WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 311,634
COMMITMENTS
48,518 103,980 37,094 197,835 133,119 283,447 274,194 28,187 37,441
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -30,795)
-1,054 748 -13,027 -9,175 -9,737 -23,255 -22,015 -7,539 -8,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 33.4 11.9 63.5 42.7 91.0 88.0 9.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
81 131 87 61 64 194 238
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
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 961,024
COMMITMENTS
152,706 188,650 142,441 498,219 432,629 793,366 763,721 167,659 197,304
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -94,697)
652 13,529 -44,810 -34,009 -41,298 -78,167 -72,578 -16,530 -22,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 19.6 14.8 51.8 45.0 82.6 79.5 17.4 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548)
138 135 142 218 201 425 426
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
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,435
COMMITMENTS
3,800 374 190 1,585 6,626 5,575 7,190 2,860 1,245
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -6)
228 151 -358 -401 478 -531 271 525 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 4.4 2.3 18.8 78.5 66.1 85.2 33.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 4 3 11 13 28 17
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 331,156
COMMITMENTS
42,851 57,403 56,442 171,474 133,447 270,767 247,293 60,388 83,863
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 187)
-7,116 14,063 -3,103 9,812 -10,809 -407 151 594 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 17.3 17.0 51.8 40.3 81.8 74.7 18.2 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
72 103 103 105 98 245 253
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 194,208
COMMITMENTS
22,097 31,099 40,423 109,490 101,351 172,011 172,873 22,198 21,335
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -10,453)
-3,706 7,274 -5,614 311 -11,143 -9,008 -9,484 -1,445 -970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 16.0 20.8 56.4 52.2 88.6 89.0 11.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
32 47 39 55 51 114 125
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 697,987
COMMITMENTS
88,782 92,322 71,284 422,577 372,616 582,643 536,222 115,344 161,765
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -161,203)
1,806 5,891 -73,687 -55,497 -56,026 -127,378 -123,821 -33,825 -37,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 13.2 10.2 60.5 53.4 83.5 76.8 16.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
31 30 39 68 77 118 127
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 147,024
COMMITMENTS
16,467 23,794 22,969 79,621 76,616 119,057 123,379 27,967 23,644
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -5,709)
-3,671 4,219 -3,145 2,061 -5,201 -4,755 -4,127 -955 -1,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 16.2 15.6 54.2 52.1 81.0 83.9 19.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
28 41 35 49 52 100 113
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,747
COMMITMENTS
2,920 319 894 2,155 5,538 5,970 6,752 1,777 995
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -253)
3 65 -203 22 -155 -178 -294 -75 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 4.1 11.5 27.8 71.5 77.1 87.2 22.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 10 8 17 16 38 28
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 343,409
COMMITMENTS
82,788 63,582 2,181 181,900 167,677 266,869 233,440 76,540 109,969
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -27,567)
-21,166 -33,216 23 -11,788 5,447 -32,931 -27,746 5,364 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 18.5 0.6 53.0 48.8 77.7 68.0 22.3 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
22 22 6 46 55 71 80
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,026,455
COMMITMENTS
376,223 317,278 206,143 1215777 1139412 1798143 1662833 228,312 363,622
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -532,818)
49,963 -50,994 -166,009 -271,210 -216,090 -387,256 -433,093 -145,562 -99,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 15.7 10.2 60.0 56.2 88.7 82.1 11.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
59 61 67 105 110 196 206
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,393,972
COMMITMENTS
206,191 357,545 111,169 943,825 727,383 1261184 1196096 132,787 197,876
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -399,592)
7,269 -84,046 -139,369 -239,394 -58,115 -371,494 -281,530 -28,098 -118,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 25.6 8.0 67.7 52.2 90.5 85.8 9.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
28 50 34 68 78 117 141
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 655,318
COMMITMENTS
108,655 95,046 284,418 205,322 226,340 598,394 605,804 56,924 49,513
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 47,346)
6,547 480 24,585 12,851 17,048 43,982 42,113 3,364 5,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 14.5 43.4 31.3 34.5 91.3 92.4 8.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
39 32 45 56 55 118 110
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,543
COMMITMENTS
10,456 6,011 903 21,831 18,661 33,190 25,576 6,353 13,967
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 278)
4,066 -2,283 -40 -4,482 970 -456 -1,353 734 1,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 15.2 2.3 55.2 47.2 83.9 64.7 16.1 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
15 12 7 19 12 35 30
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 86,100
COMMITMENTS
38,938 21,210 4,481 24,121 48,656 67,541 74,347 18,559 11,753
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -515)
9,442 -3,198 -2,582 -10,761 5,282 -3,900 -497 3,385 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.2 24.6 5.2 28.0 56.5 78.4 86.4 21.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
34 26 17 18 18 64 49
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 35,967
COMMITMENTS
9,084 4,087 69 25,854 30,497 35,007 34,653 960 1,314
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,353)
1,848 357 0 -96 1,470 1,752 1,827 601 526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 11.4 0.2 71.9 84.8 97.3 96.3 2.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 12 4 18 20 30 34
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,227
COMMITMENTS
371 2,250 1,825 15,776 9,239 17,973 13,314 5,254 9,914
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,232)
145 46 207 1,455 288 1,807 541 -575 691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 9.7 7.9 67.9 39.8 77.4 57.3 22.6 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 6 10 19 13 29 24
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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 125,238
COMMITMENTS
27,228 18,882 26,685 52,254 42,411 106,167 87,977 19,071 37,261
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 152)
-2,668 -1,893 317 2,243 152 -109 -1,424 261 1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 15.1 21.3 41.7 33.9 84.8 70.2 15.2 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
63 45 68 32 40 142 123
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,416
COMMITMENTS
282 299 174 310 161 766 635 650 781
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 94)
-15 -30 7 22 19 13 -5 80 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 21.1 12.3 21.9 11.4 54.1 44.8 45.9 55.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 9 6 4 2 13 14
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 201,764
COMMITMENTS
55,292 7,644 41,073 81,142 94,146 177,507 142,863 24,258 58,901
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 3,850)
1,152 36 174 2,313 1,786 3,639 1,996 211 1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 3.8 20.4 40.2 46.7 88.0 70.8 12.0 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
83 41 80 81 133 217 225
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,763
COMMITMENTS
2,445 118 702 498 3,092 3,645 3,912 2,118 1,852
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 264)
-56 -90 92 16 244 51 246 212 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 2.1 12.2 8.6 53.6 63.2 67.9 36.8 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
27 5 13 11 28 45 41
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,238
COMMITMENTS
11,012 1,624 4,091 7,275 7,746 22,377 13,461 4,861 13,777
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -3,094)
-1,510 -209 -718 -458 -770 -2,687 -1,697 -407 -1,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 6.0 15.0 26.7 28.4 82.2 49.4 17.8 50.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
39 17 22 40 50 96 78
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 113,643
COMMITMENTS
35,392 18,386 2,590 40,815 72,085 78,797 93,062 34,846 20,581
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,193)
2,088 5,638 615 2,018 -1,947 4,722 4,306 -529 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 16.2 2.3 35.9 63.4 69.3 81.9 30.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 20 8 23 26 50 51
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 101,876
COMMITMENTS
14,922 63,543 338 79,324 14,256 94,585 78,138 7,291 23,738
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,263)
-221 2,719 271 2,108 1,521 2,158 4,511 105 -2,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 62.4 0.3 77.9 14.0 92.8 76.7 7.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 33 1 19 12 25 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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 129,824
COMMITMENTS
91,337 5,042 130 31,169 118,752 122,636 123,924 7,188 5,900
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 19,408)
6,673 215 130 12,411 16,920 19,214 17,265 194 2,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.4 3.9 0.1 24.0 91.5 94.5 95.5 5.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
64 9 1 17 19 82 28
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 91,962
COMMITMENTS
8,976 42,418 361 63,211 23,025 72,549 65,803 19,414 26,159
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 5,667)
-1,133 8,120 41 4,947 -4,727 3,855 3,433 1,812 2,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 46.1 0.4 68.7 25.0 78.9 71.6 21.1 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 24 2 21 11 30 36
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 246,295
COMMITMENTS
17,989 87,052 5,626 191,758 116,856 215,372 209,533 30,923 36,762
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,748)
-180 -1,973 66 -588 3,720 -702 1,814 2,450 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 35.3 2.3 77.9 47.4 87.4 85.1 12.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
24 46 9 30 27 58 78
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 209,126
COMMITMENTS
35,196 45,989 15,961 99,956 83,730 151,113 145,680 58,013 63,446
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 10,979)
3,735 649 2,517 2,893 6,216 9,145 9,382 1,835 1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 22.0 7.6 47.8 40.0 72.3 69.7 27.7 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
40 39 33 28 32 83 90
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 15,224,168
COMMITMENTS
720,066 895,489 5099805 8284223 7593078 14104094 13588372 1120074 1635796
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 14,018)
-195,218 -69,979 -32,793 168,982 124,814 -59,029 22,043 73,047 -8,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.9 33.5 54.4 49.9 92.6 89.3 7.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
69 69 117 144 157 273 293
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 743,600
COMMITMENTS
64,412 68,716 42,070 478,515 485,628 584,997 596,414 158,604 147,186
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 7,353)
1,735 2,561 -6,715 -1,773 483 -6,753 -3,671 14,107 11,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 9.2 5.7 64.4 65.3 78.7 80.2 21.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
40 44 48 89 64 159 127
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,275,549
COMMITMENTS
212,623 322,465 45,891 657,749 776,737 916,263 1145092 359,286 130,456
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 59,149)
48,500 5,726 2,848 3,242 42,061 54,591 50,635 4,559 8,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 25.3 3.6 51.6 60.9 71.8 89.8 28.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
58 62 36 65 62 147 136
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,914
COMMITMENTS
1,277 649 0 6,284 11,021 7,561 11,670 5,353 1,244
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -65)
-5 0 0 -83 -136 -88 -136 23 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.0 0.0 48.7 85.3 58.5 90.4 41.5 9.6
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 11/15/05 |
--------------------------------------------------------------| 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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 44,248
COMMITMENTS
8,473 9,188 0 30,437 29,181 38,910 38,369 5,338 5,879
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 225)
661 -473 0 -1,070 2,181 -409 1,708 634 -1,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 20.8 0.0 68.8 65.9 87.9 86.7 12.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 7 0 21 17 28 24
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,450
COMMITMENTS
14,529 14,373 509 35,530 32,322 50,567 47,204 8,883 12,246
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -365)
319 2,036 72 1,969 -4,554 2,359 -2,447 -2,724 2,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 24.2 0.9 59.8 54.4 85.1 79.4 14.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 15 4 39 26 57 44
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 424,302
COMMITMENTS
183,435 127,852 4,191 204,122 275,887 391,748 407,930 32,555 16,373
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 68,753)
35,929 38,542 -1,583 26,463 43,728 60,810 80,687 7,944 -11,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 30.1 1.0 48.1 65.0 92.3 96.1 7.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
86 57 13 45 43 138 106
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 80,785
COMMITMENTS
19,690 18,941 0 46,121 44,046 65,811 62,987 14,974 17,798
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,257)
1,323 767 0 2,829 3,241 4,152 4,008 105 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 23.4 0.0 57.1 54.5 81.5 78.0 18.5 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 16 0 16 14 22 30
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,936
COMMITMENTS
1,523 5,940 0 31,439 22,659 32,962 28,600 3,974 8,336
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -240)
7 104 0 -371 -607 -364 -503 123 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 16.1 0.0 85.1 61.3 89.2 77.4 10.8 22.6
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 11/15/05 |
--------------------------------------------------------------| 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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 292,761
COMMITMENTS
23,505 58,267 3,959 237,149 219,908 264,613 282,134 28,148 10,628
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,233)
4,257 -2,084 -337 -4,168 3,216 -248 795 1,481 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 19.9 1.4 81.0 75.1 90.4 96.4 9.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
25 52 16 42 50 80 105
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 76,850
COMMITMENTS
16,722 27,102 4,274 41,587 36,664 62,583 68,040 14,267 8,810
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 5,036)
-1,518 1,579 899 5,289 2,430 4,670 4,908 366 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 35.3 5.6 54.1 47.7 81.4 88.5 18.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
32 27 8 21 26 59 57
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 49,715
COMMITMENTS
19,345 3,227 4 24,565 9,202 43,914 12,433 5,801 37,282
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,610)
2,254 -177 0 527 1,608 2,781 1,431 1,829 3,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 6.5 0.0 49.4 18.5 88.3 25.0 11.7 75.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 7 1 12 11 31 18
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,541
COMMITMENTS
1,929 1,904 106 19,800 27,292 21,835 29,302 13,706 6,239
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 813)
-479 102 -30 107 -514 -402 -442 1,215 1,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.4 0.3 55.7 76.8 61.4 82.4 38.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 9 1 19 26 24 36
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 172,081
COMMITMENTS
70,505 12,309 25,328 35,070 112,288 130,902 149,925 41,179 22,156
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -8,924)
6,588 -39 -13,422 -4,466 -822 -11,301 -14,284 2,377 5,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 7.2 14.7 20.4 65.3 76.1 87.1 23.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
96 39 44 25 43 141 108
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 115,518
COMMITMENTS
34,837 28,078 19,051 46,178 52,107 100,066 99,236 15,452 16,282
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -3,845)
-1,853 965 -1,185 -805 -4,401 -3,844 -4,622 -2 776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 24.3 16.5 40.0 45.1 86.6 85.9 13.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
67 63 53 43 41 146 133
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 407,398
COMMITMENTS
203,516 37,634 57,814 78,642 264,941 339,972 360,389 67,426 47,009
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 6,310)
22,994 -3,332 -7,253 -16,486 206 -745 -10,378 7,055 16,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.0 9.2 14.2 19.3 65.0 83.4 88.5 16.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
155 50 57 38 48 218 135
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 8,111
COMMITMENTS
4,241 2,988 339 2,439 4,008 7,019 7,335 1,092 776
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -6,098)
1,303 582 -65 -1,077 -3,012 161 -2,495 -6,259 -3,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 36.8 4.2 30.1 49.4 86.5 90.4 13.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 4 9 5 4 26 15
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 134,857
COMMITMENTS
36,628 7,456 19,762 55,189 82,234 111,579 109,452 23,277 25,405
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -3,408)
-9,572 3,707 -2,409 378 -6,795 -11,603 -5,497 8,195 2,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 5.5 14.7 40.9 61.0 82.7 81.2 17.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
56 20 40 66 61 132 117
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 40,263
COMMITMENTS
8,469 51 3,111 19,622 27,986 31,201 31,148 9,062 9,116
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 812)
-1,168 -99 674 1,897 -283 1,403 291 -591 521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 0.1 7.7 48.7 69.5 77.5 77.4 22.5 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
20 2 10 24 20 47 30
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 118,096
COMMITMENTS
14,995 23,057 23,711 68,174 62,201 106,880 108,968 11,215 9,127
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -13,614)
-2,910 8,396 -1,683 -7,095 -18,655 -11,688 -11,943 -1,926 -1,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 19.5 20.1 57.7 52.7 90.5 92.3 9.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
67 69 65 67 60 167 163
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 53,472
COMMITMENTS
14,530 2,623 12,929 20,607 33,490 48,066 49,042 5,405 4,429
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -1,640)
-2,354 371 -567 1,115 -1,782 -1,806 -1,978 166 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 4.9 24.2 38.5 62.6 89.9 91.7 10.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
59 39 30 28 23 108 72
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 131,846
COMMITMENTS
27,298 26,593 9,477 86,440 90,410 123,215 126,480 8,632 5,367
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -6,983)
462 -11,297 -290 -5,590 5,981 -5,418 -5,606 -1,564 -1,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 20.2 7.2 65.6 68.6 93.5 95.9 6.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
48 48 30 52 36 116 101
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 658,975
COMMITMENTS
160,927 10,505 129,242 282,162 477,261 572,331 617,007 86,644 41,968
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 14,155)
1,648 950 -1,433 12,596 16,775 12,811 16,293 1,344 -2,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 1.6 19.6 42.8 72.4 86.9 93.6 13.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
72 26 47 64 62 159 115
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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 100,395
COMMITMENTS
15,319 12,320 29,825 44,901 51,071 90,045 93,215 10,351 7,180
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -6,449)
-235 1,187 536 -5,576 -7,704 -5,274 -5,981 -1,174 -468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 12.3 29.7 44.7 50.9 89.7 92.8 10.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
112 71 84 87 89 241 210
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 38,992
COMMITMENTS
31,588 2,033 2,411 1,146 32,244 35,145 36,689 3,847 2,303
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -3,558)
-1,259 -1,571 32 -2,550 -2,245 -3,777 -3,784 220 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.0 5.2 6.2 2.9 82.7 90.1 94.1 9.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
39 7 8 11 9 52 23
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
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
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 234,951
COMMITMENTS
17,054 23,867 56,278 124,672 122,835 198,004 202,980 36,948 31,972
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,761)
1,766 -2,619 4,003 276 4,148 6,045 5,532 -1,284 -771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 10.2 24.0 53.1 52.3 84.3 86.4 15.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
36 32 46 73 72 131 131
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 913,707
COMMITMENTS
33,538 90,027 395,912 401,493 386,769 830,944 872,708 82,763 40,998
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 296)
-1,501 3,401 -2,576 1,810 -1,748 -2,267 -923 2,563 1,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 9.9 43.3 43.9 42.3 90.9 95.5 9.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
52 57 82 97 88 194 182
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
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,916
COMMITMENTS
2,420 372 554 46,501 51,056 49,475 51,982 5,441 2,934
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 14,063)
-517 0 122 15,638 13,879 15,243 14,001 -1,180 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.7 1.0 84.7 93.0 90.1 94.7 9.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 17 18 18 20
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
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,469
COMMITMENTS
0 8,475 922 32,995 23,582 33,917 32,979 5,552 6,490
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 509)
0 1,444 -96 881 -1,364 785 -16 -276 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.5 2.3 83.6 59.7 85.9 83.6 14.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 17 14 19 16
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
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,418
COMMITMENTS
16,816 2,308 2,833 82,463 93,006 102,112 98,147 6,306 10,271
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,576)
2,248 -166 -1,083 550 1,218 1,715 -31 -139 1,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 2.1 2.6 76.1 85.8 94.2 90.5 5.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 4 27 27 32 32
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,062
COMMITMENTS
2,904 5,684 0 49,351 43,388 52,255 49,072 3,807 6,990
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 76)
0 0 0 85 23 85 23 -9 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 10.1 0.0 88.0 77.4 93.2 87.5 6.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 16 15 17 17
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,962
COMMITMENTS
0 11,703 3,982 60,296 53,233 64,278 68,918 11,684 7,044
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 5,898)
0 -1,066 399 430 2,737 829 2,070 5,069 3,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.4 5.2 79.4 70.1 84.6 90.7 15.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 3 18 18 21 21
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,871
COMMITMENTS
20,366 5,521 4,710 42,788 60,759 67,864 70,990 9,007 5,881
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,214)
-2,167 131 638 4,138 2,155 2,609 2,924 -395 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 7.2 6.1 55.7 79.0 88.3 92.3 11.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 21 20 25 24
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,078
COMMITMENTS
0 1,670 1,801 60,778 55,497 62,579 58,968 2,499 6,110
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,162)
-36 1,670 -581 2,233 -327 1,616 762 -454 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 2.8 93.4 85.3 96.2 90.6 3.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 19 20 20
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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,873
COMMITMENTS
0 6,936 3,022 46,792 40,457 49,814 50,415 8,059 7,458
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 3,128)
0 -2,171 1,084 -166 3,033 918 1,946 2,210 1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.0 5.2 80.9 69.9 86.1 87.1 13.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 23 18 25 20
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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,157
COMMITMENTS
0 4,176 18 39,899 38,217 39,917 42,411 8,240 5,746
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 0.0 82.9 79.4 82.9 88.1 17.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 12 15 13
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,805
COMMITMENTS
738 0 2,633 36,186 36,507 39,557 39,140 4,248 4,665
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 3,055)
738 -222 753 1,058 2,524 2,549 3,055 506 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 6.0 82.6 83.3 90.3 89.4 9.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 15 15 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,602
COMMITMENTS
18,711 0 1,824 41,170 60,203 61,705 62,027 5,897 5,575
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,125)
980 0 -366 207 1,491 821 1,125 304 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 0.0 2.7 60.9 89.1 91.3 91.8 8.7 8.2
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 11/15/05 |
--------------------------------------------------------------| 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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,936
COMMITMENTS
3,184 578 3,619 37,739 36,876 44,542 41,073 8,394 11,863
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,389)
-1,351 578 305 1,721 1,749 675 2,632 1,714 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.1 6.8 71.3 69.7 84.1 77.6 15.9 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 19 16 21 19
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
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,990
COMMITMENTS
35 248 1,677 50,585 50,380 52,297 52,305 7,693 7,685
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.4 2.8 84.3 84.0 87.2 87.2 12.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 15 17 17
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 179,537
COMMITMENTS
2,290 10,597 10,760 150,603 148,345 163,653 169,702 15,884 9,835
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.9 6.0 83.9 82.6 91.2 94.5 8.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 4 6 34 31 40 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,524
COMMITMENTS
2,658 649 4,423 68,868 70,903 75,949 75,975 9,575 9,549
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.8 5.2 80.5 82.9 88.8 88.8 11.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 18 18 20 19
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,202
COMMITMENTS
18,820 1,426 1,680 44,750 59,891 65,250 62,997 1,952 4,205
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 2.1 2.5 66.6 89.1 97.1 93.7 2.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 12 14 14 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 155,231
COMMITMENTS
7,071 0 4,337 137,159 142,314 148,567 146,651 6,664 8,580
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 2.8 88.4 91.7 95.7 94.5 4.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 2 32 31 35 33
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 162,361
COMMITMENTS
15,755 1,415 17,380 125,569 141,062 158,704 159,857 3,657 2,504
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.9 10.7 77.3 86.9 97.7 98.5 2.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 2 7 37 31 45 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 142,006
COMMITMENTS
4,533 5,363 4,139 117,857 117,550 126,529 127,052 15,477 14,954
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.8 2.9 83.0 82.8 89.1 89.5 10.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 28 27 30 29
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,067
COMMITMENTS
4,345 20,412 13,431 133,013 119,346 150,789 153,189 9,278 6,878
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 12.8 8.4 83.1 74.6 94.2 95.7 5.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 6 8 27 29 35 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,731
COMMITMENTS
1,109 16,534 2,575 57,820 35,868 61,504 54,977 2,227 8,754
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 25.9 4.0 90.7 56.3 96.5 86.3 3.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 5 5 17 19 23 25
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,465,330
COMMITMENTS
330,743 55,553 294,186 796,476 1078722 1421405 1428461 43,925 36,869
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 57,053)
-4,780 -1,531 9,178 26,800 23,971 31,198 31,618 25,855 25,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 3.8 20.1 54.4 73.6 97.0 97.5 3.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
32 10 35 97 82 137 119
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 328,201
COMMITMENTS
80,990 107,410 73,851 170,697 145,444 325,538 326,705 2,663 1,496
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 19,765)
8,125 9,922 -1,540 13,605 10,934 20,190 19,316 -425 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 32.7 22.5 52.0 44.3 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 8 17 33 30 53 50
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 86,028
COMMITMENTS
22,176 8,198 17,121 46,634 60,694 85,931 86,013 97 15
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 843)
-123 2,346 -90 1,789 -560 1,576 1,696 -733 -853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 9.5 19.9 54.2 70.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 7 11 40 43 51 54
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,738
COMMITMENTS
4,765 4,084 2,222 18,751 18,923 25,738 25,229 0 509
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -617)
1,293 -42 -497 -1,372 -37 -576 -576 -41 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 15.9 8.6 72.9 73.5 100.0 98.0 0.0 2.0
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 11/15/05 |
--------------------------------------------------------------| 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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,582
COMMITMENTS
1,677 5,199 932 9,973 6,451 12,582 12,582 0 0
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,234)
0 848 86 1,148 300 1,234 1,234 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 41.3 7.4 79.3 51.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 2 17 11 21 15
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,412
COMMITMENTS
3,900 5,420 2,374 13,965 12,274 20,239 20,068 173 344
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 940)
-140 48 320 919 728 1,099 1,096 -159 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 26.6 11.6 68.4 60.1 99.2 98.3 0.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 7 21 22 28 29
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,810
COMMITMENTS
10,000 120 1,350 10,782 20,772 22,132 22,242 678 568
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -126)
-240 0 60 12 -226 -168 -166 42 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 0.5 5.9 47.3 91.1 97.0 97.5 3.0 2.5
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 11/15/05 |
--------------------------------------------------------------| 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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,807
COMMITMENTS
618 80 904 8,672 9,523 10,194 10,507 613 300
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 197)
-128 0 100 132 97 104 197 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.7 8.4 80.2 88.1 94.3 97.2 5.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 16 12 18 15
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,405,694
COMMITMENTS
121,952 86,733 415,959 813,845 831,697 1351756 1334389 53,938 71,305
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -31,899)
-3,010 -19,215 5,746 -16,473 -3,602 -13,737 -17,071 -18,162 -14,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 6.2 29.6 57.9 59.2 96.2 94.9 3.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
78 86 106 82 79 217 222
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,981
COMMITMENTS
8,740 2,311 455 2,473 11,758 11,668 14,524 3,313 457
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 143)
53 -48 16 -368 203 -299 171 442 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.3 15.4 3.0 16.5 78.5 77.9 96.9 22.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
59 13 9 15 26 81 44
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,492
COMMITMENTS
10,153 745 0 997 11,480 11,150 12,225 2,342 1,267
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 578)
342 74 0 26 535 368 609 210 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.3 5.5 0.0 7.4 85.1 82.6 90.6 17.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
31 7 0 8 23 39 30
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 168,556
COMMITMENTS
27,537 8,592 33,472 96,086 115,127 157,094 157,190 11,461 11,366
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,874)
519 148 2,101 3,531 2,360 6,151 4,609 -1,277 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 5.1 19.9 57.0 68.3 93.2 93.3 6.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
49 24 41 75 73 142 125
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
Updated December 2, 2005