WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 339,017
COMMITMENTS
57,352 69,698 68,834 183,125 155,716 309,310 294,247 29,707 44,769
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 22,401)
12,626 -10,944 15,117 -6,566 13,747 21,177 17,921 1,225 4,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 20.6 20.3 54.0 45.9 91.2 86.8 8.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
84 117 105 49 67 210 226
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
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 944,177
COMMITMENTS
137,391 155,189 168,435 480,620 396,029 786,446 719,652 157,731 224,525
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 34,449)
13,588 4,909 6,703 2,553 14,115 22,843 25,727 11,607 8,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 16.4 17.8 50.9 41.9 83.3 76.2 16.7 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
160 129 156 221 220 451 449
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
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,524
COMMITMENTS
2,750 234 611 1,614 5,366 4,974 6,210 2,550 1,314
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 600)
301 -233 82 -11 1,343 373 1,192 227 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 3.1 8.1 21.4 71.3 66.1 82.5 33.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 6 6 8 17 23 26
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 362,355
COMMITMENTS
51,924 51,036 76,056 174,331 136,266 302,311 263,358 60,044 98,997
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 16,056)
2,957 1,518 4,234 9,064 8,011 16,256 13,763 -199 2,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 14.1 21.0 48.1 37.6 83.4 72.7 16.6 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
97 114 130 109 113 276 296
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 175,409
COMMITMENTS
27,480 11,454 31,435 89,709 116,633 148,623 159,522 26,786 15,887
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 16,495)
5,537 -13,868 5,427 -237 28,404 10,727 19,962 5,768 -3,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 6.5 17.9 51.1 66.5 84.7 90.9 15.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
41 30 34 55 52 117 101
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 727,559
COMMITMENTS
89,571 80,721 88,219 415,294 365,981 593,084 534,921 134,474 192,637
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 41,673)
-1,084 12,781 8,531 25,539 1,907 32,986 23,219 8,686 18,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 11.1 12.1 57.1 50.3 81.5 73.5 18.5 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
25 39 44 71 85 122 142
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 146,754
COMMITMENTS
17,162 19,342 24,873 76,449 79,058 118,484 123,273 28,270 23,481
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 4,975)
1,773 4,375 1,244 193 -2,144 3,210 3,474 1,766 1,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 13.2 16.9 52.1 53.9 80.7 84.0 19.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
31 43 42 53 49 107 120
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,746
COMMITMENTS
2,902 1,083 1,299 2,058 4,152 6,260 6,534 1,487 1,213
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 713)
389 -286 172 -1 858 560 744 152 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 14.0 16.8 26.6 53.6 80.8 84.3 19.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 6 12 16 17 39 32
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 335,243
COMMITMENTS
83,571 65,457 1,323 186,377 163,420 271,271 230,200 63,972 105,043
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -697)
-3,628 19,818 -338 10,825 -18,463 6,859 1,017 -7,556 -1,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 19.5 0.4 55.6 48.7 80.9 68.7 19.1 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
21 22 4 42 45 64 70
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,113,252
COMMITMENTS
342,419 393,278 236,631 1281898 1057060 1860948 1686970 252,304 426,282
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 63,473)
9,736 24,560 5,182 52,507 6,313 67,424 36,054 -3,951 27,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 18.6 11.2 60.7 50.0 88.1 79.8 11.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
55 66 71 102 118 189 223
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,496,678
COMMITMENTS
170,405 335,426 199,594 969,882 670,594 1339882 1205615 156,797 291,063
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 127,805)
38,125 80,626 36,245 63,432 -23,693 137,801 93,178 -9,997 34,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 22.4 13.3 64.8 44.8 89.5 80.6 10.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
39 45 43 78 83 137 151
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 573,655
COMMITMENTS
110,472 86,044 223,596 192,305 227,260 526,373 536,900 47,282 36,755
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -133,618)
-26,281 -3,088 -46,262 -52,127 -78,478 -124,669 -127,827 -8,950 -5,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 15.0 39.0 33.5 39.6 91.8 93.6 8.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
45 26 40 56 53 121 99
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,093
COMMITMENTS
4,949 6,366 914 23,653 18,402 29,516 25,683 7,577 11,410
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,301)
646 -657 407 190 1,242 1,244 992 57 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 17.2 2.5 63.8 49.6 79.6 69.2 20.4 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 14 8 19 12 36 28
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 58,542
COMMITMENTS
22,767 29,129 4,607 12,792 15,255 40,167 48,991 18,376 9,551
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 5,003)
4,127 3,075 116 -1,374 2,282 2,869 5,474 2,134 -471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 49.8 7.9 21.9 26.1 68.6 83.7 31.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
26 26 15 15 13 49 46
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,490
COMMITMENTS
8,664 3,745 62 24,311 28,953 33,037 32,760 453 730
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -188)
120 -136 -110 -440 57 -430 -189 242 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 11.2 0.2 72.6 86.5 98.6 97.8 1.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 17 3 15 20 24 38
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,707
COMMITMENTS
496 1,849 1,375 12,331 9,090 14,202 12,313 5,505 7,394
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -2,895)
-154 28 -526 -1,281 -2,561 -1,961 -3,059 -934 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 9.4 7.0 62.6 46.1 72.1 62.5 27.9 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 5 10 18 12 29 23
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 123,965
COMMITMENTS
25,691 19,321 29,959 49,376 37,330 105,026 86,611 18,939 37,354
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 3,218)
1,768 66 538 -822 1,875 1,484 2,479 1,734 739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 15.6 24.2 39.8 30.1 84.7 69.9 15.3 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
57 45 58 30 42 135 109
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
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 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 192,705
COMMITMENTS
50,594 16,288 40,934 78,048 85,259 169,577 142,482 23,128 50,224
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 14,604)
7,054 -3,547 5,354 889 7,979 13,296 9,786 1,308 4,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 8.5 21.2 40.5 44.2 88.0 73.9 12.0 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
74 48 63 77 117 191 200
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,612
COMMITMENTS
1,161 714 482 704 1,498 2,348 2,694 2,264 1,918
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 33)
-57 -267 28 45 408 17 169 16 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 15.5 10.5 15.3 32.5 50.9 58.4 49.1 41.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 12 9 11 24 32 40
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,820
COMMITMENTS
11,904 1,546 6,743 7,830 10,577 26,477 18,865 6,343 13,954
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -484)
-382 -409 170 -515 35 -727 -204 243 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 4.7 20.5 23.9 32.2 80.7 57.5 19.3 42.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
57 13 31 44 57 115 95
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 115,220
COMMITMENTS
48,323 8,781 2,953 26,348 84,898 77,624 96,631 37,596 18,589
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,463)
-3,389 1,612 177 872 -2,480 -2,340 -691 877 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 7.6 2.6 22.9 73.7 67.4 83.9 32.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
29 17 11 18 28 51 52
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 88,230
COMMITMENTS
9,973 57,099 0 69,953 8,884 79,926 65,983 8,304 22,247
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 11,020)
3,835 7,230 0 5,671 2,588 9,506 9,818 1,514 1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 64.7 0.0 79.3 10.1 90.6 74.8 9.4 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 30 0 15 7 19 37
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 81,422
COMMITMENTS
60,168 3,894 0 14,360 72,660 74,528 76,554 6,894 4,868
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,321)
20,091 -3,521 -53 -20,491 5,852 -453 2,278 1,774 -957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.9 4.8 0.0 17.6 89.2 91.5 94.0 8.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
53 8 0 16 17 69 25
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 91,960
COMMITMENTS
19,908 37,159 669 53,630 34,747 74,207 72,575 17,754 19,385
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 12,599)
-7,529 11,984 -13 23,148 -1,259 15,606 10,712 -3,007 1,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 40.4 0.7 58.3 37.8 80.7 78.9 19.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
13 20 6 21 16 40 36
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 193,871
COMMITMENTS
13,676 80,004 4,593 147,267 74,700 165,535 159,297 28,336 34,574
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 30,131)
2,733 7,106 354 24,636 22,934 27,724 30,395 2,407 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 41.3 2.4 76.0 38.5 85.4 82.2 14.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
18 44 7 29 25 51 72
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 169,924
COMMITMENTS
34,068 36,865 14,455 72,557 61,915 121,080 113,235 48,844 56,689
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 11,643)
1,613 2,018 2,131 5,211 799 8,954 4,948 2,689 6,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 21.7 8.5 42.7 36.4 71.3 66.6 28.7 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
47 33 32 31 30 88 85
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 39,084
COMMITMENTS
9,022 3,401 6 23,527 25,681 32,555 29,088 6,529 9,996
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 2,468)
-308 873 0 3,851 -7 3,543 866 -1,075 1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 8.7 0.0 60.2 65.7 83.3 74.4 16.7 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 1 10 13 13 15
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,098,630
COMMITMENTS
817,897 979,094 4100532 7076292 6435219 11994722 11514845 1103909 1583785
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 819,013)
-52,044 198,003 474,780 264,546 96,012 687,283 768,795 131,731 50,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.5 31.3 54.0 49.1 91.6 87.9 8.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
60 69 105 136 148 246 276
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 705,593
COMMITMENTS
52,688 63,314 44,581 461,460 483,885 558,730 591,780 146,863 113,813
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 5,110)
2,428 2,010 4,639 -1,732 1,262 5,336 7,912 -226 -2,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 9.0 6.3 65.4 68.6 79.2 83.9 20.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
51 38 58 90 66 168 135
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,006,727
COMMITMENTS
190,112 246,094 41,517 521,751 596,598 753,381 884,210 253,346 122,517
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 21,280)
8,780 9,866 15,319 13,120 -20,072 37,219 5,113 -15,939 16,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 24.4 4.1 51.8 59.3 74.8 87.8 25.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
49 54 31 59 61 126 128
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,780
COMMITMENTS
1,940 427 0 6,660 11,324 8,600 11,751 4,180 1,029
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 159)
154 0 0 -332 -145 -178 -145 337 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 3.3 0.0 52.1 88.6 67.3 91.9 32.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 1 1 18 15 23 17
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,351
COMMITMENTS
7,323 3,681 98 21,655 25,512 29,076 29,291 4,275 4,060
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 3,322)
1,126 -1,427 30 1,708 5,267 2,864 3,870 458 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 11.0 0.3 64.9 76.5 87.2 87.8 12.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 4 1 20 21 27 26
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,929
COMMITMENTS
9,460 9,527 1,604 28,696 35,769 39,760 46,900 17,169 10,028
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -45)
3,942 -3,197 974 -1,316 852 3,600 -1,371 -3,644 1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 16.7 2.8 50.4 62.8 69.8 82.4 30.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 15 3 33 25 49 41
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 270,515
COMMITMENTS
105,990 81,409 3,090 128,565 119,850 237,645 204,349 32,870 66,166
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 4,290)
17,481 -3,797 29 -31,771 15,836 -14,261 12,068 18,551 -7,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 30.1 1.1 47.5 44.3 87.8 75.5 12.2 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
66 60 13 38 37 110 104
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 70,271
COMMITMENTS
29,452 582 0 16,799 60,544 46,251 61,126 24,020 9,145
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 6,372)
5,925 0 0 96 6,432 6,021 6,432 351 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 0.8 0.0 23.9 86.2 65.8 87.0 34.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
16 1 0 9 13 25 14
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,231
COMMITMENTS
669 6,045 0 26,746 21,574 27,415 27,619 4,817 4,612
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 601)
-3 156 0 580 376 577 532 24 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 18.8 0.0 83.0 66.9 85.1 85.7 14.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
1 14 1 31 29 32 44
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 232,510
COMMITMENTS
16,982 52,928 1,417 205,084 162,142 223,482 216,487 9,027 16,023
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 10,069)
3,333 3,753 -161 5,218 3,956 8,390 7,547 1,679 2,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 22.8 0.6 88.2 69.7 96.1 93.1 3.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
21 51 18 37 48 70 105
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 56,203
COMMITMENTS
14,634 17,304 3,539 25,561 29,498 43,734 50,341 12,469 5,862
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,154)
-3,886 -2,076 1,566 2,810 2,043 490 1,533 664 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 30.8 6.3 45.5 52.5 77.8 89.6 22.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
28 18 5 19 23 48 46
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,013
COMMITMENTS
8,548 3,119 626 22,107 2,526 31,281 6,271 3,732 28,742
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,307)
-2,502 1,246 305 2,745 488 548 2,039 759 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 8.9 1.8 63.1 7.2 89.3 17.9 10.7 82.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 3 1 10 4 24 8
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 36,303
COMMITMENTS
1,819 2,796 150 17,579 29,143 19,548 32,089 16,755 4,214
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,820)
-465 100 150 1,474 -1,569 1,159 -1,319 -2,979 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 7.7 0.4 48.4 80.3 53.8 88.4 46.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 10 1 20 26 24 37
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 150,126
COMMITMENTS
56,650 12,531 25,137 30,396 97,721 112,182 135,388 37,944 14,738
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 11,647)
5,566 -898 3,426 2,047 7,237 11,039 9,765 608 1,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 8.3 16.7 20.2 65.1 74.7 90.2 25.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
100 46 49 26 41 146 117
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 111,754
COMMITMENTS
41,241 30,660 13,149 43,550 55,405 97,940 99,214 13,814 12,540
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 3,841)
3,570 3,093 -767 1,385 2,199 4,189 4,525 -348 -685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 27.4 11.8 39.0 49.6 87.6 88.8 12.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
77 61 54 44 38 152 129
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 441,466
COMMITMENTS
233,241 50,248 65,941 76,944 294,395 376,127 410,584 65,340 30,882
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 5,863)
10,296 4,749 -2,862 406 9,111 7,840 10,998 -1,977 -5,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 11.4 14.9 17.4 66.7 85.2 93.0 14.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
169 72 67 37 55 241 162
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,358
COMMITMENTS
4,921 2,328 550 2,788 6,422 8,259 9,300 2,099 1,058
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 631)
407 132 0 19 151 426 283 205 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 22.5 5.3 26.9 62.0 79.7 89.8 20.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
19 3 12 6 6 35 21
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 126,121
COMMITMENTS
45,303 5,371 12,273 44,099 84,178 101,675 101,822 24,446 24,299
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 15,938)
6,648 2,528 1,787 5,595 8,996 14,030 13,311 1,908 2,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 4.3 9.7 35.0 66.7 80.6 80.7 19.4 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
65 22 30 54 65 134 105
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 34,145
COMMITMENTS
8,265 514 843 14,727 23,307 23,835 24,664 10,310 9,482
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 3,317)
2,458 -62 53 1,305 2,923 3,816 2,913 -499 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 1.5 2.5 43.1 68.3 69.8 72.2 30.2 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
18 4 4 23 21 43 27
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 163,256
COMMITMENTS
22,893 11,402 45,651 77,063 95,273 145,607 152,326 17,648 10,930
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 4,924)
2,327 -8,756 4,808 -1,341 10,132 5,794 6,184 -870 -1,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 7.0 28.0 47.2 58.4 89.2 93.3 10.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
93 46 69 65 69 191 156
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 42,873
COMMITMENTS
9,958 1,601 11,496 16,003 27,286 37,457 40,383 5,416 2,489
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 3,211)
1,897 -859 1,717 -602 2,683 3,012 3,541 199 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 3.7 26.8 37.3 63.6 87.4 94.2 12.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
56 17 22 25 22 91 52
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 141,253
COMMITMENTS
23,416 28,731 12,736 94,937 91,279 131,088 132,746 10,165 8,507
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -35)
-1,463 -1,981 619 623 -934 -221 -2,297 186 2,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 20.3 9.0 67.2 64.6 92.8 94.0 7.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
49 56 30 53 39 121 111
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 614,691
COMMITMENTS
184,840 16,118 106,174 223,822 431,401 514,837 553,693 99,854 60,998
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 23,377)
-4,123 -1,265 20,261 2,411 -3,231 18,549 15,765 4,829 7,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 2.6 17.3 36.4 70.2 83.8 90.1 16.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
75 26 47 56 60 154 114
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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 125,065
COMMITMENTS
16,804 20,092 41,388 55,715 54,998 113,908 116,478 11,157 8,587
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 534)
1,097 173 306 -812 1,384 592 1,863 -58 -1,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 16.1 33.1 44.5 44.0 91.1 93.1 8.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
120 84 102 103 90 265 242
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,305
COMMITMENTS
13,958 2,689 2,409 426 13,355 16,792 18,452 3,513 1,853
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 2,022)
1,255 -289 -4 -231 2,193 1,020 1,900 1,002 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.7 13.2 11.9 2.1 65.8 82.7 90.9 17.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
29 11 9 5 5 40 20
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 230,102
COMMITMENTS
22,366 17,101 59,668 103,693 123,520 185,727 200,289 44,374 29,812
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -6,256)
806 979 581 -3,180 -3,716 -1,793 -2,156 -4,463 -4,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 7.4 25.9 45.1 53.7 80.7 87.0 19.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
39 21 42 64 68 119 118
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 904,696
COMMITMENTS
53,862 77,651 390,829 383,403 392,640 828,093 861,120 76,602 43,576
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 16,719)
4,713 -1,652 14,428 -1,564 -1,763 17,578 11,013 -859 5,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 8.6 43.2 42.4 43.4 91.5 95.2 8.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
58 49 74 94 87 192 171
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
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,355
COMMITMENTS
9,681 3,244 3,065 76,616 83,198 89,362 89,507 9,993 9,848
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -12,580)
107 -886 1,072 -15,068 -17,653 -13,889 -17,467 1,309 4,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 3.3 3.1 77.1 83.7 89.9 90.1 10.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 1 5 25 26 31 31
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
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,172
COMMITMENTS
2 23,682 1,515 57,431 35,876 58,948 61,073 6,224 4,099
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -3,508)
-186 5,082 -1,160 -4,030 -8,366 -5,376 -4,444 1,868 936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 36.3 2.3 88.1 55.0 90.4 93.7 9.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 3 17 16 20 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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,331
COMMITMENTS
25,185 12,984 2,436 32,289 45,456 59,910 60,876 7,421 6,455
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 889)
6,171 -935 -306 -7,009 2,766 -1,144 1,525 2,033 -636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 19.3 3.6 48.0 67.5 89.0 90.4 11.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 5 3 15 16 20 22
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,290
COMMITMENTS
0 4,579 665 59,302 47,579 59,967 52,823 2,323 9,467
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -2,508)
0 -1,812 148 -1,893 -3,940 -1,745 -5,604 -763 3,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 1.1 95.2 76.4 96.3 84.8 3.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 15 17 16 18
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,246
COMMITMENTS
0 11,555 375 53,549 43,386 53,924 55,316 8,322 6,930
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -3,955)
0 130 -659 -6,966 -5,000 -7,625 -5,529 3,670 1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.6 0.6 86.0 69.7 86.6 88.9 13.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 19 13 21 15
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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,475
COMMITMENTS
0 1,053 462 35,439 36,886 35,901 38,401 6,574 4,074
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 11)
0 -2,038 300 1,191 1,074 1,491 -664 -1,480 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 1.1 83.4 86.8 84.5 90.4 15.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 12 14 13
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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,212
COMMITMENTS
9,473 1,208 2,666 34,410 43,584 46,549 47,458 7,663 6,754
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -13,602)
-8,227 1,208 166 -6,976 -15,268 -15,037 -13,894 1,435 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 2.2 4.9 63.5 80.4 85.9 87.5 14.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 3 14 19 17 23
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
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
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 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,262,871
COMMITMENTS
351,575 75,421 205,540 688,666 969,240 1245781 1250201 17,090 12,670
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -67,320)
-4,797 -1,398 -27,114 -33,231 -37,139 -65,142 -65,651 -2,178 -1,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 6.0 16.3 54.5 76.7 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
26 12 29 86 81 120 114
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 213,701
COMMITMENTS
67,360 47,282 48,684 94,432 116,208 210,476 212,174 3,225 1,527
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -86,174)
-5,110 -12,574 -60,948 -16,735 -11,343 -82,793 -84,865 -3,381 -1,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 22.1 22.8 44.2 54.4 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 8 15 27 26 44 43
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 85,280
COMMITMENTS
26,650 7,384 14,668 43,774 63,109 85,092 85,160 188 120
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -6,833)
1,808 391 -5,178 -2,802 -1,031 -6,172 -5,819 -661 -1,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 8.7 17.2 51.3 74.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 6 9 38 40 48 49
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,220
COMMITMENTS
4,163 4,928 1,802 20,255 18,981 26,220 25,711 0 509
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,255)
1,182 -168 -759 -1,657 -328 -1,234 -1,255 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 18.8 6.9 77.3 72.4 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 5 21 21 28 26
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,348
COMMITMENTS
684 2,648 2,450 5,706 3,742 8,840 8,840 508 508
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,474)
-378 -693 -126 -970 -655 -1,474 -1,474 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 28.3 26.2 61.0 40.0 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 3 14 10 19 14
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,602
COMMITMENTS
3,472 3,540 1,680 10,930 10,912 16,082 16,132 520 470
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,340)
-380 -140 -220 -800 -1,170 -1,400 -1,530 60 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 21.3 10.1 65.8 65.7 96.9 97.2 3.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 7 18 18 25 25
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,216
COMMITMENTS
11,330 120 1,560 10,378 22,344 23,268 24,024 948 192
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -140)
-230 -120 -190 -30 170 -450 -140 310 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 0.5 6.4 42.9 92.3 96.1 99.2 3.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 20 24 23 27
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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,600
COMMITMENTS
1,960 120 820 5,816 7,380 8,596 8,320 4 280
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -74)
-160 0 0 90 -114 -70 -114 -4 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 1.4 9.5 67.6 85.8 100.0 96.7 0.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 13 9 15 12
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,536,151
COMMITMENTS
117,975 89,173 490,267 856,427 873,444 1464669 1452884 71,482 83,267
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 44,119)
6,028 4,158 31,641 2,185 5,007 39,854 40,806 4,265 3,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 5.8 31.9 55.8 56.9 95.3 94.6 4.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
94 94 126 81 87 235 255
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,206
COMMITMENTS
8,912 3,896 117 1,373 8,718 10,402 12,731 2,804 475
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -12)
-42 -142 -19 -29 212 -90 51 78 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.5 29.5 0.9 10.4 66.0 78.8 96.4 21.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
62 10 3 9 26 72 39
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,072
COMMITMENTS
10,058 469 0 522 11,234 10,580 11,703 2,492 1,369
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 187)
522 -137 -22 62 672 562 513 -375 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.9 3.6 0.0 4.0 85.9 80.9 89.5 19.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
27 4 0 11 22 38 26
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 164,547
COMMITMENTS
23,800 4,303 29,794 95,160 119,489 148,754 153,586 15,793 10,961
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -10,114)
170 -764 -1,543 -7,058 -7,075 -8,431 -9,381 -1,682 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 2.6 18.1 57.8 72.6 90.4 93.3 9.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
39 17 37 65 80 120 120
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
Updated October 14, 2005