WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 312,296
COMMITMENTS
48,934 88,443 46,995 189,013 138,899 284,942 274,337 27,354 37,959
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 18,432)
5,805 118 6,375 4,479 9,279 16,658 15,772 1,773 2,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 28.3 15.0 60.5 44.5 91.2 87.8 8.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
88 107 87 49 61 185 217
WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 293,865
COMMITMENTS
43,129 88,326 40,620 184,535 129,620 268,284 258,565 25,581 35,299
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 5,415)
2,540 5,854 1,314 1,099 97 4,953 7,265 462 -1,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 30.1 13.8 62.8 44.1 91.3 88.0 8.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
71 120 75 50 57 169 213
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 890,355
COMMITMENTS
118,399 145,600 144,435 481,691 387,535 744,525 677,570 145,830 212,785
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 8,513)
-15,389 12,999 3,747 19,293 -11,790 7,651 4,956 862 3,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 16.4 16.2 54.1 43.5 83.6 76.1 16.4 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
151 132 149 218 231 437 453
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 881,842
COMMITMENTS
133,788 132,601 140,689 462,398 399,324 736,875 672,614 144,968 209,228
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,775)
10,301 4,663 -3,435 -9,013 -2,666 -2,147 -1,438 -1,629 -2,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 15.0 16.0 52.4 45.3 83.6 76.3 16.4 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578)
151 131 156 212 234 442 454
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,833
COMMITMENTS
2,193 495 535 1,755 4,048 4,484 5,078 2,349 1,755
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -148)
-116 -30 -42 -134 7 -292 -65 145 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 7.2 7.8 25.7 59.2 65.6 74.3 34.4 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 5 5 10 15 22 24
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,980
COMMITMENTS
2,309 525 577 1,889 4,040 4,776 5,143 2,204 1,838
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -246)
-107 28 9 -25 -366 -123 -329 -123 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 7.5 8.3 27.1 57.9 68.4 73.7 31.6 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 7 6 10 15 25 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 336,421
COMMITMENTS
51,280 39,606 67,292 155,875 139,875 274,447 246,773 61,975 89,648
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 5,999)
-1,084 6,179 3,879 7,500 -6,696 10,295 3,362 -4,296 2,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 11.8 20.0 46.3 41.6 81.6 73.4 18.4 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
94 115 136 105 124 280 305
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 330,423
COMMITMENTS
52,364 33,427 63,414 148,374 146,571 264,152 243,411 66,271 87,011
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,912)
3,109 4,432 4,186 -1,840 -2,964 5,455 5,654 2,458 2,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 10.1 19.2 44.9 44.4 79.9 73.7 20.1 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
97 108 130 105 126 279 297
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 153,412
COMMITMENTS
20,361 27,732 23,263 87,769 82,685 131,393 133,680 22,019 19,732
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 2,158)
206 3,412 -85 2,036 -2,384 2,156 943 2 1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 18.1 15.2 57.2 53.9 85.6 87.1 14.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
30 46 34 51 42 101 110
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 151,253
COMMITMENTS
20,155 24,319 23,348 85,733 85,069 129,236 132,737 22,017 18,516
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,923)
872 2,323 -1,205 -13 -1,562 -346 -444 4,269 4,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 16.1 15.4 56.7 56.2 85.4 87.8 14.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
25 45 35 49 44 102 106
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 757,678
COMMITMENTS
91,919 58,641 100,867 423,401 414,987 616,187 574,496 141,490 183,182
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -70,659)
-3,668 -1,911 -13,652 -50,386 -48,797 -67,706 -64,359 -2,953 -6,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 7.7 13.3 55.9 54.8 81.3 75.8 18.7 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
33 32 48 70 80 130 135
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 828,336
COMMITMENTS
95,587 60,552 114,519 473,787 463,784 683,893 638,855 144,443 189,481
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 50,124)
7,746 5,913 1,260 18,397 1,985 27,403 9,157 22,721 40,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 7.3 13.8 57.2 56.0 82.6 77.1 17.4 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
30 34 48 78 85 137 140
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 133,214
COMMITMENTS
14,978 12,180 23,157 68,323 76,718 106,458 112,055 26,756 21,158
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 5,406)
-1,582 3,044 1,261 5,086 -82 4,764 4,222 642 1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 9.1 17.4 51.3 57.6 79.9 84.1 20.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
31 36 41 46 45 102 106
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 127,808
COMMITMENTS
16,560 9,136 21,897 63,237 76,800 101,694 107,833 26,114 19,975
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,280)
2,135 1,356 1,178 -787 -1,009 2,526 1,525 -246 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 7.1 17.1 49.5 60.1 79.6 84.4 20.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
33 32 39 49 48 106 104
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,272
COMMITMENTS
2,780 1,570 1,210 2,164 2,756 6,154 5,536 1,118 1,736
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 165)
-7 237 95 182 -260 270 73 -105 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 21.6 16.6 29.8 37.9 84.6 76.1 15.4 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 12 11 15 17 36 34
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,107
COMMITMENTS
2,787 1,333 1,115 1,982 3,015 5,884 5,464 1,223 1,643
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -472)
-40 -83 -210 -101 -165 -350 -458 -121 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 18.8 15.7 27.9 42.4 82.8 76.9 17.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 10 11 14 17 36 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 388,152
COMMITMENTS
114,492 85,630 2,819 207,048 185,727 324,360 274,176 63,792 113,975
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 43)
3,482 3,601 -4,112 -4,375 -5,271 -5,004 -5,782 5,047 5,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 22.1 0.7 53.3 47.8 83.6 70.6 16.4 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
18 29 7 44 46 65 79
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 388,109
COMMITMENTS
111,010 82,029 6,931 211,423 190,998 329,364 279,958 58,745 108,151
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,364)
1,980 -5,140 -3,422 7,617 22,112 6,175 13,550 6,189 -1,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 21.1 1.8 54.5 49.2 84.9 72.1 15.1 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
13 25 6 44 47 61 75
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,412,355
COMMITMENTS
330,666 375,559 416,968 1407735 1226878 2155368 2019405 256,987 392,951
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 60,485)
-14,887 -4,967 74,721 16,554 51,066 76,388 120,820 -15,904 -60,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 15.6 17.3 58.4 50.9 89.3 83.7 10.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
56 73 80 106 130 205 242
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,351,871
COMMITMENTS
345,553 380,526 342,247 1391181 1175813 2078980 1898585 272,891 453,286
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 65,031)
36,683 34,695 -23,385 34,960 -21,378 48,259 -10,068 16,772 75,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 16.2 14.6 59.2 50.0 88.4 80.7 11.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
54 70 71 103 121 195 226
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,428,798
COMMITMENTS
146,529 298,014 151,012 924,519 735,311 1222059 1184337 206,739 244,461
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -91,649)
-1,715 -32,534 6,635 -102,127 -43,483 -97,207 -69,382 5,557 -22,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 20.9 10.6 64.7 51.5 85.5 82.9 14.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
39 45 45 76 85 134 156
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,520,448
COMMITMENTS
148,243 330,548 144,377 1026646 778,794 1319266 1253719 201,182 266,729
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -33,141)
12,018 -26,839 6,221 -93,914 4,416 -75,674 -16,201 42,533 -16,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 21.7 9.5 67.5 51.2 86.8 82.5 13.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
36 47 40 74 82 128 151
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 765,591
COMMITMENTS
177,384 60,265 294,471 236,489 363,705 708,344 718,441 57,247 47,150
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 29,016)
18,201 13,887 -27,880 33,835 41,924 24,156 27,930 4,861 1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 7.9 38.5 30.9 47.5 92.5 93.8 7.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
43 31 47 61 59 129 112
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 736,574
COMMITMENTS
159,183 46,379 322,351 202,654 321,781 684,188 690,511 52,386 46,064
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 43,457)
23,040 1,530 35,804 -13,780 -8,399 45,064 28,935 -1,607 14,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 6.3 43.8 27.5 43.7 92.9 93.7 7.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
22 32 40 50 49 100 94
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,251
COMMITMENTS
8,161 6,610 2,956 29,473 30,935 40,590 40,501 12,661 12,750
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 18,018)
560 1,396 2,423 10,611 9,188 13,594 13,007 4,423 5,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 12.4 5.6 55.3 58.1 76.2 76.1 23.8 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
12 14 14 28 19 48 39
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 35,233
COMMITMENTS
7,601 5,213 533 18,861 21,746 26,995 27,493 8,238 7,740
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,645)
752 -991 105 2,991 3,610 3,847 2,724 -203 921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 14.8 1.5 53.5 61.7 76.6 78.0 23.4 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 10 7 22 15 37 29
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 88,319
COMMITMENTS
17,202 34,408 7,130 48,066 23,162 72,398 64,701 15,920 23,618
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 10,999)
2,567 -415 2,678 1,356 3,229 6,601 5,492 4,398 5,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 39.0 8.1 54.4 26.2 82.0 73.3 18.0 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 30 23 25 23 62 63
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,319
COMMITMENTS
14,635 34,823 4,452 46,710 19,934 65,797 59,209 11,522 18,111
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,792)
2,671 -80 814 -2,877 -704 608 30 3,184 3,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 45.0 5.8 60.4 25.8 85.1 76.6 14.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
20 33 15 19 16 50 53
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,703
COMMITMENTS
2,922 3,926 6,638 29,731 28,210 39,291 38,774 412 929
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -738)
492 -508 2,195 -2,529 -1,453 158 234 -896 -972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 9.9 16.7 74.9 71.1 99.0 97.7 1.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 16 4 17 21 27 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,441
COMMITMENTS
2,430 4,434 4,443 32,260 29,663 39,133 38,540 1,308 1,901
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,167)
-696 -84 2,600 -4,000 -4,711 -2,096 -2,195 -71 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 11.0 11.0 79.8 73.3 96.8 95.3 3.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 16 4 19 20 29 38
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,406
COMMITMENTS
945 2,025 1,784 13,035 10,808 15,763 14,617 5,643 6,788
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 441)
52 -214 -12 -134 216 -94 -11 534 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 9.5 8.3 60.9 50.5 73.6 68.3 26.4 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 5 10 20 17 31 28
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,965
COMMITMENTS
893 2,239 1,796 13,168 10,593 15,857 14,628 5,108 6,337
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,076)
-296 -196 -387 -2,076 -1,751 -2,759 -2,333 -317 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 10.7 8.6 62.8 50.5 75.6 69.8 24.4 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 4 11 21 18 33 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 112,056
COMMITMENTS
20,713 17,715 24,766 48,533 33,893 94,013 76,374 18,044 35,682
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -544)
156 -579 -2,690 102 1,868 -2,431 -1,400 1,887 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 15.8 22.1 43.3 30.2 83.9 68.2 16.1 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
44 42 55 28 39 117 102
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 112,600
COMMITMENTS
20,557 18,294 27,456 48,431 32,025 96,444 77,775 16,156 34,826
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,304)
2,374 -1,417 1,009 -879 2,095 2,504 1,686 800 1,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 16.2 24.4 43.0 28.4 85.7 69.1 14.3 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
46 43 58 27 34 119 101
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 161,249
COMMITMENTS
37,255 21,368 28,126 74,426 69,396 139,807 118,890 21,442 42,359
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 7,988)
157 -12,141 7,089 -125 6,889 7,120 1,836 868 6,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 13.3 17.4 46.2 43.0 86.7 73.7 13.3 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
59 54 61 70 101 164 191
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 153,261
COMMITMENTS
37,098 33,509 21,038 74,551 62,507 132,686 117,054 20,574 36,207
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,271)
2,005 -1,645 559 -2,181 126 383 -959 888 2,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 21.9 13.7 48.6 40.8 86.6 76.4 13.4 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
44 66 54 70 93 149 185
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,337
COMMITMENTS
1,280 1,633 257 621 572 2,158 2,462 2,180 1,876
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -140)
309 34 -117 -242 -60 -51 -143 -89 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 37.6 5.9 14.3 13.2 49.7 56.8 50.3 43.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 13 8 13 13 32 31
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,477
COMMITMENTS
971 1,598 374 863 632 2,208 2,604 2,269 1,873
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -378)
-22 -305 96 -352 -80 -278 -290 -99 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 35.7 8.3 19.3 14.1 49.3 58.2 50.7 41.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 12 8 13 12 30 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,854
COMMITMENTS
13,411 2,422 5,529 6,839 9,034 25,779 16,986 5,075 13,869
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 1,477)
968 -1,017 617 -213 89 1,372 -312 105 1,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 7.9 17.9 22.2 29.3 83.6 55.1 16.4 44.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
53 20 25 39 46 108 78
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,377
COMMITMENTS
12,443 3,440 4,912 7,052 8,945 24,407 17,297 4,970 12,080
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 100)
475 -614 -212 -208 485 55 -342 44 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 11.7 16.7 24.0 30.5 83.1 58.9 16.9 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
46 20 31 37 35 105 70
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 146,666
COMMITMENTS
46,963 16,382 2,807 60,410 107,533 110,179 126,722 36,487 19,945
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 20,216)
-587 -511 5 15,790 17,648 15,208 17,142 5,007 3,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 11.2 1.9 41.2 73.3 75.1 86.4 24.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
29 14 10 30 30 64 49
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 126,451
COMMITMENTS
47,550 16,892 2,802 44,619 89,886 94,971 109,580 31,480 16,871
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 6,812)
1,172 127 1,489 3,600 6,561 6,261 8,177 551 -1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 13.4 2.2 35.3 71.1 75.1 86.7 24.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
28 15 10 26 26 61 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 61,242
COMMITMENTS
4,175 19,141 147 43,370 29,536 47,692 48,824 13,550 12,418
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -857)
-10,769 3,412 -375 6,471 -7,915 -4,673 -4,878 3,816 4,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 31.3 0.2 70.8 48.2 77.9 79.7 22.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 16 1 15 19 20 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 62,100
COMMITMENTS
14,944 15,729 522 36,899 37,451 52,365 53,702 9,735 8,398
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -6,165)
10,936 -20,155 521 -26,682 14,716 -15,225 -4,918 9,060 -1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 25.3 0.8 59.4 60.3 84.3 86.5 15.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 12 2 7 16 17 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 88,472
COMMITMENTS
45,010 5,397 1,549 34,180 73,557 80,739 80,503 7,733 7,969
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 12,590)
-12 3,453 862 7,897 6,773 8,746 11,088 3,843 1,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 6.1 1.8 38.6 83.1 91.3 91.0 8.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
42 9 8 21 18 68 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 75,882
COMMITMENTS
45,022 1,944 687 26,283 66,784 71,993 69,415 3,890 6,467
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 5,040)
5,247 -2,951 194 -1,327 8,373 4,114 5,616 926 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.3 2.6 0.9 34.6 88.0 94.9 91.5 5.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
43 9 5 19 16 64 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 93,498
COMMITMENTS
27,249 8,935 1,347 41,201 67,386 69,797 77,667 23,700 15,830
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 8,876)
1,388 -5,907 -217 2,384 4,764 3,556 -1,361 5,320 10,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 9.6 1.4 44.1 72.1 74.7 83.1 25.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 9 7 17 26 39 39
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 84,622
COMMITMENTS
25,861 14,842 1,564 38,817 62,622 66,242 79,028 18,380 5,594
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 4,213)
7,492 -6,019 880 -6,650 14,809 1,722 9,670 2,490 -5,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 17.5 1.8 45.9 74.0 78.3 93.4 21.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 18 6 20 24 41 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 213,801
COMMITMENTS
8,637 45,847 5,759 169,995 132,402 184,391 184,008 29,410 29,793
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 9,710)
2,303 3,132 41 -4,053 -8,955 -1,709 -5,782 11,419 15,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 21.4 2.7 79.5 61.9 86.2 86.1 13.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
14 30 11 32 37 52 73
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 204,091
COMMITMENTS
6,334 42,715 5,718 174,048 141,357 186,100 189,789 17,991 14,301
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,413)
350 -13,567 377 -4,846 14,691 -4,120 1,500 2,707 -2,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 20.9 2.8 85.3 69.3 91.2 93.0 8.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
12 30 9 28 35 46 68
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 179,398
COMMITMENTS
28,490 21,997 10,177 91,209 104,199 129,876 136,373 49,522 43,025
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -14,437)
-10,478 6,937 -6,644 3,239 -12,350 -13,883 -12,057 -555 -2,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 12.3 5.7 50.8 58.1 72.4 76.0 27.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
34 26 28 30 30 76 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 193,835
COMMITMENTS
38,968 15,060 16,820 87,970 116,549 143,758 148,430 50,077 45,405
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,455)
13,501 -15,405 2,691 -9,743 21,814 6,449 9,099 6,006 3,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 7.8 8.7 45.4 60.1 74.2 76.6 25.8 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
43 25 32 32 31 89 74
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 11,677
COMMITMENTS
5,465 0 222 4,488 10,510 10,175 10,732 1,502 945
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 2,081)
214 0 222 1,437 1,900 1,873 2,122 208 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 0.0 1.9 38.4 90.0 87.1 91.9 12.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 0 1 7 13 15 14
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,596
COMMITMENTS
5,251 0 0 3,051 8,610 8,302 8,610 1,294 986
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 186)
374 0 0 -201 415 173 415 13 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 0.0 0.0 31.8 89.7 86.5 89.7 13.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 0 5 10 12 10
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 43,519
COMMITMENTS
1,210 2,804 1,180 36,106 35,469 38,496 39,453 5,023 4,066
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.4 2.7 83.0 81.5 88.5 90.7 11.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 12 13 14 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,058,935
COMMITMENTS
933,560 680,505 4842033 7267250 6935392 13042843 12457930 1016092 1601006
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -8,895)
-46,599 -53,708 136,240 108,936 125,266 198,577 207,798 -207,472 -216,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 4.8 34.4 51.7 49.3 92.8 88.6 7.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
62 69 108 155 157 271 282
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,067,830
COMMITMENTS
980,159 734,213 4705793 7158314 6810125 12844266 12250131 1223564 1817699
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 138,477)
142,171 -327,860 442,474 -533,117 1,696 51,529 116,310 86,948 22,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 5.2 33.5 50.9 48.4 91.3 87.1 8.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
61 67 107 154 154 271 275
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 815,534
COMMITMENTS
50,133 63,675 54,330 537,098 555,070 641,561 673,074 173,973 142,459
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 60,774)
3,741 4,807 4,371 37,249 27,083 45,360 36,261 15,414 24,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.8 6.7 65.9 68.1 78.7 82.5 21.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
52 48 71 99 74 192 152
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 754,759
COMMITMENTS
46,392 58,867 49,959 499,849 527,987 596,201 636,813 158,559 117,946
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 22,436)
-4,891 -3,813 1,402 18,256 14,224 14,767 11,813 7,669 10,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.8 6.6 66.2 70.0 79.0 84.4 21.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
45 46 63 91 70 174 142
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,468,788
COMMITMENTS
214,637 387,281 82,237 868,141 841,645 1165015 1311163 303,773 157,625
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 230,975)
5,925 28,078 13,208 178,129 141,937 197,262 183,223 33,712 47,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 26.4 5.6 59.1 57.3 79.3 89.3 20.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
43 72 55 77 78 153 172
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,237,813
COMMITMENTS
208,712 359,203 69,030 690,012 699,708 967,753 1127940 270,061 109,873
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 100,330)
23,591 36,073 27,185 21,885 43,094 72,661 106,353 27,669 -6,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 29.0 5.6 55.7 56.5 78.2 91.1 21.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
45 70 38 66 72 141 150
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 20,314
COMMITMENTS
1,151 427 505 13,208 15,794 14,864 16,726 5,450 3,588
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 6,816)
-288 -103 505 5,629 5,450 5,846 5,852 970 964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.1 2.5 65.0 77.7 73.2 82.3 26.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 21 16 24 18
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,498
COMMITMENTS
1,439 530 0 7,579 10,344 9,018 10,874 4,480 2,624
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 664)
410 0 0 728 119 1,138 119 -474 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 3.9 0.0 56.1 76.6 66.8 80.6 33.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 18 14 22 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 48,854
COMMITMENTS
7,705 2,768 3,059 24,862 36,543 35,626 42,370 13,228 6,484
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 13,172)
95 1,017 2,943 6,846 4,925 9,884 8,885 3,288 4,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 5.7 6.3 50.9 74.8 72.9 86.7 27.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 7 3 25 19 33 27
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 35,682
COMMITMENTS
7,610 1,751 116 18,016 31,618 25,742 33,485 9,940 2,197
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,186)
171 -416 115 -1,128 1,525 -842 1,224 2,028 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 4.9 0.3 50.5 88.6 72.1 93.8 27.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 2 20 17 26 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 77,340
COMMITMENTS
7,221 17,479 1,528 50,331 47,228 59,081 66,235 18,259 11,105
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 18,393)
792 1,315 1,096 15,898 13,506 17,786 15,917 607 2,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 22.6 2.0 65.1 61.1 76.4 85.6 23.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
12 19 7 37 36 53 59
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,947
COMMITMENTS
6,429 16,164 433 34,433 33,722 41,295 50,318 17,652 8,629
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 384)
365 107 42 3,646 494 4,053 643 -3,670 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 27.4 0.7 58.4 57.2 70.1 85.4 29.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 21 2 35 31 48 53
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 394,969
COMMITMENTS
124,950 81,949 12,547 231,396 238,486 368,893 332,982 26,075 61,986
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 59,622)
10,766 2,620 9,149 34,072 42,061 53,987 53,830 5,636 5,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 20.7 3.2 58.6 60.4 93.4 84.3 6.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
71 60 27 49 52 137 123
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 335,346
COMMITMENTS
114,184 79,329 3,399 197,324 196,425 314,907 279,152 20,440 56,194
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -55)
7,819 -12,164 1,729 -14,032 22,328 -4,484 11,893 4,429 -11,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 23.7 1.0 58.8 58.6 93.9 83.2 6.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
70 57 15 44 41 123 105
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 96,919
COMMITMENTS
36,285 3,043 1,395 32,270 82,812 69,950 87,250 26,969 9,669
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 30,665)
15,487 1,578 1,395 1,000 26,122 17,882 29,095 12,782 1,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 3.1 1.4 33.3 85.4 72.2 90.0 27.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 3 3 14 22 35 26
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 66,254
COMMITMENTS
20,798 1,465 0 31,270 56,690 52,068 58,155 14,186 8,099
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,673)
6,656 -1,812 0 -4,059 6,584 2,597 4,772 1,076 -1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 2.2 0.0 47.2 85.6 78.6 87.8 21.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 2 0 15 19 29 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 46,495
COMMITMENTS
785 6,166 896 39,304 32,316 40,985 39,378 5,510 7,117
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 8,339)
564 21 841 7,146 6,461 8,551 7,323 -212 1,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 13.3 1.9 84.5 69.5 88.1 84.7 11.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 15 5 37 31 44 47
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,156
COMMITMENTS
221 6,145 55 32,158 25,855 32,434 32,055 5,722 6,100
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 932)
-559 -77 55 988 1,160 484 1,138 448 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 16.1 0.1 84.3 67.8 85.0 84.0 15.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 15 1 29 28 31 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 291,107
COMMITMENTS
20,302 48,231 7,794 236,169 214,173 264,264 270,198 26,843 20,910
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 47,671)
350 -953 4,088 30,206 35,061 34,644 38,196 13,027 9,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 16.6 2.7 81.1 73.6 90.8 92.8 9.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
22 42 25 42 56 81 106
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 243,437
COMMITMENTS
19,952 49,184 3,705 205,963 179,112 229,620 232,002 13,817 11,435
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -8,304)
4,001 -4,433 1,186 -15,142 -4,727 -9,954 -7,974 1,650 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 20.2 1.5 84.6 73.6 94.3 95.3 5.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
24 45 21 37 50 75 103
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,184
COMMITMENTS
15,974 16,007 1,231 16,651 22,604 33,856 39,842 11,328 5,342
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -22,012)
-3,786 2,875 -5,569 -6,047 -12,137 -15,402 -14,831 -6,610 -7,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 35.4 2.7 36.9 50.0 74.9 88.2 25.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
26 17 3 20 16 48 36
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 67,196
COMMITMENTS
19,760 13,132 6,800 22,698 34,741 49,258 54,673 17,938 12,523
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,164)
369 202 6,293 3,639 3,101 10,301 9,596 1,863 2,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 19.5 10.1 33.8 51.7 73.3 81.4 26.7 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 20 16 23 28 58 55
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 28,583
COMMITMENTS
11,977 1,942 238 13,212 1,339 25,427 3,519 3,156 25,064
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -10,463)
5,033 -543 -3,251 -7,615 -9,643 -5,833 -13,437 -4,630 2,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 6.8 0.8 46.2 4.7 89.0 12.3 11.0 87.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
14 4 1 7 4 22 8
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,046
COMMITMENTS
6,944 2,485 3,489 20,827 10,982 31,260 16,956 7,786 22,090
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,513)
388 596 3,310 1,649 -385 5,347 3,521 2,166 3,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 6.4 8.9 53.3 28.1 80.1 43.4 19.9 56.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 5 9 13 10 28 23
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 41,698
COMMITMENTS
1,498 3,087 80 21,311 29,347 22,889 32,514 18,809 9,184
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 2,210)
0 181 80 1,763 801 1,843 1,062 367 1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.4 0.2 51.1 70.4 54.9 78.0 45.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 11 1 20 23 25 34
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,488
COMMITMENTS
1,498 2,906 0 19,548 28,546 21,046 31,452 18,442 8,036
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,039)
-212 -164 -45 929 3,391 672 3,182 1,367 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.4 0.0 49.5 72.3 53.3 79.6 46.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 10 0 16 24 20 34
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 131,258
COMMITMENTS
41,380 26,735 18,180 36,141 73,091 95,701 118,006 35,557 13,252
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 4,155)
2,608 2,153 1,022 1,064 801 4,693 3,976 -539 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 20.4 13.9 27.5 55.7 72.9 89.9 27.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
94 51 45 27 32 140 110
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 127,103
COMMITMENTS
38,772 24,582 17,158 35,078 72,290 91,008 114,030 36,096 13,073
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -6,157)
-4,411 -7,654 851 -1,426 2,112 -4,987 -4,691 -1,170 -1,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 19.3 13.5 27.6 56.9 71.6 89.7 28.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
89 46 47 28 31 136 106
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 102,167
COMMITMENTS
33,624 27,007 12,487 41,596 49,262 87,707 88,756 14,460 13,411
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -6,747)
-5,093 -1,403 -1,697 840 -3,350 -5,950 -6,450 -797 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 26.4 12.2 40.7 48.2 85.8 86.9 14.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
69 58 39 43 37 134 115
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 108,914
COMMITMENTS
38,717 28,410 14,184 40,756 52,612 93,657 95,206 15,257 13,708
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,033)
1,640 1,307 -572 -282 480 787 1,216 246 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 26.1 13.0 37.4 48.3 86.0 87.4 14.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
72 61 47 42 37 147 120
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 387,063
COMMITMENTS
177,800 43,490 63,962 82,281 252,149 324,043 359,601 63,020 27,462
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 26,753)
15,622 4,127 3,586 8,291 18,612 27,498 26,324 -745 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 11.2 16.5 21.3 65.1 83.7 92.9 16.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
161 65 69 41 52 237 154
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 360,310
COMMITMENTS
162,177 39,363 60,377 73,990 233,537 296,545 333,276 63,765 27,034
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 14,342)
690 -1,847 6,467 157 7,588 7,314 12,208 7,028 2,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 10.9 16.8 20.5 64.8 82.3 92.5 17.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
144 58 62 39 48 215 140
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,299
COMMITMENTS
4,739 2,276 484 2,572 5,999 7,795 8,759 1,504 540
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -17)
41 15 -57 -35 -60 -51 -102 34 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 24.5 5.2 27.7 64.5 83.8 94.2 16.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 4 11 6 6 34 19
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,316
COMMITMENTS
4,698 2,261 541 2,607 6,059 7,846 8,861 1,470 455
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 26)
3 -29 21 -36 35 -12 27 38 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 24.3 5.8 28.0 65.0 84.2 95.1 15.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 3 11 6 6 34 19
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 105,627
COMMITMENTS
27,845 10,234 8,710 49,746 67,548 86,300 86,492 19,327 19,135
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 4,916)
5,564 904 1,197 -2,705 3,217 4,056 5,318 860 -402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 9.7 8.2 47.1 63.9 81.7 81.9 18.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
50 24 33 52 57 115 103
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 100,711
COMMITMENTS
22,281 9,330 7,512 52,450 64,331 82,244 81,174 18,467 19,538
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,338)
-3,865 2,592 261 591 -5,528 -3,013 -2,674 1,674 1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 9.3 7.5 52.1 63.9 81.7 80.6 18.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
41 18 25 47 54 95 91
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 32,927
COMMITMENTS
3,404 4,369 1,261 16,915 17,580 21,579 23,210 11,348 9,717
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 3,794)
1,574 -1,278 101 -86 3,121 1,590 1,945 2,205 1,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 13.3 3.8 51.4 53.4 65.5 70.5 34.5 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 10 6 23 16 35 30
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 29,133
COMMITMENTS
1,830 5,646 1,159 17,000 14,459 19,990 21,265 9,143 7,868
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,736)
145 428 188 -3,121 -3,072 -2,789 -2,457 53 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 19.4 4.0 58.4 49.6 68.6 73.0 31.4 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 11 6 26 18 35 33
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 149,581
COMMITMENTS
19,426 24,030 37,424 77,182 74,939 134,032 136,392 15,548 13,188
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -2,562)
-108 -10,766 1,814 -2,533 6,726 -828 -2,226 -1,735 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 16.1 25.0 51.6 50.1 89.6 91.2 10.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
81 54 57 68 64 171 154
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 152,143
COMMITMENTS
19,534 34,795 35,610 79,716 68,213 134,860 138,618 17,283 13,525
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,428)
571 -1,626 3,677 2,045 4,795 6,293 6,845 1,135 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 22.9 23.4 52.4 44.8 88.6 91.1 11.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
83 65 59 71 62 176 166
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,243
COMMITMENTS
7,415 6,457 9,515 17,687 21,259 34,618 37,231 5,625 3,012
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 3,312)
378 31 1,188 1,249 1,945 2,816 3,164 496 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 16.0 23.6 44.0 52.8 86.0 92.5 14.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
37 33 21 29 21 76 67
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 36,931
COMMITMENTS
7,037 6,427 8,327 16,438 19,314 31,802 34,067 5,129 2,864
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,150)
-61 420 -1 -1,157 -1,807 -1,219 -1,388 69 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 17.4 22.5 44.5 52.3 86.1 92.2 13.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
32 37 22 30 21 77 67
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 127,338
COMMITMENTS
22,361 16,552 11,156 86,183 94,814 119,700 122,522 7,638 4,816
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -2,826)
3,726 -3,797 162 -4,871 2,760 -983 -876 -1,842 -1,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 13.0 8.8 67.7 74.5 94.0 96.2 6.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
50 42 32 51 36 120 94
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 130,164
COMMITMENTS
18,634 20,349 10,995 91,054 92,054 120,683 123,398 9,481 6,766
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -16,286)
-5,163 -19,009 -1,473 -8,771 5,721 -15,407 -14,762 -879 -1,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 15.6 8.4 70.0 70.7 92.7 94.8 7.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
44 45 29 52 37 115 94
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 580,614
COMMITMENTS
193,984 18,083 80,002 214,368 431,796 488,353 529,881 92,261 50,733
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -49,013)
1,491 1,565 -35,219 -5,845 1,676 -39,573 -31,978 -9,439 -17,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 3.1 13.8 36.9 74.4 84.1 91.3 15.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
74 30 47 61 56 158 112
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 629,627
COMMITMENTS
192,492 16,518 115,222 220,213 430,120 527,927 561,859 101,700 67,767
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,598)
8,222 -2,777 4,617 -4,200 1,539 8,639 3,379 3,959 9,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 2.6 18.3 35.0 68.3 83.8 89.2 16.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
83 31 57 63 55 173 120
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 115,990
COMMITMENTS
17,837 19,815 33,124 55,146 55,094 106,107 108,033 9,882 7,957
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -622)
-2,352 1,500 718 1,886 -3,017 252 -799 -874 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 17.1 28.6 47.5 47.5 91.5 93.1 8.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
105 87 96 98 85 253 226
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 116,611
COMMITMENTS
20,189 18,315 32,406 53,260 58,111 105,855 108,831 10,756 7,780
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,445)
1,232 -256 1,957 -571 2,185 2,618 3,886 827 -441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 15.7 27.8 45.7 49.8 90.8 93.3 9.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
117 83 101 98 94 257 241
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,648
COMMITMENTS
4,367 4,155 2,317 10,142 8,798 16,826 15,270 1,822 3,378
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -3,399)
-1,447 -7,046 -1,111 -1,346 4,543 -3,904 -3,614 506 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 22.3 12.4 54.4 47.2 90.2 81.9 9.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 18 10 8 8 25 32
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 22,046
COMMITMENTS
5,814 11,201 3,427 11,489 4,255 20,730 18,883 1,316 3,163
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,417)
-473 8,873 163 4,683 -6,164 4,374 2,872 -956 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 50.8 15.5 52.1 19.3 94.0 85.7 6.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 18 13 9 8 27 36
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 20,549
COMMITMENTS
8,134 419 0 8,399 16,092 16,533 16,511 4,016 4,038
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 2.0 0.0 40.9 78.3 80.5 80.3 19.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 0 6 13 11 14
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 222,727
COMMITMENTS
21,953 17,864 56,892 100,790 117,557 179,636 192,313 43,091 30,413
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -14,668)
-7,607 1,295 -3,913 455 -10,907 -11,066 -13,524 -3,602 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 8.0 25.5 45.3 52.8 80.7 86.3 19.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
37 29 43 56 59 117 108
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 237,394
COMMITMENTS
29,560 16,569 60,805 100,336 128,464 190,701 205,838 46,693 31,557
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,869)
-1,410 -3,524 2,986 -525 2,218 1,050 1,680 -2,919 -3,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 7.0 25.6 42.3 54.1 80.3 86.7 19.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
43 20 41 58 59 120 103
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 955,609
COMMITMENTS
57,441 86,190 415,819 399,453 418,983 872,712 920,991 82,896 34,617
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 15,780)
902 4,953 5,803 5,283 9,782 11,988 20,538 3,792 -4,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 9.0 43.5 41.8 43.8 91.3 96.4 8.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
59 53 84 97 89 205 181
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 939,828
COMMITMENTS
56,539 81,237 410,016 394,170 409,201 860,725 900,454 79,104 39,375
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 25,588)
-173 -2,331 15,866 8,237 9,825 23,931 23,360 1,657 2,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 8.6 43.6 41.9 43.5 91.6 95.8 8.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
61 52 86 96 89 204 183
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,085
COMMITMENTS
0 2,655 5,525 30,602 25,876 36,127 34,056 4,958 7,029
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 164)
0 -939 596 -434 147 162 -196 2 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 13.4 74.5 63.0 87.9 82.9 12.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 16 14 18 17
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,921
COMMITMENTS
0 3,594 4,929 31,036 25,729 35,965 34,252 4,956 6,669
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -815)
-2,688 -205 2,380 -2,016 -3,018 -2,324 -843 1,509 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.8 12.0 75.8 62.9 87.9 83.7 12.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 16 14 18 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,000
COMMITMENTS
9,796 4,130 1,931 86,758 97,461 98,485 103,522 9,515 4,478
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 2,006)
321 -1,170 -2,465 3,995 5,757 1,851 2,122 155 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 3.8 1.8 80.3 90.2 91.2 95.9 8.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 5 26 30 32 35
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,994
COMMITMENTS
9,475 5,300 4,396 82,763 91,704 96,634 101,400 9,360 4,594
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -6,430)
-656 -60 -916 -2,082 -5,030 -3,654 -6,006 -2,776 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 5.0 4.1 78.1 86.5 91.2 95.7 8.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 4 25 29 30 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,284
COMMITMENTS
5,700 8,832 1,364 49,018 41,302 56,082 51,498 3,202 7,786
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -54)
780 -1,989 -151 192 1,410 821 -730 -875 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 14.9 2.3 82.7 69.7 94.6 86.9 5.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 1 20 17 23 20
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,338
COMMITMENTS
4,920 10,821 1,515 48,826 39,892 55,261 52,228 4,077 7,110
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -16,711)
-12,572 -3,746 -1,169 -2,792 -11,624 -16,533 -16,539 -178 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 18.2 2.6 82.3 67.2 93.1 88.0 6.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 2 20 17 23 21
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,677
COMMITMENTS
188 19,517 1,700 58,035 39,969 59,923 61,186 3,754 2,491
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,331)
0 -5,618 276 -608 4,011 -332 -1,331 -999 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 30.6 2.7 91.1 62.8 94.1 96.1 5.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 3 21 20 24 24
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,008
COMMITMENTS
188 25,135 1,424 58,643 35,958 60,255 62,517 4,753 2,491
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,768)
188 4,993 -2,016 -3,256 -6,902 -5,084 -3,925 1,316 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 38.7 2.2 90.2 55.3 92.7 96.2 7.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 4 21 20 25 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,656
COMMITMENTS
19,001 14,194 2,004 36,126 39,574 57,131 55,772 5,525 6,884
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 6,546)
4,906 1,172 888 759 2,627 6,553 4,687 -7 1,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 22.7 3.2 57.7 63.2 91.2 89.0 8.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 5 4 19 19 23 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,110
COMMITMENTS
14,095 13,022 1,116 35,367 36,947 50,578 51,085 5,532 5,025
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -8,034)
-28 -1,219 -1,646 -5,739 -4,084 -7,413 -6,949 -621 -1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 23.2 2.0 63.0 65.8 90.1 91.0 9.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 3 20 21 23 27
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,000
COMMITMENTS
211 0 2,597 57,436 52,375 60,244 54,972 756 6,028
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 400)
-192 0 608 -237 176 179 784 221 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 4.3 94.2 85.9 98.8 90.1 1.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 20 21 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,600
COMMITMENTS
403 0 1,989 57,673 52,199 60,065 54,188 535 6,412
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,443)
403 -2,219 43 -2,678 -1,367 -2,232 -3,543 -211 1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 3.3 95.2 86.1 99.1 89.4 0.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 19 20 20 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,975
COMMITMENTS
0 11,953 772 59,754 47,536 60,526 60,261 4,449 4,714
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -525)
0 -4,670 710 1,776 3,734 2,486 -226 -3,011 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.4 1.2 92.0 73.2 93.2 92.7 6.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 23 22 25 24
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,500
COMMITMENTS
0 16,623 62 57,978 43,802 58,040 60,487 7,460 5,013
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,162)
0 1,166 -460 -2,656 -3,818 -3,116 -3,112 -46 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 25.4 0.1 88.5 66.9 88.6 92.3 11.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 22 20 23 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,232
COMMITMENTS
18,444 0 2,376 40,641 57,715 61,461 60,091 4,771 6,141
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,148)
-3,820 -565 -544 2,671 -74 -1,693 -1,183 545 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 0.0 3.6 61.4 87.1 92.8 90.7 7.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 18 22 20 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,380
COMMITMENTS
22,264 565 2,920 37,970 57,789 63,154 61,274 4,226 6,106
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -8,444)
-3,267 -270 -1,213 -4,408 -7,561 -8,888 -9,044 444 600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 0.8 4.3 56.4 85.8 93.7 90.9 6.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 3 18 21 21 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,057
COMMITMENTS
1,022 0 4,682 33,751 30,308 39,455 34,990 4,602 9,067
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 6,130)
-370 -648 1,520 4,281 6,238 5,431 7,110 699 -980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 10.6 76.6 68.8 89.6 79.4 10.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 2 17 16 20 18
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,927
COMMITMENTS
1,392 648 3,162 29,470 24,070 34,024 27,880 3,903 10,047
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -4,426)
325 -2,935 382 -6,887 -1,827 -6,180 -4,380 1,754 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.7 8.3 77.7 63.5 89.7 73.5 10.3 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 17 15 21 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,265,203
COMMITMENTS
326,522 54,937 244,076 674,743 955,079 1245341 1254092 19,862 11,111
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 34,749)
4,119 -570 5,497 24,047 28,427 33,663 33,354 1,086 1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 4.3 19.3 53.3 75.5 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
26 12 35 81 79 118 116
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,230,454
COMMITMENTS
322,403 55,507 238,579 650,696 926,652 1211678 1220738 18,776 9,716
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 19,523)
5,129 1,604 5,531 11,169 15,221 21,829 22,356 -2,306 -2,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 4.5 19.4 52.9 75.3 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
28 10 35 81 79 117 116
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 218,300
COMMITMENTS
50,977 46,092 57,831 107,121 111,211 215,929 215,134 2,371 3,166
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 13,468)
750 4,479 5,903 6,817 3,939 13,470 14,321 -2 -853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 21.1 26.5 49.1 50.9 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 7 18 29 30 48 49
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 204,832
COMMITMENTS
50,227 41,613 51,928 100,304 107,272 202,459 200,813 2,373 4,019
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 13,171)
8,456 2,408 -633 5,365 10,926 13,188 12,701 -17 470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 20.3 25.4 49.0 52.4 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 7 17 29 30 47 48
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 88,694
COMMITMENTS
23,595 7,563 20,072 44,879 60,959 88,546 88,594 148 100
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 1,013)
1,707 1,440 -1,126 802 1,119 1,383 1,433 -370 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 8.5 22.6 50.6 68.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 8 9 37 39 46 50
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 87,681
COMMITMENTS
21,888 6,123 21,198 44,077 59,840 87,163 87,161 518 520
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -5,596)
-3,098 416 -1,537 -1,175 -4,578 -5,809 -5,699 213 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 7.0 24.2 50.3 68.2 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 7 9 37 37 46 48
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,241
COMMITMENTS
2,322 5,211 2,422 19,210 16,971 23,954 24,604 1,287 637
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 176)
208 143 -225 841 522 824 440 -648 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 20.6 9.6 76.1 67.2 94.9 97.5 5.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 5 20 23 26 28
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,065
COMMITMENTS
2,114 5,068 2,647 18,369 16,449 23,130 24,164 1,935 901
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,988)
-44 322 -571 -909 -1,483 -1,524 -1,732 -464 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 20.2 10.6 73.3 65.6 92.3 96.4 7.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 4 19 23 24 28
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,957
COMMITMENTS
260 3,513 1,791 6,550 4,145 8,601 9,449 1,356 508
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -302)
0 -466 -42 -218 248 -260 -260 -42 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 35.3 18.0 65.8 41.6 86.4 94.9 13.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 18 11 22 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,259
COMMITMENTS
260 3,979 1,833 6,768 3,897 8,861 9,709 1,398 550
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,935)
-322 -257 -295 -1,444 -917 -2,061 -1,469 126 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 38.8 17.9 66.0 38.0 86.4 94.6 13.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 18 11 22 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,048
COMMITMENTS
3,300 3,180 2,180 11,048 11,480 16,528 16,840 520 208
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 948)
100 -40 -220 880 1,228 760 968 188 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 18.7 12.8 64.8 67.3 96.9 98.8 3.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 6 19 19 25 25
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,100
COMMITMENTS
3,200 3,220 2,400 10,168 10,252 15,768 15,872 332 228
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -762)
-160 146 -600 -174 -306 -934 -760 172 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 20.0 14.9 63.2 63.7 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 6 16 16 22 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,766
COMMITMENTS
11,850 240 1,540 9,798 21,734 23,188 23,514 578 252
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -320)
0 0 60 -92 -120 -32 -60 -288 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 1.0 6.5 41.2 91.4 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 5 19 20 25 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,086
COMMITMENTS
11,850 240 1,480 9,890 21,854 23,220 23,574 866 512
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -990)
470 -40 -470 -1,070 -360 -1,070 -870 80 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 1.0 6.1 41.1 90.7 96.4 97.9 3.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 5 19 20 25 25
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,515,053
COMMITMENTS
122,746 81,576 454,069 848,029 889,734 1424844 1425379 90,209 89,674
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -10,507)
-22,232 3,529 -12,878 19,179 3,651 -15,931 -5,699 5,424 -4,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 5.4 30.0 56.0 58.7 94.0 94.1 6.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
91 97 120 80 91 233 257
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,525,560
COMMITMENTS
144,978 78,048 466,947 828,851 886,083 1440776 1431078 84,785 94,482
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,967)
-6,349 -8,701 5,236 2,420 10,330 1,306 6,865 1,660 -3,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 5.1 30.6 54.3 58.1 94.4 93.8 5.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
92 110 126 81 91 246 260
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,287
COMMITMENTS
8,601 6,965 130 2,082 5,340 10,813 12,435 2,474 852
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -28)
209 267 -106 -209 -275 -106 -114 78 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.7 52.4 1.0 15.7 40.2 81.4 93.6 18.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
56 16 2 13 25 71 41
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,315
COMMITMENTS
8,392 6,698 236 2,291 5,615 10,919 12,549 2,396 766
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,484)
32 817 -420 -929 -1,700 -1,317 -1,303 -167 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.0 50.3 1.8 17.2 42.2 82.0 94.2 18.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
53 16 2 15 24 70 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,969
COMMITMENTS
8,383 906 235 950 9,704 9,568 10,845 2,402 1,125
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 641)
601 95 -18 -55 458 528 535 113 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.0 7.6 2.0 7.9 81.1 79.9 90.6 20.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
25 10 3 7 22 35 32
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,329
COMMITMENTS
7,782 812 253 1,005 9,246 9,040 10,310 2,289 1,018
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 486)
347 106 186 -100 61 433 352 53 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.7 7.2 2.2 8.9 81.6 79.8 91.0 20.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
24 9 3 8 23 35 32
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 171,365
COMMITMENTS
31,317 5,484 32,113 89,432 121,815 152,862 159,412 18,504 11,954
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -576)
-3,485 -596 4,303 221 -3,058 1,040 650 -1,616 -1,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 3.2 18.7 52.2 71.1 89.2 93.0 10.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
49 22 41 59 69 128 113
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 171,942
COMMITMENTS
34,801 6,080 27,809 89,212 124,873 151,822 158,762 20,119 13,180
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -12,377)
-4,639 -1,690 524 -8,000 -9,380 -12,115 -10,546 -262 -1,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 3.5 16.2 51.9 72.6 88.3 92.3 11.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
52 20 38 57 75 126 116
Updated September 23, 2005