,205: 61 -71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 3.9 0.0 13.0 82.6 77.7 86.5: 22.3 13.5
Old : 100.0: 64.6 3.9 0.0 13.0 82.6 77.7 86.5: 22.3 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 1 0 3 10 9 11:
Old : 20: 6 1 0 3 10 9 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 61.3 75.0 79.8 60.4 61.3 75.0 79.8
Old : 60.4 61.3 75.0 79.8 60.4 61.3 75.0 79.8
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 230,190: 15,288 26,486 52,275 124,396 118,686 191,959 197,447: 38,231 32,743
Old : 230,190: 15,288 26,486 52,275 124,396 118,686 191,959 197,447: 38,231 32,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 11,179: 1,263 1,430 1,561 8,567 6,001 11,391 8,992: -212 2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 11.5 22.7 54.0 51.6 83.4 85.8: 16.6 14.2
Old : 100.0: 6.6 11.5 22.7 54.0 51.6 83.4 85.8: 16.6 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 28 35 43 76 74 127 132:
Old : 146: 28 35 43 76 74 127 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 17.1 28.7 26.9 11.9 9.5 17.5 15.5
Old : 17.4 17.1 28.7 26.9 11.9 9.5 17.5 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 913,411: 35,039 86,626 398,488 399,684 388,517 833,210 873,631: 80,201 39,780
Old : 913,411: 35,039 86,626 398,488 399,684 388,517 833,210 873,631: 80,201 39,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 25,424: -2,930 2,932 9,170 17,934 10,164 24,174 22,266: 1,250 3,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 9.5 43.6 43.8 42.5 91.2 95.6: 8.8 4.4
Old : 100.0: 3.8 9.5 43.6 43.8 42.5 91.2 95.6: 8.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 47 57 81 96 87 188 181:
Old : 202: 47 57 81 96 87 188 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 26.9 37.1 41.1 5.6 8.2 8.4 11.7
Old : 24.2 26.9 37.1 41.1 5.6 8.2 8.4 11.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 40,853: 2,937 372 432 30,863 37,177 34,232 37,981: 6,621 2,872
Old : 40,853: 2,937 372 432 30,863 37,177 34,232 37,981: 6,621 2,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 1,744: 264 0 -243 690 1,939 711 1,696: 1,033 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.9 1.1 75.5 91.0 83.8 93.0: 16.2 7.0
Old : 100.0: 7.2 0.9 1.1 75.5 91.0 83.8 93.0: 16.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 14 15 15 17:
Old : 24: 1 1 1 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 : 53.7 65.1 73.8 79.7 49.8 64.6 68.6 78.6
Old : 53.7 65.1 73.8 79.7 49.8 64.6 68.6 78.6
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 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,960: 0 7,031 1,018 32,114 24,946 33,132 32,995: 5,828 5,965
Old : 38,960: 0 7,031 1,018 32,114 24,946 33,132 32,995: 5,828 5,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 1,112: 0 -882 -123 1,354 3,249 1,231 2,244: -119 -1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.0 2.6 82.4 64.0 85.0 84.7: 15.0 15.3
Old : 100.0: 0.0 18.0 2.6 82.4 64.0 85.0 84.7: 15.0 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 17 16 19 18:
Old : 24: 0 2 2 17 16 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 : 41.3 40.9 66.0 60.5 39.3 38.5 59.9 56.9
Old : 41.3 40.9 66.0 60.5 39.3 38.5 59.9 56.9
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 106,842: 14,568 2,474 3,916 81,913 91,788 100,397 98,178: 6,445 8,664
Old : 106,842: 14,568 2,474 3,916 81,913 91,788 100,397 98,178: 6,445 8,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 362: -790 611 -46 1,251 901 415 1,466: -53 -1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 2.3 3.7 76.7 85.9 94.0 91.9: 6.0 8.1
Old : 100.0: 13.6 2.3 3.7 76.7 85.9 94.0 91.9: 6.0 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 3 5 26 28 32 34:
Old : 39: 4 3 5 26 28 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 44.5 61.7 61.9 44.4 40.8 55.4 56.2
Old : 46.0 44.5 61.7 61.9 44.4 40.8 55.4 56.2
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 55,986: 2,904 5,684 0 49,266 43,365 52,170 49,049: 3,816 6,937
Old : 55,986: 2,904 5,684 0 49,266 43,365 52,170 49,049: 3,816 6,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 2,662: -1,712 0 0 5,897 2,306 4,185 2,306: -1,523 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 10.2 0.0 88.0 77.5 93.2 87.6: 6.8 12.4
Old : 100.0: 5.2 10.2 0.0 88.0 77.5 93.2 87.6: 6.8 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 0 15 15 16 17:
Old : 24: 1 2 0 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 45.4 76.0 67.4 49.5 43.4 69.0 63.7
Old : 55.9 45.4 76.0 67.4 49.5 43.4 69.0 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 70,064: 0 12,769 3,583 59,866 50,496 63,449 66,848: 6,615 3,216
Old : 70,064: 0 12,769 3,583 59,866 50,496 63,449 66,848: 6,615 3,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 3,518: 0 -702 -274 5,892 5,011 5,618 4,035: -2,100 -517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.2 5.1 85.4 72.1 90.6 95.4: 9.4 4.6
Old : 100.0: 0.0 18.2 5.1 85.4 72.1 90.6 95.4: 9.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 3 17 16 20 19:
Old : 23: 0 3 3 17 16 20 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 : 42.6 58.1 68.0 78.8 36.5 47.9 54.4 61.1
Old : 42.6 58.1 68.0 78.8 36.5 47.9 54.4 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 74,657: 22,533 5,390 4,072 38,650 58,604 65,255 68,066: 9,402 6,591
Old : 74,657: 22,533 5,390 4,072 38,650 58,604 65,255 68,066: 9,402 6,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 4,589: 126 -661 -184 3,979 4,927 3,921 4,082: 668 507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 7.2 5.5 51.8 78.5 87.4 91.2: 12.6 8.8
Old : 100.0: 30.2 7.2 5.5 51.8 78.5 87.4 91.2: 12.6 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 57.8 45.6 73.4 64.3 47.9 36.0 55.6 50.0
Old : 57.8 45.6 73.4 64.3 47.9 36.0 55.6 50.0
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,916: 36 0 2,382 58,545 55,824 60,963 58,206: 2,953 5,710
Old : 63,916: 36 0 2,382 58,545 55,824 60,963 58,206: 2,953 5,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 4,201: 36 -2,015 739 2,024 6,322 2,799 5,046: 1,402 -845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 3.7 91.6 87.3 95.4 91.1: 4.6 8.9
Old : 100.0: 0.1 0.0 3.7 91.6 87.3 95.4 91.1: 4.6 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 17 19 18 20:
Old : 26: 1 0 1 17 19 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 : 61.6 42.5 78.1 65.8 60.8 38.5 68.9 55.8
Old : 61.6 42.5 78.1 65.8 60.8 38.5 68.9 55.8
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,745: 0 9,107 1,938 46,958 37,424 48,896 48,469: 5,849 6,276
Old : 54,745: 0 9,107 1,938 46,958 37,424 48,896 48,469: 5,849 6,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -1,133: -720 -1,381 621 -48 -465 -147 -1,225: -986 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.6 3.5 85.8 68.4 89.3 88.5: 10.7 11.5
Old : 100.0: 0.0 16.6 3.5 85.8 68.4 89.3 88.5: 10.7 11.5
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 : 26: 0 2 2 22 16 24 18:
Old : 26: 0 2 2 22 16 24 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 : 36.0 54.1 57.9 75.7 26.7 37.0 39.8 47.0
Old : 36.0 54.1 57.9 75.7 26.7 37.0 39.8 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 40,750: 0 222 1,880 35,128 33,983 37,008 36,085: 3,742 4,665
Old : 40,750: 0 222 1,880 35,128 33,983 37,008 36,085: 3,742 4,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 421: 0 -62 -66 459 487 393 359: 28 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 4.6 86.2 83.4 90.8 88.6: 9.2 11.4
Old : 100.0: 0.0 0.5 4.6 86.2 83.4 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 : 54.8 60.5 74.7 78.4 54.8 53.2 69.5 65.7
Old : 54.8 60.5 74.7 78.4 54.8 53.2 69.5 65.7
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 15, 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 : 66,477: 17,731 0 2,190 40,963 58,712 60,884 60,902: 5,593 5,575
Old : 66,477: 17,731 0 2,190 40,963 58,712 60,884 60,902: 5,593 5,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 9,700: 3,852 0 0 7,006 10,718 10,858 10,718: -1,158 -1,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 0.0 3.3 61.6 88.3 91.6 91.6: 8.4 8.4
Old : 100.0: 26.7 0.0 3.3 61.6 88.3 91.6 91.6: 8.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 0 3 16 20 20 23:
Old : 26: 4 0 3 16 20 20 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 : 61.4 45.7 81.7 68.3 39.7 28.9 45.8 39.9
Old : 61.4 45.7 81.7 68.3 39.7 28.9 45.8 39.9
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 50,547: 4,535 0 3,314 36,018 35,127 43,867 38,441: 6,680 12,106
Old : 50,547: 4,535 0 3,314 36,018 35,127 43,867 38,441: 6,680 12,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 2,541: -411 -751 -21 3,309 3,311 2,877 2,539: -336 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 6.6 71.3 69.5 86.8 76.1: 13.2 23.9
Old : 100.0: 9.0 0.0 6.6 71.3 69.5 86.8 76.1: 13.2 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 2 18 16 20 18:
Old : 24: 2 0 2 18 16 20 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 : 45.8 36.9 67.3 58.5 43.1 30.4 58.5 44.8
Old : 45.8 36.9 67.3 58.5 43.1 30.4 58.5 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 1,408,277: 335,523 57,084 285,008 769,676 1,054,751 1,390,207 1,396,843: 18,070 11,434
Old : 1,408,277: 335,523 57,084 285,008 769,676 1,054,751 1,390,207 1,396,843: 18,070 11,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 30,268: -11,382 -7,141 25,289 14,389 12,429 28,296 30,577: 1,972 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 4.1 20.2 54.7 74.9 98.7 99.2: 1.3 0.8
Old : 100.0: 23.8 4.1 20.2 54.7 74.9 98.7 99.2: 1.3 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 : 137: 30 12 35 89 79 130 116:
Old : 137: 30 12 35 89 79 130 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 24.4 38.8 42.4 16.5 18.5 25.7 31.4
Old : 24.7 24.4 38.8 42.4 16.5 18.5 25.7 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 308,436: 72,865 97,488 75,391 157,092 134,510 305,348 307,389: 3,088 1,047
Old : 308,436: 72,865 97,488 75,391 157,092 134,510 305,348 307,389: 3,088 1,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 31,692: 10,398 -17 11,641 10,158 19,714 32,197 31,338: -505 354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 31.6 24.4 50.9 43.6 99.0 99.7: 1.0 0.3
Old : 100.0: 23.6 31.6 24.4 50.9 43.6 99.0 99.7: 1.0 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: 15 7 18 30 28 51 47:
Old : 53: 15 7 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 : 37.2 53.0 57.8 71.2 24.5 41.3 36.5 46.8
Old : 37.2 53.0 57.8 71.2 24.5 41.3 36.5 46.8
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 85,185: 22,298 5,852 17,211 44,845 61,254 84,355 84,317: 830 868
Old : 85,185: 22,298 5,852 17,211 44,845 61,254 84,355 84,317: 830 868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 1,409: -786 -1,565 933 649 1,378 795 745: 614 664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 6.9 20.2 52.6 71.9 99.0 99.0: 1.0 1.0
Old : 100.0: 26.2 6.9 20.2 52.6 71.9 99.0 99.0: 1.0 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 : 54: 4 7 10 39 42 49 53:
Old : 54: 4 7 10 39 42 49 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 : 50.5 34.9 66.1 55.6 38.2 26.6 43.3 38.8
Old : 50.5 34.9 66.1 55.6 38.2 26.6 43.3 38.8
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 26,355: 3,472 4,126 2,719 20,123 18,960 26,314 25,805: 41 550
Old : 26,355: 3,472 4,126 2,719 20,123 18,960 26,314 25,805: 41 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 788: -1,062 187 472 1,337 88 747 747: 41 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 15.7 10.3 76.4 71.9 99.8 97.9: 0.2 2.1
Old : 100.0: 13.2 15.7 10.3 76.4 71.9 99.8 97.9: 0.2 2.1
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 : 39: 3 4 6 23 24 30 30:
Old : 39: 3 4 6 23 24 30 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 : 58.9 47.1 77.4 70.7 49.6 44.3 66.4 61.3
Old : 58.9 47.1 77.4 70.7 49.6 44.3 66.4 61.3
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 11,348: 1,677 4,351 846 8,825 6,151 11,348 11,348: 0 0
Old : 11,348: 1,677 4,351 846 8,825 6,151 11,348 11,348: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -280: 0 -21 0 -280 -169 -280 -190: 0 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 38.3 7.5 77.8 54.2 100.0 100.0: 0.0 0.0
Old : 100.0: 14.8 38.3 7.5 77.8 54.2 100.0 100.0: 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 : 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 : 52.9 57.2 78.2 81.8 41.2 55.1 59.1 71.3
Old : 52.9 57.2 78.2 81.8 41.2 55.1 59.1 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 19,472: 4,040 5,372 2,054 13,046 11,546 19,140 18,972: 332 500
Old : 19,472: 4,040 5,372 2,054 13,046 11,546 19,140 18,972: 332 500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 344: 540 220 272 -540 -140 272 352: 72 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 27.6 10.5 67.0 59.3 98.3 97.4: 1.7 2.6
Old : 100.0: 20.7 27.6 10.5 67.0 59.3 98.3 97.4: 1.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 3 7 20 21 27 28:
Old : 30: 4 3 7 20 21 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 53.7 67.3 80.3 39.7 43.0 55.2 63.0
Old : 44.3 53.7 67.3 80.3 39.7 43.0 55.2 63.0
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 22,936: 10,240 120 1,290 10,770 20,998 22,300 22,408: 636 528
Old : 22,936: 10,240 120 1,290 10,770 20,998 22,300 22,408: 636 528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 140: 240 0 -40 0 -120 200 -160: -60 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 0.5 5.6 47.0 91.6 97.2 97.7: 2.8 2.3
Old : 100.0: 44.6 0.5 5.6 47.0 91.6 97.2 97.7: 2.8 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 : 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 : 65.8 51.8 78.5 75.3 59.2 49.0 71.2 68.9
Old : 65.8 51.8 78.5 75.3 59.2 49.0 71.2 68.9
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 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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 10,610: 746 80 804 8,540 9,426 10,090 10,310: 520 300
Old : 10,610: 746 80 804 8,540 9,426 10,090 10,310: 520 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 776: -520 0 116 700 420 296 536: 480 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.8 7.6 80.5 88.8 95.1 97.2: 4.9 2.8
Old : 100.0: 7.0 0.8 7.6 80.5 88.8 95.1 97.2: 4.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 2 16 11 18 14:
Old : 21: 2 1 2 16 11 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 70.6 80.2 89.7 41.2 66.8 62.2 70.3
Old : 50.7 70.6 80.2 89.7 41.2 66.8 62.2 70.3
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 1,437,593: 124,962 105,948 410,213 830,318 835,299 1,365,493 1,351,460: 72,100 86,133
Old : 1,437,593: 124,962 105,948 410,213 830,318 835,299 1,365,493 1,351,460: 72,100 86,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: -113,900: 2,275 7,029 -77,617 -51,518 -52,589 -126,859 -123,177: 12,959 9,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 7.4 28.5 57.8 58.1 95.0 94.0: 5.0 6.0
Old : 100.0: 8.7 7.4 28.5 57.8 58.1 95.0 94.0: 5.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 87 90 114 80 84 220 240:
Old : 273: 87 90 114 80 84 220 240:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 20.3 33.1 31.6 8.3 7.1 12.5 11.3
Old : 22.2 20.3 33.1 31.6 8.3 7.1 12.5 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 14,838: 8,687 2,359 439 2,841 11,555 11,967 14,353: 2,871 485
Old : 14,838: 8,687 2,359 439 2,841 11,555 11,967 14,353: 2,871 485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 617: -608 214 155 666 42 213 411: 404 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 15.9 3.0 19.1 77.9 80.7 96.7: 19.3 3.3
Old : 100.0: 58.5 15.9 3.0 19.1 77.9 80.7 96.7: 19.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 59 11 6 15 27 80 41:
Old : 114: 59 11 6 15 27 80 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 34.2 40.6 53.3 26.7 34.2 40.6 53.3
Old : 26.7 34.2 40.6 53.3 26.7 34.2 40.6 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 12,914: 9,811 671 0 971 10,945 10,782 11,616: 2,132 1,298
Old : 12,914: 9,811 671 0 971 10,945 10,782 11,616: 2,132 1,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 1,388: 1,311 209 0 26 997 1,337 1,206: 51 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 5.2 0.0 7.5 84.8 83.5 89.9: 16.5 10.1
Old : 100.0: 76.0 5.2 0.0 7.5 84.8 83.5 89.9: 16.5 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 : 64: 30 6 0 8 24 38 30:
Old : 64: 30 6 0 8 24 38 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 : 35.0 46.8 51.1 69.0 35.0 45.5 51.1 67.6
Old : 35.0 46.8 51.1 69.0 35.0 45.5 51.1 67.6
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 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 163,682: 27,018 8,444 31,370 92,556 112,767 150,944 152,581: 12,738 11,100
Old : 163,682: 27,018 8,444 31,370 92,556 112,767 150,944 152,581: 12,738 11,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2005 :
: 7,376: 712 1,927 1,905 4,964 4,213 7,580 8,044: -204 -668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 5.2 19.2 56.5 68.9 92.2 93.2: 7.8 6.8
Old : 100.0: 16.5 5.2 19.2 56.5 68.9 92.2 93.2: 7.8 6.8
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 : 161: 49 23 40 71 74 137 125:
Old : 161: 49 23 40 71 74 137 125:
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 : 20.9 19.9 36.5 33.0 16.9 16.0 24.8 23.7
Old : 20.9 19.9 36.5 33.0 16.9 16.0 24.8 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
Updated November 28, 2005