WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 316,615
COMMITMENTS
44,726 80,642 53,717 189,691 141,968 288,133 276,327 28,482 40,288
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -44)
1,429 -6,988 1,667 -4,094 2,905 -999 -2,416 954 2,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 25.5 17.0 59.9 44.8 91.0 87.3 9.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
73 117 95 47 63 185 224
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
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 909,727
COMMITMENTS
123,803 150,280 161,732 478,067 381,913 763,603 693,925 146,124 215,802
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 13,435)
4,231 5,779 5,772 1,368 -2,067 11,371 9,484 2,064 3,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 16.5 17.8 52.6 42.0 83.9 76.3 16.1 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 566)
144 144 149 219 218 441 440
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
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,924
COMMITMENTS
2,448 466 528 1,625 4,023 4,601 5,017 2,323 1,906
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 193)
169 -143 12 4 93 185 -38 8 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 6.7 7.6 23.5 58.1 66.5 72.5 33.5 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 7 5 8 16 22 25
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 346,298
COMMITMENTS
48,967 49,518 71,822 165,267 128,254 286,055 249,594 60,243 96,704
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 2,338)
-2,351 3,749 193 3,730 -5,593 1,572 -1,651 766 3,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 14.3 20.7 47.7 37.0 82.6 72.1 17.4 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
96 120 127 106 111 271 298
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 158,914
COMMITMENTS
21,943 25,323 26,008 89,945 88,229 137,896 139,560 21,018 19,354
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 3,010)
-1,810 -1,777 1,830 2,341 778 2,360 831 650 2,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 15.9 16.4 56.6 55.5 86.8 87.8 13.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
35 39 32 53 53 106 115
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 685,886
COMMITMENTS
90,655 67,941 79,688 389,755 364,074 560,098 511,703 125,788 174,183
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -23,339)
12,577 9,324 -10,916 -26,929 -36,191 -25,267 -37,783 1,929 14,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 9.9 11.6 56.8 53.1 81.7 74.6 18.3 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
22 39 41 67 77 117 129
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 141,779
COMMITMENTS
15,389 14,967 23,629 76,257 81,202 115,275 119,798 26,504 21,980
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 0)
1,153 2,356 113 -3,564 -2,627 -2,297 -158 2,298 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 10.6 16.7 53.8 57.3 81.3 84.5 18.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
33 36 43 54 49 109 117
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,034
COMMITMENTS
2,513 1,369 1,126 2,059 3,294 5,699 5,789 1,335 1,244
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -322)
-295 -282 -69 -107 479 -471 129 149 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 19.5 16.0 29.3 46.8 81.0 82.3 19.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
17 9 12 15 17 37 33
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 335,939
COMMITMENTS
87,199 45,639 1,661 175,552 181,883 264,412 229,183 71,527 106,756
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -11,698)
-16,195 -6,866 -1,127 1,842 -3,938 -15,480 -11,931 3,782 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 13.6 0.5 52.3 54.1 78.7 68.2 21.3 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
16 20 4 40 48 58 70
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,049,779
COMMITMENTS
332,684 368,718 231,450 1229391 1050748 1793524 1650915 256,255 398,863
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -154,345)
6,111 -36,838 -62,369 -83,824 -105,691 -140,082 -204,899 -14,263 50,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 18.0 11.3 60.0 51.3 87.5 80.5 12.5 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
50 70 66 104 122 192 220
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,368,874
COMMITMENTS
132,281 254,801 163,350 906,450 694,287 1202081 1112437 166,793 256,436
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -26,271)
1,168 -20,791 -8,253 7,152 -4,894 68 -33,938 -26,339 7,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 18.6 11.9 66.2 50.7 87.8 81.3 12.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
32 48 38 76 80 129 145
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 707,273
COMMITMENTS
136,753 89,131 269,858 244,432 305,738 651,042 664,727 56,231 42,546
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -18,261)
-17,390 -2,589 16,020 -9,893 -29,278 -11,263 -15,847 -6,998 -2,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 12.6 38.2 34.6 43.2 92.0 94.0 8.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
48 36 46 67 62 144 115
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 35,792
COMMITMENTS
4,302 7,024 507 23,462 17,160 28,272 24,691 7,520 11,102
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 1,120)
600 133 5 -482 -130 124 9 997 1,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 19.6 1.4 65.6 47.9 79.0 69.0 21.0 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 13 6 18 10 31 24
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 53,540
COMMITMENTS
18,641 26,054 4,491 14,166 12,973 37,298 43,518 16,242 10,022
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -147)
350 -3,505 489 -3,113 3,802 -2,275 786 2,128 -933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 48.7 8.4 26.5 24.2 69.7 81.3 30.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
21 26 15 14 15 43 48
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,678
COMMITMENTS
8,544 3,881 172 24,751 28,896 33,467 32,949 211 729
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -402)
-336 77 0 -73 -550 -409 -473 7 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 11.5 0.5 73.5 85.8 99.4 97.8 0.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 17 3 16 20 25 38
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,602
COMMITMENTS
650 1,820 1,901 13,612 11,650 16,164 15,372 6,439 7,231
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 588)
57 63 76 362 237 495 376 93 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 8.1 8.4 60.2 51.5 71.5 68.0 28.5 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 2 9 20 17 31 27
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 120,747
COMMITMENTS
23,923 19,255 29,421 50,198 35,455 103,542 84,132 17,205 36,615
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 4,178)
2,274 1,573 237 1,732 1,542 4,243 3,353 -65 825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 15.9 24.4 41.6 29.4 85.8 69.7 14.2 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
56 45 63 31 42 136 115
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,127
COMMITMENTS
584 340 19 25 46 628 405 499 721
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 30.2 1.7 2.2 4.1 55.7 36.0 44.3 64.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 8 4 1 2 14 11
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 178,101
COMMITMENTS
43,541 19,835 35,581 77,160 77,280 156,281 132,696 21,820 45,405
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 8,371)
5,269 1,597 2,414 412 2,838 8,096 6,849 275 1,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 11.1 20.0 43.3 43.4 87.7 74.5 12.3 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
73 42 64 78 115 184 202
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,579
COMMITMENTS
1,218 981 454 659 1,089 2,331 2,525 2,248 2,054
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 174)
55 -529 117 16 394 188 -18 -14 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 21.4 9.9 14.4 23.8 50.9 55.1 49.1 44.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
16 13 10 12 18 34 36
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,304
COMMITMENTS
12,286 1,955 6,573 8,345 10,542 27,204 19,069 6,100 14,235
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 1,437)
5 16 264 668 921 937 1,201 500 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 5.9 19.7 25.1 31.7 81.7 57.3 18.3 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
51 20 32 48 58 120 97
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 116,683
COMMITMENTS
51,711 7,168 2,776 25,476 87,377 79,964 97,322 36,719 19,361
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -37,837)
4,777 -12,078 -1,069 -38,326 -18,929 -34,618 -32,076 -3,219 -5,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 6.1 2.4 21.8 74.9 68.5 83.4 31.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
30 14 10 19 28 53 48
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 77,210
COMMITMENTS
6,138 49,869 0 64,282 6,296 70,420 56,165 6,790 21,045
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 19,588)
3,650 16,471 0 18,692 -432 22,342 16,039 -2,754 3,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 64.6 0.0 83.3 8.2 91.2 72.7 8.8 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 26 0 16 6 20 32
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 80,101
COMMITMENTS
40,077 7,415 53 34,851 66,808 74,981 74,276 5,120 5,825
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,363)
257 2,898 -74 5,870 3,098 6,053 5,922 -690 -559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.0 9.3 0.1 43.5 83.4 93.6 92.7 6.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
40 9 1 14 18 55 27
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,362
COMMITMENTS
27,437 25,176 682 30,482 36,006 58,601 61,863 20,760 17,499
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 9,931)
2,994 11,176 192 7,846 -5,306 11,033 6,063 -1,102 3,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 31.7 0.9 38.4 45.4 73.8 78.0 26.2 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 12 5 17 16 36 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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 163,740
COMMITMENTS
10,942 72,898 4,238 122,631 51,765 137,811 128,901 25,929 34,839
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 11,325)
1,250 13,047 416 8,238 -5,899 9,904 7,564 1,421 3,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 44.5 2.6 74.9 31.6 84.2 78.7 15.8 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
16 43 7 29 24 49 70
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 158,280
COMMITMENTS
32,455 34,847 12,324 67,347 61,116 112,126 108,287 46,154 49,994
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 19,919)
3,522 3,772 1,573 11,731 10,267 16,827 15,613 3,092 4,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 22.0 7.8 42.5 38.6 70.8 68.4 29.2 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
38 34 30 30 27 83 76
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 36,616
COMMITMENTS
9,330 2,528 6 19,676 25,688 29,012 28,222 7,604 8,394
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,964)
1,366 -954 -279 3,564 4,706 4,651 3,473 1,313 2,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 6.9 0.0 53.7 70.2 79.2 77.1 20.8 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 9 13 12 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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 12,279,617
COMMITMENTS
869,941 781,091 3625752 6811746 6339207 11307439 10746050 972,178 1533567
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 756,599)
12,968 102,934 327,850 362,509 251,161 703,327 681,946 53,271 74,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.4 29.5 55.5 51.6 92.1 87.5 7.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
62 60 106 138 150 249 273
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 700,483
COMMITMENTS
50,260 61,304 39,942 463,192 482,622 553,394 583,868 147,089 116,615
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,813)
3,079 3,606 1,259 -9,902 5,563 -5,564 10,429 11,377 -4,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 8.8 5.7 66.1 68.9 79.0 83.4 21.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
46 41 55 89 64 165 130
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 985,447
COMMITMENTS
181,332 236,228 26,198 508,632 616,671 716,162 879,097 269,285 106,350
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 54,122)
27,540 -21,352 -8,935 49,528 52,622 68,133 22,335 -14,012 31,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 24.0 2.7 51.6 62.6 72.7 89.2 27.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
42 56 30 62 55 121 124
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,621
COMMITMENTS
1,786 427 0 6,992 11,469 8,778 11,896 3,843 725
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 120)
235 0 0 436 341 671 341 -551 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 3.4 0.0 55.4 90.9 69.6 94.3 30.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 1 20 17 24 19
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 30,029
COMMITMENTS
6,197 5,108 68 19,947 20,245 26,212 25,421 3,817 4,608
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 2,974)
169 1,079 68 2,422 2,378 2,659 3,525 315 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 17.0 0.2 66.4 67.4 87.3 84.7 12.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 7 1 18 18 22 26
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,973
COMMITMENTS
5,518 12,724 630 30,012 34,917 36,160 48,271 20,813 8,702
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 4,695)
-302 1,006 233 -730 1,811 -798 3,050 5,494 1,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 22.3 1.1 52.7 61.3 63.5 84.7 36.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 19 3 32 25 45 44
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 266,225
COMMITMENTS
88,509 85,206 3,062 160,336 104,013 251,906 192,281 14,319 73,944
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 34,972)
-12,000 13,507 216 47,788 -4,901 36,005 8,822 -1,033 26,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 32.0 1.2 60.2 39.1 94.6 72.2 5.4 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
47 58 10 43 31 96 93
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 63,899
COMMITMENTS
23,527 582 0 16,703 54,112 40,230 54,694 23,669 9,205
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -15,240)
-12,674 582 0 343 -18,499 -12,331 -17,917 -2,909 2,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 0.9 0.0 26.1 84.7 63.0 85.6 37.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 1 0 9 14 25 15
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,630
COMMITMENTS
672 5,889 0 26,165 21,198 26,837 27,087 4,793 4,543
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 435)
-506 212 0 425 345 -81 557 516 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 18.6 0.0 82.7 67.0 84.8 85.6 15.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 14 1 30 29 31 44
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 222,440
COMMITMENTS
13,649 49,175 1,578 199,865 158,186 215,092 208,939 7,349 13,501
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 7,362)
-2,611 -956 165 10,206 6,144 7,760 5,354 -398 2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 22.1 0.7 89.9 71.1 96.7 93.9 3.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
24 39 14 34 49 63 97
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,049
COMMITMENTS
18,520 19,380 1,973 22,751 27,455 43,244 48,808 11,805 6,241
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,997)
1,013 767 617 2,805 2,866 4,435 4,250 1,562 1,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 35.2 3.6 41.3 49.9 78.6 88.7 21.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
29 20 4 21 18 52 41
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 33,706
COMMITMENTS
11,050 1,873 321 19,362 2,038 30,733 4,232 2,973 29,474
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -583)
-1,415 340 85 2,401 548 1,071 973 -1,654 -1,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 5.6 1.0 57.4 6.0 91.2 12.6 8.8 87.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 3 1 9 3 21 7
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 38,123
COMMITMENTS
2,284 2,696 0 16,105 30,712 18,389 33,408 19,734 4,715
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -1,276)
-525 0 0 638 -381 113 -381 -1,389 -895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 7.1 0.0 42.2 80.6 48.2 87.6 51.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 9 0 16 23 20 32
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 138,480
COMMITMENTS
51,084 13,430 21,710 28,349 90,484 101,143 125,624 37,337 12,856
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -2,123)
1,961 -1,895 -402 -2,981 2,327 -1,422 30 -701 -2,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 9.7 15.7 20.5 65.3 73.0 90.7 27.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
98 42 47 24 38 142 107
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 107,913
COMMITMENTS
37,671 27,566 13,916 42,164 53,206 93,751 94,689 14,162 13,225
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 3,772)
2,958 436 93 1,021 3,384 4,072 3,912 -300 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 25.5 12.9 39.1 49.3 86.9 87.7 13.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
73 58 47 41 36 143 119
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 435,603
COMMITMENTS
222,945 45,499 68,803 76,539 285,284 368,287 399,586 67,316 36,017
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -27,892)
-1,322 -8,053 -15,814 -12,264 -6,973 -29,399 -30,840 1,508 2,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.2 10.4 15.8 17.6 65.5 84.5 91.7 15.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
165 76 72 37 54 246 160
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,727
COMMITMENTS
4,514 2,196 550 2,769 6,271 7,833 9,017 1,894 710
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -276)
-131 -102 -70 83 103 -118 -69 -158 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 22.6 5.7 28.5 64.5 80.5 92.7 19.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 3 11 5 6 30 19
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 110,183
COMMITMENTS
38,654 2,842 10,486 38,505 75,183 87,645 88,511 22,537 21,671
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 6,774)
4,565 126 1,100 1,005 5,363 6,669 6,589 105 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 2.6 9.5 34.9 68.2 79.5 80.3 20.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
57 19 23 51 56 120 86
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 30,828
COMMITMENTS
5,808 576 790 13,422 20,384 20,020 21,750 10,809 9,078
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -158)
929 -1,261 -317 -1,375 856 -763 -722 606 565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 1.9 2.6 43.5 66.1 64.9 70.6 35.1 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 5 5 17 19 32 26
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 158,332
COMMITMENTS
20,566 20,158 40,843 78,405 85,140 139,813 146,141 18,518 12,190
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 10,329)
1,564 -3,438 4,494 848 8,957 6,905 10,012 3,424 317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 12.7 25.8 49.5 53.8 88.3 92.3 11.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
87 52 62 68 68 181 159
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,662
COMMITMENTS
8,061 2,460 9,779 16,604 24,604 34,445 36,843 5,217 2,819
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 471)
641 -2,588 1,151 -1,445 2,343 347 906 124 -435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 6.2 24.7 41.9 62.0 86.8 92.9 13.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
37 26 22 25 20 77 55
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 141,287
COMMITMENTS
24,879 30,713 12,117 94,313 92,213 131,309 135,042 9,979 6,245
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 8,137)
1,413 8,273 -405 4,953 -1,184 5,961 6,684 2,176 1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 21.7 8.6 66.8 65.3 92.9 95.6 7.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
58 52 31 52 36 120 110
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 591,314
COMMITMENTS
188,963 17,382 85,913 221,412 434,633 496,288 537,928 95,026 53,386
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -15,172)
-16,399 341 -461 1,311 -10,391 -15,548 -10,511 376 -4,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 2.9 14.5 37.4 73.5 83.9 91.0 16.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
73 35 44 58 56 159 109
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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 124,531
COMMITMENTS
15,707 19,919 41,081 56,527 53,614 113,316 114,615 11,215 9,916
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,549)
-405 999 3,572 2,028 150 5,195 4,721 354 828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 16.0 33.0 45.4 43.1 91.0 92.0 9.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
115 92 102 101 86 264 241
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,283
COMMITMENTS
12,703 2,978 2,413 657 11,162 15,772 16,553 2,511 1,731
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 5,432)
5,100 686 94 -35 5,097 5,159 5,876 274 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.5 16.3 13.2 3.6 61.0 86.3 90.5 13.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
25 10 9 7 6 37 21
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 236,357
COMMITMENTS
21,561 16,122 59,087 106,873 127,236 187,520 202,445 48,837 33,912
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -29,199)
1,412 -1,947 -6,510 1,797 4,996 -3,301 -3,460 -25,899 -25,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 6.8 25.0 45.2 53.8 79.3 85.7 20.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
39 21 41 64 64 120 112
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 887,977
COMMITMENTS
49,148 79,303 376,401 384,966 394,403 810,516 850,107 77,461 37,870
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -112,774)
-6,583 -4,014 -62,987 -32,144 -34,902 -101,714 -101,903 -11,060 -10,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.9 42.4 43.4 44.4 91.3 95.7 8.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
56 48 74 96 89 193 172
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,541
COMMITMENTS
982 3,131 4,275 30,290 26,844 35,547 34,250 5,994 7,291
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 377)
982 -73 -753 272 901 501 75 -124 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 7.5 10.3 72.9 64.6 85.6 82.4 14.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 17 16 19 19
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,935
COMMITMENTS
9,574 4,130 1,993 91,684 100,851 103,251 106,974 8,684 4,961
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 379)
0 0 62 -152 927 -90 989 469 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 3.7 1.8 81.9 90.1 92.2 95.6 7.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 5 28 33 34 38
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,392
COMMITMENTS
7,502 8,832 434 48,263 42,642 56,199 51,908 3,193 7,484
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -676)
496 0 -496 2,338 -698 2,338 -1,194 -3,014 518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 14.9 0.7 81.3 71.8 94.6 87.4 5.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 21 17 24 20
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,680
COMMITMENTS
188 18,600 2,675 61,461 44,242 64,324 65,517 4,356 3,163
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 3,121)
-124 1,049 426 2,217 974 2,519 2,449 602 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 27.1 3.9 89.5 64.4 93.7 95.4 6.3 4.6
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 09/20/05 |
--------------------------------------------------------------| 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,442
COMMITMENTS
19,014 13,919 2,742 39,298 42,690 61,054 59,351 5,388 7,091
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 974)
213 217 122 807 1,003 1,142 1,342 -168 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 20.9 4.1 59.1 64.3 91.9 89.3 8.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 4 20 19 24 26
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,798
COMMITMENTS
0 6,391 517 61,195 51,519 61,712 58,427 3,086 6,371
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 2,484)
0 3,042 -1,184 1,918 408 734 2,266 1,750 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.9 0.8 94.4 79.5 95.2 90.2 4.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 21 22 22 23
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,201
COMMITMENTS
0 11,425 1,034 60,515 48,386 61,549 60,845 4,652 5,356
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 591)
0 -32 -172 711 658 539 454 52 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.3 1.6 91.4 73.1 93.0 91.9 7.0 8.1
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 09/20/05 |
--------------------------------------------------------------| 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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,464
COMMITMENTS
0 3,091 162 34,248 35,812 34,410 39,065 8,054 3,399
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 453)
0 275 0 -124 -188 -124 87 577 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.4 80.7 84.3 81.0 92.0 19.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 15 14 16
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 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,814
COMMITMENTS
17,700 0 2,500 41,386 58,852 61,586 61,352 6,228 6,462
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 412)
-992 0 124 1,969 261 1,101 385 -689 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 0.0 3.7 61.0 86.8 90.8 90.5 9.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 20 23 22 25
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,473
COMMITMENTS
1,131 1,157 4,755 37,560 33,399 43,446 39,311 4,027 8,162
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -343)
-188 1,157 -633 1,175 -956 354 -432 -697 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.4 10.0 79.1 70.4 91.5 82.8 8.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 3 16 18 22 21
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
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,416
COMMITMENTS
2,170 2,697 0 43,661 43,024 45,831 45,721 585 695
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.8 0.0 94.1 92.7 98.7 98.5 1.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 0 12 8 14 10
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,967
COMMITMENTS
2,170 2,883 0 44,167 44,430 46,337 47,313 2,630 1,654
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 5.9 0.0 90.2 90.7 94.6 96.6 5.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 16 16 18 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,330,191
COMMITMENTS
356,372 76,819 232,654 721,897 1006379 1310923 1315852 19,268 14,339
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 9,126)
20,481 -1,445 -21,857 12,573 29,735 11,197 6,433 -2,071 2,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 5.8 17.5 54.3 75.7 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
26 14 36 91 85 130 123
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 299,875
COMMITMENTS
72,470 59,856 109,632 111,167 127,551 293,269 297,039 6,606 2,836
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 57,480)
15,156 4,932 35,556 2,854 16,263 53,566 56,751 3,914 729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 20.0 36.6 37.1 42.5 97.8 99.1 2.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 8 20 28 30 50 52
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 92,113
COMMITMENTS
24,842 6,993 19,846 46,576 64,140 91,264 90,979 849 1,134
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 2,043)
85 -347 135 1,225 1,400 1,445 1,189 598 854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 7.6 21.5 50.6 69.6 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 7 9 38 41 48 51
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,475
COMMITMENTS
2,981 5,096 2,561 21,912 19,309 27,454 26,966 21 509
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 1,872)
172 328 -202 1,902 1,746 1,872 1,872 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 18.5 9.3 79.8 70.3 99.9 98.1 0.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 6 22 23 30 29
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,822
COMMITMENTS
1,062 3,341 2,576 6,676 4,397 10,314 10,314 508 508
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 126)
126 0 0 0 126 126 126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 30.9 23.8 61.7 40.6 95.3 95.3 4.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 4 17 12 23 17
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,942
COMMITMENTS
3,852 3,680 1,900 11,730 12,082 17,482 17,662 460 280
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -8)
0 -240 240 -268 -28 -28 -28 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 20.5 10.6 65.4 67.3 97.4 98.4 2.6 1.6
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 09/20/05 |
--------------------------------------------------------------| 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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,356
COMMITMENTS
11,560 240 1,750 10,408 22,174 23,718 24,164 638 192
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -170)
-230 80 70 110 -200 -50 -50 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 1.0 7.2 42.7 91.0 97.4 99.2 2.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 4 21 24 26 29
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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,674
COMMITMENTS
2,120 120 820 5,726 7,494 8,666 8,434 8 240
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 176)
-840 0 160 896 16 216 176 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 1.4 9.5 66.0 86.4 99.9 97.2 0.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 14 14 16 17
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 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,492,032
COMMITMENTS
111,947 85,015 458,625 854,242 868,438 1424815 1412078 67,217 79,953
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 31,705)
-2,607 5,384 22,152 18,207 3,233 37,752 30,769 -6,047 936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 5.7 30.7 57.3 58.2 95.5 94.6 4.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
82 105 123 80 91 231 254
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,218
COMMITMENTS
8,954 4,038 136 1,402 8,506 10,492 12,680 2,726 538
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -150)
-78 -1,069 24 -35 1,019 -89 -26 -61 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.7 30.5 1.0 10.6 64.4 79.4 95.9 20.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
59 14 3 11 27 73 42
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,885
COMMITMENTS
9,536 606 22 460 10,562 10,018 11,190 2,867 1,695
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -608)
-590 -177 -27 -388 -437 -1,005 -641 397 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.0 4.7 0.2 3.6 82.0 77.7 86.8 22.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
28 6 3 8 20 37 28
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 174,661
COMMITMENTS
23,630 5,066 31,337 102,218 126,564 157,185 162,968 17,476 11,693
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -1,370)
-5,261 1,076 -3,491 7,408 495 -1,344 -1,921 -26 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 2.9 17.9 58.5 72.5 90.0 93.3 10.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
43 18 37 70 75 127 117
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
Updated October 7, 2005