WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 316,660
COMMITMENTS
43,297 87,630 52,050 193,785 139,063 289,132 278,743 27,528 37,917
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 4,364)
-5,637 -814 5,055 4,772 164 4,190 4,406 174 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 27.7 16.4 61.2 43.9 91.3 88.0 8.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
79 116 89 52 64 183 225
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
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 896,292
COMMITMENTS
119,573 144,501 155,960 476,699 383,980 752,232 684,441 144,060 211,851
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 5,937)
1,174 -1,099 11,525 -4,992 -3,554 7,707 6,872 -1,769 -934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 16.1 17.4 53.2 42.8 83.9 76.4 16.1 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
140 143 145 218 230 435 450
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
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,731
COMMITMENTS
2,280 609 516 1,620 3,930 4,416 5,055 2,314 1,675
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -102)
86 114 -19 -135 -118 -68 -23 -35 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 9.0 7.7 24.1 58.4 65.6 75.1 34.4 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 8 5 8 16 21 26
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 343,961
COMMITMENTS
51,317 45,769 71,629 161,537 133,847 284,483 251,245 59,478 92,716
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 7,539)
37 6,163 4,336 5,662 -6,028 10,036 4,472 -2,497 3,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 13.3 20.8 47.0 38.9 82.7 73.0 17.3 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
89 122 133 104 123 278 303
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 155,904
COMMITMENTS
23,753 27,099 24,178 87,604 87,452 135,536 138,729 20,368 17,175
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 2,492)
3,392 -633 915 -165 4,767 4,143 5,049 -1,650 -2,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 17.4 15.5 56.2 56.1 86.9 89.0 13.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
40 40 38 51 48 109 117
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 709,225
COMMITMENTS
78,077 58,617 90,604 416,684 400,264 585,366 549,485 123,859 159,739
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -48,453)
-13,842 -24 -10,263 -6,717 -14,723 -30,822 -25,010 -17,631 -23,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 8.3 12.8 58.8 56.4 82.5 77.5 17.5 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
33 31 44 66 79 120 133
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 141,778
COMMITMENTS
14,236 12,611 23,516 79,820 83,830 117,572 119,956 24,206 21,822
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 8,564)
-742 431 358 11,497 7,112 11,113 7,901 -2,549 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 8.9 16.6 56.3 59.1 82.9 84.6 17.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
33 36 43 51 48 108 113
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,356
COMMITMENTS
2,808 1,651 1,195 2,167 2,815 6,170 5,661 1,186 1,695
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 84)
28 81 -15 3 59 16 125 68 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 22.4 16.2 29.5 38.3 83.9 77.0 16.1 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
16 12 11 15 17 36 35
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 347,637
COMMITMENTS
103,394 52,505 2,788 173,710 185,821 279,892 241,114 67,745 106,524
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -40,515)
-11,098 -33,125 -31 -33,338 94 -44,468 -33,063 3,953 -7,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 15.1 0.8 50.0 53.5 80.5 69.4 19.5 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
17 24 7 40 46 61 73
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,204,124
COMMITMENTS
326,573 405,556 293,819 1313214 1156439 1933606 1855814 270,518 348,310
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -208,232)
-4,093 29,998 -123,149 -94,520 -70,440 -221,763 -163,591 13,531 -44,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 18.4 13.3 59.6 52.5 87.7 84.2 12.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
46 78 80 108 128 203 239
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,395,145
COMMITMENTS
131,112 275,592 171,603 899,298 699,181 1202013 1146375 193,132 248,770
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -33,653)
-15,417 -22,422 20,591 -25,221 -36,131 -20,046 -37,962 -13,607 4,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 19.8 12.3 64.5 50.1 86.2 82.2 13.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
34 49 44 79 85 137 154
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 725,534
COMMITMENTS
154,143 91,721 253,838 254,325 335,015 662,305 680,574 63,229 44,960
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -40,057)
-23,241 31,455 -40,633 17,835 -28,690 -46,039 -37,867 5,982 -2,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 12.6 35.0 35.1 46.2 91.3 93.8 8.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
46 40 51 72 62 150 121
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,672
COMMITMENTS
3,702 6,891 502 23,944 17,289 28,148 24,682 6,524 9,990
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -18,579)
-4,458 281 -2,454 -5,529 -13,645 -12,441 -15,819 -6,137 -2,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 19.9 1.4 69.1 49.9 81.2 71.2 18.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 13 5 17 10 28 25
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 53,686
COMMITMENTS
18,291 29,559 4,003 17,279 9,170 39,572 42,732 14,114 10,955
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -34,632)
1,088 -4,850 -3,127 -30,787 -13,992 -32,826 -21,969 -1,806 -12,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 55.1 7.5 32.2 17.1 73.7 79.6 26.3 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
21 26 13 17 7 47 37
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,080
COMMITMENTS
8,880 3,804 172 24,824 29,446 33,876 33,422 204 658
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -5,623)
5,958 -122 -6,466 -4,907 1,236 -5,415 -5,352 -208 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 11.2 0.5 72.8 86.4 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 16 3 16 20 26 37
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,014
COMMITMENTS
593 1,757 1,825 13,250 11,413 15,669 14,996 6,346 7,018
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 609)
-351 -268 42 215 605 -94 378 703 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 8.0 8.3 60.2 51.8 71.2 68.1 28.8 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 2 9 21 18 32 28
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 116,569
COMMITMENTS
21,649 17,682 29,184 48,466 33,913 99,299 80,779 17,270 35,790
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 4,513)
936 -33 4,418 -67 20 5,286 4,405 -773 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 15.2 25.0 41.6 29.1 85.2 69.3 14.8 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
57 36 61 31 40 132 109
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 169,731
COMMITMENTS
38,271 18,238 33,166 76,747 74,442 148,185 125,846 21,545 43,884
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 8,482)
1,016 -3,130 5,040 2,322 5,046 8,378 6,956 103 1,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 10.7 19.5 45.2 43.9 87.3 74.1 12.7 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
63 48 64 72 110 174 198
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,405
COMMITMENTS
1,163 1,510 337 643 695 2,143 2,542 2,262 1,863
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 68)
-116 -123 80 22 123 -14 80 82 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 34.3 7.7 14.6 15.8 48.7 57.7 51.3 42.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 13 7 12 13 29 30
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,867
COMMITMENTS
12,281 1,939 6,308 7,678 9,621 26,267 17,868 5,600 13,999
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 1,013)
-1,131 -483 779 839 587 487 883 525 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 6.1 19.8 24.1 30.2 82.4 56.1 17.6 43.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
55 20 28 44 53 116 87
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 154,519
COMMITMENTS
46,935 19,247 3,846 63,801 106,306 114,582 129,398 39,938 25,122
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 7,853)
-28 2,865 1,039 3,392 -1,227 4,402 2,676 3,451 5,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 12.5 2.5 41.3 68.8 74.2 83.7 25.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
27 19 9 28 32 59 56
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 57,622
COMMITMENTS
2,488 33,398 0 45,590 6,728 48,078 40,126 9,544 17,496
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -3,620)
-1,687 14,257 -147 2,220 -22,808 386 -8,698 -4,006 5,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 58.0 0.0 79.1 11.7 83.4 69.6 16.6 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 17 0 14 6 16 23
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 74,737
COMMITMENTS
39,820 4,517 127 28,981 63,710 68,928 68,354 5,809 6,383
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -13,735)
-5,190 -880 -1,422 -5,199 -9,847 -11,811 -12,149 -1,924 -1,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.3 6.0 0.2 38.8 85.2 92.2 91.5 7.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
40 7 1 14 17 55 24
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 69,431
COMMITMENTS
24,443 13,999 489 22,636 41,312 47,568 55,800 21,862 13,631
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -24,067)
-2,806 5,065 -858 -18,565 -26,074 -22,229 -21,867 -1,838 -2,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 20.2 0.7 32.6 59.5 68.5 80.4 31.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 12 4 13 18 31 31
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 152,415
COMMITMENTS
9,692 59,851 3,822 114,393 57,664 127,907 121,337 24,508 31,078
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -61,386)
1,055 14,004 -1,937 -55,603 -74,738 -56,484 -62,671 -4,902 1,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 39.3 2.5 75.1 37.8 83.9 79.6 16.1 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 31 6 30 24 46 58
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 138,361
COMMITMENTS
28,933 31,074 10,751 55,615 50,849 95,299 92,674 43,062 45,688
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -41,036)
443 9,077 574 -35,594 -53,350 -34,576 -43,699 -6,460 2,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 22.5 7.8 40.2 36.8 68.9 67.0 31.1 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
39 31 30 28 25 79 74
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
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 30,652
COMMITMENTS
7,964 3,482 285 16,112 20,982 24,361 24,749 6,291 5,903
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -12,867)
6,754 678 -895 -19,994 -14,487 -14,135 -14,704 1,268 1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 11.4 0.9 52.6 68.5 79.5 80.7 20.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 10 12 13 15
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 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,523,019
COMMITMENTS
856,973 678,156 3297902 6449237 6088046 10604112 10064104 918,907 1458914
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -2,535,917)
-76,587 -2,349 -1544131 -818,013 -847,345 -2438731 -2393825 -97,186 -142,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.9 28.6 56.0 52.8 92.0 87.3 8.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
62 55 100 141 149 245 264
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 694,670
COMMITMENTS
47,181 57,698 38,683 473,095 477,059 558,958 573,440 135,711 121,230
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -120,864)
-2,952 -5,977 -15,647 -64,003 -78,011 -82,603 -99,635 -38,261 -21,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 8.3 5.6 68.1 68.7 80.5 82.5 19.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
47 38 56 90 64 166 129
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 931,325
COMMITMENTS
153,792 257,580 35,133 459,104 564,049 648,028 856,762 283,297 74,563
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -537,463)
-60,845 -129,701 -47,105 -409,037 -277,596 -516,987 -454,401 -20,476 -83,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 27.7 3.8 49.3 60.6 69.6 92.0 30.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
38 61 31 58 53 114 127
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,501
COMMITMENTS
1,551 427 0 6,556 11,128 8,107 11,555 4,394 946
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -7,813)
400 0 -505 -6,652 -4,666 -6,757 -5,171 -1,056 -2,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 3.4 0.0 52.4 89.0 64.9 92.4 35.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 18 16 21 18
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 27,055
COMMITMENTS
6,028 4,029 0 17,525 17,867 23,553 21,896 3,502 5,159
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -21,799)
-1,677 1,261 -3,059 -7,337 -18,676 -12,073 -20,474 -9,726 -1,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 14.9 0.0 64.8 66.0 87.1 80.9 12.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 5 0 18 16 22 21
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,278
COMMITMENTS
5,820 11,718 397 30,742 33,106 36,959 45,221 15,319 7,057
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -25,062)
-1,401 -5,761 -1,132 -19,589 -14,122 -22,122 -21,015 -2,940 -4,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 22.4 0.8 58.8 63.3 70.7 86.5 29.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 18 2 35 26 47 44
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 231,253
COMMITMENTS
100,508 71,699 2,845 112,548 108,914 215,901 183,459 15,352 47,794
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -163,716)
-24,441 -10,249 -9,702 -118,849 -129,572 -152,992 -149,523 -10,724 -14,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 31.0 1.2 48.7 47.1 93.4 79.3 6.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
47 61 12 34 32 90 96
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 79,139
COMMITMENTS
36,201 0 0 16,360 72,611 52,561 72,611 26,578 6,528
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -17,780)
-84 -3,043 -1,395 -15,910 -10,201 -17,389 -14,639 -391 -3,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 0.0 0.0 20.7 91.8 66.4 91.8 33.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 0 0 9 17 27 17
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,195
COMMITMENTS
1,178 5,677 0 25,740 20,853 26,918 26,530 4,277 4,664
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -15,300)
393 -489 -896 -13,564 -11,463 -14,067 -12,848 -1,233 -2,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 18.2 0.0 82.5 66.8 86.3 85.0 13.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 13 1 30 28 33 42
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 215,078
COMMITMENTS
16,260 50,131 1,413 189,659 152,042 207,331 203,586 7,747 11,493
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -76,029)
-4,042 1,899 -6,381 -46,510 -62,131 -56,933 -66,612 -19,096 -9,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 23.3 0.7 88.2 70.7 96.4 94.7 3.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
24 43 12 34 47 64 96
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 49,052
COMMITMENTS
17,507 18,613 1,356 19,946 24,589 38,809 44,558 10,243 4,494
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 3,868)
1,533 2,606 125 3,295 1,985 4,953 4,716 -1,085 -848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 37.9 2.8 40.7 50.1 79.1 90.8 20.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
27 16 3 23 17 52 36
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,289
COMMITMENTS
12,465 1,533 236 16,961 1,490 29,662 3,259 4,627 31,030
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 5,706)
488 -409 -2 3,749 151 4,235 -260 1,471 5,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 4.5 0.7 49.5 4.3 86.5 9.5 13.5 90.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 2 1 7 4 19 7
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,399
COMMITMENTS
2,809 2,696 0 15,467 31,093 18,276 33,789 21,123 5,610
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -2,299)
1,311 -391 -80 -5,844 1,746 -4,613 1,275 2,314 -3,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.8 0.0 39.3 78.9 46.4 85.8 53.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 9 0 14 23 18 32
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 140,603
COMMITMENTS
49,123 15,325 22,112 31,330 88,157 102,566 125,594 38,037 15,009
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 9,345)
7,743 -11,410 3,932 -4,811 15,066 6,865 7,588 2,480 1,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 10.9 15.7 22.3 62.7 72.9 89.3 27.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
97 46 51 25 38 140 118
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 104,141
COMMITMENTS
34,713 27,130 13,823 41,143 49,823 89,680 90,776 14,462 13,365
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 1,975)
1,089 123 1,336 -452 560 1,973 2,020 2 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 26.1 13.3 39.5 47.8 86.1 87.2 13.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
76 59 47 40 36 144 118
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 463,495
COMMITMENTS
224,267 53,553 84,616 88,803 292,257 397,686 430,426 65,809 33,069
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 76,432)
46,468 10,063 20,654 6,522 40,109 73,643 70,825 2,789 5,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 11.6 18.3 19.2 63.1 85.8 92.9 14.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
175 80 76 40 57 253 178
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,003
COMMITMENTS
4,645 2,298 620 2,686 6,168 7,951 9,086 2,052 917
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 704)
-94 22 136 114 169 156 327 548 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 23.0 6.2 26.9 61.7 79.5 90.8 20.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
18 4 13 6 6 36 21
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 103,408
COMMITMENTS
34,089 2,716 9,387 37,500 69,819 80,976 81,922 22,433 21,487
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -2,219)
6,245 -7,518 677 -12,246 2,271 -5,324 -4,570 3,105 2,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 2.6 9.1 36.3 67.5 78.3 79.2 21.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
56 14 26 49 54 115 86
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 30,986
COMMITMENTS
4,878 1,837 1,108 14,797 19,528 20,783 22,473 10,203 8,513
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -1,941)
1,475 -2,531 -153 -2,118 1,947 -796 -737 -1,145 -1,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 5.9 3.6 47.8 63.0 67.1 72.5 32.9 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 5 5 19 15 30 24
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 148,002
COMMITMENTS
19,002 23,596 36,349 77,557 76,183 132,908 136,129 15,094 11,873
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -1,578)
-424 -433 -1,075 374 1,245 -1,124 -263 -454 -1,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 15.9 24.6 52.4 51.5 89.8 92.0 10.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
88 46 58 70 68 174 161
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,191
COMMITMENTS
7,421 5,048 8,629 18,049 22,260 34,098 35,937 5,093 3,254
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -1,052)
6 -1,409 -886 362 1,001 -519 -1,294 -533 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 12.9 22.0 46.1 56.8 87.0 91.7 13.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
34 33 20 27 21 73 63
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 133,151
COMMITMENTS
23,466 22,440 12,521 89,360 93,397 125,348 128,358 7,803 4,793
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 5,813)
1,106 5,888 1,365 3,178 -1,417 5,648 5,836 164 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 16.9 9.4 67.1 70.1 94.1 96.4 5.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
56 49 35 52 36 124 106
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 606,486
COMMITMENTS
205,362 17,041 86,374 220,100 445,024 511,836 548,439 94,649 58,047
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 25,872)
11,378 -1,042 6,372 5,733 13,228 23,483 18,558 2,389 7,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 2.8 14.2 36.3 73.4 84.4 90.4 15.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
77 28 48 57 56 158 112
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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 118,982
COMMITMENTS
16,113 18,920 37,509 54,499 53,464 108,121 109,894 10,861 9,088
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 2,993)
-1,725 -895 4,386 -647 -1,630 2,014 1,861 978 1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 15.9 31.5 45.8 44.9 90.9 92.4 9.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
120 80 98 99 85 258 229
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 12,851
COMMITMENTS
7,603 2,293 2,319 692 6,065 10,613 10,676 2,238 2,175
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -5,797)
3,236 -1,862 2 -9,451 -2,733 -6,212 -4,593 416 -1,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.2 17.8 18.0 5.4 47.2 82.6 83.1 17.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 13 9 5 7 25 25
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
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 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 265,557
COMMITMENTS
20,149 18,069 65,597 105,075 122,240 190,821 205,906 74,735 59,651
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 42,830)
-1,804 205 8,704 4,285 4,683 11,186 13,592 31,644 29,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 6.8 24.7 39.6 46.0 71.9 77.5 28.1 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
38 25 44 60 61 119 113
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,000,751
COMMITMENTS
55,731 83,317 439,388 417,110 429,304 912,230 952,009 88,521 48,741
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 45,142)
-1,709 -2,873 23,569 17,657 10,322 39,517 31,018 5,625 14,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 8.3 43.9 41.7 42.9 91.2 95.1 8.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
59 56 88 98 91 208 185
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,164
COMMITMENTS
0 3,204 5,028 30,018 25,943 35,046 34,175 6,118 6,989
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 79)
0 549 -497 -584 67 -1,081 119 1,160 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 12.2 72.9 63.0 85.1 83.0 14.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 16 15 18 18
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,556
COMMITMENTS
9,574 4,130 1,931 91,836 99,924 103,341 105,985 8,215 5,571
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 3,556)
-222 0 0 5,078 2,463 4,856 2,463 -1,300 1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 3.7 1.7 82.3 89.6 92.6 95.0 7.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 5 29 32 35 37
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,068
COMMITMENTS
7,006 8,832 930 45,925 43,340 53,861 53,102 6,207 6,966
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 784)
1,306 0 -434 -3,093 2,038 -2,221 1,604 3,005 -820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 14.7 1.5 76.5 72.2 89.7 88.4 10.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 1 19 18 22 21
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,559
COMMITMENTS
312 17,551 2,249 59,244 43,268 61,805 63,068 3,754 2,491
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 1,882)
124 -1,966 549 1,209 3,299 1,882 1,882 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 26.8 3.4 90.4 66.0 94.3 96.2 5.7 3.8
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 09/13/05 |
--------------------------------------------------------------| 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,468
COMMITMENTS
18,801 13,702 2,620 38,491 41,687 59,912 58,009 5,556 7,459
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 2,812)
-200 -492 616 2,365 2,113 2,781 2,237 31 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 20.9 4.0 58.8 63.7 91.5 88.6 8.5 11.4
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 09/13/05 |
--------------------------------------------------------------| 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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,314
COMMITMENTS
0 3,349 1,701 59,277 51,111 60,978 56,161 1,336 6,153
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 1,314)
-211 3,349 -896 1,841 -1,264 734 1,189 580 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 2.7 95.1 82.0 97.9 90.1 2.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 19 20 20 21
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,610
COMMITMENTS
0 11,457 1,206 59,804 47,728 61,010 60,391 4,600 5,219
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 635)
0 -496 434 50 192 484 130 151 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.5 1.8 91.2 72.7 93.0 92.0 7.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 23 20 25 22
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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,011
COMMITMENTS
0 2,816 162 34,372 36,000 34,534 38,978 7,477 3,033
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 0.4 81.8 85.7 82.2 92.8 17.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 15 14 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,402
COMMITMENTS
18,692 0 2,376 39,417 58,591 60,485 60,967 6,917 6,435
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 1,170)
248 0 0 -1,224 876 -976 876 2,146 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 0.0 3.5 58.5 86.9 89.7 90.5 10.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 19 22 21 24
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,816
COMMITMENTS
1,319 0 5,388 36,385 34,355 43,092 39,743 4,724 8,073
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 3,759)
297 0 706 2,634 4,047 3,637 4,753 122 -994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 0.0 11.3 76.1 71.8 90.1 83.1 9.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 2 17 18 21 20
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,321,065
COMMITMENTS
335,891 78,264 254,511 709,324 976,644 1299726 1309419 21,339 11,646
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 55,862)
9,369 23,327 10,435 34,581 21,565 54,385 55,327 1,477 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 5.9 19.3 53.7 73.9 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
27 11 35 85 81 122 118
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 242,395
COMMITMENTS
57,314 54,924 74,076 108,313 111,288 239,703 240,288 2,692 2,107
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 24,095)
6,337 8,832 16,245 1,192 77 23,774 25,154 321 -1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 22.7 30.6 44.7 45.9 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 8 18 29 31 47 50
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 90,071
COMMITMENTS
24,757 7,340 19,711 45,351 62,740 89,820 89,791 251 280
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 1,377)
1,162 -223 -361 472 1,781 1,274 1,197 103 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 8.1 21.9 50.4 69.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 7 9 37 39 46 49
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,603
COMMITMENTS
2,809 4,768 2,763 20,010 17,563 25,582 25,094 21 509
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 362)
487 -443 341 800 592 1,628 490 -1,266 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 18.6 10.8 78.2 68.6 99.9 98.0 0.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 6 21 23 29 29
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,696
COMMITMENTS
936 3,341 2,576 6,676 4,271 10,188 10,188 508 508
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 739)
676 -172 785 126 126 1,587 739 -848 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 31.2 24.1 62.4 39.9 95.3 95.3 4.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 4 18 11 24 16
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,950
COMMITMENTS
3,852 3,920 1,660 11,998 12,110 17,510 17,690 440 260
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 902)
552 740 -520 950 630 982 850 -80 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 21.8 9.2 66.8 67.5 97.5 98.6 2.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 7 18 19 25 26
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,526
COMMITMENTS
11,790 160 1,680 10,298 22,374 23,768 24,214 758 312
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 760)
-60 -80 140 500 640 580 700 180 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 0.7 6.8 42.0 91.2 96.9 98.7 3.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 1 5 21 24 27 29
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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,498
COMMITMENTS
2,960 120 660 4,830 7,478 8,450 8,258 48 240
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 1.4 7.8 56.8 88.0 99.4 97.2 0.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 12 14 14 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,460,327
COMMITMENTS
114,554 79,631 436,474 836,035 865,205 1387063 1381309 73,264 79,018
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -54,726)
-8,192 -1,946 -17,595 -11,994 -24,529 -37,781 -44,070 -16,945 -10,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 5.5 29.9 57.2 59.2 95.0 94.6 5.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
83 92 110 78 90 221 235
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,368
COMMITMENTS
9,032 5,107 112 1,437 7,487 10,581 12,706 2,787 662
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 81)
431 -1,858 -18 -645 2,147 -232 271 313 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.6 38.2 0.8 10.7 56.0 79.2 95.0 20.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
60 15 4 13 26 77 42
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,493
COMMITMENTS
10,126 783 49 848 10,999 11,023 11,831 2,470 1,662
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 1,523)
1,743 -123 -186 -102 1,295 1,455 986 68 537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.0 5.8 0.4 6.3 81.5 81.7 87.7 18.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
29 7 1 5 21 35 28
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 176,031
COMMITMENTS
28,891 3,991 34,829 94,810 126,069 158,529 164,889 17,502 11,143
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 4,666)
-2,426 -1,493 2,716 5,377 4,254 5,667 5,477 -1,002 -811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 2.3 19.8 53.9 71.6 90.1 93.7 9.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
45 19 41 62 76 124 119
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
Updated September 30, 2005