WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 342,429
COMMITMENTS
49,571 103,232 50,121 207,010 142,856 306,702 296,209 35,727 46,220
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 8,902)
195 7,059 -4,939 9,679 4,189 4,935 6,308 3,967 2,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 30.1 14.6 60.5 41.7 89.6 86.5 10.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
80 139 97 65 71 205 255
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
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,055,722
COMMITMENTS
152,054 175,121 187,251 532,228 473,927 871,533 836,299 184,188 219,423
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -20,014)
1,647 1,319 -18,251 -3,169 6,144 -19,773 -10,788 -241 -9,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 16.6 17.7 50.4 44.9 82.6 79.2 17.4 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603)
159 153 179 231 220 488 471
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
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,442
COMMITMENTS
3,572 223 548 1,986 6,148 6,106 6,919 2,335 1,523
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 172)
-18 20 -2 256 -29 237 -10 -65 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 2.6 6.5 23.5 72.8 72.3 82.0 27.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 6 5 14 13 31 21
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 330,969
COMMITMENTS
49,968 43,340 59,545 161,662 144,257 271,175 247,142 59,794 83,827
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 3,096)
2,446 1,763 1,663 -4,783 -1,480 -674 1,946 3,770 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 13.1 18.0 48.8 43.6 81.9 74.7 18.1 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
83 111 107 103 103 262 254
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 204,662
COMMITMENTS
25,803 23,825 46,038 109,179 112,494 181,019 182,357 23,643 22,305
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 2,827)
-2,350 7,323 -696 6,746 -6,351 3,700 275 -873 2,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 11.6 22.5 53.3 55.0 88.4 89.1 11.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
37 46 44 56 52 121 125
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 859,190
COMMITMENTS
86,976 86,431 144,970 478,074 428,642 710,021 660,044 149,169 199,146
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 41,232)
2,413 -8,714 7,575 25,827 36,990 35,815 35,851 5,417 5,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 10.1 16.9 55.6 49.9 82.6 76.8 17.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
34 33 48 82 86 138 145
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 152,733
COMMITMENTS
20,138 19,575 26,114 77,560 81,818 123,812 127,506 28,921 25,227
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -1,660)
3,975 -1,864 -801 -5,696 2,894 -2,521 229 861 -1,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 12.8 17.1 50.8 53.6 81.1 83.5 18.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
37 38 37 54 55 116 115
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,000
COMMITMENTS
2,917 255 1,097 2,133 5,694 6,147 7,046 1,852 954
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -24)
-61 -55 -11 81 29 9 -37 -33 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 3.2 13.7 26.7 71.2 76.8 88.1 23.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 7 8 18 18 38 29
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 370,976
COMMITMENTS
103,954 96,798 2,158 193,688 162,230 299,800 261,186 71,176 109,790
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 8,582)
-980 6,192 0 9,911 -1,082 8,931 5,110 -349 3,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 26.1 0.6 52.2 43.7 80.8 70.4 19.2 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
24 28 6 48 48 75 79
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,559,273
COMMITMENTS
326,260 368,272 372,152 1486988 1355502 2185399 2095926 373,874 463,347
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 128,621)
-36,672 -24,002 17,217 47,495 111,645 28,040 104,860 100,581 23,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 14.4 14.5 58.1 53.0 85.4 81.9 14.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
77 66 91 125 129 245 243
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,793,564
COMMITMENTS
198,922 441,591 250,538 1183219 785,498 1632678 1477626 160,886 315,938
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -14,203)
-8,571 -98 -17,647 3,787 636 -22,430 -17,108 8,227 2,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 24.6 14.0 66.0 43.8 91.0 82.4 9.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
43 51 51 82 87 149 165
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 607,971
COMMITMENTS
102,108 94,566 259,833 192,471 209,292 554,412 563,692 53,559 44,280
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 30,927)
9,165 5,875 13,036 7,320 12,593 29,521 31,504 1,407 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 15.6 42.7 31.7 34.4 91.2 92.7 8.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
39 30 44 56 55 117 108
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,265
COMMITMENTS
6,390 8,294 943 26,313 17,691 33,646 26,929 5,619 12,336
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 118)
698 611 212 121 -148 1,031 675 -913 -557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 21.1 2.4 67.0 45.1 85.7 68.6 14.3 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 14 8 20 11 39 29
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,615
COMMITMENTS
29,496 24,407 7,063 34,882 43,374 71,441 74,844 15,174 11,771
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 9,136)
2,802 2,745 1,316 7,009 2,852 11,127 6,913 -1,991 2,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 28.2 8.2 40.3 50.1 82.5 86.4 17.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
31 34 18 19 16 63 55
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,614
COMMITMENTS
7,236 3,730 69 25,950 29,027 33,255 32,826 359 788
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 61)
319 267 13 -282 -251 50 29 11 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 11.1 0.2 77.2 86.4 98.9 97.7 1.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 12 4 18 20 29 34
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,995
COMMITMENTS
226 2,203 1,618 14,321 8,951 16,165 12,772 5,829 9,223
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 838)
17 -3 130 651 133 798 260 40 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 10.0 7.4 65.1 40.7 73.5 58.1 26.5 41.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 6 10 18 13 28 24
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 125,086
COMMITMENTS
29,896 20,774 26,368 50,012 42,259 106,276 89,401 18,810 35,684
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 4,926)
4,482 65 -1,080 181 3,713 3,582 2,698 1,344 2,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 16.6 21.1 40.0 33.8 85.0 71.5 15.0 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
57 54 68 27 39 138 121
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,323
COMMITMENTS
297 330 168 288 142 753 639 570 683
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -72)
-107 -28 84 16 -44 -6 12 -65 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 24.9 12.7 21.8 10.7 56.9 48.3 43.1 51.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 10 6 3 2 13 15
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 197,915
COMMITMENTS
54,139 7,608 40,899 78,829 92,360 173,868 140,867 24,047 57,048
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 8,276)
1,101 423 2,251 3,955 5,502 7,307 8,176 969 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 3.8 20.7 39.8 46.7 87.8 71.2 12.2 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
79 36 70 77 133 201 216
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,500
COMMITMENTS
2,501 208 610 482 2,848 3,593 3,665 1,906 1,834
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 435)
489 -95 150 -44 471 594 526 -160 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 3.8 11.1 8.8 51.8 65.3 66.6 34.7 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
27 7 11 12 31 43 45
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,332
COMMITMENTS
12,522 1,833 4,809 7,733 8,516 25,064 15,158 5,268 15,174
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -776)
457 -611 -838 -233 465 -614 -984 -162 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 6.0 15.9 25.5 28.1 82.6 50.0 17.4 50.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
50 15 25 44 52 110 80
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 109,450
COMMITMENTS
33,303 12,748 1,975 38,797 74,032 74,075 88,756 35,375 20,695
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -2,095)
-4,817 1,596 -460 1,683 7,482 -3,595 8,618 1,500 -10,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 11.6 1.8 35.4 67.6 67.7 81.1 32.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
23 16 6 22 26 48 45
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 99,612
COMMITMENTS
15,143 60,824 67 77,216 12,735 92,426 73,627 7,186 25,986
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 13,329)
1,036 11,426 -156 13,343 249 14,224 11,519 -894 1,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 61.1 0.1 77.5 12.8 92.8 73.9 7.2 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 34 1 19 11 26 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 110,416
COMMITMENTS
84,664 4,827 0 18,758 101,832 103,422 106,659 6,994 3,757
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 18,586)
17,303 -380 0 776 18,864 18,079 18,484 507 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.7 4.4 0.0 17.0 92.2 93.7 96.6 6.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
62 7 0 17 20 79 27
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 86,295
COMMITMENTS
10,110 34,298 320 58,264 27,752 68,694 62,370 17,601 23,925
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 3,938)
-379 4,404 316 4,726 -444 4,664 4,276 -725 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 39.7 0.4 67.5 32.2 79.6 72.3 20.4 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 21 3 21 12 33 34
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 244,547
COMMITMENTS
18,169 89,025 5,559 192,345 113,136 216,074 207,720 28,473 36,827
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 6,556)
1,616 4,417 -9 3,696 216 5,303 4,624 1,253 1,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 36.4 2.3 78.7 46.3 88.4 84.9 11.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
21 53 9 31 29 60 83
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 198,147
COMMITMENTS
31,461 45,340 13,444 97,063 77,514 141,968 136,298 56,178 61,848
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 17,369)
1,582 8,181 2,927 13,020 5,200 17,529 16,308 -160 1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 22.9 6.8 49.0 39.1 71.6 68.8 28.4 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
39 39 28 30 30 84 83
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
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 15,210,150
COMMITMENTS
915,284 965,468 5132598 8115241 7468263 14163123 13566330 1047027 1643820
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 44,083)
36,092 -10,121 46,292 2,179 25,840 84,562 62,011 -40,479 -17,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 6.3 33.7 53.4 49.1 93.1 89.2 6.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
72 69 114 141 153 268 289
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 736,247
COMMITMENTS
62,677 66,155 48,785 480,288 485,145 591,750 600,085 144,497 136,162
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 4,997)
3,139 -120 2,255 503 -592 5,897 1,544 -900 3,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 9.0 6.6 65.2 65.9 80.4 81.5 19.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
49 45 59 94 67 177 138
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,216,399
COMMITMENTS
164,123 316,739 43,042 654,507 734,676 861,672 1094457 354,727 121,942
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 18,657)
579 -18,123 1,067 -19,353 26,897 -17,707 9,842 36,364 8,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 26.0 3.5 53.8 60.4 70.8 90.0 29.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
54 56 35 64 61 140 130
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,979
COMMITMENTS
1,282 649 0 6,367 11,157 7,649 11,806 5,330 1,173
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -219)
5 0 0 -309 -161 -304 -161 85 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.0 0.0 49.1 86.0 58.9 91.0 41.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 1 17 15 19 18
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 44,023
COMMITMENTS
7,812 9,661 0 31,507 27,000 39,319 36,661 4,704 7,362
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 4,964)
716 479 0 4,828 4,065 5,544 4,544 -580 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 21.9 0.0 71.6 61.3 89.3 83.3 10.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 6 0 20 18 26 24
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,815
COMMITMENTS
14,210 12,337 437 33,562 36,877 48,209 49,651 11,607 10,164
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -2,859)
3,049 -730 5 -173 -1,316 2,881 -2,041 -5,740 -818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 20.6 0.7 56.1 61.7 80.6 83.0 19.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
17 14 2 37 26 55 41
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 355,549
COMMITMENTS
147,505 89,310 5,774 177,659 232,159 330,938 327,243 24,611 28,306
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 4,382)
38,430 -5,993 841 -38,804 39,612 467 34,460 3,915 -30,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 25.1 1.6 50.0 65.3 93.1 92.0 6.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
80 61 17 45 42 136 109
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 76,529
COMMITMENTS
18,367 18,174 0 43,292 40,805 61,659 58,979 14,870 17,550
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 7,542)
1,184 5,062 0 6,782 1,738 7,966 6,800 -424 742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 23.7 0.0 56.6 53.3 80.6 77.1 19.4 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 15 0 15 14 22 29
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,176
COMMITMENTS
1,516 5,836 0 31,810 23,267 33,326 29,103 3,850 8,073
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -443)
8 -158 0 106 -13 114 -171 -557 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 15.7 0.0 85.6 62.6 89.6 78.3 10.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
2 14 1 31 28 33 43
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 291,529
COMMITMENTS
19,248 60,350 4,296 241,318 216,692 264,862 281,339 26,667 10,190
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 3,748)
1,984 -21 375 -2,142 4,679 216 5,032 3,532 -1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 20.7 1.5 82.8 74.3 90.9 96.5 9.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
34 47 23 42 51 85 112
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 71,814
COMMITMENTS
18,240 25,523 3,375 36,298 34,234 57,913 63,132 13,901 8,682
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 2,640)
-363 1,651 -193 231 -2,011 -325 -553 2,965 3,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 35.5 4.7 50.5 47.7 80.6 87.9 19.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
32 28 7 24 25 61 57
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 45,105
COMMITMENTS
17,091 3,404 4 24,038 7,594 41,133 11,002 3,972 34,103
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -1,021)
-101 -214 0 -396 132 -497 -82 -524 -939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 7.5 0.0 53.3 16.8 91.2 24.4 8.8 75.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 7 1 11 11 29 18
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 34,728
COMMITMENTS
2,408 1,802 136 19,693 27,806 22,237 29,744 12,491 4,984
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -927)
829 108 0 865 -206 1,694 -98 -2,621 -829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 5.2 0.4 56.7 80.1 64.0 85.6 36.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 9 2 20 27 26 38
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 181,005
COMMITMENTS
63,917 12,349 38,750 39,536 113,110 142,203 164,209 38,802 16,796
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 7,120)
3,250 1,806 2,619 1,190 1,992 7,059 6,417 61 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 6.8 21.4 21.8 62.5 78.6 90.7 21.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
101 52 56 25 42 155 124
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 119,363
COMMITMENTS
36,691 27,114 20,236 46,983 56,509 103,910 103,858 15,453 15,505
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 5,379)
2,672 531 2,057 -277 2,400 4,452 4,988 926 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 22.7 17.0 39.4 47.3 87.1 87.0 12.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
79 71 61 46 40 164 142
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 401,088
COMMITMENTS
180,522 40,966 65,066 95,129 264,735 340,717 370,767 60,371 30,320
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 11,295)
10,975 3,174 -232 920 7,158 11,662 10,100 -367 1,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 10.2 16.2 23.7 66.0 84.9 92.4 15.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
160 69 74 39 48 236 160
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 14,209
COMMITMENTS
2,938 2,406 404 3,516 7,020 6,858 9,830 7,351 4,379
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 1,956)
-2,194 551 -308 234 -392 -2,268 -149 4,224 2,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 16.9 2.8 24.7 49.4 48.3 69.2 51.7 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 4 11 5 5 32 18
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 138,265
COMMITMENTS
46,201 3,749 22,171 54,811 89,029 123,182 114,949 15,083 23,316
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -7,262)
-2,043 -866 783 -4,267 -3,671 -5,527 -3,754 -1,735 -3,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 2.7 16.0 39.6 64.4 89.1 83.1 10.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
64 20 40 63 63 141 113
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 39,451
COMMITMENTS
9,636 150 2,437 17,725 28,269 29,798 30,856 9,653 8,595
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 1,507)
765 79 529 277 628 1,571 1,236 -64 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 0.4 6.2 44.9 71.7 75.5 78.2 24.5 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
22 2 11 23 21 48 32
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 131,710
COMMITMENTS
17,905 14,661 25,394 75,270 80,856 118,569 120,911 13,141 10,799
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -38,355)
-4,894 3,940 -21,743 -9,540 -18,962 -36,176 -36,765 -2,179 -1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 11.1 19.3 57.1 61.4 90.0 91.8 10.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
67 53 61 70 65 169 152
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 55,112
COMMITMENTS
16,884 2,252 13,496 19,492 35,272 49,872 51,021 5,240 4,091
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -596)
674 -125 -16 -648 -673 10 -813 -606 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 4.1 24.5 35.4 64.0 90.5 92.6 9.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
67 32 29 25 26 108 72
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 138,829
COMMITMENTS
26,837 37,890 9,766 92,030 84,429 128,633 132,086 10,196 6,743
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -4,602)
902 1,230 -812 -4,532 -5,353 -4,442 -4,935 -160 333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 27.3 7.0 66.3 60.8 92.7 95.1 7.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
46 53 32 54 36 119 106
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 644,820
COMMITMENTS
159,279 9,554 130,674 269,566 460,486 559,520 600,714 85,300 44,106
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 27,441)
7,731 -1,206 9,024 3,411 19,959 20,166 27,777 7,275 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 1.5 20.3 41.8 71.4 86.8 93.2 13.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
76 24 43 62 59 159 108
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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 106,844
COMMITMENTS
15,553 11,133 29,289 50,477 58,774 95,319 99,196 11,525 7,648
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -14,662)
-5,304 -684 -9,967 -698 -6,276 -15,969 -16,927 1,307 2,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 10.4 27.4 47.2 55.0 89.2 92.8 10.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
105 69 86 90 86 235 206
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 42,550
COMMITMENTS
32,847 3,604 2,379 3,696 34,489 38,923 40,472 3,627 2,077
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 3,029)
2,990 667 59 303 2,287 3,352 3,013 -323 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.2 8.5 5.6 8.7 81.1 91.5 95.1 8.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
41 8 7 13 7 57 20
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
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 22,053
COMMITMENTS
14,257 863 0 2,871 18,217 17,128 19,080 4,925 2,973
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -1,276)
-1,177 63 0 -160 -1,268 -1,337 -1,205 61 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.6 3.9 0.0 13.0 82.6 77.7 86.5 22.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 1 0 3 10 9 11
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 230,190
COMMITMENTS
15,288 26,486 52,275 124,396 118,686 191,959 197,447 38,231 32,743
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 11,179)
1,263 1,430 1,561 8,567 6,001 11,391 8,992 -212 2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 11.5 22.7 54.0 51.6 83.4 85.8 16.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
28 35 43 76 74 127 132
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 913,411
COMMITMENTS
35,039 86,626 398,488 399,684 388,517 833,210 873,631 80,201 39,780
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 25,424)
-2,930 2,932 9,170 17,934 10,164 24,174 22,266 1,250 3,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 9.5 43.6 43.8 42.5 91.2 95.6 8.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
47 57 81 96 87 188 181
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
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,853
COMMITMENTS
2,937 372 432 30,863 37,177 34,232 37,981 6,621 2,872
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 1,744)
264 0 -243 690 1,939 711 1,696 1,033 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.9 1.1 75.5 91.0 83.8 93.0 16.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 14 15 15 17
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 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,960
COMMITMENTS
0 7,031 1,018 32,114 24,946 33,132 32,995 5,828 5,965
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 1,112)
0 -882 -123 1,354 3,249 1,231 2,244 -119 -1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.0 2.6 82.4 64.0 85.0 84.7 15.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 17 16 19 18
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,842
COMMITMENTS
14,568 2,474 3,916 81,913 91,788 100,397 98,178 6,445 8,664
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 362)
-790 611 -46 1,251 901 415 1,466 -53 -1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 2.3 3.7 76.7 85.9 94.0 91.9 6.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 3 5 26 28 32 34
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,986
COMMITMENTS
2,904 5,684 0 49,266 43,365 52,170 49,049 3,816 6,937
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 2,662)
-1,712 0 0 5,897 2,306 4,185 2,306 -1,523 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 10.2 0.0 88.0 77.5 93.2 87.6 6.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 15 15 16 17
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,064
COMMITMENTS
0 12,769 3,583 59,866 50,496 63,449 66,848 6,615 3,216
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 3,518)
0 -702 -274 5,892 5,011 5,618 4,035 -2,100 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.2 5.1 85.4 72.1 90.6 95.4 9.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 3 17 16 20 19
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,657
COMMITMENTS
22,533 5,390 4,072 38,650 58,604 65,255 68,066 9,402 6,591
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 4,589)
126 -661 -184 3,979 4,927 3,921 4,082 668 507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 7.2 5.5 51.8 78.5 87.4 91.2 12.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 19 21 22 24
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,916
COMMITMENTS
36 0 2,382 58,545 55,824 60,963 58,206 2,953 5,710
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 4,201)
36 -2,015 739 2,024 6,322 2,799 5,046 1,402 -845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 3.7 91.6 87.3 95.4 91.1 4.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 17 19 18 20
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,745
COMMITMENTS
0 9,107 1,938 46,958 37,424 48,896 48,469 5,849 6,276
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -1,133)
-720 -1,381 621 -48 -465 -147 -1,225 -986 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.6 3.5 85.8 68.4 89.3 88.5 10.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 22 16 24 18
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
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,750
COMMITMENTS
0 222 1,880 35,128 33,983 37,008 36,085 3,742 4,665
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 421)
0 -62 -66 459 487 393 359 28 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.5 4.6 86.2 83.4 90.8 88.6 9.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 13 15 14
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 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,477
COMMITMENTS
17,731 0 2,190 40,963 58,712 60,884 60,902 5,593 5,575
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 9,700)
3,852 0 0 7,006 10,718 10,858 10,718 -1,158 -1,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 0.0 3.3 61.6 88.3 91.6 91.6 8.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 3 16 20 20 23
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,547
COMMITMENTS
4,535 0 3,314 36,018 35,127 43,867 38,441 6,680 12,106
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 2,541)
-411 -751 -21 3,309 3,311 2,877 2,539 -336 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 0.0 6.6 71.3 69.5 86.8 76.1 13.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 2 18 16 20 18
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
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,408,277
COMMITMENTS
335,523 57,084 285,008 769,676 1054751 1390207 1396843 18,070 11,434
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 30,268)
-11,382 -7,141 25,289 14,389 12,429 28,296 30,577 1,972 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 4.1 20.2 54.7 74.9 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
30 12 35 89 79 130 116
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 308,436
COMMITMENTS
72,865 97,488 75,391 157,092 134,510 305,348 307,389 3,088 1,047
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 31,692)
10,398 -17 11,641 10,158 19,714 32,197 31,338 -505 354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 31.6 24.4 50.9 43.6 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 7 18 30 28 51 47
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 85,185
COMMITMENTS
22,298 5,852 17,211 44,845 61,254 84,355 84,317 830 868
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 1,409)
-786 -1,565 933 649 1,378 795 745 614 664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 6.9 20.2 52.6 71.9 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 7 10 39 42 49 53
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,355
COMMITMENTS
3,472 4,126 2,719 20,123 18,960 26,314 25,805 41 550
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 788)
-1,062 187 472 1,337 88 747 747 41 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 15.7 10.3 76.4 71.9 99.8 97.9 0.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 6 23 24 30 30
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,348
COMMITMENTS
1,677 4,351 846 8,825 6,151 11,348 11,348 0 0
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -280)
0 -21 0 -280 -169 -280 -190 0 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 38.3 7.5 77.8 54.2 100.0 100.0 0.0 0.0
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 11/08/05 |
--------------------------------------------------------------| 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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,472
COMMITMENTS
4,040 5,372 2,054 13,046 11,546 19,140 18,972 332 500
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 344)
540 220 272 -540 -140 272 352 72 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 27.6 10.5 67.0 59.3 98.3 97.4 1.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 7 20 21 27 28
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,936
COMMITMENTS
10,240 120 1,290 10,770 20,998 22,300 22,408 636 528
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 140)
240 0 -40 0 -120 200 -160 -60 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 0.5 5.6 47.0 91.6 97.2 97.7 2.8 2.3
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 11/08/05 |
--------------------------------------------------------------| 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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,610
COMMITMENTS
746 80 804 8,540 9,426 10,090 10,310 520 300
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 776)
-520 0 116 700 420 296 536 480 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.8 7.6 80.5 88.8 95.1 97.2 4.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 16 11 18 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,437,593
COMMITMENTS
124,962 105,948 410,213 830,318 835,299 1365493 1351460 72,100 86,133
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: -113,900)
2,275 7,029 -77,617 -51,518 -52,589 -126,859 -123,177 12,959 9,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 7.4 28.5 57.8 58.1 95.0 94.0 5.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
87 90 114 80 84 220 240
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,838
COMMITMENTS
8,687 2,359 439 2,841 11,555 11,967 14,353 2,871 485
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 617)
-608 214 155 666 42 213 411 404 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 15.9 3.0 19.1 77.9 80.7 96.7 19.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
59 11 6 15 27 80 41
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,914
COMMITMENTS
9,811 671 0 971 10,945 10,782 11,616 2,132 1,298
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 1,388)
1,311 209 0 26 997 1,337 1,206 51 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.0 5.2 0.0 7.5 84.8 83.5 89.9 16.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
30 6 0 8 24 38 30
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 163,682
COMMITMENTS
27,018 8,444 31,370 92,556 112,767 150,944 152,581 12,738 11,100
CHANGES FROM 11/08/05 (CHANGE IN OPEN INTEREST: 7,376)
712 1,927 1,905 4,964 4,213 7,580 8,044 -204 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 5.2 19.2 56.5 68.9 92.2 93.2 7.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
49 23 40 71 74 137 125
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
Updated November 28, 2005