WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 311,634: 48,518 103,980 37,094 197,835 133,119 283,447 274,194: 28,187 37,441
Old : 252,456: 47,383 94,289 21,380 158,987 112,836 227,750 228,506: 24,706 23,950
Other: 59,179: 12,086 20,643 4,762 38,849 20,283 55,697 45,688: 3,482 13,491
: : :
: : Changes in Commitments from: November 15, 2005 :
: -30,795: -1,054 748 -13,027 -9,175 -9,737 -23,255 -22,015: -7,539 -8,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 33.4 11.9 63.5 42.7 91.0 88.0: 9.0 12.0
Old : 100.0: 18.8 37.3 8.5 63.0 44.7 90.2 90.5: 9.8 9.5
Other: 100.0: 20.4 34.9 8.0 65.6 34.3 94.1 77.2: 5.9 22.8
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 81 131 87 61 64 194 238:
Old : 286: 82 123 75 58 55 184 214:
Other: 143: 36 50 36 17 54 71 122:
:----------------------------------------------------------------------------------------------------
: 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 : 28.6 26.6 44.3 33.4 28.6 19.7 42.1 25.8
Old : 34.5 31.1 47.9 38.6 34.5 28.8 47.8 35.6
Other: 62.0 21.0 72.4 30.4 55.4 17.2 64.8 24.6
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
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 961,024: 152,706 188,650 142,441 498,219 432,629 793,366 763,721: 167,659 197,304
Old : 862,299: 147,552 191,327 111,844 450,889 387,991 710,284 691,162: 152,015 171,137
Other: 98,726: 24,477 16,645 11,275 47,330 44,638 83,082 72,559: 15,644 26,167
: : :
: : Changes in Commitments from: November 15, 2005 :
: -94,697: 652 13,529 -44,810 -34,009 -41,298 -78,167 -72,578: -16,530 -22,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 19.6 14.8 51.8 45.0 82.6 79.5: 17.4 20.5
Old : 100.0: 17.1 22.2 13.0 52.3 45.0 82.4 80.2: 17.6 19.8
Other: 100.0: 24.8 16.9 11.4 47.9 45.2 84.2 73.5: 15.8 26.5
: : :
:# Traders : Number of Traders in Each Category :
All : 548: 138 135 142 218 201 425 426:
Old : 542: 140 139 133 216 192 415 412:
Other: 264: 54 42 34 53 142 118 207:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 17.4 27.9 23.2 15.6 14.9 24.8 19.5
Old : 20.7 17.5 29.5 23.5 17.5 14.7 26.1 19.6
Other: 35.4 25.6 43.7 33.1 35.0 25.1 42.8 31.3
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
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 8,435: 3,800 374 190 1,585 6,626 5,575 7,190: 2,860 1,245
Old : 8,356: 3,800 389 170 1,582 6,577 5,552 7,136: 2,804 1,220
Other: 79: 15 0 5 3 49 23 54: 56 25
: : :
: : Changes in Commitments from: November 15, 2005 :
: -6: 228 151 -358 -401 478 -531 271: 525 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 4.4 2.3 18.8 78.5 66.1 85.2: 33.9 14.8
Old : 100.0: 45.5 4.7 2.0 18.9 78.7 66.4 85.4: 33.6 14.6
Other: 100.0: 19.0 0.0 6.3 3.8 62.0 29.1 68.4: 70.9 31.6
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 14 4 3 11 13 28 17:
Old : 34: 14 4 3 10 13 27 17:
Other: 5: 1 0 1 2 3 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 51.2 43.2 68.8 26.3 41.5 38.5 58.7
Old : 27.0 51.3 43.5 68.9 26.5 41.5 38.8 58.9
Other: 29.1 68.4 29.1 68.4 21.5 60.8 21.5 60.8
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 331,156: 42,851 57,403 56,442 171,474 133,447 270,767 247,293: 60,388 83,863
Old : 313,409: 41,650 59,256 50,260 163,306 126,780 255,216 236,296: 58,193 77,113
Other: 17,747: 6,540 3,485 844 8,167 6,668 15,551 10,997: 2,196 6,750
: : :
: : Changes in Commitments from: November 15, 2005 :
: 187: -7,116 14,063 -3,103 9,812 -10,809 -407 151: 594 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 17.3 17.0 51.8 40.3 81.8 74.7: 18.2 25.3
Old : 100.0: 13.3 18.9 16.0 52.1 40.5 81.4 75.4: 18.6 24.6
Other: 100.0: 36.9 19.6 4.8 46.0 37.6 87.6 62.0: 12.4 38.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 72 103 103 105 98 245 253:
Old : 315: 79 106 98 105 95 244 246:
Other: 104: 21 24 10 25 41 50 71:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 19.4 29.4 25.8 16.4 11.6 24.9 16.3
Old : 18.5 20.1 30.3 26.7 18.1 12.0 26.6 17.1
Other: 46.3 26.8 61.5 36.4 43.0 25.7 58.1 34.8
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 194,208: 22,097 31,099 40,423 109,490 101,351 172,011 172,873: 22,198 21,335
Old : 183,320: 26,150 32,662 33,565 102,571 96,277 162,286 162,503: 21,035 20,817
Other: 10,888: 2,021 4,511 785 6,919 5,074 9,725 10,370: 1,163 518
: : :
: : Changes in Commitments from: November 15, 2005 :
: -10,453: -3,706 7,274 -5,614 311 -11,143 -9,008 -9,484: -1,445 -970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 16.0 20.8 56.4 52.2 88.6 89.0: 11.4 11.0
Old : 100.0: 14.3 17.8 18.3 56.0 52.5 88.5 88.6: 11.5 11.4
Other: 100.0: 18.6 41.4 7.2 63.5 46.6 89.3 95.2: 10.7 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 32 47 39 55 51 114 125:
Old : 157: 42 47 34 54 49 112 119:
Other: 42: 5 16 3 12 15 20 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 : 22.6 28.2 34.1 38.1 19.7 22.3 28.6 29.3
Old : 21.0 28.1 33.0 38.1 19.6 22.3 28.2 29.4
Other: 69.3 35.8 80.7 55.7 69.3 33.2 77.5 52.2
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 697,987: 88,782 92,322 71,284 422,577 372,616 582,643 536,222: 115,344 161,765
Old : 697,987: 88,782 92,322 71,284 422,577 372,616 582,643 536,222: 115,344 161,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -161,203: 1,806 5,891 -73,687 -55,497 -56,026 -127,378 -123,821: -33,825 -37,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 13.2 10.2 60.5 53.4 83.5 76.8: 16.5 23.2
Old : 100.0: 12.7 13.2 10.2 60.5 53.4 83.5 76.8: 16.5 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 : 157: 31 30 39 68 77 118 127:
Old : 157: 31 30 39 68 77 118 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 15.2 29.9 24.6 16.9 12.9 24.2 21.1
Old : 21.3 15.2 29.9 24.6 16.9 12.9 24.2 21.1
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 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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 147,024: 16,467 23,794 22,969 79,621 76,616 119,057 123,379: 27,967 23,644
Old : 139,650: 16,501 23,956 20,473 75,349 72,275 112,324 116,705: 27,327 22,945
Other: 7,374: 838 710 1,624 4,272 4,341 6,734 6,675: 640 699
: : :
: : Changes in Commitments from: November 15, 2005 :
: -5,709: -3,671 4,219 -3,145 2,061 -5,201 -4,755 -4,127: -955 -1,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 16.2 15.6 54.2 52.1 81.0 83.9: 19.0 16.1
Old : 100.0: 11.8 17.2 14.7 54.0 51.8 80.4 83.6: 19.6 16.4
Other: 100.0: 11.4 9.6 22.0 57.9 58.9 91.3 90.5: 8.7 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 28 41 35 49 52 100 113:
Old : 138: 28 45 35 48 51 99 112:
Other: 45: 8 12 11 18 17 34 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 : 22.0 27.3 33.0 35.4 19.6 21.4 26.4 28.6
Old : 22.2 27.5 32.4 35.9 20.0 22.2 27.0 29.8
Other: 41.0 33.5 60.3 57.0 31.8 29.7 42.5 41.7
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,747: 2,920 319 894 2,155 5,538 5,970 6,752: 1,777 995
Old : 7,688: 2,914 321 879 2,155 5,519 5,948 6,720: 1,740 968
Other: 59: 21 12 1 0 19 22 32: 37 27
: : :
: : Changes in Commitments from: November 15, 2005 :
: -253: 3 65 -203 22 -155 -178 -294: -75 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 4.1 11.5 27.8 71.5 77.1 87.2: 22.9 12.8
Old : 100.0: 37.9 4.2 11.4 28.0 71.8 77.4 87.4: 22.6 12.6
Other: 100.0: 35.6 20.5 1.7 0.0 32.4 37.3 54.6: 62.7 45.4
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 15 10 8 17 16 38 28:
Old : 50: 16 9 8 17 16 38 28:
Other: 8: 3 3 1 0 2 4 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 54.6 41.0 68.6 22.1 45.4 34.2 56.9
Old : 25.2 55.0 41.3 68.7 22.3 45.8 34.5 57.1
Other: 37.3 53.9 37.3 54.6 35.6 52.2 35.6 52.9
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 343,409: 82,788 63,582 2,181 181,900 167,677 266,869 233,440: 76,540 109,969
Old : 343,409: 82,788 63,582 2,181 181,900 167,677 266,869 233,440: 76,540 109,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -27,567: -21,166 -33,216 23 -11,788 5,447 -32,931 -27,746: 5,364 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 18.5 0.6 53.0 48.8 77.7 68.0: 22.3 32.0
Old : 100.0: 24.1 18.5 0.6 53.0 48.8 77.7 68.0: 22.3 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 22 22 6 46 55 71 80:
Old : 113: 22 22 6 46 55 71 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 : 25.6 14.3 36.1 23.9 24.9 13.2 34.5 22.8
Old : 25.6 14.3 36.1 23.9 24.9 13.2 34.5 22.8
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 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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 2,026,455: 376,223 317,278 206,143 1,215,777 1,139,412 1,798,143 1,662,833: 228,312 363,622
Old : 2,026,455: 376,223 317,278 206,143 1,215,777 1,139,412 1,798,143 1,662,833: 228,312 363,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -532,818: 49,963 -50,994 -166,009 -271,210 -216,090 -387,256 -433,093: -145,562 -99,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.7 10.2 60.0 56.2 88.7 82.1: 11.3 17.9
Old : 100.0: 18.6 15.7 10.2 60.0 56.2 88.7 82.1: 11.3 17.9
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 : 256: 59 61 67 105 110 196 206:
Old : 256: 59 61 67 105 110 196 206:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 22.9 40.7 31.0 28.7 20.0 35.1 25.3
Old : 33.3 22.9 40.7 31.0 28.7 20.0 35.1 25.3
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 1,393,972: 206,191 357,545 111,169 943,825 727,383 1,261,184 1,196,096: 132,787 197,876
Old : 1,393,972: 206,191 357,545 111,169 943,825 727,383 1,261,184 1,196,096: 132,787 197,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -399,592: 7,269 -84,046 -139,369 -239,394 -58,115 -371,494 -281,530: -28,098 -118,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 25.6 8.0 67.7 52.2 90.5 85.8: 9.5 14.2
Old : 100.0: 14.8 25.6 8.0 67.7 52.2 90.5 85.8: 9.5 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 28 50 34 68 78 117 141:
Old : 177: 28 50 34 68 78 117 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 23.2 46.3 33.5 29.3 20.7 38.4 28.0
Old : 33.0 23.2 46.3 33.5 29.3 20.7 38.4 28.0
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 655,318: 108,655 95,046 284,418 205,322 226,340 598,394 605,804: 56,924 49,513
Old : 655,318: 108,655 95,046 284,418 205,322 226,340 598,394 605,804: 56,924 49,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 47,346: 6,547 480 24,585 12,851 17,048 43,982 42,113: 3,364 5,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 14.5 43.4 31.3 34.5 91.3 92.4: 8.7 7.6
Old : 100.0: 16.6 14.5 43.4 31.3 34.5 91.3 92.4: 8.7 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 : 137: 39 32 45 56 55 118 110:
Old : 137: 39 32 45 56 55 118 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 27.6 43.4 41.4 12.1 10.6 18.3 16.0
Old : 29.2 27.6 43.4 41.4 12.1 10.6 18.3 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 39,543: 10,456 6,011 903 21,831 18,661 33,190 25,576: 6,353 13,967
Old : 39,543: 10,456 6,011 903 21,831 18,661 33,190 25,576: 6,353 13,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 278: 4,066 -2,283 -40 -4,482 970 -456 -1,353: 734 1,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 15.2 2.3 55.2 47.2 83.9 64.7: 16.1 35.3
Old : 100.0: 26.4 15.2 2.3 55.2 47.2 83.9 64.7: 16.1 35.3
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 : 55: 15 12 7 19 12 35 30:
Old : 55: 15 12 7 19 12 35 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 : 40.1 35.5 55.4 47.4 40.1 35.5 55.4 46.0
Old : 40.1 35.5 55.4 47.4 40.1 35.5 55.4 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 86,100: 38,938 21,210 4,481 24,121 48,656 67,541 74,347: 18,559 11,753
Old : 86,100: 38,938 21,210 4,481 24,121 48,656 67,541 74,347: 18,559 11,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -515: 9,442 -3,198 -2,582 -10,761 5,282 -3,900 -497: 3,385 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 24.6 5.2 28.0 56.5 78.4 86.4: 21.6 13.6
Old : 100.0: 45.2 24.6 5.2 28.0 56.5 78.4 86.4: 21.6 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 : 89: 34 26 17 18 18 64 49:
Old : 89: 34 26 17 18 18 64 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 45.8 42.4 60.3 33.8 43.8 41.9 56.7
Old : 33.8 45.8 42.4 60.3 33.8 43.8 41.9 56.7
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 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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 35,967: 9,084 4,087 69 25,854 30,497 35,007 34,653: 960 1,314
Old : 35,967: 9,084 4,087 69 25,854 30,497 35,007 34,653: 960 1,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 2,353: 1,848 357 0 -96 1,470 1,752 1,827: 601 526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 11.4 0.2 71.9 84.8 97.3 96.3: 2.7 3.7
Old : 100.0: 25.3 11.4 0.2 71.9 84.8 97.3 96.3: 2.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 10 12 4 18 20 30 34:
Old : 54: 10 12 4 18 20 30 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 : 61.8 50.4 80.4 71.9 61.0 45.8 75.1 64.1
Old : 61.8 50.4 80.4 71.9 61.0 45.8 75.1 64.1
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 23,227: 371 2,250 1,825 15,776 9,239 17,973 13,314: 5,254 9,914
Old : 23,227: 371 2,250 1,825 15,776 9,239 17,973 13,314: 5,254 9,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,232: 145 46 207 1,455 288 1,807 541: -575 691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 9.7 7.9 67.9 39.8 77.4 57.3: 22.6 42.7
Old : 100.0: 1.6 9.7 7.9 67.9 39.8 77.4 57.3: 22.6 42.7
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 : 32: 5 6 10 19 13 29 24:
Old : 32: 5 6 10 19 13 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 28.3 61.3 43.2 40.6 25.7 58.7 37.3
Old : 40.7 28.3 61.3 43.2 40.6 25.7 58.7 37.3
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 125,238: 27,228 18,882 26,685 52,254 42,411 106,167 87,977: 19,071 37,261
Old : 125,090: 27,239 18,882 26,674 52,247 42,367 106,160 87,922: 18,930 37,168
Other: 148: 0 11 0 7 44 7 55: 141 93
: : :
: : Changes in Commitments from: November 15, 2005 :
: 152: -2,668 -1,893 317 2,243 152 -109 -1,424: 261 1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 15.1 21.3 41.7 33.9 84.8 70.2: 15.2 29.8
Old : 100.0: 21.8 15.1 21.3 41.8 33.9 84.9 70.3: 15.1 29.7
Other: 100.0: 0.0 7.4 0.0 4.7 29.7 4.7 37.2: 95.3 62.8
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 63 45 68 32 40 142 123:
Old : 177: 63 45 68 32 40 142 123:
Other: 9: 0 2 0 2 5 2 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 14.9 37.6 25.1 26.6 14.1 37.0 22.7
Old : 26.7 14.9 37.7 25.2 26.7 14.2 37.1 22.7
Other: 4.7 31.8 4.7 37.2 4.7 31.8 4.7 37.2
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 1,416: 282 299 174 310 161 766 635: 650 781
Old : 1,416: 282 299 174 310 161 766 635: 650 781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 94: -15 -30 7 22 19 13 -5: 80 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 21.1 12.3 21.9 11.4 54.1 44.8: 45.9 55.2
Old : 100.0: 19.9 21.1 12.3 21.9 11.4 54.1 44.8: 45.9 55.2
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: 5 9 6 4 2 13 14:
Old : 21: 5 9 6 4 2 13 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 : 35.4 24.0 47.6 35.8 35.4 22.9 41.8 31.9
Old : 35.4 24.0 47.6 35.8 35.4 22.9 41.8 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 201,764: 55,292 7,644 41,073 81,142 94,146 177,507 142,863: 24,258 58,901
Old : 201,764: 55,292 7,644 41,073 81,142 94,146 177,507 142,863: 24,258 58,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 3,850: 1,152 36 174 2,313 1,786 3,639 1,996: 211 1,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 3.8 20.4 40.2 46.7 88.0 70.8: 12.0 29.2
Old : 100.0: 27.4 3.8 20.4 40.2 46.7 88.0 70.8: 12.0 29.2
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 : 291: 83 41 80 81 133 217 225:
Old : 291: 83 41 80 81 133 217 225:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 8.5 29.7 15.4 19.9 6.7 28.8 12.0
Old : 20.2 8.5 29.7 15.4 19.9 6.7 28.8 12.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 5,763: 2,445 118 702 498 3,092 3,645 3,912: 2,118 1,852
Old : 5,763: 2,445 118 702 498 3,092 3,645 3,912: 2,118 1,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 264: -56 -90 92 16 244 51 246: 212 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 2.1 12.2 8.6 53.6 63.2 67.9: 36.8 32.1
Old : 100.0: 42.4 2.1 12.2 8.6 53.6 63.2 67.9: 36.8 32.1
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: 27 5 13 11 28 45 41:
Old : 64: 27 5 13 11 28 45 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 : 24.3 23.8 34.8 35.0 24.3 23.1 33.0 32.1
Old : 24.3 23.8 34.8 35.0 24.3 23.1 33.0 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 27,238: 11,012 1,624 4,091 7,275 7,746 22,377 13,461: 4,861 13,777
Old : 27,238: 11,012 1,624 4,091 7,275 7,746 22,377 13,461: 4,861 13,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -3,094: -1,510 -209 -718 -458 -770 -2,687 -1,697: -407 -1,397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 6.0 15.0 26.7 28.4 82.2 49.4: 17.8 50.6
Old : 100.0: 40.4 6.0 15.0 26.7 28.4 82.2 49.4: 17.8 50.6
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 : 131: 39 17 22 40 50 96 78:
Old : 131: 39 17 22 40 50 96 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 13.5 29.8 19.1 16.3 8.0 27.5 13.1
Old : 18.1 13.5 29.8 19.1 16.3 8.0 27.5 13.1
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 113,643: 35,392 18,386 2,590 40,815 72,085 78,797 93,062: 34,846 20,581
Old : 113,643: 35,392 18,386 2,590 40,815 72,085 78,797 93,062: 34,846 20,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,193: 2,088 5,638 615 2,018 -1,947 4,722 4,306: -529 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 16.2 2.3 35.9 63.4 69.3 81.9: 30.7 18.1
Old : 100.0: 31.1 16.2 2.3 35.9 63.4 69.3 81.9: 30.7 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 : 80: 24 20 8 23 26 50 51:
Old : 80: 24 20 8 23 26 50 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 : 27.1 30.1 39.9 47.5 27.1 29.8 39.8 47.1
Old : 27.1 30.1 39.9 47.5 27.1 29.8 39.8 47.1
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 101,876: 14,922 63,543 338 79,324 14,256 94,585 78,138: 7,291 23,738
Old : 101,876: 14,922 63,543 338 79,324 14,256 94,585 78,138: 7,291 23,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 2,263: -221 2,719 271 2,108 1,521 2,158 4,511: 105 -2,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 62.4 0.3 77.9 14.0 92.8 76.7: 7.2 23.3
Old : 100.0: 14.6 62.4 0.3 77.9 14.0 92.8 76.7: 7.2 23.3
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 : 61: 5 33 1 19 12 25 45:
Old : 61: 5 33 1 19 12 25 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 : 43.1 27.9 69.8 42.8 43.0 27.9 68.5 42.8
Old : 43.1 27.9 69.8 42.8 43.0 27.9 68.5 42.8
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 129,824: 91,337 5,042 130 31,169 118,752 122,636 123,924: 7,188 5,900
Old : 129,824: 91,337 5,042 130 31,169 118,752 122,636 123,924: 7,188 5,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 19,408: 6,673 215 130 12,411 16,920 19,214 17,265: 194 2,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 3.9 0.1 24.0 91.5 94.5 95.5: 5.5 4.5
Old : 100.0: 70.4 3.9 0.1 24.0 91.5 94.5 95.5: 5.5 4.5
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 : 103: 64 9 1 17 19 82 28:
Old : 103: 64 9 1 17 19 82 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 : 34.1 59.7 50.5 75.9 32.1 54.5 46.9 68.9
Old : 34.1 59.7 50.5 75.9 32.1 54.5 46.9 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 91,962: 8,976 42,418 361 63,211 23,025 72,549 65,803: 19,414 26,159
Old : 91,962: 8,976 42,418 361 63,211 23,025 72,549 65,803: 19,414 26,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 5,667: -1,133 8,120 41 4,947 -4,727 3,855 3,433: 1,812 2,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 46.1 0.4 68.7 25.0 78.9 71.6: 21.1 28.4
Old : 100.0: 9.8 46.1 0.4 68.7 25.0 78.9 71.6: 21.1 28.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 8 24 2 21 11 30 36:
Old : 56: 8 24 2 21 11 30 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 31.6 58.1 46.8 31.3 28.1 49.3 39.6
Old : 38.3 31.6 58.1 46.8 31.3 28.1 49.3 39.6
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 246,295: 17,989 87,052 5,626 191,758 116,856 215,372 209,533: 30,923 36,762
Old : 246,295: 17,989 87,052 5,626 191,758 116,856 215,372 209,533: 30,923 36,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,748: -180 -1,973 66 -588 3,720 -702 1,814: 2,450 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 35.3 2.3 77.9 47.4 87.4 85.1: 12.6 14.9
Old : 100.0: 7.3 35.3 2.3 77.9 47.4 87.4 85.1: 12.6 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 24 46 9 30 27 58 78:
Old : 110: 24 46 9 30 27 58 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 27.6 63.4 44.0 37.4 21.6 48.7 31.4
Old : 45.0 27.6 63.4 44.0 37.4 21.6 48.7 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 209,126: 35,196 45,989 15,961 99,956 83,730 151,113 145,680: 58,013 63,446
Old : 209,126: 35,196 45,989 15,961 99,956 83,730 151,113 145,680: 58,013 63,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 10,979: 3,735 649 2,517 2,893 6,216 9,145 9,382: 1,835 1,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 22.0 7.6 47.8 40.0 72.3 69.7: 27.7 30.3
Old : 100.0: 16.8 22.0 7.6 47.8 40.0 72.3 69.7: 27.7 30.3
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 : 120: 40 39 33 28 32 83 90:
Old : 120: 40 39 33 28 32 83 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 26.4 38.3 35.1 23.6 25.5 37.1 33.5
Old : 24.8 26.4 38.3 35.1 23.6 25.5 37.1 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 :15,224,168: 720,066 895,489 5,099,805 8,284,223 7,593,078 14,104,094 13,588,372: 1,120,074 1,635,796
Old :15,224,168: 720,066 895,489 5,099,805 8,284,223 7,593,078 14,104,094 13,588,372: 1,120,074 1,635,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 14,018: -195,218 -69,979 -32,793 168,982 124,814 -59,029 22,043: 73,047 -8,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.9 33.5 54.4 49.9 92.6 89.3: 7.4 10.7
Old : 100.0: 4.7 5.9 33.5 54.4 49.9 92.6 89.3: 7.4 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 69 69 117 144 157 273 293:
Old : 310: 69 69 117 144 157 273 293:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 13.0 33.9 22.5 19.6 7.3 24.1 11.3
Old : 21.0 13.0 33.9 22.5 19.6 7.3 24.1 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 743,600: 64,412 68,716 42,070 478,515 485,628 584,997 596,414: 158,604 147,186
Old : 743,600: 64,412 68,716 42,070 478,515 485,628 584,997 596,414: 158,604 147,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 7,353: 1,735 2,561 -6,715 -1,773 483 -6,753 -3,671: 14,107 11,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 9.2 5.7 64.4 65.3 78.7 80.2: 21.3 19.8
Old : 100.0: 8.7 9.2 5.7 64.4 65.3 78.7 80.2: 21.3 19.8
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 : 197: 40 44 48 89 64 159 127:
Old : 197: 40 44 48 89 64 159 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 25.6 26.0 37.6 18.5 25.3 25.9 37.3
Old : 18.6 25.6 26.0 37.6 18.5 25.3 25.9 37.3
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 1,275,549: 212,623 322,465 45,891 657,749 776,737 916,263 1,145,092: 359,286 130,456
Old : 1,275,549: 212,623 322,465 45,891 657,749 776,737 916,263 1,145,092: 359,286 130,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 59,149: 48,500 5,726 2,848 3,242 42,061 54,591 50,635: 4,559 8,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 25.3 3.6 51.6 60.9 71.8 89.8: 28.2 10.2
Old : 100.0: 16.7 25.3 3.6 51.6 60.9 71.8 89.8: 28.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 58 62 36 65 62 147 136:
Old : 213: 58 62 36 65 62 147 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 28.8 27.4 43.8 14.1 25.9 21.7 37.5
Old : 17.7 28.8 27.4 43.8 14.1 25.9 21.7 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 12,914: 1,277 649 0 6,284 11,021 7,561 11,670: 5,353 1,244
Old : 12,914: 1,277 649 0 6,284 11,021 7,561 11,670: 5,353 1,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -65: -5 0 0 -83 -136 -88 -136: 23 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.0 0.0 48.7 85.3 58.5 90.4: 41.5 9.6
Old : 100.0: 9.9 5.0 0.0 48.7 85.3 58.5 90.4: 41.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 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 : 26.3 47.2 40.2 69.1 26.3 47.2 40.2 67.5
Old : 26.3 47.2 40.2 69.1 26.3 47.2 40.2 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 44,248: 8,473 9,188 0 30,437 29,181 38,910 38,369: 5,338 5,879
Old : 44,248: 8,473 9,188 0 30,437 29,181 38,910 38,369: 5,338 5,879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 225: 661 -473 0 -1,070 2,181 -409 1,708: 634 -1,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 20.8 0.0 68.8 65.9 87.9 86.7: 12.1 13.3
Old : 100.0: 19.1 20.8 0.0 68.8 65.9 87.9 86.7: 12.1 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 : 45: 7 7 0 21 17 28 24:
Old : 45: 7 7 0 21 17 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 : 50.0 46.8 66.4 66.4 48.1 46.7 63.8 66.3
Old : 50.0 46.8 66.4 66.4 48.1 46.7 63.8 66.3
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 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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 59,450: 14,529 14,373 509 35,530 32,322 50,567 47,204: 8,883 12,246
Old : 59,450: 14,529 14,373 509 35,530 32,322 50,567 47,204: 8,883 12,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -365: 319 2,036 72 1,969 -4,554 2,359 -2,447: -2,724 2,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 24.2 0.9 59.8 54.4 85.1 79.4: 14.9 20.6
Old : 100.0: 24.4 24.2 0.9 59.8 54.4 85.1 79.4: 14.9 20.6
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 : 86: 17 15 4 39 26 57 44:
Old : 86: 17 15 4 39 26 57 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 27.6 42.5 43.1 28.3 25.7 40.8 39.3
Old : 28.3 27.6 42.5 43.1 28.3 25.7 40.8 39.3
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 424,302: 183,435 127,852 4,191 204,122 275,887 391,748 407,930: 32,555 16,373
Old : 424,302: 183,435 127,852 4,191 204,122 275,887 391,748 407,930: 32,555 16,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 68,753: 35,929 38,542 -1,583 26,463 43,728 60,810 80,687: 7,944 -11,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 30.1 1.0 48.1 65.0 92.3 96.1: 7.7 3.9
Old : 100.0: 43.2 30.1 1.0 48.1 65.0 92.3 96.1: 7.7 3.9
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 : 217: 86 57 13 45 43 138 106:
Old : 217: 86 57 13 45 43 138 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 29.9 45.5 46.9 28.7 24.5 37.0 38.0
Old : 33.0 29.9 45.5 46.9 28.7 24.5 37.0 38.0
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 80,785: 19,690 18,941 0 46,121 44,046 65,811 62,987: 14,974 17,798
Old : 80,785: 19,690 18,941 0 46,121 44,046 65,811 62,987: 14,974 17,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,257: 1,323 767 0 2,829 3,241 4,152 4,008: 105 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 23.4 0.0 57.1 54.5 81.5 78.0: 18.5 22.0
Old : 100.0: 24.4 23.4 0.0 57.1 54.5 81.5 78.0: 18.5 22.0
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: 6 16 0 16 14 22 30:
Old : 47: 6 16 0 16 14 22 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 : 50.2 38.0 67.2 51.7 50.2 37.8 66.6 51.3
Old : 50.2 38.0 67.2 51.7 50.2 37.8 66.6 51.3
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 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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 36,936: 1,523 5,940 0 31,439 22,659 32,962 28,600: 3,974 8,336
Old : 36,936: 1,523 5,940 0 31,439 22,659 32,962 28,600: 3,974 8,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -240: 7 104 0 -371 -607 -364 -503: 123 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 16.1 0.0 85.1 61.3 89.2 77.4: 10.8 22.6
Old : 100.0: 4.1 16.1 0.0 85.1 61.3 89.2 77.4: 10.8 22.6
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 : 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 : 53.4 30.0 66.7 41.8 52.7 28.4 66.0 40.2
Old : 53.4 30.0 66.7 41.8 52.7 28.4 66.0 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 292,761: 23,505 58,267 3,959 237,149 219,908 264,613 282,134: 28,148 10,628
Old : 292,761: 23,505 58,267 3,959 237,149 219,908 264,613 282,134: 28,148 10,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,233: 4,257 -2,084 -337 -4,168 3,216 -248 795: 1,481 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 19.9 1.4 81.0 75.1 90.4 96.4: 9.6 3.6
Old : 100.0: 8.0 19.9 1.4 81.0 75.1 90.4 96.4: 9.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 25 52 16 42 50 80 105:
Old : 148: 25 52 16 42 50 80 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 33.4 67.0 49.3 52.5 33.2 60.4 46.9
Old : 56.2 33.4 67.0 49.3 52.5 33.2 60.4 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 76,850: 16,722 27,102 4,274 41,587 36,664 62,583 68,040: 14,267 8,810
Old : 76,850: 16,722 27,102 4,274 41,587 36,664 62,583 68,040: 14,267 8,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 5,036: -1,518 1,579 899 5,289 2,430 4,670 4,908: 366 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 35.3 5.6 54.1 47.7 81.4 88.5: 18.6 11.5
Old : 100.0: 21.8 35.3 5.6 54.1 47.7 81.4 88.5: 18.6 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 : 101: 32 27 8 21 26 59 57:
Old : 101: 32 27 8 21 26 59 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 37.6 45.7 48.8 29.4 34.9 38.4 44.7
Old : 34.3 37.6 45.7 48.8 29.4 34.9 38.4 44.7
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 49,715: 19,345 3,227 4 24,565 9,202 43,914 12,433: 5,801 37,282
Old : 49,715: 19,345 3,227 4 24,565 9,202 43,914 12,433: 5,801 37,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,610: 2,254 -177 0 527 1,608 2,781 1,431: 1,829 3,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 6.5 0.0 49.4 18.5 88.3 25.0: 11.7 75.0
Old : 100.0: 38.9 6.5 0.0 49.4 18.5 88.3 25.0: 11.7 75.0
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 7 1 12 11 31 18:
Old : 47: 18 7 1 12 11 31 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 : 48.8 12.1 62.9 17.5 43.6 8.2 57.5 13.1
Old : 48.8 12.1 62.9 17.5 43.6 8.2 57.5 13.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 35,541: 1,929 1,904 106 19,800 27,292 21,835 29,302: 13,706 6,239
Old : 35,541: 1,929 1,904 106 19,800 27,292 21,835 29,302: 13,706 6,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 813: -479 102 -30 107 -514 -402 -442: 1,215 1,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.4 0.3 55.7 76.8 61.4 82.4: 38.6 17.6
Old : 100.0: 5.4 5.4 0.3 55.7 76.8 61.4 82.4: 38.6 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 : 43: 4 9 1 19 26 24 36:
Old : 43: 4 9 1 19 26 24 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 41.7 47.6 58.7 17.9 26.6 24.5 35.5
Old : 34.7 41.7 47.6 58.7 17.9 26.6 24.5 35.5
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 172,081: 70,505 12,309 25,328 35,070 112,288 130,902 149,925: 41,179 22,156
Old : 172,081: 70,505 12,309 25,328 35,070 112,288 130,902 149,925: 41,179 22,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -8,924: 6,588 -39 -13,422 -4,466 -822 -11,301 -14,284: 2,377 5,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 7.2 14.7 20.4 65.3 76.1 87.1: 23.9 12.9
Old : 100.0: 41.0 7.2 14.7 20.4 65.3 76.1 87.1: 23.9 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 96 39 44 25 43 141 108:
Old : 186: 96 39 44 25 43 141 108:
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 : 17.3 31.6 27.0 44.9 12.8 27.3 19.1 36.4
Old : 17.3 31.6 27.0 44.9 12.8 27.3 19.1 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 115,518: 34,837 28,078 19,051 46,178 52,107 100,066 99,236: 15,452 16,282
Old : 115,518: 34,837 28,078 19,051 46,178 52,107 100,066 99,236: 15,452 16,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -3,845: -1,853 965 -1,185 -805 -4,401 -3,844 -4,622: -2 776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 24.3 16.5 40.0 45.1 86.6 85.9: 13.4 14.1
Old : 100.0: 30.2 24.3 16.5 40.0 45.1 86.6 85.9: 13.4 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 67 63 53 43 41 146 133:
Old : 194: 67 63 53 43 41 146 133:
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 : 24.9 37.9 35.9 45.8 24.6 32.6 33.0 39.3
Old : 24.9 37.9 35.9 45.8 24.6 32.6 33.0 39.3
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 407,398: 203,516 37,634 57,814 78,642 264,941 339,972 360,389: 67,426 47,009
Old : 407,398: 203,516 37,634 57,814 78,642 264,941 339,972 360,389: 67,426 47,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 6,310: 22,994 -3,332 -7,253 -16,486 206 -745 -10,378: 7,055 16,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 9.2 14.2 19.3 65.0 83.4 88.5: 16.6 11.5
Old : 100.0: 50.0 9.2 14.2 19.3 65.0 83.4 88.5: 16.6 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 : 267: 155 50 57 38 48 218 135:
Old : 267: 155 50 57 38 48 218 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 32.2 36.2 50.9 21.5 26.9 27.0 41.3
Old : 25.4 32.2 36.2 50.9 21.5 26.9 27.0 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 8,111: 4,241 2,988 339 2,439 4,008 7,019 7,335: 1,092 776
Old : 8,111: 4,241 2,988 339 2,439 4,008 7,019 7,335: 1,092 776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -6,098: 1,303 582 -65 -1,077 -3,012 161 -2,495: -6,259 -3,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 36.8 4.2 30.1 49.4 86.5 90.4: 13.5 9.6
Old : 100.0: 52.3 36.8 4.2 30.1 49.4 86.5 90.4: 13.5 9.6
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: 12 4 9 5 4 26 15:
Old : 30: 12 4 9 5 4 26 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 80.0 73.7 87.6 48.8 67.2 57.4 69.5
Old : 62.0 80.0 73.7 87.6 48.8 67.2 57.4 69.5
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 134,857: 36,628 7,456 19,762 55,189 82,234 111,579 109,452: 23,277 25,405
Old : 98,153: 30,077 8,168 10,967 39,843 60,080 80,887 79,215: 17,266 18,938
Other: 36,704: 12,456 5,192 2,890 15,346 22,154 30,692 30,237: 6,012 6,467
: : :
: : Changes in Commitments from: November 15, 2005 :
: -3,408: -9,572 3,707 -2,409 378 -6,795 -11,603 -5,497: 8,195 2,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 5.5 14.7 40.9 61.0 82.7 81.2: 17.3 18.8
Old : 100.0: 30.6 8.3 11.2 40.6 61.2 82.4 80.7: 17.6 19.3
Other: 100.0: 33.9 14.1 7.9 41.8 60.4 83.6 82.4: 16.4 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 56 20 40 66 61 132 117:
Old : 154: 51 21 29 59 59 115 106:
Other: 98: 24 21 19 25 39 57 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 : 22.8 35.3 34.8 45.7 15.2 27.2 23.5 31.5
Old : 28.6 36.1 38.8 43.3 25.4 33.9 34.7 39.2
Other: 37.5 51.6 50.0 58.7 37.4 48.8 49.6 55.2
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 40,263: 8,469 51 3,111 19,622 27,986 31,201 31,148: 9,062 9,116
Old : 36,418: 9,937 54 1,400 17,194 26,966 28,531 28,419: 7,888 7,999
Other: 3,845: 103 1,568 141 2,427 1,020 2,671 2,728: 1,174 1,116
: : :
: : Changes in Commitments from: November 15, 2005 :
: 812: -1,168 -99 674 1,897 -283 1,403 291: -591 521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 0.1 7.7 48.7 69.5 77.5 77.4: 22.5 22.6
Old : 100.0: 27.3 0.1 3.8 47.2 74.0 78.3 78.0: 21.7 22.0
Other: 100.0: 2.7 40.8 3.7 63.1 26.5 69.5 71.0: 30.5 29.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 20 2 10 24 20 47 30:
Old : 51: 22 1 7 23 20 46 27:
Other: 26: 3 7 5 11 10 17 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 46.5 44.7 59.9 18.8 31.7 29.5 41.1
Old : 31.7 50.9 44.5 64.8 18.0 35.5 29.8 45.9
Other: 49.4 42.7 63.4 62.0 36.9 35.8 48.1 48.8
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 118,096: 14,995 23,057 23,711 68,174 62,201 106,880 108,968: 11,215 9,127
Old : 115,840: 15,010 23,111 23,187 66,704 60,530 104,901 106,828: 10,938 9,012
Other: 2,256: 180 141 329 1,470 1,671 1,979 2,140: 277 116
: : :
: : Changes in Commitments from: November 15, 2005 :
: -13,614: -2,910 8,396 -1,683 -7,095 -18,655 -11,688 -11,943: -1,926 -1,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 19.5 20.1 57.7 52.7 90.5 92.3: 9.5 7.7
Old : 100.0: 13.0 20.0 20.0 57.6 52.3 90.6 92.2: 9.4 7.8
Other: 100.0: 8.0 6.2 14.6 65.2 74.1 87.7 94.9: 12.3 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 67 69 65 67 60 167 163:
Old : 222: 67 69 64 66 60 165 163:
Other: 44: 10 11 14 9 17 24 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 26.9 38.5 35.4 24.6 23.1 36.1 30.2
Old : 25.4 27.3 39.2 36.1 25.1 23.5 37.5 30.5
Other: 58.1 60.4 73.2 72.7 58.1 57.2 67.9 67.4
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 53,472: 14,530 2,623 12,929 20,607 33,490 48,066 49,042: 5,405 4,429
Old : 53,325: 14,530 2,654 12,866 20,528 33,383 47,924 48,902: 5,401 4,423
Other: 146: 33 2 31 79 107 142 140: 4 6
: : :
: : Changes in Commitments from: November 15, 2005 :
: -1,640: -2,354 371 -567 1,115 -1,782 -1,806 -1,978: 166 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 4.9 24.2 38.5 62.6 89.9 91.7: 10.1 8.3
Old : 100.0: 27.2 5.0 24.1 38.5 62.6 89.9 91.7: 10.1 8.3
Other: 100.0: 22.4 1.7 21.0 53.8 73.2 97.3 95.9: 2.7 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 59 39 30 28 23 108 72:
Old : 132: 59 39 30 28 23 108 72:
Other: 9: 5 1 3 1 3 7 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 : 25.6 43.4 38.6 57.1 16.5 29.3 22.9 38.3
Old : 25.5 43.5 38.5 57.1 16.6 29.5 23.0 38.3
Other: 84.3 90.1 97.3 95.9 63.2 65.6 67.0 65.6
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 131,846: 27,298 26,593 9,477 86,440 90,410 123,215 126,480: 8,632 5,367
Old : 109,271: 27,584 26,802 8,895 64,482 68,314 100,961 104,012: 8,310 5,259
Other: 22,575: 215 291 81 21,958 22,096 22,254 22,468: 322 107
: : :
: : Changes in Commitments from: November 15, 2005 :
: -6,983: 462 -11,297 -290 -5,590 5,981 -5,418 -5,606: -1,564 -1,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 20.2 7.2 65.6 68.6 93.5 95.9: 6.5 4.1
Old : 100.0: 25.2 24.5 8.1 59.0 62.5 92.4 95.2: 7.6 4.8
Other: 100.0: 1.0 1.3 0.4 97.3 97.9 98.6 99.5: 1.4 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 48 48 30 52 36 116 101:
Old : 158: 49 50 29 50 35 114 99:
Other: 29: 4 3 3 13 14 17 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 : 33.1 26.1 48.2 43.8 24.3 20.7 35.0 31.6
Old : 33.6 24.5 49.4 39.2 30.7 22.5 42.7 35.5
Other: 64.2 73.5 93.3 93.3 50.2 50.8 66.6 65.3
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 658,975: 160,927 10,505 129,242 282,162 477,261 572,331 617,007: 86,644 41,968
Old : 658,975: 160,927 10,505 129,242 282,162 477,261 572,331 617,007: 86,644 41,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 14,155: 1,648 950 -1,433 12,596 16,775 12,811 16,293: 1,344 -2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 1.6 19.6 42.8 72.4 86.9 93.6: 13.1 6.4
Old : 100.0: 24.4 1.6 19.6 42.8 72.4 86.9 93.6: 13.1 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 72 26 47 64 62 159 115:
Old : 173: 72 26 47 64 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 : 14.2 26.6 24.8 45.2 11.0 20.0 18.0 31.8
Old : 14.2 26.6 24.8 45.2 11.0 20.0 18.0 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 100,395: 15,319 12,320 29,825 44,901 51,071 90,045 93,215: 10,351 7,180
Old : 97,345: 15,360 13,252 28,145 43,755 49,144 87,259 90,542: 10,086 6,804
Other: 3,050: 1,011 119 628 1,146 1,926 2,785 2,674: 264 376
: : :
: : Changes in Commitments from: November 15, 2005 :
: -6,449: -235 1,187 536 -5,576 -7,704 -5,274 -5,981: -1,174 -468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.3 29.7 44.7 50.9 89.7 92.8: 10.3 7.2
Old : 100.0: 15.8 13.6 28.9 44.9 50.5 89.6 93.0: 10.4 7.0
Other: 100.0: 33.1 3.9 20.6 37.6 63.2 91.3 87.7: 8.7 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 112 71 84 87 89 241 210:
Old : 302: 114 73 84 87 88 241 209:
Other: 57: 14 9 18 13 27 35 46:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 17.2 28.0 27.5 16.8 12.8 24.6 19.2
Old : 17.5 17.5 28.7 28.0 17.3 13.4 25.3 20.2
Other: 51.0 32.3 72.2 54.4 35.1 28.5 47.5 38.6
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 38,992: 31,588 2,033 2,411 1,146 32,244 35,145 36,689: 3,847 2,303
Old : 38,992: 31,588 2,033 2,411 1,146 32,244 35,145 36,689: 3,847 2,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -3,558: -1,259 -1,571 32 -2,550 -2,245 -3,777 -3,784: 220 226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 5.2 6.2 2.9 82.7 90.1 94.1: 9.9 5.9
Old : 100.0: 81.0 5.2 6.2 2.9 82.7 90.1 94.1: 9.9 5.9
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 : 62: 39 7 8 11 9 52 23:
Old : 62: 39 7 8 11 9 52 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 : 43.3 82.7 63.0 90.4 43.3 79.9 61.7 86.0
Old : 43.3 82.7 63.0 90.4 43.3 79.9 61.7 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 234,951: 17,054 23,867 56,278 124,672 122,835 198,004 202,980: 36,948 31,972
Old : 234,951: 17,054 23,867 56,278 124,672 122,835 198,004 202,980: 36,948 31,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,761: 1,766 -2,619 4,003 276 4,148 6,045 5,532: -1,284 -771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 10.2 24.0 53.1 52.3 84.3 86.4: 15.7 13.6
Old : 100.0: 7.3 10.2 24.0 53.1 52.3 84.3 86.4: 15.7 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 : 150: 36 32 46 73 72 131 131:
Old : 150: 36 32 46 73 72 131 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 17.0 30.3 26.6 12.1 9.4 17.1 16.0
Old : 18.4 17.0 30.3 26.6 12.1 9.4 17.1 16.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 913,707: 33,538 90,027 395,912 401,493 386,769 830,944 872,708: 82,763 40,998
Old : 913,707: 33,538 90,027 395,912 401,493 386,769 830,944 872,708: 82,763 40,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 296: -1,501 3,401 -2,576 1,810 -1,748 -2,267 -923: 2,563 1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 9.9 43.3 43.9 42.3 90.9 95.5: 9.1 4.5
Old : 100.0: 3.7 9.9 43.3 43.9 42.3 90.9 95.5: 9.1 4.5
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 : 207: 52 57 82 97 88 194 182:
Old : 207: 52 57 82 97 88 194 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 27.2 37.7 41.2 6.0 8.0 8.9 11.7
Old : 24.2 27.2 37.7 41.2 6.0 8.0 8.9 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 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
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 54,916: 2,420 372 554 46,501 51,056 49,475 51,982: 5,441 2,934
Old : 54,916: 2,420 372 554 46,501 51,056 49,475 51,982: 5,441 2,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 14,063: -517 0 122 15,638 13,879 15,243 14,001: -1,180 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.7 1.0 84.7 93.0 90.1 94.7: 9.9 5.3
Old : 100.0: 4.4 0.7 1.0 84.7 93.0 90.1 94.7: 9.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 1 17 18 18 20:
Old : 28: 1 1 1 17 18 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 : 59.6 69.7 78.8 80.5 57.4 69.1 74.6 79.6
Old : 59.6 69.7 78.8 80.5 57.4 69.1 74.6 79.6
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 39,469: 0 8,475 922 32,995 23,582 33,917 32,979: 5,552 6,490
Old : 39,469: 0 8,475 922 32,995 23,582 33,917 32,979: 5,552 6,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 509: 0 1,444 -96 881 -1,364 785 -16: -276 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.5 2.3 83.6 59.7 85.9 83.6: 14.1 16.4
Old : 100.0: 0.0 21.5 2.3 83.6 59.7 85.9 83.6: 14.1 16.4
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 : 23: 0 2 2 17 14 19 16:
Old : 23: 0 2 2 17 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 46.0 65.6 66.5 39.6 43.4 59.7 62.2
Old : 41.6 46.0 65.6 66.5 39.6 43.4 59.7 62.2
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 108,418: 16,816 2,308 2,833 82,463 93,006 102,112 98,147: 6,306 10,271
Old : 108,418: 16,816 2,308 2,833 82,463 93,006 102,112 98,147: 6,306 10,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,576: 2,248 -166 -1,083 550 1,218 1,715 -31: -139 1,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 2.1 2.6 76.1 85.8 94.2 90.5: 5.8 9.5
Old : 100.0: 15.5 2.1 2.6 76.1 85.8 94.2 90.5: 5.8 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 2 4 27 27 32 32:
Old : 39: 4 2 4 27 27 32 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 : 44.8 43.9 61.1 61.2 43.2 40.1 55.9 55.2
Old : 44.8 43.9 61.1 61.2 43.2 40.1 55.9 55.2
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 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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 56,062: 2,904 5,684 0 49,351 43,388 52,255 49,072: 3,807 6,990
Old : 56,062: 2,904 5,684 0 49,351 43,388 52,255 49,072: 3,807 6,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 76: 0 0 0 85 23 85 23: -9 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 10.1 0.0 88.0 77.4 93.2 87.5: 6.8 12.5
Old : 100.0: 5.2 10.1 0.0 88.0 77.4 93.2 87.5: 6.8 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 0 16 15 17 17:
Old : 25: 1 2 0 16 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 : 55.0 43.9 76.3 65.7 50.5 43.2 69.1 63.3
Old : 55.0 43.9 76.3 65.7 50.5 43.2 69.1 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 75,962: 0 11,703 3,982 60,296 53,233 64,278 68,918: 11,684 7,044
Old : 75,962: 0 11,703 3,982 60,296 53,233 64,278 68,918: 11,684 7,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 5,898: 0 -1,066 399 430 2,737 829 2,070: 5,069 3,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.4 5.2 79.4 70.1 84.6 90.7: 15.4 9.3
Old : 100.0: 0.0 15.4 5.2 79.4 70.1 84.6 90.7: 15.4 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 : 25: 0 3 3 18 18 21 21:
Old : 25: 0 3 3 18 18 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 54.4 62.6 72.7 35.3 43.6 51.7 55.5
Old : 38.7 54.4 62.6 72.7 35.3 43.6 51.7 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 76,871: 20,366 5,521 4,710 42,788 60,759 67,864 70,990: 9,007 5,881
Old : 76,871: 20,366 5,521 4,710 42,788 60,759 67,864 70,990: 9,007 5,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 2,214: -2,167 131 638 4,138 2,155 2,609 2,924: -395 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 7.2 6.1 55.7 79.0 88.3 92.3: 11.7 7.7
Old : 100.0: 26.5 7.2 6.1 55.7 79.0 88.3 92.3: 11.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 3 21 20 25 24:
Old : 28: 2 3 3 21 20 25 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 : 53.9 45.7 69.7 64.0 43.8 36.5 53.6 49.8
Old : 53.9 45.7 69.7 64.0 43.8 36.5 53.6 49.8
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,078: 0 1,670 1,801 60,778 55,497 62,579 58,968: 2,499 6,110
Old : 65,078: 0 1,670 1,801 60,778 55,497 62,579 58,968: 2,499 6,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,162: -36 1,670 -581 2,233 -327 1,616 762: -454 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 2.8 93.4 85.3 96.2 90.6: 3.8 9.4
Old : 100.0: 0.0 2.6 2.8 93.4 85.3 96.2 90.6: 3.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 19 19 20 20:
Old : 26: 0 1 1 19 19 20 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 : 58.5 43.2 77.5 66.3 58.3 39.3 68.4 56.1
Old : 58.5 43.2 77.5 66.3 58.3 39.3 68.4 56.1
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,873: 0 6,936 3,022 46,792 40,457 49,814 50,415: 8,059 7,458
Old : 57,873: 0 6,936 3,022 46,792 40,457 49,814 50,415: 8,059 7,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 3,128: 0 -2,171 1,084 -166 3,033 918 1,946: 2,210 1,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.0 5.2 80.9 69.9 86.1 87.1: 13.9 12.9
Old : 100.0: 0.0 12.0 5.2 80.9 69.9 86.1 87.1: 13.9 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 23 18 25 20:
Old : 27: 0 2 2 23 18 25 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 : 33.7 45.1 53.0 69.3 23.8 35.4 35.2 43.8
Old : 33.7 45.1 53.0 69.3 23.8 35.4 35.2 43.8
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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 48,157: 0 4,176 18 39,899 38,217 39,917 42,411: 8,240 5,746
Old : 48,157: 0 4,176 18 39,899 38,217 39,917 42,411: 8,240 5,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.7 0.0 82.9 79.4 82.9 88.1: 17.1 11.9
Old : 100.0: 0.0 8.7 0.0 82.9 79.4 82.9 88.1: 17.1 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 14 12 15 13:
Old : 20: 0 1 1 14 12 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 64.0 74.9 84.2 59.1 64.0 73.6 81.7
Old : 59.5 64.0 74.9 84.2 59.1 64.0 73.6 81.7
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 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 43,805: 738 0 2,633 36,186 36,507 39,557 39,140: 4,248 4,665
Old : 43,805: 738 0 2,633 36,186 36,507 39,557 39,140: 4,248 4,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 3,055: 738 -222 753 1,058 2,524 2,549 3,055: 506 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 6.0 82.6 83.3 90.3 89.4: 9.7 10.6
Old : 100.0: 1.7 0.0 6.0 82.6 83.3 90.3 89.4: 9.7 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 14 15 15 16:
Old : 20: 1 0 1 14 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 57.0 75.6 78.2 52.0 53.6 65.4 65.2
Old : 56.3 57.0 75.6 78.2 52.0 53.6 65.4 65.2
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,602: 18,711 0 1,824 41,170 60,203 61,705 62,027: 5,897 5,575
Old : 67,602: 18,711 0 1,824 41,170 60,203 61,705 62,027: 5,897 5,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,125: 980 0 -366 207 1,491 821 1,125: 304 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 0.0 2.7 60.9 89.1 91.3 91.8: 8.7 8.2
Old : 100.0: 27.7 0.0 2.7 60.9 89.1 91.3 91.8: 8.7 8.2
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 : 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 : 61.1 45.8 81.1 68.5 39.7 29.1 46.1 39.3
Old : 61.1 45.8 81.1 68.5 39.7 29.1 46.1 39.3
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 52,936: 3,184 578 3,619 37,739 36,876 44,542 41,073: 8,394 11,863
Old : 52,936: 3,184 578 3,619 37,739 36,876 44,542 41,073: 8,394 11,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 2,389: -1,351 578 305 1,721 1,749 675 2,632: 1,714 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.1 6.8 71.3 69.7 84.1 77.6: 15.9 22.4
Old : 100.0: 6.0 1.1 6.8 71.3 69.7 84.1 77.6: 15.9 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 19 16 21 19:
Old : 25: 1 2 2 19 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 38.8 65.7 59.3 39.4 31.9 54.9 46.1
Old : 43.7 38.8 65.7 59.3 39.4 31.9 54.9 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 59,990: 35 248 1,677 50,585 50,380 52,297 52,305: 7,693 7,685
Old : 59,990: 35 248 1,677 50,585 50,380 52,297 52,305: 7,693 7,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.4 2.8 84.3 84.0 87.2 87.2: 12.8 12.8
Old : 100.0: 0.1 0.4 2.8 84.3 84.0 87.2 87.2: 12.8 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 16 15 17 17:
Old : 22: 1 1 1 16 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 : 68.3 55.5 78.4 76.6 67.0 53.4 71.6 68.4
Old : 68.3 55.5 78.4 76.6 67.0 53.4 71.6 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 179,537: 2,290 10,597 10,760 150,603 148,345 163,653 169,702: 15,884 9,835
Old : 179,537: 2,290 10,597 10,760 150,603 148,345 163,653 169,702: 15,884 9,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.9 6.0 83.9 82.6 91.2 94.5: 8.8 5.5
Old : 100.0: 1.3 5.9 6.0 83.9 82.6 91.2 94.5: 8.8 5.5
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 : 46: 2 4 6 34 31 40 37:
Old : 46: 2 4 6 34 31 40 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 : 37.5 35.6 58.0 53.9 31.8 34.2 48.5 49.7
Old : 37.5 35.6 58.0 53.9 31.8 34.2 48.5 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 85,524: 2,658 649 4,423 68,868 70,903 75,949 75,975: 9,575 9,549
Old : 85,524: 2,658 649 4,423 68,868 70,903 75,949 75,975: 9,575 9,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.8 5.2 80.5 82.9 88.8 88.8: 11.2 11.2
Old : 100.0: 3.1 0.8 5.2 80.5 82.9 88.8 88.8: 11.2 11.2
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 : 28: 1 1 1 18 18 20 19:
Old : 28: 1 1 1 18 18 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 : 39.1 64.1 64.0 81.2 38.2 64.0 60.4 76.2
Old : 39.1 64.1 64.0 81.2 38.2 64.0 60.4 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,202: 18,820 1,426 1,680 44,750 59,891 65,250 62,997: 1,952 4,205
Old : 67,202: 18,820 1,426 1,680 44,750 59,891 65,250 62,997: 1,952 4,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 2.1 2.5 66.6 89.1 97.1 93.7: 2.9 6.3
Old : 100.0: 28.0 2.1 2.5 66.6 89.1 97.1 93.7: 2.9 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 12 14 14 16:
Old : 21: 2 1 1 12 14 14 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 : 72.6 74.4 91.3 87.5 42.1 35.1 47.9 44.9
Old : 72.6 74.4 91.3 87.5 42.1 35.1 47.9 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 155,231: 7,071 0 4,337 137,159 142,314 148,567 146,651: 6,664 8,580
Old : 155,231: 7,071 0 4,337 137,159 142,314 148,567 146,651: 6,664 8,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 2.8 88.4 91.7 95.7 94.5: 4.3 5.5
Old : 100.0: 4.6 0.0 2.8 88.4 91.7 95.7 94.5: 4.3 5.5
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 : 38: 3 0 2 32 31 35 33:
Old : 38: 3 0 2 32 31 35 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 : 48.3 41.5 65.9 59.0 32.9 30.1 46.5 42.4
Old : 48.3 41.5 65.9 59.0 32.9 30.1 46.5 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 162,361: 15,755 1,415 17,380 125,569 141,062 158,704 159,857: 3,657 2,504
Old : 162,361: 15,755 1,415 17,380 125,569 141,062 158,704 159,857: 3,657 2,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.9 10.7 77.3 86.9 97.7 98.5: 2.3 1.5
Old : 100.0: 9.7 0.9 10.7 77.3 86.9 97.7 98.5: 2.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 2 7 37 31 45 38:
Old : 48: 6 2 7 37 31 45 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 : 35.9 55.2 52.8 70.8 31.3 52.3 42.2 61.0
Old : 35.9 55.2 52.8 70.8 31.3 52.3 42.2 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 142,006: 4,533 5,363 4,139 117,857 117,550 126,529 127,052: 15,477 14,954
Old : 142,006: 4,533 5,363 4,139 117,857 117,550 126,529 127,052: 15,477 14,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.8 2.9 83.0 82.8 89.1 89.5: 10.9 10.5
Old : 100.0: 3.2 3.8 2.9 83.0 82.8 89.1 89.5: 10.9 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 2 28 27 30 29:
Old : 35: 1 1 2 28 27 30 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 : 41.4 54.9 59.3 70.0 36.6 54.2 50.3 65.2
Old : 41.4 54.9 59.3 70.0 36.6 54.2 50.3 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 160,067: 4,345 20,412 13,431 133,013 119,346 150,789 153,189: 9,278 6,878
Old : 160,067: 4,345 20,412 13,431 133,013 119,346 150,789 153,189: 9,278 6,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 12.8 8.4 83.1 74.6 94.2 95.7: 5.8 4.3
Old : 100.0: 2.7 12.8 8.4 83.1 74.6 94.2 95.7: 5.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 6 8 27 29 35 39:
Old : 42: 4 6 8 27 29 35 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 37.4 69.5 57.0 43.1 34.3 55.0 48.4
Old : 45.1 37.4 69.5 57.0 43.1 34.3 55.0 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 63,731: 1,109 16,534 2,575 57,820 35,868 61,504 54,977: 2,227 8,754
Old : 63,731: 1,109 16,534 2,575 57,820 35,868 61,504 54,977: 2,227 8,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 25.9 4.0 90.7 56.3 96.5 86.3: 3.5 13.7
Old : 100.0: 1.7 25.9 4.0 90.7 56.3 96.5 86.3: 3.5 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 5 5 17 19 23 25:
Old : 29: 2 5 5 17 19 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 32.8 78.2 55.8 54.6 29.3 63.6 47.7
Old : 60.6 32.8 78.2 55.8 54.6 29.3 63.6 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 1,465,330: 330,743 55,553 294,186 796,476 1,078,722 1,421,405 1,428,461: 43,925 36,869
Old : 1,465,330: 330,743 55,553 294,186 796,476 1,078,722 1,421,405 1,428,461: 43,925 36,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 57,053: -4,780 -1,531 9,178 26,800 23,971 31,198 31,618: 25,855 25,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 3.8 20.1 54.4 73.6 97.0 97.5: 3.0 2.5
Old : 100.0: 22.6 3.8 20.1 54.4 73.6 97.0 97.5: 3.0 2.5
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 : 143: 32 10 35 97 82 137 119:
Old : 143: 32 10 35 97 82 137 119:
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 : 24.1 24.1 37.8 40.4 15.6 17.2 24.5 29.7
Old : 24.1 24.1 37.8 40.4 15.6 17.2 24.5 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 328,201: 80,990 107,410 73,851 170,697 145,444 325,538 326,705: 2,663 1,496
Old : 328,201: 80,990 107,410 73,851 170,697 145,444 325,538 326,705: 2,663 1,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 19,765: 8,125 9,922 -1,540 13,605 10,934 20,190 19,316: -425 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 32.7 22.5 52.0 44.3 99.2 99.5: 0.8 0.5
Old : 100.0: 24.7 32.7 22.5 52.0 44.3 99.2 99.5: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 15 8 17 33 30 53 50:
Old : 58: 15 8 17 33 30 53 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 54.7 56.0 71.7 22.7 39.7 32.8 45.3
Old : 33.8 54.7 56.0 71.7 22.7 39.7 32.8 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 86,028: 22,176 8,198 17,121 46,634 60,694 85,931 86,013: 97 15
Old : 86,028: 22,176 8,198 17,121 46,634 60,694 85,931 86,013: 97 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 843: -123 2,346 -90 1,789 -560 1,576 1,696: -733 -853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 9.5 19.9 54.2 70.6 99.9 100.0: 0.1 0.0
Old : 100.0: 25.8 9.5 19.9 54.2 70.6 99.9 100.0: 0.1 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 : 55: 4 7 11 40 43 51 54:
Old : 55: 4 7 11 40 43 51 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 : 50.3 35.0 66.4 55.4 38.2 25.9 42.8 38.1
Old : 50.3 35.0 66.4 55.4 38.2 25.9 42.8 38.1
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 25,738: 4,765 4,084 2,222 18,751 18,923 25,738 25,229: 0 509
Old : 25,738: 4,765 4,084 2,222 18,751 18,923 25,738 25,229: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -617: 1,293 -42 -497 -1,372 -37 -576 -576: -41 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 15.9 8.6 72.9 73.5 100.0 98.0: 0.0 2.0
Old : 100.0: 18.5 15.9 8.6 72.9 73.5 100.0 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 : 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 : 59.2 48.2 77.9 72.4 51.7 45.4 68.5 62.7
Old : 59.2 48.2 77.9 72.4 51.7 45.4 68.5 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 12,582: 1,677 5,199 932 9,973 6,451 12,582 12,582: 0 0
Old : 12,582: 1,677 5,199 932 9,973 6,451 12,582 12,582: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 1,234: 0 848 86 1,148 300 1,234 1,234: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 41.3 7.4 79.3 51.3 100.0 100.0: 0.0 0.0
Old : 100.0: 13.3 41.3 7.4 79.3 51.3 100.0 100.0: 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 17 11 21 15:
Old : 26: 3 3 2 17 11 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 55.5 78.6 80.9 42.1 52.4 59.5 70.7
Old : 55.8 55.5 78.6 80.9 42.1 52.4 59.5 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 20,412: 3,900 5,420 2,374 13,965 12,274 20,239 20,068: 173 344
Old : 20,412: 3,900 5,420 2,374 13,965 12,274 20,239 20,068: 173 344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 940: -140 48 320 919 728 1,099 1,096: -159 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 26.6 11.6 68.4 60.1 99.2 98.3: 0.8 1.7
Old : 100.0: 19.1 26.6 11.6 68.4 60.1 99.2 98.3: 0.8 1.7
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 : 31: 4 3 7 21 22 28 29:
Old : 31: 4 3 7 21 22 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 50.8 63.7 77.2 33.9 40.2 49.0 58.4
Old : 41.3 50.8 63.7 77.2 33.9 40.2 49.0 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 22,810: 10,000 120 1,350 10,782 20,772 22,132 22,242: 678 568
Old : 22,810: 10,000 120 1,350 10,782 20,772 22,132 22,242: 678 568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -126: -240 0 60 12 -226 -168 -166: 42 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 0.5 5.9 47.3 91.1 97.0 97.5: 3.0 2.5
Old : 100.0: 43.8 0.5 5.9 47.3 91.1 97.0 97.5: 3.0 2.5
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 : 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 : 65.4 52.1 78.1 74.8 58.4 49.2 70.6 68.4
Old : 65.4 52.1 78.1 74.8 58.4 49.2 70.6 68.4
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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 10,807: 618 80 904 8,672 9,523 10,194 10,507: 613 300
Old : 10,807: 618 80 904 8,672 9,523 10,194 10,507: 613 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 197: -128 0 100 132 97 104 197: 93 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.7 8.4 80.2 88.1 94.3 97.2: 5.7 2.8
Old : 100.0: 5.7 0.7 8.4 80.2 88.1 94.3 97.2: 5.7 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 12 18 15:
Old : 21: 2 1 2 16 12 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 70.0 79.3 89.7 39.4 65.6 59.9 69.0
Old : 49.4 70.0 79.3 89.7 39.4 65.6 59.9 69.0
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 1,405,694: 121,952 86,733 415,959 813,845 831,697 1,351,756 1,334,389: 53,938 71,305
Old : 1,405,694: 121,952 86,733 415,959 813,845 831,697 1,351,756 1,334,389: 53,938 71,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: -31,899: -3,010 -19,215 5,746 -16,473 -3,602 -13,737 -17,071: -18,162 -14,828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 6.2 29.6 57.9 59.2 96.2 94.9: 3.8 5.1
Old : 100.0: 8.7 6.2 29.6 57.9 59.2 96.2 94.9: 3.8 5.1
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 : 262: 78 86 106 82 79 217 222:
Old : 262: 78 86 106 82 79 217 222:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 20.8 34.0 32.0 9.0 7.1 13.2 11.6
Old : 23.1 20.8 34.0 32.0 9.0 7.1 13.2 11.6
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 14,981: 8,740 2,311 455 2,473 11,758 11,668 14,524: 3,313 457
Old : 14,981: 8,740 2,311 455 2,473 11,758 11,668 14,524: 3,313 457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 143: 53 -48 16 -368 203 -299 171: 442 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 15.4 3.0 16.5 78.5 77.9 96.9: 22.1 3.1
Old : 100.0: 58.3 15.4 3.0 16.5 78.5 77.9 96.9: 22.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 59 13 9 15 26 81 44:
Old : 114: 59 13 9 15 26 81 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 37.0 37.3 55.4 25.6 37.0 37.2 55.4
Old : 25.8 37.0 37.3 55.4 25.6 37.0 37.2 55.4
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 13,492: 10,153 745 0 997 11,480 11,150 12,225: 2,342 1,267
Old : 13,492: 10,153 745 0 997 11,480 11,150 12,225: 2,342 1,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 578: 342 74 0 26 535 368 609: 210 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 5.5 0.0 7.4 85.1 82.6 90.6: 17.4 9.4
Old : 100.0: 75.3 5.5 0.0 7.4 85.1 82.6 90.6: 17.4 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 : 65: 31 7 0 8 23 39 30:
Old : 65: 31 7 0 8 23 39 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 : 36.6 46.0 51.7 68.8 36.6 44.5 51.7 67.3
Old : 36.6 46.0 51.7 68.8 36.6 44.5 51.7 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 168,556: 27,537 8,592 33,472 96,086 115,127 157,094 157,190: 11,461 11,366
Old : 168,556: 27,537 8,592 33,472 96,086 115,127 157,094 157,190: 11,461 11,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2005 :
: 4,874: 519 148 2,101 3,531 2,360 6,151 4,609: -1,277 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 5.1 19.9 57.0 68.3 93.2 93.3: 6.8 6.7
Old : 100.0: 16.3 5.1 19.9 57.0 68.3 93.2 93.3: 6.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 49 24 41 75 73 142 125:
Old : 162: 49 24 41 75 73 142 125:
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 : 21.9 19.5 37.2 32.6 17.7 15.7 26.2 23.4
Old : 21.9 19.5 37.2 32.6 17.7 15.7 26.2 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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
Updated December 2, 2005