WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 336,450
COMMITMENTS
52,310 64,031 70,057 182,842 156,636 305,209 290,724 31,241 45,726
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -2,567)
-5,041 -5,667 1,223 -283 920 -4,101 -3,523 1,534 956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 19.0 20.8 54.3 46.6 90.7 86.4 9.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
82 111 110 52 69 214 228
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
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 964,554
COMMITMENTS
136,214 161,938 171,271 498,857 404,795 806,343 738,005 158,211 226,549
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 20,377)
-1,177 6,750 2,837 18,237 8,766 19,897 18,353 480 2,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 16.8 17.8 51.7 42.0 83.6 76.5 16.4 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
154 139 163 222 221 458 457
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
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,812
COMMITMENTS
3,204 108 572 1,621 5,825 5,397 6,506 2,415 1,306
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 288)
455 -125 -38 7 459 424 296 -135 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 1.4 7.3 20.7 74.6 69.1 83.3 30.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 6 5 9 16 27 23
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 391,007
COMMITMENTS
51,721 48,782 86,268 186,552 146,701 324,540 281,751 66,467 109,256
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 28,653)
-204 -2,254 10,212 12,221 10,435 22,229 18,393 6,423 10,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 12.5 22.1 47.7 37.5 83.0 72.1 17.0 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
89 125 138 113 117 287 305
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 191,382
COMMITMENTS
30,045 8,925 39,977 91,663 127,666 161,685 176,567 29,696 14,814
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 15,973)
2,566 -2,530 8,542 1,954 11,032 13,063 17,045 2,910 -1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 4.7 20.9 47.9 66.7 84.5 92.3 15.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
45 26 39 56 55 126 106
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 716,583
COMMITMENTS
72,806 80,572 92,736 429,993 354,468 595,535 527,776 121,047 188,806
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -10,976)
-16,765 -149 4,517 14,699 -11,513 2,451 -7,145 -13,427 -3,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 11.2 12.9 60.0 49.5 83.1 73.7 16.9 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
35 29 44 76 80 126 138
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 152,874
COMMITMENTS
15,682 20,086 26,075 80,165 82,530 121,922 128,691 30,952 24,183
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 6,120)
-1,480 744 1,203 3,716 3,471 3,438 5,418 2,682 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 13.1 17.1 52.4 54.0 79.8 84.2 20.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
24 45 40 58 53 109 122
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,030
COMMITMENTS
2,699 1,000 1,298 2,354 4,631 6,350 6,929 1,680 1,101
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 284)
-204 -83 -1 296 479 91 395 193 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 12.5 16.2 29.3 57.7 79.1 86.3 20.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
18 9 12 17 18 40 34
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 347,610
COMMITMENTS
92,804 80,694 2,058 188,816 164,603 283,678 247,355 63,932 100,255
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 12,367)
9,233 15,237 735 2,439 1,183 12,407 17,155 -39 -4,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 23.2 0.6 54.3 47.4 81.6 71.2 18.4 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
19 22 4 46 48 66 73
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,100,541
COMMITMENTS
351,021 393,009 252,495 1268906 1056749 1872422 1702252 228,119 398,289
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -12,711)
8,602 -269 15,864 -12,991 -311 11,474 15,283 -24,185 -27,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 18.7 12.0 60.4 50.3 89.1 81.0 10.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
58 68 79 109 121 203 232
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,590,953
COMMITMENTS
179,976 396,153 199,632 1069831 700,836 1449439 1296622 141,514 294,332
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 94,275)
9,571 60,727 38 99,949 30,242 109,557 91,007 -15,282 3,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 24.9 12.5 67.2 44.1 91.1 81.5 8.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
42 46 42 81 86 141 156
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 620,271
COMMITMENTS
123,392 108,286 240,409 206,271 239,059 570,072 587,753 50,199 32,518
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 46,616)
12,920 22,242 16,813 13,966 11,798 43,698 50,853 2,918 -4,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 17.5 38.8 33.3 38.5 91.9 94.8 8.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
40 31 39 59 58 119 108
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,793
COMMITMENTS
4,068 6,198 773 23,540 18,472 28,381 25,443 8,412 11,351
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -300)
-880 -169 -141 -113 70 -1,134 -240 835 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 16.8 2.1 64.0 50.2 77.1 69.2 22.9 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 12 6 20 11 33 24
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,618
COMMITMENTS
25,599 29,063 5,700 16,346 22,165 47,645 56,928 18,973 9,690
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 8,075)
2,832 -66 1,093 3,554 6,910 7,478 7,937 597 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 43.6 8.6 24.5 33.3 71.5 85.5 28.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
30 23 15 22 16 58 48
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,673
COMMITMENTS
8,674 3,633 62 24,473 29,105 33,209 32,800 464 873
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 183)
10 -112 0 162 152 172 40 11 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 10.8 0.2 72.7 86.4 98.6 97.4 1.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 15 3 15 21 24 37
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,233
COMMITMENTS
299 1,987 1,726 13,344 9,331 15,369 13,045 5,864 8,189
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,526)
-198 138 351 1,013 242 1,166 731 359 794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 9.4 8.1 62.8 43.9 72.4 61.4 27.6 38.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 4 10 19 13 30 24
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 129,360
COMMITMENTS
26,806 19,577 32,170 50,655 37,540 109,630 89,286 19,731 40,074
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 5,396)
1,115 256 2,210 1,279 210 4,604 2,675 792 2,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 15.1 24.9 39.2 29.0 84.7 69.0 15.3 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
62 44 60 33 43 142 111
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,772
COMMITMENTS
1,033 486 35 137 123 1,205 643 567 1,129
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 646)
449 145 16 112 77 577 238 69 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.3 27.4 2.0 7.7 6.9 68.0 36.3 32.0 63.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 11 2 2 3 14 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 186,551
COMMITMENTS
53,538 13,478 36,883 74,024 84,264 164,444 134,624 22,107 51,926
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -6,155)
2,943 -2,810 -4,052 -4,025 -995 -5,133 -7,857 -1,022 1,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 7.2 19.8 39.7 45.2 88.1 72.2 11.9 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
82 45 67 74 116 195 204
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,467
COMMITMENTS
1,071 872 427 855 1,235 2,353 2,534 2,115 1,933
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -144)
-90 158 -55 151 -263 5 -160 -149 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 19.5 9.6 19.1 27.6 52.7 56.7 47.3 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
17 18 11 12 23 36 45
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,889
COMMITMENTS
12,354 1,196 6,124 7,333 10,173 25,810 17,492 6,079 14,397
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -930)
450 -350 -619 -497 -404 -666 -1,373 -264 443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 3.8 19.2 23.0 31.9 80.9 54.9 19.1 45.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
53 17 28 42 53 111 88
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 115,726
COMMITMENTS
51,634 6,900 2,629 25,978 84,675 80,242 94,204 35,484 21,522
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 506)
3,311 -1,881 -324 -370 -223 2,618 -2,428 -2,112 2,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 6.0 2.3 22.4 73.2 69.3 81.4 30.7 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
31 16 9 18 25 54 45
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 72,841
COMMITMENTS
13,572 38,859 0 52,286 12,327 65,858 51,186 6,983 21,655
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -15,389)
3,599 -18,240 0 -17,667 3,443 -14,068 -14,797 -1,321 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 53.3 0.0 71.8 16.9 90.4 70.3 9.6 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 24 0 15 8 19 32
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 75,708
COMMITMENTS
53,443 5,509 55 15,032 63,855 68,530 69,419 7,178 6,289
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -5,713)
-6,725 1,615 55 672 -8,805 -5,998 -7,135 285 1,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.6 7.3 0.1 19.9 84.3 90.5 91.7 9.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
48 8 1 18 15 66 24
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 91,162
COMMITMENTS
13,578 36,826 267 56,373 32,485 70,218 69,578 20,945 21,584
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -798)
-6,330 -333 -402 2,743 -2,262 -3,989 -2,998 3,191 2,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 40.4 0.3 61.8 35.6 77.0 76.3 23.0 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
13 17 3 19 14 33 33
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 200,854
COMMITMENTS
16,515 85,122 3,830 150,408 74,357 170,753 163,309 30,101 37,545
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 6,983)
2,840 5,118 -763 3,141 -343 5,218 4,012 1,765 2,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 42.4 1.9 74.9 37.0 85.0 81.3 15.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
22 43 6 30 24 54 71
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 150,289
COMMITMENTS
29,620 26,230 10,238 64,578 61,829 104,436 98,297 45,852 51,992
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -19,635)
-4,448 -10,635 -4,217 -7,979 -86 -16,644 -14,938 -2,991 -4,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 17.5 6.8 43.0 41.1 69.5 65.4 30.5 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
39 31 29 29 29 81 76
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
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,438
COMMITMENTS
5,592 508 0 2,499 7,855 8,091 8,363 1,347 1,075
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.2 5.4 0.0 26.5 83.2 85.7 88.6 14.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 0 6 8 10 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 41,071
COMMITMENTS
9,605 2,787 1,360 23,251 29,257 34,216 33,404 6,855 7,667
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,987)
583 -614 1,354 -276 3,576 1,661 4,316 326 -2,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 6.8 3.3 56.6 71.2 83.3 81.3 16.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 2 11 14 15 18
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,333,415
COMMITMENTS
875,730 986,333 4201124 7214522 6620340 12291376 11807797 1042039 1525618
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 234,785)
57,832 7,239 100,592 138,230 185,121 296,654 292,952 -61,869 -58,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 7.4 31.5 54.1 49.7 92.2 88.6 7.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
64 68 106 137 152 251 281
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 743,245
COMMITMENTS
58,565 71,482 59,740 472,041 493,237 590,346 624,459 152,900 118,786
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 37,653)
5,877 8,168 15,158 10,580 9,352 31,616 32,679 6,037 4,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 9.6 8.0 63.5 66.4 79.4 84.0 20.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
54 41 61 89 69 172 142
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,061,867
COMMITMENTS
203,710 259,806 51,696 580,983 642,720 836,389 954,222 225,477 107,645
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 55,140)
13,598 13,712 10,179 59,232 46,122 83,009 70,012 -27,869 -14,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 24.5 4.9 54.7 60.5 78.8 89.9 21.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
49 54 32 66 59 132 128
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,792
COMMITMENTS
1,191 427 0 6,807 11,278 7,998 11,705 4,794 1,087
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 12)
-749 0 0 147 -46 -602 -46 614 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 3.3 0.0 53.2 88.2 62.5 91.5 37.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 1 19 16 21 18
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 34,408
COMMITMENTS
7,641 4,999 0 23,630 23,086 31,271 28,085 3,137 6,323
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,057)
318 1,318 -98 1,975 -2,426 2,195 -1,206 -1,138 2,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 14.5 0.0 68.7 67.1 90.9 81.6 9.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 0 20 18 26 23
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,225
COMMITMENTS
7,327 12,271 1,349 30,166 37,070 38,843 50,691 21,383 9,535
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 3,296)
-2,133 2,745 -255 1,470 1,301 -918 3,790 4,214 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 20.4 2.2 50.1 61.6 64.5 84.2 35.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
12 18 4 31 30 47 48
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 348,402
COMMITMENTS
99,242 156,668 3,877 223,465 107,756 326,584 268,301 21,818 80,101
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 77,887)
-6,748 75,258 787 94,900 -12,094 88,939 63,952 -11,052 13,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 45.0 1.1 64.1 30.9 93.7 77.0 6.3 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
63 59 13 47 31 120 93
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,703
COMMITMENTS
18,844 1,916 0 21,722 48,964 40,566 50,880 20,137 9,823
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -9,568)
-10,608 1,334 0 4,923 -11,580 -5,685 -10,246 -3,883 678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 3.2 0.0 35.8 80.7 66.8 83.8 33.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 2 0 13 15 24 17
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,843
COMMITMENTS
866 6,347 0 27,740 22,726 28,606 29,073 5,236 4,770
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,611)
197 302 -0 995 1,151 1,192 1,453 419 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 18.8 0.0 82.0 67.2 84.5 85.9 15.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 14 1 31 28 32 43
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 259,038
COMMITMENTS
12,064 56,611 4,009 231,160 178,592 247,233 239,211 11,805 19,827
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 26,529)
-4,918 3,683 2,592 26,077 16,450 23,751 22,725 2,778 3,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 21.9 1.5 89.2 68.9 95.4 92.3 4.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
28 43 21 36 48 71 105
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 60,986
COMMITMENTS
15,454 17,452 3,363 30,126 32,208 48,943 53,023 12,043 7,963
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 4,782)
820 148 -176 4,564 2,710 5,208 2,682 -426 2,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 28.6 5.5 49.4 52.8 80.3 86.9 19.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
27 19 6 20 23 50 47
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 40,021
COMMITMENTS
10,585 2,070 145 22,793 3,133 33,523 5,348 6,498 34,673
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 5,008)
2,037 -1,049 -481 686 607 2,242 -923 2,766 5,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 5.2 0.4 57.0 7.8 83.8 13.4 16.2 86.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
15 3 1 8 6 24 9
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 32,855
COMMITMENTS
1,609 2,719 0 15,931 27,335 17,540 30,054 15,315 2,801
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -3,449)
-210 -77 -150 -1,648 -1,808 -2,008 -2,035 -1,441 -1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 8.3 0.0 48.5 83.2 53.4 91.5 46.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 10 0 16 24 19 34
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 169,415
COMMITMENTS
63,424 11,617 31,962 34,320 107,180 129,706 150,759 39,708 18,655
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 19,288)
6,774 -914 6,826 3,924 9,459 17,524 15,371 1,764 3,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 6.9 18.9 20.3 63.3 76.6 89.0 23.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
93 55 49 26 44 148 120
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 116,028
COMMITMENTS
43,498 30,902 13,958 43,735 56,228 101,191 101,089 14,837 14,939
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 4,274)
2,256 242 809 185 823 3,251 1,875 1,024 2,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 26.6 12.0 37.7 48.5 87.2 87.1 12.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
84 68 55 48 41 161 138
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 458,416
COMMITMENTS
238,480 49,318 72,697 78,945 306,511 390,122 428,525 68,294 29,890
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 16,949)
5,239 -930 6,756 2,000 12,115 13,995 17,941 2,954 -992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 10.8 15.9 17.2 66.9 85.1 93.5 14.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
171 88 70 37 58 249 178
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,647
COMMITMENTS
5,190 1,443 1,052 2,719 7,652 8,961 10,147 2,686 1,500
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,289)
269 -885 502 -69 1,230 702 847 587 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 12.4 9.0 23.3 65.7 76.9 87.1 23.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
19 3 16 6 6 39 23
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 126,941
COMMITMENTS
47,498 4,601 12,505 44,438 86,678 104,440 103,784 22,501 23,157
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 820)
2,195 -769 231 339 2,500 2,765 1,962 -1,945 -1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 3.6 9.9 35.0 68.3 82.3 81.8 17.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
62 21 28 55 64 132 102
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,095
COMMITMENTS
9,802 228 709 14,911 24,365 25,422 25,302 9,673 9,793
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 950)
1,537 -286 -134 184 1,058 1,587 638 -637 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 0.6 2.0 42.5 69.4 72.4 72.1 27.6 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
23 1 3 20 19 43 23
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 171,410
COMMITMENTS
25,095 8,324 49,197 78,355 103,072 152,647 160,592 18,763 10,818
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 8,154)
2,202 -3,078 3,546 1,292 7,799 7,040 8,267 1,114 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 4.9 28.7 45.7 60.1 89.1 93.7 10.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
100 45 74 66 70 202 159
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 45,469
COMMITMENTS
11,433 1,829 12,373 16,331 28,456 40,137 42,659 5,332 2,811
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 2,597)
1,475 228 877 328 1,170 2,680 2,276 -83 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 4.0 27.2 35.9 62.6 88.3 93.8 11.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
52 24 24 24 22 94 54
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 146,021
COMMITMENTS
24,535 29,903 12,714 98,672 95,636 135,922 138,253 10,099 7,768
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 4,768)
1,120 1,172 -22 3,736 4,358 4,834 5,508 -65 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 20.5 8.7 67.6 65.5 93.1 94.7 6.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
51 57 27 53 38 119 109
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 630,947
COMMITMENTS
190,950 13,773 118,627 229,862 448,318 539,439 580,718 91,508 50,229
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 16,256)
6,110 -2,344 12,452 6,040 16,917 24,602 27,025 -8,347 -10,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 2.2 18.8 36.4 71.1 85.5 92.0 14.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
77 29 47 57 58 158 113
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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 127,051
COMMITMENTS
17,411 17,563 43,363 54,462 57,798 115,235 118,723 11,816 8,328
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,986)
606 -2,529 1,975 -1,254 2,800 1,328 2,246 659 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 13.8 34.1 42.9 45.5 90.7 93.4 9.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
137 69 112 105 96 275 252
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 21,415
COMMITMENTS
13,710 5,190 3,570 1,186 10,650 18,466 19,410 2,950 2,006
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,110)
-247 2,501 1,161 760 -2,704 1,673 957 -563 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.0 24.2 16.7 5.5 49.7 86.2 90.6 13.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
32 9 9 8 4 44 19
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 235,962
COMMITMENTS
21,151 22,567 58,881 109,635 122,553 189,667 204,001 46,295 31,961
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 5,860)
-1,216 5,466 -787 5,943 -967 3,940 3,712 1,921 2,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 9.6 25.0 46.5 51.9 80.4 86.5 19.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
40 21 41 64 68 119 117
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 902,036
COMMITMENTS
45,306 83,631 394,024 383,657 388,735 822,986 866,390 79,049 35,646
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -2,660)
-8,556 5,980 3,195 254 -3,904 -5,107 5,270 2,447 -7,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 9.3 43.7 42.5 43.1 91.2 96.0 8.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
52 50 73 94 87 189 170
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,440
COMMITMENTS
9,262 3,244 3,208 78,008 83,586 90,478 90,038 9,962 10,402
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,085)
-419 0 143 1,392 388 1,116 531 -31 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 3.2 3.2 77.7 83.2 90.1 89.6 9.9 10.4
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 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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,381
COMMITMENTS
2 21,906 2,248 60,335 41,094 62,585 65,248 5,796 3,133
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 3,209)
0 -1,776 733 2,904 5,218 3,637 4,175 -428 -966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 32.0 3.3 88.2 60.1 91.5 95.4 8.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 4 17 18 21 23
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,178
COMMITMENTS
22,069 12,926 3,840 34,694 45,337 60,603 62,103 7,575 6,075
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 847)
-3,116 -58 1,404 2,405 -119 693 1,227 154 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 19.0 5.6 50.9 66.5 88.9 91.1 11.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 5 4 16 16 22 22
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,041
COMMITMENTS
0 5,905 337 59,972 47,211 60,309 53,453 2,732 9,588
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 751)
0 1,326 -328 670 -368 342 630 409 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 0.5 95.1 74.9 95.7 84.8 4.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 16 15 17
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,605
COMMITMENTS
0 10,542 1,202 55,253 45,069 56,455 56,813 8,150 7,792
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 2,359)
0 -1,013 827 1,704 1,683 2,531 1,497 -172 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.3 1.9 85.5 69.8 87.4 87.9 12.6 12.1
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 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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,851
COMMITMENTS
0 1,933 162 35,439 37,224 35,601 39,319 8,250 4,532
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,376)
0 880 -300 0 338 -300 918 1,676 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.4 80.8 84.9 81.2 89.7 18.8 10.3
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 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,041
COMMITMENTS
7,551 1,398 4,464 37,481 44,421 49,496 50,283 7,545 6,758
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 2,829)
-1,922 190 1,798 3,071 837 2,947 2,825 -118 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 2.5 7.8 65.7 77.9 86.8 88.2 13.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 3 15 19 18 23
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,300,242
COMMITMENTS
348,086 77,257 222,243 710,948 989,597 1281277 1289097 18,965 11,145
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 37,371)
-3,489 1,836 16,703 22,282 20,357 35,496 38,896 1,875 -1,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 5.9 17.1 54.7 76.1 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
26 13 32 86 80 121 116
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 229,697
COMMITMENTS
68,807 52,134 55,446 102,115 120,194 226,368 227,774 3,329 1,923
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 15,996)
1,447 4,852 6,762 7,683 3,986 15,892 15,600 104 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 22.7 24.1 44.5 52.3 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 9 16 27 27 45 44
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 86,581
COMMITMENTS
26,532 9,263 15,048 44,193 62,110 85,773 86,421 808 160
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,301)
-119 1,879 380 419 -999 681 1,261 620 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 10.7 17.4 51.0 71.7 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 5 9 38 40 49 49
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,030
COMMITMENTS
3,701 4,888 2,478 20,851 19,155 27,030 26,521 0 509
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 810)
-462 -40 676 596 174 810 810 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 18.1 9.2 77.1 70.9 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 6 19 22 26 28
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,798
COMMITMENTS
684 2,606 2,450 5,664 3,742 8,798 8,798 0 0
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -550)
0 -42 0 -42 0 -42 -42 -508 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 29.6 27.8 64.4 42.5 100.0 100.0 0.0 0.0
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 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,590
COMMITMENTS
3,140 3,988 1,852 12,218 11,440 17,210 17,280 380 310
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 988)
-332 448 172 1,288 528 1,128 1,148 -140 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 22.7 10.5 69.5 65.0 97.8 98.2 2.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 7 20 20 27 27
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,276
COMMITMENTS
11,410 120 1,480 10,358 22,424 23,248 24,024 1,028 252
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 60)
80 0 -80 -20 80 -20 0 80 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 0.5 6.1 42.7 92.4 95.8 99.0 4.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 21 25 24 28
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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,146
COMMITMENTS
1,940 120 820 6,362 7,926 9,122 8,866 24 280
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 546)
-20 0 0 546 546 526 546 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 1.3 9.0 69.6 86.7 99.7 96.9 0.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 15 10 17 13
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,537,960
COMMITMENTS
107,740 85,455 482,751 879,235 882,126 1469727 1450332 68,234 87,628
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,809)
-10,235 -3,718 -7,516 22,809 8,682 5,058 -2,552 -3,249 4,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 5.6 31.4 57.2 57.4 95.6 94.3 4.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
82 102 128 80 83 231 250
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,116
COMMITMENTS
8,630 2,968 180 1,400 9,536 10,210 12,684 2,906 432
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -90)
-282 -928 63 27 818 -192 -47 102 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.8 22.6 1.4 10.7 72.7 77.8 96.7 22.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
57 11 3 11 27 71 41
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,456
COMMITMENTS
10,336 555 12 553 11,512 10,901 12,079 2,555 1,377
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 384)
278 86 12 31 278 321 376 63 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.8 4.1 0.1 4.1 85.6 81.0 89.8 19.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
29 5 1 12 22 41 28
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 162,597
COMMITMENTS
25,831 3,770 30,931 89,373 116,344 146,135 151,046 16,462 11,552
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -1,950)
2,031 -533 1,137 -5,787 -3,145 -2,619 -2,541 669 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 2.3 19.0 55.0 71.6 89.9 92.9 10.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
40 19 41 62 77 123 119
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
Updated October 21, 2005