WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 333,527
COMMITMENTS
49,376 96,173 55,060 197,331 138,668 301,767 289,901 31,760 43,626
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -4,956)
-2,661 4,591 -10,573 5,970 2,455 -7,264 -3,527 2,308 -1,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 28.8 16.5 59.2 41.6 90.5 86.9 9.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
86 137 114 60 68 212 266
WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 338,482
COMMITMENTS
52,037 91,582 65,633 191,361 136,212 309,030 293,427 29,452 45,055
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 6,102)
1,871 12,201 -306 1,647 -6,423 3,212 5,473 2,890 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 27.1 19.4 56.5 40.2 91.3 86.7 8.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
83 135 116 54 66 215 259
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,075,735
COMMITMENTS
150,407 173,801 205,502 535,397 467,783 891,306 847,087 184,429 228,649
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 10,956)
4,780 8,276 2,285 -3,217 5,080 3,848 15,641 7,108 -4,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 16.2 19.1 49.8 43.5 82.9 78.7 17.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599)
160 147 182 228 219 478 480
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,064,779
COMMITMENTS
145,627 165,525 203,217 538,614 462,703 887,458 831,446 177,321 233,333
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 42,002)
3,737 4,218 7,817 16,205 21,219 27,758 33,254 14,244 8,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 15.5 19.1 50.6 43.5 83.3 78.1 16.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597)
167 133 182 224 217 479 473
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,270
COMMITMENTS
3,590 203 549 1,730 6,177 5,869 6,929 2,401 1,341
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 610)
694 127 -42 168 409 819 494 -209 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 2.4 6.6 20.9 74.7 71.0 83.8 29.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 5 5 13 13 30 22
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,660
COMMITMENTS
2,896 76 592 1,563 5,768 5,050 6,435 2,610 1,225
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -805)
-901 1 23 157 -563 -722 -540 -83 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 1.0 7.7 20.4 75.3 65.9 84.0 34.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 3 6 13 14 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 327,873
COMMITMENTS
47,522 41,577 57,882 166,445 145,737 271,849 245,196 56,024 82,677
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 2,829)
-987 -1,661 3,593 -3,240 984 -634 2,916 3,463 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 12.7 17.7 50.8 44.4 82.9 74.8 17.1 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
78 98 101 102 106 247 254
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 325,044
COMMITMENTS
48,508 43,238 54,289 169,685 144,752 272,483 242,280 52,561 82,764
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -9,071)
4,080 1,197 1,994 -7,014 -4,273 -940 -1,082 -8,131 -7,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 13.3 16.7 52.2 44.5 83.8 74.5 16.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
79 102 108 103 111 253 268
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 201,834
COMMITMENTS
28,152 16,503 46,734 102,433 118,845 177,319 182,082 24,516 19,753
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 570)
274 3,854 1,207 1,191 -6,388 2,671 -1,328 -2,101 1,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 8.2 23.2 50.8 58.9 87.9 90.2 12.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
41 42 50 55 53 128 126
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 201,264
COMMITMENTS
27,879 12,649 45,528 101,242 125,233 174,648 183,409 26,616 17,855
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,899)
-2,978 4,393 -283 5,464 -5,658 2,203 -1,548 -303 3,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 6.3 22.6 50.3 62.2 86.8 91.1 13.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
40 34 54 54 55 132 121
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 817,957
COMMITMENTS
84,563 95,145 137,396 452,247 391,652 674,206 624,193 143,751 193,765
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 30,068)
3,162 -20,779 19,810 -8,592 19,451 14,380 18,483 15,687 11,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 11.6 16.8 55.3 47.9 82.4 76.3 17.6 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
31 37 49 78 87 134 148
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 787,889
COMMITMENTS
81,401 115,923 117,585 460,839 372,201 659,825 605,710 128,064 182,180
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 41,952)
725 20,134 22,297 17,411 17,609 40,433 60,040 1,519 -18,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 14.7 14.9 58.5 47.2 83.7 76.9 16.3 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
31 40 48 74 83 127 149
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 154,393
COMMITMENTS
16,163 21,439 26,915 83,256 78,923 126,333 127,277 28,060 27,116
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -3,433)
-301 -1,191 924 -1,764 -4,088 -1,141 -4,356 -2,292 922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 13.9 17.4 53.9 51.1 81.8 82.4 18.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
31 45 42 51 50 111 118
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 157,827
COMMITMENTS
16,464 22,630 25,991 85,020 83,011 127,474 131,633 30,352 26,194
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,997)
328 1,040 1,255 4,793 1,036 6,376 3,332 -4,379 -1,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 14.3 16.5 53.9 52.6 80.8 83.4 19.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
29 50 42 51 52 111 122
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,024
COMMITMENTS
2,978 310 1,108 2,053 5,664 6,139 7,083 1,885 941
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 39)
370 -369 -21 -491 677 -142 287 181 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 3.9 13.8 25.6 70.6 76.5 88.3 23.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
17 7 8 17 18 38 29
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,985
COMMITMENTS
2,608 679 1,129 2,543 4,988 6,280 6,796 1,705 1,189
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 103)
178 -139 85 -42 305 222 251 -118 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 8.5 14.1 31.9 62.5 78.7 85.1 21.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 7 7 16 19 33 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 362,394
COMMITMENTS
104,934 90,606 2,158 183,777 163,312 290,869 256,076 71,525 106,318
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 5,965)
9,843 -965 152 -3,411 7,954 6,584 7,141 -619 -1,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 25.0 0.6 50.7 45.1 80.3 70.7 19.7 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
23 26 6 46 50 72 79
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 356,429
COMMITMENTS
95,091 91,571 2,006 187,188 155,358 284,285 248,935 72,144 107,494
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -15,960)
-6,370 -5,706 -91 -6,470 -10,279 -12,931 -16,076 -3,029 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 25.7 0.6 52.5 43.6 79.8 69.8 20.2 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
24 26 5 45 48 71 77
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,430,652
COMMITMENTS
362,932 392,274 354,935 1439492 1243858 2157359 1991067 273,293 439,586
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 91,633)
44,610 -29,246 42,584 4,085 89,992 91,278 103,329 355 -11,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 16.1 14.6 59.2 51.2 88.8 81.9 11.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
74 69 95 117 130 237 248
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,339,019
COMMITMENTS
318,322 421,520 312,351 1435408 1153866 2066081 1887737 272,938 451,282
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 111,061)
-715 -15,464 45,930 60,462 71,773 105,677 102,239 5,384 8,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 18.0 13.4 61.4 49.3 88.3 80.7 11.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
62 67 86 113 121 218 231
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,807,767
COMMITMENTS
207,492 441,688 268,185 1179431 784,862 1655108 1494734 152,658 313,032
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 38,798)
15,517 -11,956 27,556 1,123 44,432 44,197 60,033 -5,399 -21,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 24.4 14.8 65.2 43.4 91.6 82.7 8.4 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
39 54 51 79 87 146 164
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,768,969
COMMITMENTS
191,975 453,644 240,628 1178308 740,429 1610911 1434701 158,057 334,267
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 80,079)
-12,916 4,436 38,793 44,854 31,182 70,731 74,410 9,348 5,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 25.6 13.6 66.6 41.9 91.1 81.1 8.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
34 55 46 77 85 138 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 577,044
COMMITMENTS
92,943 88,691 246,797 185,151 196,700 524,891 532,187 52,153 44,856
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -90,100)
-70,218 -33,189 17,130 -47,922 -76,137 -101,010 -92,195 10,910 2,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 15.4 42.8 32.1 34.1 91.0 92.2 9.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
36 32 43 51 56 110 109
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 667,144
COMMITMENTS
163,161 121,880 229,667 233,073 272,836 625,902 624,383 41,242 42,761
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -60,261)
5,811 17,052 -66,000 8,702 -10,327 -51,487 -59,275 -8,774 -986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 18.3 34.4 34.9 40.9 93.8 93.6 6.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
45 32 45 57 57 125 111
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,147
COMMITMENTS
5,692 7,683 731 26,192 17,839 32,615 26,254 6,532 12,893
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 66)
534 -862 163 -47 291 649 -408 -583 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 19.6 1.9 66.9 45.6 83.3 67.1 16.7 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 12 7 19 11 36 26
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,081
COMMITMENTS
5,159 8,545 568 26,239 17,548 31,966 26,662 7,115 12,419
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -245)
310 -508 9 244 98 563 -401 -808 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 21.9 1.5 67.1 44.9 81.8 68.2 18.2 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 15 7 20 11 37 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,479
COMMITMENTS
26,693 21,662 5,747 27,873 40,521 60,314 67,931 17,165 9,548
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -52)
-2,167 -5,059 1,473 2,977 3,240 2,284 -346 -2,336 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 28.0 7.4 36.0 52.3 77.8 87.7 22.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
30 27 19 21 17 63 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,531
COMMITMENTS
28,860 26,721 4,274 24,896 37,281 58,030 68,276 19,501 9,255
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 5,744)
832 39 438 2,718 7,236 3,987 7,712 1,757 -1,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 34.5 5.5 32.1 48.1 74.8 88.1 25.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
34 25 18 22 18 64 53
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,553
COMMITMENTS
6,917 3,463 56 26,232 29,278 33,205 32,797 348 756
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 824)
95 -73 0 789 871 884 798 -60 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 10.3 0.2 78.2 87.3 99.0 97.7 1.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 12 3 21 20 31 33
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 32,729
COMMITMENTS
6,822 3,536 56 25,443 28,407 32,321 31,999 408 730
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -669)
43 80 -6 -736 -710 -699 -636 30 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 10.8 0.2 77.7 86.8 98.8 97.8 1.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 13 3 16 21 25 35
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,157
COMMITMENTS
209 2,206 1,488 13,670 8,818 15,367 12,513 5,790 8,644
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,941)
-696 190 -233 -664 -1,418 -1,593 -1,460 -348 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 10.4 7.0 64.6 41.7 72.6 59.1 27.4 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 8 9 19 13 29 23
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,098
COMMITMENTS
906 2,017 1,721 14,334 10,236 16,960 13,973 6,138 9,125
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 853)
205 6 82 678 382 966 470 -112 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 8.7 7.4 62.1 44.3 73.4 60.5 26.6 39.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 5 10 18 13 29 24
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 120,159
COMMITMENTS
25,414 20,709 27,448 49,831 38,546 102,694 86,703 17,466 33,456
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -417)
1,915 -1,149 -2,747 -277 2,837 -1,109 -1,059 691 641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 17.2 22.8 41.5 32.1 85.5 72.2 14.5 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
54 51 72 31 40 139 126
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 120,577
COMMITMENTS
23,499 21,858 30,195 50,109 35,709 103,802 87,762 16,774 32,815
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,293)
-569 227 922 477 553 830 1,702 463 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 18.1 25.0 41.6 29.6 86.1 72.8 13.9 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
48 46 71 29 40 131 123
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,394
COMMITMENTS
404 358 84 272 186 759 627 635 767
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -88)
3 -10 -65 -29 57 -91 -18 3 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 25.6 6.0 19.5 13.3 54.5 45.0 45.5 55.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 9 4 3 3 14 13
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,482
COMMITMENTS
401 368 149 301 129 850 645 632 837
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 58)
-116 -13 50 85 -3 18 33 40 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 24.8 10.0 20.3 8.7 57.3 43.5 42.7 56.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 9 6 3 3 14 15
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 189,639
COMMITMENTS
53,038 7,185 38,649 74,874 86,858 166,561 132,691 23,078 56,948
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,085)
2,663 92 -1,175 -1,761 -1,320 -274 -2,403 1,359 3,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 3.8 20.4 39.5 45.8 87.8 70.0 12.2 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
79 41 66 74 123 192 200
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 188,553
COMMITMENTS
50,376 7,092 39,824 76,635 88,178 166,835 135,094 21,719 53,459
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,190)
-1,827 -317 1,229 1,146 -879 548 33 643 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 3.8 21.1 40.6 46.8 88.5 71.6 11.5 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
76 42 65 77 122 195 196
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,065
COMMITMENTS
2,013 303 460 526 2,377 2,999 3,140 2,066 1,925
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 904)
662 -249 77 -72 807 667 635 236 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 6.0 9.1 10.4 46.9 59.2 62.0 40.8 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 12 12 12 27 42 44
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,161
COMMITMENTS
1,351 552 382 598 1,570 2,332 2,505 1,830 1,657
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -268)
456 -196 -92 -251 185 113 -103 -381 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 13.3 9.2 14.4 37.7 56.0 60.2 44.0 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 13 11 9 21 35 39
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,109
COMMITMENTS
12,065 2,444 5,647 7,966 8,051 25,678 16,142 5,430 14,966
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 843)
774 272 55 -34 -514 795 -186 48 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 7.9 18.2 25.6 25.9 82.5 51.9 17.5 48.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
51 19 32 41 49 112 86
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,265
COMMITMENTS
11,291 2,172 5,592 8,000 8,565 24,883 16,328 5,383 13,937
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -546)
-578 -100 475 66 44 -37 418 -509 -964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 7.2 18.5 26.4 28.3 82.2 54.0 17.8 46.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
48 20 27 42 53 110 85
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 111,545
COMMITMENTS
38,120 11,152 2,436 37,114 66,551 77,670 80,138 33,875 31,408
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -3,926)
-7,514 4,047 -302 5,884 -18,758 -1,932 -15,014 -1,994 11,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 10.0 2.2 33.3 59.7 69.6 71.8 30.4 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
26 17 8 20 24 50 45
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 115,472
COMMITMENTS
45,634 7,105 2,738 31,231 85,309 79,602 95,151 35,869 20,320
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 4,016)
652 375 46 2,395 3,111 3,093 3,532 923 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 6.2 2.4 27.0 73.9 68.9 82.4 31.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
30 12 9 21 27 54 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 86,283
COMMITMENTS
14,106 49,399 223 63,873 12,486 78,203 62,108 8,081 24,175
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 15,708)
312 13,487 44 16,471 1,076 16,827 14,607 -1,118 1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 57.3 0.3 74.0 14.5 90.6 72.0 9.4 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 29 1 19 10 25 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 70,575
COMMITMENTS
13,795 35,911 179 47,402 11,410 61,376 47,501 9,199 23,074
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 3,276)
981 2,254 -177 2,596 -1,773 3,400 305 -124 2,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 50.9 0.3 67.2 16.2 87.0 67.3 13.0 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 21 1 18 11 25 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 91,830
COMMITMENTS
67,361 5,207 0 17,982 82,968 85,343 88,175 6,487 3,655
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 21,805)
18,309 76 0 3,378 22,693 21,687 22,769 118 -964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.4 5.7 0.0 19.6 90.3 92.9 96.0 7.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
54 9 0 17 19 71 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 70,025
COMMITMENTS
49,052 5,131 0 14,604 60,275 63,656 65,406 6,369 4,619
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 5,566)
22,333 -6,917 -20 -16,471 13,428 5,842 6,491 -276 -925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.0 7.3 0.0 20.9 86.1 90.9 93.4 9.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
45 9 0 15 17 60 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 82,357
COMMITMENTS
10,489 29,894 4 53,538 28,196 64,031 58,094 18,327 24,263
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 10,858)
1,379 6,256 -676 9,007 781 9,710 6,361 1,148 4,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 36.3 0.0 65.0 34.2 77.7 70.5 22.3 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 16 1 22 13 32 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 71,500
COMMITMENTS
9,110 23,638 680 44,531 27,415 54,321 51,733 17,179 19,766
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -5,038)
-3,432 -3,063 -373 -36 -1,903 -3,841 -5,339 -1,196 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 33.1 1.0 62.3 38.3 76.0 72.4 24.0 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 17 5 23 11 35 31
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 237,990
COMMITMENTS
16,553 84,607 5,568 188,650 112,920 210,771 203,095 27,220 34,895
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -816)
1,015 -2,600 -1,036 686 5,274 665 1,638 -1,480 -2,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 35.6 2.3 79.3 47.4 88.6 85.3 11.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
18 52 9 30 26 56 79
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 238,806
COMMITMENTS
15,538 87,208 6,604 187,964 107,645 210,106 201,457 28,700 37,349
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 949)
312 -188 -573 2,344 -1,813 2,082 -2,574 -1,133 3,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 36.5 2.8 78.7 45.1 88.0 84.4 12.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
20 48 10 31 26 56 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 180,777
COMMITMENTS
29,879 37,159 10,517 84,043 72,315 124,439 119,991 56,339 60,787
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 14,130)
4,694 17,202 -1,918 5,895 -6,969 8,671 8,315 5,460 5,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 20.6 5.8 46.5 40.0 68.8 66.4 31.2 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
40 33 21 27 28 76 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 166,647
COMMITMENTS
25,186 19,958 12,435 78,148 79,283 115,768 111,676 50,879 54,971
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -5,688)
5,047 -4,197 1,252 -4,566 4,928 1,733 1,983 -7,420 -7,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 12.0 7.5 46.9 47.6 69.5 67.0 30.5 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
40 28 32 29 30 83 77
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 36,994
COMMITMENTS
7,467 721 0 25,262 28,487 32,729 29,208 4,265 7,786
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -2,949)
-1,594 0 -500 -1,939 -4,591 -4,033 -5,091 1,084 2,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 1.9 0.0 68.3 77.0 88.5 79.0 11.5 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 11 15 13 16
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 39,943
COMMITMENTS
9,061 721 500 27,201 33,078 36,762 34,299 3,181 5,644
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,290)
115 0 50 2,718 1,043 2,883 1,093 -1,593 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 1.8 1.3 68.1 82.8 92.0 85.9 8.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 1 12 14 16 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 15,166,068
COMMITMENTS
879,192 975,589 5086306 8113063 7442423 14078561 13504319 1087506 1661749
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 599,895)
24,521 69,130 314,635 285,130 237,130 624,286 620,895 -24,392 -21,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 6.4 33.5 53.5 49.1 92.8 89.0 7.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
62 79 117 144 155 272 294
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,566,173
COMMITMENTS
854,671 906,459 4771671 7827933 7205294 13454275 12883424 1111898 1682749
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 735,089)
12,715 5,932 434,743 255,763 230,929 703,220 671,603 31,869 63,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 6.2 32.8 53.7 49.5 92.4 88.4 7.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
67 73 113 140 149 263 286
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 731,250
COMMITMENTS
59,538 66,275 46,530 479,785 485,736 585,853 598,541 145,397 132,709
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 2,571)
-2,372 -5,113 2,527 -5,765 1,702 -5,610 -884 8,181 3,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 9.1 6.4 65.6 66.4 80.1 81.9 19.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
46 46 59 93 68 173 139
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 728,679
COMMITMENTS
61,911 71,388 44,003 485,549 484,035 591,463 599,426 137,216 129,253
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 2,496)
-1,657 -71 3,772 4,441 1,571 6,556 5,272 -4,060 -2,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 9.8 6.0 66.6 66.4 81.2 82.3 18.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
51 41 55 97 68 174 138
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,197,742
COMMITMENTS
163,544 334,862 41,975 673,860 707,779 879,379 1084616 318,363 113,126
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 35,102)
1,509 26,603 2,613 35,270 19,909 39,392 49,126 -4,290 -14,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 28.0 3.5 56.3 59.1 73.4 90.6 26.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
53 56 35 63 61 135 133
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,162,640
COMMITMENTS
162,036 308,259 39,361 638,590 687,869 839,987 1035490 322,653 127,151
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -4,032)
19,251 -55,188 10,935 -39,441 51,393 -9,256 7,140 5,223 -11,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 26.5 3.4 54.9 59.2 72.2 89.1 27.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
50 57 32 63 58 131 129
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,198
COMMITMENTS
1,277 649 0 6,676 11,318 7,953 11,967 5,245 1,231
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 95)
-46 -12 0 218 97 172 85 -77 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 4.9 0.0 50.6 85.8 60.3 90.7 39.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 17 16 19 19
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,103
COMMITMENTS
1,323 661 0 6,458 11,221 7,781 11,882 5,322 1,221
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 165)
81 0 0 -349 88 -268 88 433 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 5.0 0.0 49.3 85.6 59.4 90.7 40.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 17 16 19 19
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 39,059
COMMITMENTS
7,096 9,182 0 26,679 22,935 33,775 32,117 5,284 6,942
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,080)
286 -643 0 623 3,226 909 2,583 171 -1,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 23.5 0.0 68.3 58.7 86.5 82.2 13.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 6 0 18 17 23 23
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 37,979
COMMITMENTS
6,810 9,825 0 26,056 19,709 32,866 29,534 5,113 8,445
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 2,637)
511 3,503 0 1,099 -1,880 1,610 1,623 1,027 1,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 25.9 0.0 68.6 51.9 86.5 77.8 13.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 7 0 19 15 23 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,675
COMMITMENTS
11,161 13,067 432 33,735 38,193 45,328 51,692 17,347 10,983
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -359)
2,343 -465 31 37 -1,719 2,411 -2,154 -2,770 1,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 20.8 0.7 53.8 60.9 72.3 82.5 27.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
13 14 3 38 25 53 40
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,034
COMMITMENTS
8,818 13,532 402 33,698 39,912 42,917 53,846 20,117 9,189
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -433)
-193 463 -762 174 415 -781 115 348 -549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 21.5 0.6 53.5 63.3 68.1 85.4 31.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 17 2 34 26 48 43
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 351,168
COMMITMENTS
109,075 95,303 4,933 216,463 192,548 330,471 292,783 20,697 58,385
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -25,967)
40,135 -43,638 -6,520 -61,272 45,805 -27,657 -4,353 1,689 -21,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 27.1 1.4 61.6 54.8 94.1 83.4 5.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
70 70 17 43 41 123 118
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 377,135
COMMITMENTS
68,940 138,941 11,453 277,736 146,743 358,128 297,136 19,007 79,999
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -27,471)
-1,995 -46,419 1,772 -27,989 12,072 -28,213 -32,575 742 5,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 36.8 3.0 73.6 38.9 95.0 78.8 5.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
59 72 14 44 40 113 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 68,986
COMMITMENTS
17,183 13,112 0 36,510 39,067 53,693 52,179 15,293 16,807
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 6,961)
2,560 2,525 0 4,579 635 7,139 3,160 -178 3,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 19.0 0.0 52.9 56.6 77.8 75.6 22.2 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 11 0 14 15 22 26
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,025
COMMITMENTS
14,623 10,587 0 31,931 38,432 46,554 49,019 15,471 13,006
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,559)
-939 2,939 0 4,681 -2,723 3,742 216 -2,183 1,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 17.1 0.0 51.5 62.0 75.1 79.0 24.9 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 8 0 12 15 21 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,619
COMMITMENTS
1,508 5,994 0 31,704 23,280 33,212 29,274 4,407 8,345
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,674)
608 -433 0 306 -371 914 -804 761 2,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 15.9 0.0 84.3 61.9 88.3 77.8 11.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
2 15 1 32 28 34 44
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,944
COMMITMENTS
900 6,427 0 31,398 23,651 32,298 30,078 3,646 5,866
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 509)
48 -660 0 273 888 321 228 188 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 17.9 0.0 87.4 65.8 89.9 83.7 10.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
2 15 1 33 30 35 46
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 287,780
COMMITMENTS
17,264 60,372 3,922 243,459 212,014 264,645 276,307 23,135 11,473
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,744)
3,532 -2,262 -450 -12,167 27 -9,085 -2,685 7,341 941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 21.0 1.4 84.6 73.7 92.0 96.0 8.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
21 57 19 39 49 76 109
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 289,524
COMMITMENTS
13,733 62,634 4,371 255,626 211,987 273,730 278,992 15,794 10,532
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 5,336)
176 -7,474 1,780 -546 11,970 1,411 6,276 3,925 -940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 21.6 1.5 88.3 73.2 94.5 96.4 5.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
19 57 21 38 49 70 114
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 69,174
COMMITMENTS
18,603 23,872 3,568 36,067 36,245 58,238 63,685 10,936 5,489
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 6,985)
2,562 6,624 899 4,402 97 7,863 7,620 -878 -635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 34.5 5.2 52.1 52.4 84.2 92.1 15.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
28 26 5 22 24 54 54
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 62,189
COMMITMENTS
16,041 17,248 2,669 31,665 36,148 50,375 56,065 11,814 6,124
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 927)
1,830 -82 -208 173 2,000 1,795 1,710 -868 -783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 27.7 4.3 50.9 58.1 81.0 90.2 19.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
26 21 6 20 24 49 51
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 46,126
COMMITMENTS
17,192 3,618 4 24,434 7,462 41,630 11,084 4,496 35,042
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 6,719)
5,528 2,021 0 1,308 1,742 6,836 3,763 -117 2,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 7.8 0.0 53.0 16.2 90.3 24.0 9.7 76.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 9 1 11 11 30 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,407
COMMITMENTS
11,664 1,597 4 23,126 5,720 34,794 7,321 4,613 32,086
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 3,261)
1,679 66 4 1,535 1,137 3,218 1,207 43 2,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 4.1 0.0 58.7 14.5 88.3 18.6 11.7 81.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 4 1 10 8 26 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,655
COMMITMENTS
1,579 1,694 136 18,828 28,012 20,543 29,842 15,112 5,813
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,832)
-30 -44 7 491 -1,509 468 -1,546 -2,300 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 4.8 0.4 52.8 78.6 57.6 83.7 42.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 8 2 19 27 23 37
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 37,487
COMMITMENTS
1,609 1,738 129 18,337 29,521 20,075 31,388 17,412 6,099
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,919)
0 -356 129 1,250 789 1,379 562 540 1,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.6 0.3 48.9 78.8 53.6 83.7 46.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 9 1 18 26 22 35
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 173,885
COMMITMENTS
60,667 10,543 36,131 38,346 111,118 135,144 157,792 38,741 16,094
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 8,537)
571 1,618 3,498 3,920 2,639 7,989 7,755 548 782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 6.1 20.8 22.1 63.9 77.7 90.7 22.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
106 42 54 23 39 145 119
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 165,348
COMMITMENTS
60,096 8,925 32,633 34,426 108,479 127,155 150,037 38,193 15,312
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -8,456)
-5,026 -2,044 -2,211 -718 -3,676 -7,955 -7,931 -501 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 5.4 19.7 20.8 65.6 76.9 90.7 23.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
101 39 52 22 39 142 114
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 113,985
COMMITMENTS
34,019 26,583 18,179 47,260 54,108 99,458 98,870 14,527 15,115
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 3,778)
1,996 -695 1,336 496 3,109 3,828 3,750 -49 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 23.3 15.9 41.5 47.5 87.3 86.7 12.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
73 80 63 45 41 163 151
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 110,206
COMMITMENTS
32,023 27,277 16,843 46,765 51,000 95,630 95,119 14,576 15,087
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 2,872)
0 -1,784 3,024 1,142 2,051 4,166 3,291 -1,294 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 24.8 15.3 42.4 46.3 86.8 86.3 13.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
77 72 60 45 38 159 143
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 389,793
COMMITMENTS
169,547 37,792 65,299 94,209 257,577 329,055 360,667 60,738 29,125
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -17,236)
-13,569 -6,927 382 -1,929 -10,439 -15,115 -16,984 -2,121 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 9.7 16.8 24.2 66.1 84.4 92.5 15.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
157 60 77 40 47 228 158
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 407,029
COMMITMENTS
183,116 44,719 64,917 96,138 268,015 344,170 377,651 62,859 29,377
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -19,007)
-26,026 445 -9,767 11,966 -12,224 -23,827 -21,546 4,820 2,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 11.0 15.9 23.6 65.8 84.6 92.8 15.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
153 70 70 37 44 222 156
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,253
COMMITMENTS
5,132 1,855 712 3,282 7,412 9,126 9,979 3,127 2,274
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -137)
-109 603 -205 -423 -929 -737 -531 600 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 15.1 5.8 26.8 60.5 74.5 81.4 25.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
19 3 13 7 6 38 19
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,390
COMMITMENTS
5,241 1,252 917 3,705 8,341 9,863 10,510 2,527 1,880
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 476)
57 -39 -47 120 65 130 -21 346 497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 10.1 7.4 29.9 67.3 79.6 84.8 20.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 4 13 7 7 37 21
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 145,527
COMMITMENTS
48,243 4,615 21,388 59,078 92,700 128,709 118,703 16,818 26,824
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 7,787)
-3,497 336 4,687 6,796 2,657 7,986 7,680 -199 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 3.2 14.7 40.6 63.7 88.4 81.6 11.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
68 25 48 63 63 150 121
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 137,740
COMMITMENTS
51,740 4,279 16,701 52,282 90,043 120,723 111,023 17,017 26,717
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,631)
119 -163 939 -1,486 -342 -429 434 2,060 1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 3.1 12.1 38.0 65.4 87.6 80.6 12.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
69 23 38 61 61 144 110
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 37,944
COMMITMENTS
8,871 71 1,908 17,448 27,641 28,228 29,620 9,717 8,324
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 581)
-781 25 647 517 108 382 779 199 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 0.2 5.0 46.0 72.8 74.4 78.1 25.6 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 3 10 22 21 46 31
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 37,363
COMMITMENTS
9,653 46 1,261 16,932 27,533 27,846 28,841 9,517 8,522
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -3)
-531 -85 -88 844 1,375 225 1,202 -229 -1,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 0.1 3.4 45.3 73.7 74.5 77.2 25.5 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 2 8 22 20 45 28
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 170,065
COMMITMENTS
22,799 10,721 47,137 84,810 99,818 154,745 157,675 15,320 12,390
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -2,404)
-1,067 4,191 -2,986 2,766 -4,306 -1,286 -3,100 -1,117 696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 6.3 27.7 49.9 58.7 91.0 92.7 9.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
71 65 79 75 72 198 173
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 172,469
COMMITMENTS
23,866 6,530 50,122 82,044 104,123 156,032 160,775 16,437 11,693
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -8,551)
-6,057 970 -1,074 1,985 -8,390 -5,145 -8,494 -3,406 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 3.8 29.1 47.6 60.4 90.5 93.2 9.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
98 42 78 75 76 203 174
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 55,708
COMMITMENTS
16,210 2,377 13,512 20,140 35,945 49,862 51,834 5,846 3,874
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 3,958)
902 825 225 2,410 2,688 3,537 3,738 421 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 4.3 24.3 36.2 64.5 89.5 93.0 10.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
71 32 29 26 25 112 73
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 51,750
COMMITMENTS
15,308 1,552 13,287 17,731 33,257 46,326 48,096 5,424 3,653
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 3,240)
1,089 30 306 2,293 2,249 3,688 2,585 -449 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 3.0 25.7 34.3 64.3 89.5 92.9 10.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
69 25 28 27 26 110 66
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 143,431
COMMITMENTS
25,934 36,660 10,578 96,562 89,783 133,075 137,021 10,356 6,410
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -20,654)
-1,568 4,422 -4,715 -12,926 -18,727 -19,208 -19,019 -1,446 -1,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 25.6 7.4 67.3 62.6 92.8 95.5 7.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
48 53 36 52 38 119 116
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 164,085
COMMITMENTS
27,503 32,238 15,293 109,488 108,510 152,283 156,040 11,801 8,045
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 10,896)
173 313 1,461 8,741 8,382 10,376 10,156 520 740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 19.6 9.3 66.7 66.1 92.8 95.1 7.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
54 57 31 53 38 124 112
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 617,379
COMMITMENTS
151,548 10,761 121,650 266,156 440,526 539,354 572,937 78,026 44,443
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 2,783)
-3,868 1,106 2,769 3,274 1,286 2,176 5,161 607 -2,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 1.7 19.7 43.1 71.4 87.4 92.8 12.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
73 25 47 65 62 159 115
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 614,597
COMMITMENTS
155,416 9,654 118,881 262,881 439,240 537,178 567,775 77,419 46,821
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -22,735)
-24,264 -4,865 -1,135 9,930 -22,019 -15,469 -28,019 -7,266 5,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 1.6 19.3 42.8 71.5 87.4 92.4 12.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
72 25 46 62 62 155 114
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 121,506
COMMITMENTS
20,857 11,816 39,256 51,175 65,050 111,289 116,123 10,217 5,383
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 5,195)
4,321 -198 1,093 -1,236 4,592 4,178 5,487 1,017 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 9.7 32.3 42.1 53.5 91.6 95.6 8.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
143 58 107 87 88 263 229
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 116,311
COMMITMENTS
16,537 12,014 38,163 52,411 60,458 107,111 110,635 9,200 5,676
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -4,090)
-1,567 -83 -1,970 913 -1,147 -2,624 -3,201 -1,466 -889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 10.3 32.8 45.1 52.0 92.1 95.1 7.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
124 72 105 92 90 262 232
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 39,521
COMMITMENTS
29,857 2,937 2,320 3,394 32,202 35,571 37,460 3,950 2,061
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 5,522)
3,261 71 -312 1,802 6,206 4,751 5,964 771 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.5 7.4 5.9 8.6 81.5 90.0 94.8 10.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
42 8 7 9 8 54 21
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 33,999
COMMITMENTS
26,596 2,867 2,632 1,592 25,996 30,819 31,495 3,179 2,503
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -783)
-1,352 -721 139 209 -677 -1,004 -1,259 222 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.2 8.4 7.7 4.7 76.5 90.6 92.6 9.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
38 11 10 9 9 50 28
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 23,328
COMMITMENTS
15,434 800 0 3,031 19,485 18,465 20,285 4,863 3,043
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,457)
2,055 -563 0 -654 1,661 1,401 1,098 56 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.2 3.4 0.0 13.0 83.5 79.2 87.0 20.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 1 0 3 11 10 12
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 21,871
COMMITMENTS
13,379 1,363 0 3,685 17,824 17,064 19,187 4,807 2,684
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 442)
305 -146 0 441 1,535 746 1,389 -304 -947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.2 6.2 0.0 16.8 81.5 78.0 87.7 22.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 2 0 3 11 11 13
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 219,011
COMMITMENTS
14,025 25,056 50,714 115,829 112,685 180,568 188,455 38,443 30,556
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 3,585)
-1,418 -4,286 1,920 760 6,661 1,262 4,294 2,323 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 11.4 23.2 52.9 51.5 82.4 86.0 17.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
31 29 41 73 72 123 125
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 215,426
COMMITMENTS
15,443 29,342 48,794 115,068 106,025 179,306 184,161 36,120 31,265
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -18,685)
-2,340 2,782 -10,317 184 -8,083 -12,474 -15,619 -6,211 -3,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 13.6 22.7 53.4 49.2 83.2 85.5 16.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
32 31 42 70 69 121 125
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 887,987
COMMITMENTS
37,969 83,694 389,318 381,749 378,354 809,036 851,365 78,951 36,622
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 37,154)
-471 3,373 20,991 12,285 11,128 32,805 35,492 4,349 1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 9.4 43.8 43.0 42.6 91.1 95.9 8.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
48 54 77 94 87 186 176
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 850,834
COMMITMENTS
38,440 80,321 368,327 369,465 367,225 776,232 815,873 74,602 34,960
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -75,381)
-7,897 -10,361 -34,556 -28,523 -25,139 -70,976 -70,056 -4,405 -5,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 9.4 43.3 43.4 43.2 91.2 95.9 8.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
49 55 73 90 83 181 170
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,109
COMMITMENTS
2,673 372 675 30,173 35,238 33,521 36,285 5,588 2,824
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,317)
135 372 -23 -157 -796 -45 -447 -1,272 -870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.0 1.7 77.2 90.1 85.7 92.8 14.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 15 15 16 17
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,848
COMMITMENTS
0 7,913 1,141 30,760 21,697 31,901 30,751 5,947 7,097
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,776)
0 1,263 185 1,621 190 1,806 1,638 -30 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.9 3.0 81.3 57.3 84.3 81.2 15.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 15 14 17 16
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,072
COMMITMENTS
0 6,650 956 29,139 21,507 30,095 29,113 5,977 6,959
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -2,462)
0 -1,279 -473 -1,336 1,555 -1,809 -197 -653 -2,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.4 2.7 80.8 59.6 83.4 80.7 16.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 14 13 16 15
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,480
COMMITMENTS
15,358 1,863 3,962 80,662 90,887 99,982 96,712 6,498 9,768
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 4,316)
4,947 -228 170 -708 4,740 4,409 4,682 -93 -366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 1.7 3.7 75.8 85.4 93.9 90.8 6.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 1 5 27 27 33 32
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,164
COMMITMENTS
10,411 2,091 3,792 81,370 86,147 95,573 92,030 6,591 10,134
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 91)
2,366 -1,606 1,492 -1,979 959 1,879 845 -1,788 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 2.0 3.7 79.6 84.3 93.5 90.1 6.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 5 27 27 33 32
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,324
COMMITMENTS
4,616 5,684 0 43,369 41,059 47,985 46,743 5,339 6,581
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -2,911)
-720 -2,648 0 -1,914 200 -2,634 -2,448 -277 -463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 10.7 0.0 81.3 77.0 90.0 87.7 10.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 14 15 15 17
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,235
COMMITMENTS
5,336 8,332 0 45,283 40,859 50,619 49,191 5,616 7,044
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,188)
-563 0 0 2,358 1,162 1,795 1,162 -607 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 14.8 0.0 80.5 72.7 90.0 87.5 10.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 14 16 15 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,546
COMMITMENTS
0 13,471 3,857 53,974 45,485 57,831 62,813 8,715 3,733
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -227)
0 -1,637 1,029 -167 157 862 -451 -1,089 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.2 5.8 81.1 68.4 86.9 94.4 13.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 3 16 15 19 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,773
COMMITMENTS
0 15,108 2,828 54,141 45,328 56,969 63,264 9,804 3,509
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -10,469)
-302 -4,992 1,012 -13,981 -7,480 -13,271 -11,460 2,802 991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 22.6 4.2 81.1 67.9 85.3 94.7 14.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 3 16 16 19 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,068
COMMITMENTS
22,407 6,051 4,256 34,671 53,677 61,334 63,984 8,734 6,084
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -299)
1,496 360 -1,412 -2,676 362 -2,592 -690 2,293 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 8.6 6.1 49.5 76.6 87.5 91.3 12.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 18 20 21 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,367
COMMITMENTS
20,911 5,691 5,668 37,347 53,315 63,926 64,674 6,441 5,693
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -2,401)
-4,587 -2,074 1,578 62 -303 -2,947 -799 546 -1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 8.1 8.1 53.1 75.8 90.8 91.9 9.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 19 21 22 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,715
COMMITMENTS
0 2,015 1,643 56,521 49,502 58,164 53,160 1,551 6,555
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -5,396)
0 700 210 -6,159 -4,785 -5,949 -3,875 553 -1,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 2.8 94.7 82.9 97.4 89.0 2.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 18 18 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,111
COMMITMENTS
0 1,315 1,433 62,680 54,287 64,113 57,035 998 8,076
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -267)
0 -2,965 308 -178 3,479 130 822 -397 -1,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 2.2 96.3 83.4 98.5 87.6 1.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 21 18 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,878
COMMITMENTS
720 10,488 1,317 47,006 37,889 49,043 49,694 6,835 6,184
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -2,976)
-248 1,120 158 -4,580 -6,055 -4,670 -4,777 1,694 1,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 18.8 2.4 84.1 67.8 87.8 88.9 12.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 21 14 24 16
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,854
COMMITMENTS
968 9,368 1,159 51,586 43,944 53,713 54,471 5,141 4,383
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -8,596)
968 834 -1,799 -6,889 -6,886 -7,720 -7,851 -876 -745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 15.9 2.0 87.7 74.7 91.3 92.6 8.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 22 15 25 17
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,121
COMMITMENTS
0 2,573 644 37,919 39,158 38,563 42,375 8,558 4,746
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 458)
0 428 0 0 -32 0 396 458 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 1.4 80.5 83.1 81.8 89.9 18.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 14 14 15 15
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,329
COMMITMENTS
0 284 1,946 34,669 33,496 36,615 35,726 3,714 4,603
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 4.8 86.0 83.1 90.8 88.6 9.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 13 15 14
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,777
COMMITMENTS
13,879 0 2,190 33,957 47,994 50,026 50,184 6,751 6,593
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,504)
608 0 -484 1,874 1,935 1,998 1,451 -494 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 0.0 3.9 59.8 84.5 88.1 88.4 11.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 0 3 15 18 19 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,273
COMMITMENTS
13,271 0 2,674 32,083 46,059 48,028 48,733 7,245 6,540
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -2,248)
6,900 -70 -2,970 -5,478 785 -1,548 -2,255 -700 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 0.0 4.8 58.0 83.3 86.9 88.2 13.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 3 14 17 18 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,006
COMMITMENTS
4,946 751 3,335 32,709 31,816 40,990 35,902 7,016 12,104
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,381)
2,305 751 -340 -3,188 -1,816 -1,223 -1,405 -158 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.6 6.9 68.1 66.3 85.4 74.8 14.6 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 15 15 17 17
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,387
COMMITMENTS
2,641 0 3,675 35,897 33,632 42,213 37,307 7,174 12,080
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,548)
593 0 -2,007 3,236 2,964 1,822 957 -274 591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 7.4 72.7 68.1 85.5 75.5 14.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 15 13 17 15
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,378,009
COMMITMENTS
346,905 64,225 259,719 755,287 1042322 1361911 1366266 16,098 11,743
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 34,419)
948 -23,749 13,343 24,040 44,580 38,331 34,174 -3,912 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 4.7 18.8 54.8 75.6 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
29 12 33 88 80 128 115
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,343,590
COMMITMENTS
345,957 87,974 246,376 731,247 997,742 1323580 1332092 20,010 11,498
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -50,897)
-8,232 -2,171 -2,215 -39,508 -46,682 -49,955 -51,068 -942 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 6.5 18.3 54.4 74.3 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
29 10 32 86 77 124 111
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 276,744
COMMITMENTS
62,467 97,505 63,750 146,934 114,796 273,151 276,051 3,593 693
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 30,231)
5,988 28,560 1,821 22,030 255 29,839 30,636 392 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 35.2 23.0 53.1 41.5 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 8 18 30 28 51 47
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 246,513
COMMITMENTS
56,479 68,945 61,929 124,904 114,541 243,312 245,415 3,201 1,098
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -29,605)
-6,004 -15,619 -5,800 -18,439 -7,951 -30,243 -29,370 638 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 28.0 25.1 50.7 46.5 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 6 17 29 27 49 44
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 83,776
COMMITMENTS
23,085 7,417 16,279 44,196 59,876 83,560 83,572 216 204
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -497)
-2,801 -1,456 819 1,397 37 -585 -599 89 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 8.9 19.4 52.8 71.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 7 10 39 41 49 52
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 84,273
COMMITMENTS
25,886 8,873 15,459 42,800 59,839 84,145 84,171 128 102
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -4,035)
-714 -454 -611 -2,674 -3,017 -3,999 -4,082 -36 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 10.5 18.3 50.8 71.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 6 9 40 41 49 51
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,567
COMMITMENTS
4,534 3,939 2,247 18,786 18,872 25,567 25,058 0 509
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -2,181)
-185 -972 46 -2,042 -1,213 -2,181 -2,139 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 15.4 8.8 73.5 73.8 100.0 98.0 0.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 6 22 24 29 30
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,748
COMMITMENTS
4,719 4,911 2,201 20,828 20,085 27,748 27,197 0 551
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 18)
-1,366 63 151 1,339 -132 124 82 -106 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 17.7 7.9 75.1 72.4 100.0 98.0 0.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 6 21 23 28 29
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,628
COMMITMENTS
1,677 4,372 846 9,105 6,320 11,628 11,538 0 90
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 609)
-1,068 991 -1,260 2,937 788 609 519 0 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 37.6 7.3 78.3 54.4 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 2 16 11 20 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,019
COMMITMENTS
2,745 3,381 2,106 6,168 5,532 11,019 11,019 0 0
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,612)
2,002 -78 -348 -42 2,038 1,612 1,612 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 30.7 19.1 56.0 50.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 3 14 9 19 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,128
COMMITMENTS
3,500 5,152 1,782 13,586 11,686 18,868 18,620 260 508
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,772)
40 1,144 150 1,552 468 1,742 1,762 30 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 26.9 9.3 71.0 61.1 98.6 97.3 1.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 6 20 21 26 28
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,356
COMMITMENTS
3,460 4,008 1,632 12,034 11,218 17,126 16,858 230 498
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -274)
-12 328 -268 316 -344 36 -284 -310 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 23.1 9.4 69.3 64.6 98.7 97.1 1.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 7 18 21 25 28
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,796
COMMITMENTS
10,000 120 1,330 10,770 21,118 22,100 22,568 696 228
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -928)
-1,200 0 0 292 -928 -908 -928 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 0.5 5.8 47.2 92.6 96.9 99.0 3.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 22 26 25 29
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,724
COMMITMENTS
11,200 120 1,330 10,478 22,046 23,008 23,496 716 228
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -1,142)
-160 0 -200 -870 -938 -1,230 -1,138 88 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 0.5 5.6 44.2 92.9 97.0 99.0 3.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 22 26 25 29
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,834
COMMITMENTS
1,266 80 688 7,840 9,006 9,794 9,774 40 60
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -212)
-384 0 -112 264 -120 -232 -232 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.8 7.0 79.7 91.6 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 15 11 17 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,046
COMMITMENTS
1,650 80 800 7,576 9,126 10,026 10,006 20 40
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 150)
20 -40 -20 154 230 154 170 -4 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 0.8 8.0 75.4 90.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 15 11 17 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,551,493
COMMITMENTS
122,687 98,919 487,830 881,835 887,888 1492351 1474637 59,141 76,856
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 15,132)
3,037 7,676 3,650 12,444 6,927 19,131 18,253 -3,999 -3,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 6.4 31.4 56.8 57.2 96.2 95.0 3.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
87 109 130 81 89 235 270
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,536,361
COMMITMENTS
119,650 91,243 484,180 869,391 880,961 1473221 1456384 63,140 79,977
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 38,167)
115 1,372 20,517 13,045 15,051 33,677 36,940 4,489 1,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 5.9 31.5 56.6 57.3 95.9 94.8 4.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
82 101 120 80 87 223 253
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,221
COMMITMENTS
9,295 2,145 284 2,175 11,513 11,754 13,942 2,467 279
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 41)
106 -114 -43 84 443 147 286 -106 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.4 15.1 2.0 15.3 81.0 82.7 98.0 17.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
64 11 6 13 29 82 44
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,180
COMMITMENTS
9,189 2,259 327 2,091 11,070 11,607 13,656 2,573 524
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 275)
-196 9 151 616 291 571 451 -296 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.8 15.9 2.3 14.7 78.1 81.9 96.3 18.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
65 10 6 10 29 79 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,526
COMMITMENTS
8,500 462 0 945 9,948 9,445 10,410 2,081 1,116
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 450)
476 -10 -12 54 514 518 492 -68 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.7 4.0 0.0 8.2 86.3 81.9 90.3 18.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
30 4 0 8 19 38 23
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,076
COMMITMENTS
8,024 472 12 891 9,434 8,927 9,918 2,149 1,158
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -1,699)
-1,810 -92 -35 213 -1,370 -1,632 -1,497 -67 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.4 4.3 0.1 8.0 85.2 80.6 89.5 19.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
27 4 1 9 17 36 22
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 156,305
COMMITMENTS
26,306 6,517 29,466 87,592 108,554 143,363 144,537 12,942 11,768
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 3,655)
-1,040 1,252 4,589 -527 -3,706 3,021 2,135 634 1,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 4.2 18.9 56.0 69.5 91.7 92.5 8.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
45 27 41 64 73 129 123
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 152,650
COMMITMENTS
27,346 5,266 24,877 88,119 112,260 140,342 142,403 12,308 10,247
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -16,540)
48 978 -8,903 -6,738 -7,557 -15,592 -15,481 -948 -1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 3.4 16.3 57.7 73.5 91.9 93.3 8.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
44 26 41 60 70 126 118
Updated October 14, 2005