WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 327,415
COMMITMENTS
52,999 64,438 65,090 181,061 152,688 299,151 282,216 28,264 45,199
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -9,035)
689 407 -4,967 -1,780 -3,948 -6,058 -8,508 -2,977 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 19.7 19.9 55.3 46.6 91.4 86.2 8.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
84 102 102 54 69 206 220
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
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 996,908
COMMITMENTS
140,523 155,599 180,517 509,261 430,971 830,301 767,086 166,607 229,822
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 32,354)
4,309 -6,340 9,245 10,404 26,176 23,958 29,082 8,396 3,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 15.6 18.1 51.1 43.2 83.3 76.9 16.7 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581)
167 140 168 220 217 461 461
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
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,978
COMMITMENTS
3,472 176 547 1,406 5,915 5,424 6,638 2,554 1,340
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 166)
268 68 -25 -215 90 27 132 139 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 2.2 6.9 17.6 74.1 68.0 83.2 32.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 8 6 9 16 27 24
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 389,631
COMMITMENTS
55,015 43,164 86,413 186,441 162,185 327,869 291,763 61,761 97,868
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,376)
3,295 -5,618 146 -111 15,484 3,330 10,012 -4,706 -11,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 11.1 22.2 47.9 41.6 84.1 74.9 15.9 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
99 114 142 114 127 293 314
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 201,060
COMMITMENTS
32,542 8,643 43,827 94,524 133,244 170,892 185,714 30,168 15,346
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 9,679)
2,496 -282 3,850 2,861 5,579 9,207 9,147 471 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 4.3 21.8 47.0 66.3 85.0 92.4 15.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
58 21 39 58 56 135 106
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 769,155
COMMITMENTS
86,660 95,566 104,265 446,913 366,952 637,838 566,783 131,317 202,371
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 52,572)
13,854 14,994 11,529 16,920 12,484 42,303 39,007 10,269 13,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.4 13.6 58.1 47.7 82.9 73.7 17.1 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
26 41 45 75 82 126 143
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 152,009
COMMITMENTS
17,359 19,007 24,782 79,084 82,635 121,224 126,424 30,784 25,585
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -865)
1,677 -1,078 -1,294 -1,081 106 -698 -2,267 -167 1,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 12.5 16.3 52.0 54.4 79.7 83.2 20.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
30 41 40 53 53 106 120
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,088
COMMITMENTS
2,573 796 1,276 2,420 4,897 6,269 6,968 1,819 1,119
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 58)
-126 -205 -22 66 266 -81 39 139 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 9.8 15.8 29.9 60.5 77.5 86.2 22.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 6 12 17 18 39 32
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 355,201
COMMITMENTS
93,564 86,377 2,052 189,395 167,329 285,011 255,758 70,189 99,443
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 7,591)
760 5,683 -6 580 2,726 1,334 8,403 6,257 -812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 24.3 0.6 53.3 47.1 80.2 72.0 19.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
21 24 4 44 48 66 75
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,248,051
COMMITMENTS
333,977 378,274 305,008 1350952 1129282 1989937 1812563 258,114 435,487
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 147,510)
-17,044 -14,735 52,513 82,045 72,533 117,514 110,311 29,995 37,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 16.8 13.6 60.1 50.2 88.5 80.6 11.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
71 64 90 121 127 230 243
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,663,632
COMMITMENTS
191,420 415,871 216,616 1101297 718,562 1509333 1351050 154,298 312,582
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 72,678)
11,444 19,718 16,984 31,466 17,726 59,894 54,428 12,784 18,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 25.0 13.0 66.2 43.2 90.7 81.2 9.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
38 53 46 78 81 142 154
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 681,001
COMMITMENTS
148,761 118,003 264,842 219,790 257,055 633,393 639,900 47,608 41,101
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 60,730)
25,369 9,717 24,433 13,519 17,997 63,322 52,147 -2,592 8,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 17.3 38.9 32.3 37.7 93.0 94.0 7.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
45 28 40 62 61 124 112
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,273
COMMITMENTS
5,899 7,339 820 23,816 18,179 30,535 26,337 7,738 11,936
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,480)
1,830 1,141 47 276 -293 2,154 895 -674 585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 19.2 2.1 62.2 47.5 79.8 68.8 20.2 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 15 6 20 12 37 28
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 76,575
COMMITMENTS
26,470 34,188 6,473 24,524 24,929 57,467 65,591 19,108 10,984
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 9,957)
871 5,125 773 8,178 2,764 9,822 8,662 136 1,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 44.6 8.5 32.0 32.6 75.0 85.7 25.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 30 19 21 15 59 57
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,929
COMMITMENTS
8,674 3,600 62 25,785 30,571 34,521 34,233 408 696
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,256)
0 -33 0 1,312 1,466 1,312 1,433 -56 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 10.3 0.2 73.8 87.5 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 15 3 16 21 25 37
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 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,531
COMMITMENTS
278 1,713 0 14,253 12,689 14,531 14,402 0 129
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 11.8 0.0 98.1 87.3 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 0 5 7 7 13
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,027
COMMITMENTS
464 1,985 1,720 13,556 9,857 15,740 13,561 6,287 8,466
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 794)
166 -2 -7 212 526 372 517 422 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.0 7.8 61.5 44.7 71.5 61.6 28.5 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 4 10 18 13 28 24
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 115,967
COMMITMENTS
23,928 18,401 28,845 47,582 35,118 100,355 82,364 15,612 33,602
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -13,394)
-2,878 -1,176 -3,324 -3,073 -2,421 -9,275 -6,922 -4,119 -6,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 15.9 24.9 41.0 30.3 86.5 71.0 13.5 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
60 48 66 28 38 136 117
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,491
COMMITMENTS
679 487 79 166 128 924 694 567 797
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -282)
-354 2 44 29 5 -281 50 -1 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 32.7 5.3 11.1 8.6 62.0 46.6 38.0 53.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 11 4 3 3 16 14
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 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 182,769
COMMITMENTS
50,168 8,724 35,885 75,499 86,218 161,552 130,826 21,217 51,942
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -3,782)
-3,369 -4,754 -998 1,475 1,954 -2,892 -3,798 -890 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 4.8 19.6 41.3 47.2 88.4 71.6 11.6 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
74 42 66 75 124 192 202
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,511
COMMITMENTS
990 968 389 868 1,202 2,247 2,559 2,263 1,952
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 43)
-81 96 -38 13 -33 -106 25 149 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 21.5 8.6 19.2 26.6 49.8 56.7 50.2 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 19 9 13 20 36 43
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,651
COMMITMENTS
12,286 1,662 5,210 7,582 8,807 25,078 15,679 5,574 14,973
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,238)
-68 466 -914 249 -1,366 -732 -1,814 -506 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 5.4 17.0 24.7 28.7 81.8 51.2 18.2 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
48 16 25 45 52 109 82
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 119,027
COMMITMENTS
52,260 8,606 2,153 27,864 89,614 82,276 100,373 36,751 18,653
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,301)
625 1,707 -477 1,885 4,939 2,034 6,170 1,267 -2,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 7.2 1.8 23.4 75.3 69.1 84.3 30.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
32 15 6 20 29 55 47
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 80,800
COMMITMENTS
13,958 44,940 0 58,497 10,814 72,455 55,754 8,345 25,046
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 7,959)
386 6,081 0 6,211 -1,513 6,597 4,568 1,362 3,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 55.6 0.0 72.4 13.4 89.7 69.0 10.3 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 28 0 16 9 22 37
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 63,230
COMMITMENTS
26,899 6,589 0 30,411 50,441 57,310 57,030 5,920 6,200
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -12,478)
-26,544 1,080 -55 15,379 -13,414 -11,220 -12,389 -1,258 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 10.4 0.0 48.1 79.8 90.6 90.2 9.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
36 14 0 16 15 52 29
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 85,594
COMMITMENTS
10,541 31,870 314 53,424 27,988 64,280 60,172 21,314 25,422
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -5,568)
-3,037 -4,956 48 -2,949 -4,497 -5,938 -9,406 370 3,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 37.2 0.4 62.4 32.7 75.1 70.3 24.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 18 4 19 13 33 33
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 242,611
COMMITMENTS
14,752 87,405 7,307 188,424 105,569 210,483 200,282 32,128 42,329
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 41,757)
-1,763 2,283 3,478 38,015 31,213 39,730 36,973 2,027 4,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 36.0 3.0 77.7 43.5 86.8 82.6 13.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
19 49 9 30 26 54 79
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 165,340
COMMITMENTS
24,746 25,787 10,348 77,197 72,220 112,290 108,355 53,049 56,985
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 15,051)
-4,875 -442 110 12,619 10,390 7,854 10,058 7,197 4,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 15.6 6.3 46.7 43.7 67.9 65.5 32.1 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
38 36 27 30 30 82 79
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
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 10,099
COMMITMENTS
6,208 508 0 2,353 8,421 8,561 8,929 1,538 1,170
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 661)
616 0 0 -146 566 470 566 191 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.5 5.0 0.0 23.3 83.4 84.8 88.4 15.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 0 6 8 11 11
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 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 29,793
COMMITMENTS
8,853 1,847 450 16,713 22,213 26,016 24,510 3,777 5,283
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -11,278)
-752 -940 -910 -6,538 -7,044 -8,200 -8,894 -3,078 -2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 6.2 1.5 56.1 74.6 87.3 82.3 12.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 1 8 11 12 14
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,245,014
COMMITMENTS
878,907 917,360 4086061 7264976 6698942 12229944 11702362 1015070 1542653
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -88,401)
3,178 -68,973 -115,063 50,453 78,601 -61,432 -105,436 -26,969 17,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 6.9 30.8 54.9 50.6 92.3 88.4 7.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
60 77 110 137 148 257 280
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 749,272
COMMITMENTS
67,395 71,086 58,655 479,015 491,489 605,065 621,229 144,208 128,044
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 6,027)
8,830 -397 -1,085 6,975 -1,749 14,719 -3,230 -8,692 9,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 9.5 7.8 63.9 65.6 80.8 82.9 19.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
60 43 64 93 70 184 146
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,148,001
COMMITMENTS
164,765 306,232 56,430 642,744 671,646 863,939 1034308 284,062 113,693
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 86,134)
-38,945 46,426 4,735 61,761 28,926 27,550 80,086 58,585 6,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 26.7 4.9 56.0 58.5 75.3 90.1 24.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
48 56 34 65 59 128 134
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,943
COMMITMENTS
1,239 688 0 6,808 11,133 8,047 11,821 4,896 1,122
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 151)
48 261 0 1 -145 49 116 102 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.3 0.0 52.6 86.0 62.2 91.3 37.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 19 16 21 19
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 34,533
COMMITMENTS
6,073 5,888 0 24,513 21,513 30,586 27,401 3,947 7,132
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 125)
-1,568 889 0 883 -1,573 -685 -684 810 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 17.1 0.0 71.0 62.3 88.6 79.3 11.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 6 0 19 20 23 26
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,638
COMMITMENTS
8,104 16,108 347 34,023 39,086 42,473 55,540 22,165 9,098
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 4,413)
777 3,836 -1,003 3,857 2,016 3,631 4,850 782 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 24.9 0.5 52.6 60.5 65.7 85.9 34.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
12 21 2 34 28 48 49
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 414,807
COMMITMENTS
73,891 205,847 3,733 319,060 115,178 396,684 324,757 18,123 90,050
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 66,405)
-25,350 49,179 -145 95,595 7,422 70,100 56,456 -3,696 9,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 49.6 0.9 76.9 27.8 95.6 78.3 4.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
50 69 13 46 38 105 111
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 64,516
COMMITMENTS
19,393 8,331 0 28,198 43,633 47,591 51,964 16,925 12,552
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,814)
549 6,415 0 6,476 -5,331 7,025 1,084 -3,211 2,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 12.9 0.0 43.7 67.6 73.8 80.5 26.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 8 0 11 15 21 23
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,491
COMMITMENTS
743 7,091 0 29,544 22,743 30,287 29,834 4,205 4,658
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 649)
-123 744 0 1,804 17 1,681 761 -1,032 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 20.6 0.0 85.7 65.9 87.8 86.5 12.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
1 17 1 31 28 32 46
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 269,182
COMMITMENTS
12,257 62,894 3,908 244,229 188,948 260,395 255,750 8,787 13,431
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 10,143)
194 6,284 -100 13,069 10,356 13,162 16,539 -3,018 -6,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 23.4 1.5 90.7 70.2 96.7 95.0 3.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
23 51 19 39 49 69 112
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 62,148
COMMITMENTS
14,783 17,449 2,999 32,570 34,610 50,352 55,058 11,796 7,090
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,162)
-671 -3 -364 2,444 2,402 1,409 2,035 -247 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 28.1 4.8 52.4 55.7 81.0 88.6 19.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 22 7 20 24 49 52
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,182
COMMITMENTS
10,338 1,511 0 23,146 3,573 33,484 5,084 3,698 32,098
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -2,839)
-247 -559 -145 353 440 -39 -264 -2,800 -2,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 4.1 0.0 62.3 9.6 90.1 13.7 9.9 86.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 2 0 9 8 24 10
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 33,872
COMMITMENTS
1,609 2,114 0 16,584 27,988 18,193 30,102 15,679 3,770
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,017)
0 -605 0 653 653 653 48 364 969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.2 0.0 49.0 82.6 53.7 88.9 46.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 11 0 18 27 21 38
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 178,129
COMMITMENTS
66,402 11,460 33,109 35,896 110,800 135,407 155,369 42,722 22,760
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 8,714)
2,978 -158 1,146 1,576 3,620 5,701 4,609 3,013 4,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 6.4 18.6 20.2 62.2 76.0 87.2 24.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
103 51 46 24 42 148 119
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 111,937
COMMITMENTS
38,860 30,032 13,843 44,320 54,075 97,024 97,950 14,913 13,987
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -4,091)
-4,638 -870 -115 586 -2,153 -4,167 -3,139 76 -953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 26.8 12.4 39.6 48.3 86.7 87.5 13.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
80 64 52 49 41 156 138
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 448,893
COMMITMENTS
228,349 46,253 73,992 81,009 294,908 383,350 415,153 65,544 33,740
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -9,522)
-10,131 -3,065 1,295 2,064 -11,602 -6,772 -13,372 -2,751 3,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 10.3 16.5 18.0 65.7 85.4 92.5 14.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
162 88 73 36 50 242 171
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 13,038
COMMITMENTS
5,336 1,267 1,052 3,417 8,689 9,805 11,008 3,233 2,030
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,391)
146 -176 0 698 1,037 844 861 547 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 9.7 8.1 26.2 66.6 75.2 84.4 24.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
20 3 15 6 6 40 22
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 132,352
COMMITMENTS
54,352 4,372 14,599 47,909 88,796 116,859 107,767 15,492 24,585
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 5,410)
6,854 -230 2,094 3,471 2,118 12,419 3,983 -7,009 1,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 3.3 11.0 36.2 67.1 88.3 81.4 11.7 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
62 25 31 60 71 137 113
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 36,802
COMMITMENTS
10,982 676 1,124 14,700 25,293 26,806 27,094 9,995 9,708
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,707)
1,180 448 415 -210 929 1,384 1,792 322 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 1.8 3.1 39.9 68.7 72.8 73.6 27.2 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 6 7 18 17 44 25
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 182,213
COMMITMENTS
32,472 5,183 53,516 78,876 113,308 164,863 172,006 17,350 10,207
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 10,803)
7,377 -3,141 4,319 520 10,236 12,216 11,414 -1,413 -611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 2.8 29.4 43.3 62.2 90.5 94.4 9.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
105 43 76 65 73 210 160
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 48,960
COMMITMENTS
12,086 1,768 14,453 15,855 29,982 42,395 46,203 6,566 2,757
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,491)
653 -61 2,080 -476 1,525 2,258 3,544 1,233 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 3.6 29.5 32.4 61.2 86.6 94.4 13.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
68 19 25 25 26 101 62
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 150,766
COMMITMENTS
26,666 29,708 13,726 99,626 100,901 140,018 144,335 10,748 6,432
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 4,745)
2,131 -195 1,011 954 5,265 4,097 6,081 649 -1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 19.7 9.1 66.1 66.9 92.9 95.7 7.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
60 55 30 54 40 131 110
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 643,754
COMMITMENTS
175,686 10,975 123,806 251,773 462,996 551,264 597,777 92,490 45,977
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 12,807)
-15,265 -2,799 5,179 21,910 14,678 11,825 17,058 982 -4,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 1.7 19.2 39.1 71.9 85.6 92.9 14.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
68 32 46 62 62 158 115
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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 123,261
COMMITMENTS
16,615 13,979 39,985 52,600 59,023 109,200 112,987 14,062 10,275
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -3,790)
-796 -3,584 -3,378 -1,862 1,225 -6,036 -5,737 2,246 1,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 11.3 32.4 42.7 47.9 88.6 91.7 11.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
125 65 100 96 92 257 229
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,035
COMMITMENTS
16,968 3,233 2,520 1,000 17,061 20,488 22,814 4,547 2,221
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,619)
3,258 -1,957 -1,049 -186 6,411 2,022 3,404 1,597 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 12.9 10.1 4.0 68.1 81.8 91.1 18.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
35 12 8 8 6 49 21
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 236,693
COMMITMENTS
19,850 26,464 58,984 114,283 121,608 193,117 207,056 43,577 29,638
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 731)
-1,301 3,896 103 4,648 -945 3,449 3,054 -2,718 -2,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 11.2 24.9 48.3 51.4 81.6 87.5 18.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
38 28 43 69 69 123 126
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 905,795
COMMITMENTS
40,692 86,353 397,642 393,197 389,796 831,530 873,791 74,265 32,004
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,760)
-4,615 2,722 3,618 9,540 1,061 8,544 7,401 -4,784 -3,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 9.5 43.9 43.4 43.0 91.8 96.5 8.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
46 59 76 96 88 191 175
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,262
COMMITMENTS
8,500 3,848 2,302 80,796 85,016 91,598 91,166 9,664 10,096
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 822)
-762 604 -906 2,788 1,430 1,120 1,128 -298 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 3.8 2.3 79.8 84.0 90.5 90.0 9.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 4 25 26 30 31
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,219
COMMITMENTS
5,899 8,332 0 42,845 39,591 48,744 47,923 6,475 7,296
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 15.1 0.0 77.6 71.7 88.3 86.8 11.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 0 13 14 15 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,209
COMMITMENTS
2 20,600 1,549 62,190 45,573 63,741 67,722 6,468 2,487
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,828)
0 -1,306 -699 1,855 4,479 1,156 2,474 672 -646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 29.3 2.2 88.6 64.9 90.8 96.5 9.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 4 18 18 22 22
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,256
COMMITMENTS
25,249 11,246 2,798 34,380 49,297 62,427 63,341 7,829 6,915
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 2,078)
3,180 -1,680 -1,042 -314 3,960 1,824 1,238 254 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 16.0 4.0 48.9 70.2 88.9 90.2 11.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 5 3 16 16 20 22
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,890
COMMITMENTS
0 4,612 1,327 60,316 48,448 61,643 54,387 2,247 9,503
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 849)
0 -1,293 990 344 1,237 1,334 934 -485 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 2.1 94.4 75.8 96.5 85.1 3.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 18 17 19
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,528
COMMITMENTS
0 8,846 2,628 55,229 46,137 57,857 57,611 7,671 7,917
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 923)
0 -1,696 1,426 -24 1,068 1,402 798 -479 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.5 4.0 84.3 70.4 88.3 87.9 11.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 13 22 15
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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,901
COMMITMENTS
0 2,241 440 37,211 38,688 37,651 41,369 8,250 4,532
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 2,050)
0 308 278 1,772 1,464 2,050 2,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 1.0 81.1 84.3 82.0 90.1 18.0 9.9
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 10/11/05 |
--------------------------------------------------------------| 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,843
COMMITMENTS
6,041 1,398 5,974 37,248 43,861 49,263 51,233 8,580 6,610
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 802)
-1,510 0 1,510 -233 -560 -233 950 1,035 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 2.4 10.3 64.4 75.8 85.2 88.6 14.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 16 19 19 23
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,364,215
COMMITMENTS
342,387 82,661 248,590 750,274 1018096 1341251 1349347 22,964 14,868
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 63,973)
-5,699 5,404 26,347 39,326 28,499 59,974 60,250 3,999 3,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 6.1 18.2 55.0 74.6 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
28 12 34 87 78 125 114
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 250,677
COMMITMENTS
70,626 71,969 56,342 120,230 120,366 247,198 248,677 3,479 2,000
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 20,980)
1,819 19,835 896 18,115 172 20,830 20,903 150 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 28.7 22.5 48.0 48.0 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 9 15 27 26 45 42
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 86,779
COMMITMENTS
27,747 10,444 14,698 44,126 61,197 86,571 86,339 208 440
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 198)
1,216 1,181 -350 -67 -913 798 -82 -600 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 12.0 16.9 50.8 70.5 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 10 38 41 49 51
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,598
COMMITMENTS
5,185 4,848 2,518 19,789 19,617 27,492 26,983 106 615
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 568)
1,484 -40 40 -1,062 462 462 462 106 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 17.6 9.1 71.7 71.1 99.6 97.8 0.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 6 20 23 27 29
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,243
COMMITMENTS
743 3,295 2,454 6,046 3,494 9,243 9,243 0 0
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 445)
59 689 4 382 -248 445 445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 35.6 26.5 65.4 37.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 3 14 9 19 13
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,530
COMMITMENTS
2,900 3,868 1,972 12,238 11,430 17,110 17,270 420 260
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -60)
-240 -120 120 20 -10 -100 -10 40 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 22.1 11.2 69.8 65.2 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 7 20 21 27 28
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,366
COMMITMENTS
11,360 120 1,530 10,618 22,424 23,508 24,074 858 292
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 90)
-50 0 50 260 0 260 50 -170 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 0.5 6.3 43.6 92.0 96.5 98.8 3.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 22 25 25 28
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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,656
COMMITMENTS
1,630 120 820 6,902 8,616 9,352 9,556 304 100
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 510)
-310 0 0 540 690 230 690 280 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 1.2 8.5 71.5 89.2 96.9 99.0 3.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 16 11 18 14
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,512,779
COMMITMENTS
121,667 86,276 452,152 871,290 887,239 1445110 1425667 67,669 87,112
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -25,181)
13,927 821 -30,599 -7,945 5,113 -24,617 -24,665 -564 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.7 29.9 57.6 58.6 95.5 94.2 4.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
74 102 115 80 84 218 241
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,255
COMMITMENTS
9,073 2,463 165 1,431 10,164 10,669 12,792 2,586 463
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 139)
443 -505 -15 31 628 459 108 -320 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.4 18.6 1.2 10.8 76.7 80.5 96.5 19.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
63 10 3 11 27 76 40
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,561
COMMITMENTS
9,361 536 12 848 10,670 10,221 11,218 2,340 1,343
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -895)
-975 -19 0 295 -842 -680 -861 -215 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.5 4.3 0.1 6.8 84.9 81.4 89.3 18.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
27 5 1 12 20 39 26
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 161,432
COMMITMENTS
27,603 6,061 29,225 90,522 115,553 147,350 150,839 14,082 10,593
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,165)
1,772 2,291 -1,706 1,149 -791 1,215 -207 -2,380 -958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 3.8 18.1 56.1 71.6 91.3 93.4 8.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
43 21 37 63 77 124 119
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
Updated October 28, 2005