WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 305,362: 52,061 91,832 46,040 180,937 126,382 279,038 264,254: 26,324 41,108
Old : 260,986: 53,258 93,331 29,150 154,678 110,519 237,086 233,000: 23,900 27,986
Other: 44,376: 14,060 13,758 1,633 26,259 15,863 41,952 31,254: 2,424 13,122
: : :
: : Changes in Commitments from: October 25, 2005 :
: 6,605: 2,465 11,504 -427 1,060 -5,220 3,098 5,857: 3,507 748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 30.1 15.1 59.3 41.4 91.4 86.5: 8.6 13.5
Old : 100.0: 20.4 35.8 11.2 59.3 42.3 90.8 89.3: 9.2 10.7
Other: 100.0: 31.7 31.0 3.7 59.2 35.7 94.5 70.4: 5.5 29.6
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 67 130 92 46 65 184 242:
Old : 284: 71 130 72 42 57 165 218:
Other: 145: 40 44 17 17 56 64 111:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 24.3 43.8 30.6 29.7 18.5 42.5 23.8
Old : 33.2 27.8 48.2 34.7 33.2 27.5 48.2 33.4
Other: 54.3 15.9 67.5 22.6 53.3 15.6 66.4 22.0
WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 298,757: 49,596 80,328 46,467 179,877 131,602 275,940 258,397: 22,817 40,360
Old : 256,505: 51,102 83,992 28,901 155,793 116,553 235,796 229,446: 20,709 27,059
Other: 42,252: 14,482 12,324 1,578 24,084 15,049 40,144 28,951: 2,108 13,301
: : :
: : Changes in Commitments from: October 18, 2005 :
: 5,106: -2,656 13,864 1,387 8,089 -9,067 6,820 6,184: -1,714 -1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 26.9 15.6 60.2 44.0 92.4 86.5: 7.6 13.5
Old : 100.0: 19.9 32.7 11.3 60.7 45.4 91.9 89.5: 8.1 10.5
Other: 100.0: 34.3 29.2 3.7 57.0 35.6 95.0 68.5: 5.0 31.5
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 61 114 80 46 64 173 216:
Old : 264: 65 120 62 43 57 154 201:
Other: 137: 43 36 12 17 55 63 100:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 26.7 45.7 32.6 30.2 19.6 43.1 24.7
Old : 33.8 30.5 48.9 36.7 33.8 28.1 48.9 33.9
Other: 51.6 16.9 65.2 23.7 50.7 16.3 64.3 23.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 859,864: 160,732 167,782 88,622 460,611 404,104 709,965 660,508: 149,899 199,356
Old : 807,141: 146,852 171,242 79,389 440,517 374,005 666,758 624,636: 140,383 182,505
Other: 52,723: 21,338 3,998 1,775 20,094 30,099 43,207 35,872: 9,516 16,851
: : :
: : Changes in Commitments from: October 25, 2005 :
: 32,556: 9,208 1,719 3,100 8,582 20,247 20,890 25,066: 11,666 7,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 19.5 10.3 53.6 47.0 82.6 76.8: 17.4 23.2
Old : 100.0: 18.2 21.2 9.8 54.6 46.3 82.6 77.4: 17.4 22.6
Other: 100.0: 40.5 7.6 3.4 38.1 57.1 82.0 68.0: 18.0 32.0
: : :
:# Traders : Number of Traders in Each Category :
All : 565: 148 125 121 187 191 408 396:
Old : 557: 140 132 109 181 185 393 382:
Other: 246: 54 33 7 44 126 101 163:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 19.4 32.0 24.7 18.8 16.1 27.6 20.8
Old : 22.9 19.0 33.8 24.6 19.7 15.6 29.1 20.5
Other: 19.6 29.3 33.8 36.2 19.3 29.0 32.6 35.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 827,308: 151,524 166,063 85,522 452,029 383,857 689,075 635,442: 138,233 191,866
Old : 777,722: 136,911 170,789 75,973 434,773 356,310 647,657 603,072: 130,065 174,650
Other: 49,586: 22,583 3,244 1,579 17,256 27,547 41,418 32,370: 8,168 17,216
: : :
: : Changes in Commitments from: October 18, 2005 :
: 30,173: -305 3,627 21,060 12,496 10,111 33,251 34,798: -3,078 -4,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 20.1 10.3 54.6 46.4 83.3 76.8: 16.7 23.2
Old : 100.0: 17.6 22.0 9.8 55.9 45.8 83.3 77.5: 16.7 22.5
Other: 100.0: 45.5 6.5 3.2 34.8 55.6 83.5 65.3: 16.5 34.7
: : :
:# Traders : Number of Traders in Each Category :
All : 561: 145 130 119 184 188 404 394:
Old : 553: 135 141 106 178 183 388 381:
Other: 235: 60 27 5 38 120 100 150:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 19.4 33.0 24.5 19.8 16.3 28.9 20.9
Old : 23.7 18.9 34.8 24.4 20.8 15.7 30.5 20.6
Other: 19.5 30.7 32.7 37.0 19.1 30.3 30.8 35.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,544: 2,966 220 92 1,015 5,145 4,073 5,457: 2,471 1,087
Old : 6,535: 2,966 220 91 1,012 5,144 4,069 5,455: 2,466 1,080
Other: 9: 0 0 1 3 1 4 2: 5 7
: : :
: : Changes in Commitments from: October 25, 2005 :
: -739: -884 -97 75 118 -464 -691 -486: -48 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 3.4 1.4 15.5 78.6 62.2 83.4: 37.8 16.6
Old : 100.0: 45.4 3.4 1.4 15.5 78.7 62.3 83.5: 37.7 16.5
Other: 100.0: 0.0 0.0 11.1 33.3 11.1 44.4 22.2: 55.6 77.8
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 4 3 12 13 26 18:
Old : 34: 12 4 3 12 13 26 18:
Other: 3: 0 0 1 2 1 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 53.5 46.0 70.2 33.8 51.4 46.0 65.8
Old : 33.8 53.5 46.1 70.3 33.8 51.4 46.1 65.9
Other: 44.4 22.2 44.4 22.2 22.2 0.0 22.2 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,283: 3,850 317 17 897 5,609 4,764 5,943: 2,519 1,340
Old : 7,274: 3,850 317 17 894 5,608 4,761 5,942: 2,513 1,332
Other: 9: 0 0 0 3 1 3 1: 6 8
: : :
: : Changes in Commitments from: October 18, 2005 :
: 386: 307 -31 -27 4 304 284 246: 102 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 4.4 0.2 12.3 77.0 65.4 81.6: 34.6 18.4
Old : 100.0: 52.9 4.4 0.2 12.3 77.1 65.5 81.7: 34.5 18.3
Other: 100.0: 0.0 0.0 0.0 33.3 11.1 33.3 11.1: 66.7 88.9
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 16 4 2 9 13 27 17:
Old : 37: 16 4 2 9 13 27 17:
Other: 2: 0 0 0 2 1 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 50.7 47.3 68.6 32.7 48.1 47.3 65.2
Old : 32.8 50.8 47.3 68.7 32.8 48.2 47.3 65.3
Other: 33.3 11.1 33.3 11.1 22.2 0.0 22.2 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 274,636: 47,813 44,732 28,221 156,209 129,813 232,243 202,766: 42,393 71,870
Old : 259,107: 47,686 46,412 21,991 148,713 124,052 218,390 192,455: 40,717 66,652
Other: 15,529: 5,805 3,998 552 7,496 5,761 13,853 10,311: 1,676 5,218
: : :
: : Changes in Commitments from: October 25, 2005 :
: -14,595: 3,664 1,545 -657 -8,639 -6,454 -5,632 -5,566: -8,963 -9,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.3 10.3 56.9 47.3 84.6 73.8: 15.4 26.2
Old : 100.0: 18.4 17.9 8.5 57.4 47.9 84.3 74.3: 15.7 25.7
Other: 100.0: 37.4 25.7 3.6 48.3 37.1 89.2 66.4: 10.8 33.6
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 68 97 72 85 104 205 242:
Old : 310: 72 100 62 82 100 196 233:
Other: 108: 19 22 4 25 49 46 74:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 19.4 32.2 25.9 19.4 14.6 28.8 19.3
Old : 21.5 20.0 33.2 26.8 21.4 15.3 31.0 20.2
Other: 45.5 29.9 66.0 41.5 42.5 29.6 62.5 40.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 289,231: 44,149 43,187 28,878 164,848 136,267 237,875 208,332: 51,356 80,899
Old : 274,400: 44,344 44,865 22,553 157,830 131,142 224,727 198,560: 49,673 75,840
Other: 14,831: 5,598 4,115 532 7,018 5,125 13,148 9,772: 1,683 5,059
: : :
: : Changes in Commitments from: October 18, 2005 :
: -9,560: -16,676 -5,868 -3,783 8,071 -1,416 -12,388 -11,067: 2,828 1,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 14.9 10.0 57.0 47.1 82.2 72.0: 17.8 28.0
Old : 100.0: 16.2 16.4 8.2 57.5 47.8 81.9 72.4: 18.1 27.6
Other: 100.0: 37.7 27.7 3.6 47.3 34.6 88.7 65.9: 11.3 34.1
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 58 93 78 93 102 210 234:
Old : 293: 61 94 67 92 100 203 225:
Other: 108: 16 26 4 21 49 39 78:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 18.4 30.3 25.0 18.5 13.4 26.9 17.7
Old : 20.2 19.0 31.0 25.7 20.2 14.0 28.9 18.6
Other: 44.8 28.1 66.5 40.5 42.1 28.1 62.8 39.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 171,539: 39,881 12,959 23,403 83,329 118,827 146,613 155,189: 24,926 16,350
Old : 162,600: 42,071 12,766 19,600 76,961 114,491 138,632 146,857: 23,968 15,743
Other: 8,939: 1,442 3,825 171 6,368 4,336 7,981 8,332: 958 607
: : :
: : Changes in Commitments from: October 25, 2005 :
: 2,738: -2,171 4,023 -187 5,399 -4,900 3,041 -1,064: -303 3,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 7.6 13.6 48.6 69.3 85.5 90.5: 14.5 9.5
Old : 100.0: 25.9 7.9 12.1 47.3 70.4 85.3 90.3: 14.7 9.7
Other: 100.0: 16.1 42.8 1.9 71.2 48.5 89.3 93.2: 10.7 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 40 29 44 48 51 119 110:
Old : 149: 49 28 39 47 50 117 105:
Other: 44: 6 17 4 14 13 23 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 36.6 32.7 51.0 20.4 35.4 30.2 41.6
Old : 21.5 37.4 32.5 51.6 21.5 36.3 31.9 44.6
Other: 76.7 36.8 84.4 60.3 69.0 33.7 75.3 53.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 168,801: 42,052 8,936 23,590 77,930 123,727 143,572 156,253: 25,229 12,548
Old : 160,584: 43,476 8,978 19,598 73,456 120,101 136,530 148,677: 24,054 11,907
Other: 8,217: 2,400 3,782 168 4,474 3,626 7,042 7,576: 1,175 641
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,877: -1,511 -626 1,723 1,248 -1,927 1,460 -830: -3,337 -1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.3 14.0 46.2 73.3 85.1 92.6: 14.9 7.4
Old : 100.0: 27.1 5.6 12.2 45.7 74.8 85.0 92.6: 15.0 7.4
Other: 100.0: 29.2 46.0 2.0 54.4 44.1 85.7 92.2: 14.3 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 48 19 35 45 51 115 98:
Old : 144: 57 17 31 44 50 113 93:
Other: 37: 4 16 3 12 11 19 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 38.3 33.2 53.8 20.8 35.9 30.1 46.1
Old : 22.1 39.0 33.3 54.7 21.9 36.8 31.7 49.0
Other: 69.7 34.0 81.9 56.7 62.3 30.0 71.8 49.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 601,814: 85,173 142,346 9,354 395,943 291,736 490,470 443,436: 111,344 158,378
Old : 601,814: 85,173 142,346 9,354 395,943 291,736 490,470 443,436: 111,344 158,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 6,180: -33 22,665 1,396 5,170 1,653 6,533 25,714: -353 -19,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 23.7 1.6 65.8 48.5 81.5 73.7: 18.5 26.3
Old : 100.0: 14.2 23.7 1.6 65.8 48.5 81.5 73.7: 18.5 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 21 41 26 63 70 98 123:
Old : 158: 21 41 26 63 70 98 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 13.7 37.2 23.6 23.2 13.7 31.2 22.7
Old : 26.6 13.7 37.2 23.6 23.2 13.7 31.2 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 595,634: 85,206 119,681 7,958 390,773 290,083 483,937 417,722: 111,697 177,912
Old : 595,634: 85,206 119,681 7,958 390,773 290,083 483,937 417,722: 111,697 177,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,351: -7,676 -783 3,934 4,441 -2,286 699 865: 652 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 20.1 1.3 65.6 48.7 81.2 70.1: 18.8 29.9
Old : 100.0: 14.3 20.1 1.3 65.6 48.7 81.2 70.1: 18.8 29.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 23 36 23 62 69 99 114:
Old : 154: 23 36 23 62 69 99 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 14.1 35.3 24.3 20.8 13.2 29.7 22.1
Old : 24.3 14.1 35.3 24.3 20.8 13.2 29.7 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 140,900: 18,878 22,158 16,241 77,636 78,216 112,755 116,615: 28,145 24,285
Old : 135,079: 18,998 22,623 14,070 74,485 74,989 107,553 111,682: 27,526 23,397
Other: 5,821: 914 569 1,137 3,151 3,227 5,202 4,933: 619 888
: : :
: : Changes in Commitments from: October 25, 2005 :
: 2,179: 31 1,056 1,442 5,138 1,088 6,611 3,586: -4,432 -1,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 15.7 11.5 55.1 55.5 80.0 82.8: 20.0 17.2
Old : 100.0: 14.1 16.7 10.4 55.1 55.5 79.6 82.7: 20.4 17.3
Other: 100.0: 15.7 9.8 19.5 54.1 55.4 89.4 84.7: 10.6 15.3
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 32 39 35 45 44 102 105:
Old : 138: 34 40 35 45 43 102 104:
Other: 36: 12 6 7 15 12 30 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 31.3 37.8 39.3 19.9 20.9 25.6 27.2
Old : 28.4 31.9 37.7 39.7 20.4 21.9 26.3 28.4
Other: 43.2 38.6 65.2 63.6 32.5 30.7 42.7 40.4
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 138,721: 18,847 21,102 14,799 72,498 77,128 106,144 113,029: 32,577 25,692
Old : 132,981: 19,121 21,521 12,565 69,515 73,932 101,201 108,018: 31,780 24,963
Other: 5,740: 895 750 1,065 2,983 3,196 4,943 5,011: 797 729
: : :
: : Changes in Commitments from: October 18, 2005 :
: 3,289: -1,714 2,381 -289 1,263 -738 -740 1,354: 4,029 1,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 15.2 10.7 52.3 55.6 76.5 81.5: 23.5 18.5
Old : 100.0: 14.4 16.2 9.4 52.3 55.6 76.1 81.2: 23.9 18.8
Other: 100.0: 15.6 13.1 18.6 52.0 55.7 86.1 87.3: 13.9 12.7
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 28 36 30 43 42 91 100:
Old : 129: 29 38 30 43 40 91 97:
Other: 36: 11 8 6 14 11 28 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 31.2 36.5 40.9 19.2 20.9 24.6 27.2
Old : 26.5 31.7 36.3 41.3 19.7 21.8 25.2 28.2
Other: 40.6 39.1 62.8 64.4 30.2 31.9 42.8 43.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,490: 2,684 577 883 2,438 4,935 6,005 6,395: 1,485 1,095
Old : 7,467: 2,693 575 874 2,438 4,934 6,005 6,383: 1,462 1,084
Other: 23: 0 11 0 0 1 0 12: 23 11
: : :
: : Changes in Commitments from: October 25, 2005 :
: 70: 190 -161 82 -64 316 208 237: -138 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 7.7 11.8 32.6 65.9 80.2 85.4: 19.8 14.6
Old : 100.0: 36.1 7.7 11.7 32.7 66.1 80.4 85.5: 19.6 14.5
Other: 100.0: 0.0 47.8 0.0 0.0 4.3 0.0 52.2: 100.0 47.8
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 13 6 5 14 16 29 25:
Old : 41: 13 5 5 14 16 29 25:
Other: 3: 0 2 0 0 1 0 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 54.3 50.3 70.3 27.0 41.0 39.3 52.4
Old : 30.7 54.4 50.4 70.5 27.1 41.1 39.4 52.5
Other: 0.0 52.2 0.0 52.2 0.0 52.2 0.0 52.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,420: 2,494 738 801 2,502 4,619 5,797 6,158: 1,623 1,262
Old : 7,412: 2,495 738 800 2,502 4,619 5,797 6,157: 1,615 1,255
Other: 8: 0 1 0 0 0 0 1: 8 7
: : :
: : Changes in Commitments from: October 18, 2005 :
: -54: -130 15 -102 188 -177 -44 -264: -10 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 9.9 10.8 33.7 62.3 78.1 83.0: 21.9 17.0
Old : 100.0: 33.7 10.0 10.8 33.8 62.3 78.2 83.1: 21.8 16.9
Other: 100.0: 0.0 12.5 0.0 0.0 0.0 0.0 12.5: 100.0 87.5
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 13 5 6 14 15 30 23:
Old : 41: 13 5 6 14 15 30 23:
Other: 1: 0 1 0 0 0 0 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 49.6 47.2 66.4 28.3 35.7 40.0 49.9
Old : 30.5 49.7 47.2 66.5 28.3 35.7 40.0 49.9
Other: 0.0 12.5 0.0 12.5 0.0 12.5 0.0 12.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 356,104: 95,091 91,571 2,006 187,188 155,358 284,285 248,935: 71,819 107,169
Old : 356,104: 95,091 91,571 2,006 187,188 155,358 284,285 248,935: 71,819 107,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -16,212: -6,370 -5,706 -91 -6,470 -10,279 -12,931 -16,076: -3,281 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 25.7 0.6 52.6 43.6 79.8 69.9: 20.2 30.1
Old : 100.0: 26.7 25.7 0.6 52.6 43.6 79.8 69.9: 20.2 30.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 24 26 5 45 48 71 77:
Old : 118: 24 26 5 45 48 71 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 16.1 37.7 25.7 25.6 14.9 36.7 24.4
Old : 26.0 16.1 37.7 25.7 25.6 14.9 36.7 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 372,316: 101,461 97,277 2,097 193,658 165,637 297,216 265,011: 75,100 107,305
Old : 372,316: 101,461 97,277 2,097 193,658 165,637 297,216 265,011: 75,100 107,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 17,236: 7,897 10,900 45 4,287 -1,692 12,229 9,253: 5,007 7,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 26.1 0.6 52.0 44.5 79.8 71.2: 20.2 28.8
Old : 100.0: 27.3 26.1 0.6 52.0 44.5 79.8 71.2: 20.2 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 23 26 5 46 49 71 78:
Old : 118: 23 26 5 46 49 71 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 16.4 39.1 26.0 27.4 15.5 38.5 24.9
Old : 27.4 16.4 39.1 26.0 27.4 15.5 38.5 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,746,486: 351,198 417,725 45,576 1,108,157 878,868 1,504,931 1,342,169: 241,555 404,317
Old : 1,746,486: 351,198 417,725 45,576 1,108,157 878,868 1,504,931 1,342,169: 241,555 404,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 17,105: 1,603 -15,188 8,901 6,452 16,305 16,956 10,018: 149 7,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 23.9 2.6 63.5 50.3 86.2 76.8: 13.8 23.2
Old : 100.0: 20.1 23.9 2.6 63.5 50.3 86.2 76.8: 13.8 23.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 253: 58 59 35 84 104 157 183:
Old : 253: 58 59 35 84 104 157 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 28.3 41.7 37.2 29.0 27.8 38.8 35.4
Old : 31.5 28.3 41.7 37.2 29.0 27.8 38.8 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,729,381: 349,595 432,913 36,675 1,101,705 862,563 1,487,975 1,332,151: 241,406 397,230
Old : 1,729,381: 349,595 432,913 36,675 1,101,705 862,563 1,487,975 1,332,151: 241,406 397,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 51,150: -53,192 67,336 3,796 81,436 -29,411 32,040 41,721: 19,110 9,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 25.0 2.1 63.7 49.9 86.0 77.0: 14.0 23.0
Old : 100.0: 20.2 25.0 2.1 63.7 49.9 86.0 77.0: 14.0 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 58 60 31 90 102 158 183:
Old : 257: 58 60 31 90 102 158 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 26.9 42.2 34.8 30.0 26.4 39.8 32.9
Old : 31.9 26.9 42.2 34.8 30.0 26.4 39.8 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,444,095: 253,885 463,738 40,257 1,013,798 634,536 1,307,940 1,138,531: 136,155 305,564
Old : 1,444,095: 253,885 463,738 40,257 1,013,798 634,536 1,307,940 1,138,531: 136,155 305,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 34,446: -5,294 2,534 12,430 24,032 19,472 31,168 34,436: 3,278 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 32.1 2.8 70.2 43.9 90.6 78.8: 9.4 21.2
Old : 100.0: 17.6 32.1 2.8 70.2 43.9 90.6 78.8: 9.4 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 41 45 23 67 70 115 131:
Old : 189: 41 45 23 67 70 115 131:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 24.9 45.5 35.1 33.4 24.5 43.2 33.7
Old : 34.8 24.9 45.5 35.1 33.4 24.5 43.2 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,409,649: 259,179 461,204 27,827 989,766 615,064 1,276,772 1,104,095: 132,877 305,554
Old : 1,409,649: 259,179 461,204 27,827 989,766 615,064 1,276,772 1,104,095: 132,877 305,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 56,470: 4,948 37,345 1,818 51,481 267 58,247 39,430: -1,777 17,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 32.7 2.0 70.2 43.6 90.6 78.3: 9.4 21.7
Old : 100.0: 18.4 32.7 2.0 70.2 43.6 90.6 78.3: 9.4 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 43 45 28 65 67 116 132:
Old : 188: 43 45 28 65 67 116 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 24.4 47.3 35.4 35.4 24.0 45.0 34.3
Old : 36.2 24.4 47.3 35.4 35.4 24.0 45.0 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 436,192: 155,128 104,779 50,692 195,984 245,708 401,804 401,179: 34,388 35,013
Old : 436,192: 155,128 104,779 50,692 195,984 245,708 401,804 401,179: 34,388 35,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -16,536: -1,618 -600 -14,579 10,122 -225 -6,075 -15,404: -10,461 -1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 24.0 11.6 44.9 56.3 92.1 92.0: 7.9 8.0
Old : 100.0: 35.6 24.0 11.6 44.9 56.3 92.1 92.0: 7.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 37 27 36 51 50 109 93:
Old : 128: 37 27 36 51 50 109 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 24.1 40.3 39.5 25.5 19.8 34.7 31.1
Old : 27.6 24.1 40.3 39.5 25.5 19.8 34.7 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 452,728: 156,746 105,379 65,271 185,862 245,933 407,879 416,583: 44,849 36,145
Old : 452,728: 156,746 105,379 65,271 185,862 245,933 407,879 416,583: 44,849 36,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 29,701: 17,996 89 5,064 4,275 22,947 27,335 28,100: 2,366 1,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 23.3 14.4 41.1 54.3 90.1 92.0: 9.9 8.0
Old : 100.0: 34.6 23.3 14.4 41.1 54.3 90.1 92.0: 9.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 35 28 31 54 50 109 90:
Old : 128: 35 28 31 54 50 109 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 22.8 39.0 36.5 23.2 18.4 31.6 27.9
Old : 25.8 22.8 39.0 36.5 23.2 18.4 31.6 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 37,620: 5,130 8,498 0 26,014 17,327 31,144 25,825: 6,476 11,795
Old : 37,620: 5,130 8,498 0 26,014 17,327 31,144 25,825: 6,476 11,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -230: 289 -487 -12 234 120 511 -379: -741 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 22.6 0.0 69.1 46.1 82.8 68.6: 17.2 31.4
Old : 100.0: 13.6 22.6 0.0 69.1 46.1 82.8 68.6: 17.2 31.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 12 13 0 19 11 31 24:
Old : 54: 12 13 0 19 11 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 39.4 60.3 53.1 44.7 39.3 60.3 52.9
Old : 44.7 39.4 60.3 53.1 44.7 39.3 60.3 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 37,850: 4,841 8,985 12 25,780 17,207 30,633 26,204: 7,217 11,646
Old : 37,850: 4,841 8,985 12 25,780 17,207 30,633 26,204: 7,217 11,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,572: -1,039 1,845 10 2,194 -599 1,165 1,256: 407 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 23.7 0.0 68.1 45.5 80.9 69.2: 19.1 30.8
Old : 100.0: 12.8 23.7 0.0 68.1 45.5 80.9 69.2: 19.1 30.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 10 13 1 19 10 30 23:
Old : 51: 10 13 1 19 10 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 39.8 59.8 53.4 44.2 39.8 59.8 53.3
Old : 44.2 39.8 59.8 53.4 44.2 39.8 59.8 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 71,636: 28,742 27,057 614 23,281 35,326 52,637 62,997: 18,999 8,639
Old : 71,636: 28,742 27,057 614 23,281 35,326 52,637 62,997: 18,999 8,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 4,685: 369 -180 75 2,513 6,847 2,957 6,742: 1,728 -2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 37.8 0.9 32.5 49.3 73.5 87.9: 26.5 12.1
Old : 100.0: 40.1 37.8 0.9 32.5 49.3 73.5 87.9: 26.5 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 29 23 4 21 15 53 39:
Old : 85: 29 23 4 21 15 53 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 58.5 43.7 67.8 33.0 58.2 41.9 66.5
Old : 33.0 58.5 43.7 67.8 33.0 58.2 41.9 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 66,951: 28,373 27,237 539 20,768 28,479 49,680 56,255: 17,271 10,696
Old : 66,951: 28,373 27,237 539 20,768 28,479 49,680 56,255: 17,271 10,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -2,731: 625 -8,098 -89 -2,018 5,336 -1,482 -2,851: -1,249 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 40.7 0.8 31.0 42.5 74.2 84.0: 25.8 16.0
Old : 100.0: 42.4 40.7 0.8 31.0 42.5 74.2 84.0: 25.8 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 25 20 4 20 12 46 35:
Old : 74: 25 20 4 20 12 46 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 54.9 48.4 64.5 36.2 54.6 47.3 63.7
Old : 36.2 54.9 48.4 64.5 36.2 54.6 47.3 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 32,729: 6,822 3,536 56 25,443 28,407 32,321 31,999: 408 730
Old : 32,729: 6,822 3,536 56 25,443 28,407 32,321 31,999: 408 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -669: 43 80 -6 -736 -710 -699 -636: 30 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 10.8 0.2 77.7 86.8 98.8 97.8: 1.2 2.2
Old : 100.0: 20.8 10.8 0.2 77.7 86.8 98.8 97.8: 1.2 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 7 13 3 16 21 25 35:
Old : 52: 7 13 3 16 21 25 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 52.6 82.6 73.9 61.3 47.1 76.8 64.8
Old : 62.6 52.6 82.6 73.9 61.3 47.1 76.8 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 33,398: 6,779 3,456 62 26,179 29,117 33,020 32,635: 378 763
Old : 33,398: 6,779 3,456 62 26,179 29,117 33,020 32,635: 378 763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,531: -1,895 -144 0 394 -1,454 -1,501 -1,598: -30 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 10.3 0.2 78.4 87.2 98.9 97.7: 1.1 2.3
Old : 100.0: 20.3 10.3 0.2 78.4 87.2 98.9 97.7: 1.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 7 12 3 17 21 26 34:
Old : 52: 7 12 3 17 21 26 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 53.0 82.7 73.7 62.1 47.6 77.0 64.7
Old : 62.8 53.0 82.7 73.7 62.1 47.6 77.0 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,781: 879 2,457 497 13,866 9,574 15,242 12,528: 5,539 8,253
Old : 20,781: 879 2,457 497 13,866 9,574 15,242 12,528: 5,539 8,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 779: 218 13 32 683 280 933 325: -154 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 11.8 2.4 66.7 46.1 73.3 60.3: 26.7 39.7
Old : 100.0: 4.2 11.8 2.4 66.7 46.1 73.3 60.3: 26.7 39.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 8 8 16 13 26 23:
Old : 33: 4 8 8 16 13 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 33.0 62.9 47.9 45.4 30.2 61.5 42.2
Old : 45.4 33.0 62.9 47.9 45.4 30.2 61.5 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,002: 661 2,444 465 13,183 9,294 14,309 12,203: 5,693 7,799
Old : 20,002: 661 2,444 465 13,183 9,294 14,309 12,203: 5,693 7,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 240: 257 17 -28 47 100 276 89: -36 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 12.2 2.3 65.9 46.5 71.5 61.0: 28.5 39.0
Old : 100.0: 3.3 12.2 2.3 65.9 46.5 71.5 61.0: 28.5 39.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 8 8 17 13 27 23:
Old : 33: 4 8 8 17 13 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 32.4 60.9 47.5 44.4 29.5 59.4 42.3
Old : 44.4 32.4 60.9 47.5 44.4 29.5 59.4 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 113,354: 22,840 23,866 25,815 49,247 33,569 97,902 83,250: 15,452 30,104
Old : 113,244: 22,840 23,866 25,815 49,237 33,540 97,892 83,221: 15,352 30,023
Other: 110: 0 0 0 10 29 10 29: 100 81
: : :
: : Changes in Commitments from: October 25, 2005 :
: 943: -674 114 856 407 491 589 1,461: 354 -518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 21.1 22.8 43.4 29.6 86.4 73.4: 13.6 26.6
Old : 100.0: 20.2 21.1 22.8 43.5 29.6 86.4 73.5: 13.6 26.5
Other: 100.0: 0.0 0.0 0.0 9.1 26.4 9.1 26.4: 90.9 73.6
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 42 48 61 27 40 122 117:
Old : 163: 42 48 61 27 40 122 117:
Other: 4: 0 0 0 1 3 1 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 17.0 40.4 27.2 28.3 13.9 39.6 22.1
Old : 28.4 17.0 40.5 27.2 28.4 13.9 39.7 22.1
Other: 9.1 26.4 9.1 26.4 9.1 26.4 9.1 26.4
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 112,411: 23,514 23,752 24,959 48,840 33,078 97,313 81,789: 15,098 30,622
Old : 112,345: 23,514 23,752 24,959 48,840 33,061 97,313 81,772: 15,032 30,573
Other: 66: 0 0 0 0 17 0 17: 66 49
: : :
: : Changes in Commitments from: October 18, 2005 :
: 2,285: -63 3,326 -114 1,936 -595 1,759 2,617: 526 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 21.1 22.2 43.4 29.4 86.6 72.8: 13.4 27.2
Old : 100.0: 20.9 21.1 22.2 43.5 29.4 86.6 72.8: 13.4 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 25.8 0.0 25.8: 100.0 74.2
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 47 48 59 25 37 117 114:
Old : 160: 47 48 59 25 37 117 114:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 17.3 40.4 28.2 28.3 14.5 39.4 22.3
Old : 28.3 17.3 40.4 28.2 28.3 14.5 39.5 22.3
Other: 0.0 25.8 0.0 25.8 0.0 25.8 0.0 25.8
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,411: 389 369 119 301 129 809 617: 602 794
Old : 1,411: 389 369 119 301 129 809 617: 602 794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 57: -128 -23 62 85 -3 19 36: 38 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 26.2 8.4 21.3 9.1 57.3 43.7: 42.7 56.3
Old : 100.0: 27.6 26.2 8.4 21.3 9.1 57.3 43.7: 42.7 56.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 8 4 3 3 13 14:
Old : 22: 8 8 4 3 3 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 21.0 50.7 32.2 36.1 20.6 44.9 30.5
Old : 37.6 21.0 50.7 32.2 36.1 20.6 44.9 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,354: 517 392 57 216 132 790 581: 564 773
Old : 1,354: 517 392 57 216 132 790 581: 564 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -79: -162 -107 6 50 4 -106 -97: 27 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 29.0 4.2 16.0 9.7 58.3 42.9: 41.7 57.1
Old : 100.0: 38.2 29.0 4.2 16.0 9.7 58.3 42.9: 41.7 57.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 10 2 4 4 14 14:
Old : 24: 8 10 2 4 4 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 25.2 47.7 36.1 36.0 24.2 46.5 33.8
Old : 36.0 25.2 47.7 36.1 36.0 24.2 46.5 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 168,060: 51,425 16,782 24,876 72,303 79,170 148,604 120,828: 19,456 47,232
Old : 168,060: 51,425 16,782 24,876 72,303 79,170 148,604 120,828: 19,456 47,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -272: -1,849 495 33 899 -1,194 -917 -666: 645 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 10.0 14.8 43.0 47.1 88.4 71.9: 11.6 28.1
Old : 100.0: 30.6 10.0 14.8 43.0 47.1 88.4 71.9: 11.6 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 70 47 53 65 111 174 182:
Old : 254: 70 47 53 65 111 174 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 10.4 36.4 17.4 23.2 7.4 33.7 13.4
Old : 23.2 10.4 36.4 17.4 23.2 7.4 33.7 13.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 168,332: 53,274 16,287 24,843 71,404 80,364 149,521 121,494: 18,811 46,838
Old : 168,332: 53,274 16,287 24,843 71,404 80,364 149,521 121,494: 18,811 46,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 3,209: 2,234 -110 1,320 -16 1,872 3,538 3,082: -329 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 9.7 14.8 42.4 47.7 88.8 72.2: 11.2 27.8
Old : 100.0: 31.6 9.7 14.8 42.4 47.7 88.8 72.2: 11.2 27.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 71 54 57 64 115 178 191:
Old : 263: 71 54 57 64 115 178 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 10.9 36.3 17.9 23.0 8.0 33.5 13.7
Old : 23.0 10.9 36.3 17.9 23.0 8.0 33.5 13.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,679: 1,470 555 150 563 1,485 2,183 2,190: 1,496 1,489
Old : 3,679: 1,470 555 150 563 1,485 2,183 2,190: 1,496 1,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -135: 502 -208 -61 -248 214 193 -55: -328 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 15.1 4.1 15.3 40.4 59.3 59.5: 40.7 40.5
Old : 100.0: 40.0 15.1 4.1 15.3 40.4 59.3 59.5: 40.7 40.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 20 11 7 7 18 31 32:
Old : 51: 20 11 7 7 18 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 19.6 39.5 31.9 27.2 19.6 38.7 31.3
Old : 27.2 19.6 39.5 31.9 27.2 19.6 38.7 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,814: 968 763 211 811 1,271 1,990 2,245: 1,824 1,569
Old : 3,814: 968 763 211 811 1,271 1,990 2,245: 1,824 1,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -82: -80 -212 73 -27 179 -34 40: -48 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 20.0 5.5 21.3 33.3 52.2 58.9: 47.8 41.1
Old : 100.0: 25.4 20.0 5.5 21.3 33.3 52.2 58.9: 47.8 41.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 12 16 6 14 18 30 36:
Old : 49: 12 16 6 14 18 30 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 18.7 37.5 29.2 25.6 17.3 32.9 26.5
Old : 26.4 18.7 37.5 29.2 25.6 17.3 32.9 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 27,532: 11,163 3,373 3,790 7,716 7,804 22,669 14,967: 4,863 12,565
Old : 27,532: 11,163 3,373 3,790 7,716 7,804 22,669 14,967: 4,863 12,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 253: -563 -191 886 280 13 603 708: -350 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 12.3 13.8 28.0 28.3 82.3 54.4: 17.7 45.6
Old : 100.0: 40.5 12.3 13.8 28.0 28.3 82.3 54.4: 17.7 45.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 42 23 20 33 49 92 80:
Old : 136: 42 23 20 33 49 92 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.2 14.7 25.7 21.1 13.7 9.8 23.7 14.8
Old : 15.2 14.7 25.7 21.1 13.7 9.8 23.7 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 27,279: 11,726 3,564 2,904 7,436 7,791 22,066 14,259: 5,213 13,020
Old : 27,279: 11,726 3,564 2,904 7,436 7,791 22,066 14,259: 5,213 13,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -200: -408 561 -237 186 -333 -459 -9: 259 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 13.1 10.6 27.3 28.6 80.9 52.3: 19.1 47.7
Old : 100.0: 43.0 13.1 10.6 27.3 28.6 80.9 52.3: 19.1 47.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 45 19 20 38 45 98 73:
Old : 133: 45 19 20 38 45 98 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 17.8 25.0 23.1 14.7 13.8 24.5 18.6
Old : 14.7 17.8 25.0 23.1 14.7 13.8 24.5 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 108,226: 44,435 7,275 792 30,161 82,796 75,388 90,863: 32,838 17,363
Old : 108,226: 44,435 7,275 792 30,161 82,796 75,388 90,863: 32,838 17,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 3,601: 586 371 -1 2,429 2,851 3,014 3,221: 587 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 6.7 0.7 27.9 76.5 69.7 84.0: 30.3 16.0
Old : 100.0: 41.1 6.7 0.7 27.9 76.5 69.7 84.0: 30.3 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 28 13 6 21 23 52 39:
Old : 79: 28 13 6 21 23 52 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 38.2 37.9 60.0 24.7 37.8 37.9 59.6
Old : 24.7 38.2 37.9 60.0 24.7 37.8 37.9 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 104,625: 43,849 6,904 793 27,732 79,945 72,374 87,642: 32,251 16,983
Old : 104,625: 43,849 6,904 793 27,732 79,945 72,374 87,642: 32,251 16,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -7,729: -7,410 -1,543 12 937 -7,450 -6,461 -8,981: -1,268 1,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 6.6 0.8 26.5 76.4 69.2 83.8: 30.8 16.2
Old : 100.0: 41.9 6.6 0.8 26.5 76.4 69.2 83.8: 30.8 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 29 14 5 19 24 50 41:
Old : 81: 29 14 5 19 24 50 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 35.8 37.3 59.9 24.9 35.5 37.3 59.6
Old : 24.9 35.8 37.3 59.9 24.9 35.5 37.3 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 69,574: 13,637 35,416 55 47,185 11,374 60,877 46,845: 8,697 22,729
Old : 69,574: 13,637 35,416 55 47,185 11,374 60,877 46,845: 8,697 22,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 2,810: 823 1,759 -301 2,379 -1,809 2,901 -351: -91 3,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 50.9 0.1 67.8 16.3 87.5 67.3: 12.5 32.7
Old : 100.0: 19.6 50.9 0.1 67.8 16.3 87.5 67.3: 12.5 32.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 6 20 1 18 9 24 30:
Old : 47: 6 20 1 18 9 24 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 33.4 65.4 45.2 37.5 33.4 64.2 45.0
Old : 37.5 33.4 65.4 45.2 37.5 33.4 64.2 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 66,764: 12,814 33,657 356 44,806 13,183 57,976 47,196: 8,788 19,568
Old : 66,764: 12,814 33,657 356 44,806 13,183 57,976 47,196: 8,788 19,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -13,558: -1,144 -11,283 356 -13,691 2,369 -14,479 -8,558: 921 -5,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 50.4 0.5 67.1 19.7 86.8 70.7: 13.2 29.3
Old : 100.0: 19.2 50.4 0.5 67.1 19.7 86.8 70.7: 13.2 29.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 6 25 3 15 9 24 34:
Old : 51: 6 25 3 15 9 24 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 28.6 65.2 39.9 34.7 28.4 63.4 39.6
Old : 36.0 28.6 65.2 39.9 34.7 28.4 63.4 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 69,890: 49,052 5,131 0 14,604 60,275 63,656 65,406: 6,234 4,484
Old : 69,890: 49,052 5,131 0 14,604 60,275 63,656 65,406: 6,234 4,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 5,561: 22,333 -6,917 -20 -16,471 13,428 5,842 6,491: -281 -930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 7.3 0.0 20.9 86.2 91.1 93.6: 8.9 6.4
Old : 100.0: 70.2 7.3 0.0 20.9 86.2 91.1 93.6: 8.9 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 45 9 0 15 17 60 26:
Old : 83: 45 9 0 15 17 60 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 62.5 51.8 80.1 33.7 62.5 51.8 79.8
Old : 33.7 62.5 51.8 80.1 33.7 62.5 51.8 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 64,329: 26,719 12,048 20 31,075 46,847 57,814 58,915: 6,515 5,414
Old : 64,329: 26,719 12,048 20 31,075 46,847 57,814 58,915: 6,515 5,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,229: -180 5,459 20 664 -3,594 504 1,885: 725 -656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 18.7 0.0 48.3 72.8 89.9 91.6: 10.1 8.4
Old : 100.0: 41.5 18.7 0.0 48.3 72.8 89.9 91.6: 10.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 35 18 1 13 16 49 34:
Old : 80: 35 18 1 13 16 49 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 62.6 53.7 77.2 35.2 62.6 53.3 77.2
Old : 35.6 62.6 53.7 77.2 35.2 62.6 53.3 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 69,583: 9,163 23,472 6 44,419 27,284 53,588 50,762: 15,995 18,821
Old : 69,583: 9,163 23,472 6 44,419 27,284 53,588 50,762: 15,995 18,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -4,703: -3,378 -3,110 -174 117 -1,847 -3,435 -5,131: -1,268 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 33.7 0.0 63.8 39.2 77.0 73.0: 23.0 27.0
Old : 100.0: 13.2 33.7 0.0 63.8 39.2 77.0 73.0: 23.0 27.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 9 16 2 22 11 33 27:
Old : 52: 9 16 2 22 11 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 37.0 56.5 53.3 28.4 30.5 41.4 41.0
Old : 41.3 37.0 56.5 53.3 28.4 30.5 41.4 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 74,286: 12,541 26,582 180 44,302 29,131 57,023 55,893: 17,263 18,393
Old : 74,286: 12,541 26,582 180 44,302 29,131 57,023 55,893: 17,263 18,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -9,443: 1,950 -5,059 176 -9,122 1,143 -6,996 -3,740: -2,447 -5,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 35.8 0.2 59.6 39.2 76.8 75.2: 23.2 24.8
Old : 100.0: 16.9 35.8 0.2 59.6 39.2 76.8 75.2: 23.2 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 11 17 3 21 15 35 32:
Old : 56: 11 17 3 21 15 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 39.3 52.6 55.7 23.7 34.6 38.6 44.2
Old : 34.7 39.3 52.6 55.7 23.7 34.6 38.6 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 195,803: 19,862 86,164 75 150,226 74,757 170,163 160,996: 25,640 34,807
Old : 195,803: 19,862 86,164 75 150,226 74,757 170,163 160,996: 25,640 34,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 585: -236 -616 -25 2,351 -1,877 2,090 -2,518: -1,505 3,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 44.0 0.0 76.7 38.2 86.9 82.2: 13.1 17.8
Old : 100.0: 10.1 44.0 0.0 76.7 38.2 86.9 82.2: 13.1 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 22 44 4 29 18 52 65:
Old : 105: 22 44 4 29 18 52 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 30.1 60.3 44.4 32.6 25.7 52.6 36.8
Old : 36.4 30.1 60.3 44.4 32.6 25.7 52.6 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 195,218: 20,098 86,780 100 147,875 76,634 168,073 163,514: 27,145 31,704
Old : 195,218: 20,098 86,780 100 147,875 76,634 168,073 163,514: 27,145 31,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -4,460: -116 -75 67 -2,008 3,816 -2,057 3,808: -2,403 -8,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 44.5 0.1 75.7 39.3 86.1 83.8: 13.9 16.2
Old : 100.0: 10.3 44.5 0.1 75.7 39.3 86.1 83.8: 13.9 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 23 46 5 29 19 54 68:
Old : 108: 23 46 5 29 19 54 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 29.9 60.9 44.7 32.6 24.6 53.1 38.1
Old : 35.8 29.9 60.9 44.7 32.6 24.6 53.1 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 144,306: 26,432 19,434 918 73,569 75,190 100,919 95,542: 43,387 48,764
Old : 144,306: 26,432 19,434 918 73,569 75,190 100,919 95,542: 43,387 48,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -6,937: 5,638 -3,918 -754 -4,243 4,749 641 77: -7,578 -7,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 13.5 0.6 51.0 52.1 69.9 66.2: 30.1 33.8
Old : 100.0: 18.3 13.5 0.6 51.0 52.1 69.9 66.2: 30.1 33.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 37 23 7 26 26 65 55:
Old : 98: 37 23 7 26 26 65 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 41.8 39.7 48.8 23.5 40.4 37.7 46.6
Old : 25.2 41.8 39.7 48.8 23.5 40.4 37.7 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 151,243: 20,794 23,352 1,672 77,812 70,441 100,278 95,465: 50,965 55,778
Old : 151,243: 20,794 23,352 1,672 77,812 70,441 100,278 95,465: 50,965 55,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 6,822: -4,444 -1,031 909 4,740 2,126 1,205 2,004: 5,617 4,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 15.4 1.1 51.4 46.6 66.3 63.1: 33.7 36.9
Old : 100.0: 13.7 15.4 1.1 51.4 46.6 66.3 63.1: 33.7 36.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 32 27 6 30 26 63 59:
Old : 99: 32 27 6 30 26 63 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.0 38.5 38.5 45.2 22.9 37.1 37.2 43.2
Old : 24.0 38.5 38.5 45.2 22.9 37.1 37.2 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 39,943: 9,061 721 500 27,201 33,078 36,762 34,299: 3,181 5,644
Old : 39,943: 9,061 721 500 27,201 33,078 36,762 34,299: 3,181 5,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,290: 115 0 50 2,718 1,043 2,883 1,093: -1,593 197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 1.8 1.3 68.1 82.8 92.0 85.9: 8.0 14.1
Old : 100.0: 22.7 1.8 1.3 68.1 82.8 92.0 85.9: 8.0 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 1 1 12 14 16 16:
Old : 23: 4 1 1 12 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 58.7 76.2 75.0 55.3 50.7 73.2 66.3
Old : 55.6 58.7 76.2 75.0 55.3 50.7 73.2 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 38,653: 8,946 721 450 24,483 32,035 33,879 33,206: 4,774 5,447
Old : 38,653: 8,946 721 450 24,483 32,035 33,879 33,206: 4,774 5,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 8,860: 93 -1,126 0 7,770 9,822 7,863 8,696: 997 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 1.9 1.2 63.3 82.9 87.6 85.9: 12.4 14.1
Old : 100.0: 23.1 1.9 1.2 63.3 82.9 87.6 85.9: 12.4 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 1 1 10 13 14 15:
Old : 22: 4 1 1 10 13 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 58.5 79.0 74.2 59.5 50.4 76.2 65.3
Old : 59.8 58.5 79.0 74.2 59.5 50.4 76.2 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 8,897,347: 918,705 1,107,938 1,248,132 5,799,593 5,034,515 7,966,430 7,390,585: 930,917 1,506,762
Old : 8,897,347: 918,705 1,107,938 1,248,132 5,799,593 5,034,515 7,966,430 7,390,585: 930,917 1,506,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 210,507: 46,072 43,002 93,253 73,160 34,085 212,485 170,340: -1,978 40,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 12.5 14.0 65.2 56.6 89.5 83.1: 10.5 16.9
Old : 100.0: 10.3 12.5 14.0 65.2 56.6 89.5 83.1: 10.5 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 63 63 92 122 140 226 263:
Old : 286: 63 63 92 122 140 226 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 14.8 47.4 23.0 32.1 10.4 40.6 17.7
Old : 32.9 14.8 47.4 23.0 32.1 10.4 40.6 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 8,686,840: 872,633 1,064,936 1,154,879 5,726,433 5,000,430 7,753,945 7,220,245: 932,895 1,466,595
Old : 8,686,840: 872,633 1,064,936 1,154,879 5,726,433 5,000,430 7,753,945 7,220,245: 932,895 1,466,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 260,008: -48,286 -4,538 31,641 218,066 179,237 201,421 206,340: 58,587 53,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 12.3 13.3 65.9 57.6 89.3 83.1: 10.7 16.9
Old : 100.0: 10.0 12.3 13.3 65.9 57.6 89.3 83.1: 10.7 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 51 70 89 123 143 223 262:
Old : 279: 51 70 89 123 143 223 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 14.4 49.2 22.9 31.9 10.7 42.0 17.9
Old : 32.6 14.4 49.2 22.9 31.9 10.7 42.0 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 651,988: 58,443 70,304 3,507 469,850 467,449 531,800 541,260: 120,188 110,728
Old : 651,988: 58,443 70,304 3,507 469,850 467,449 531,800 541,260: 120,188 110,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -1,060: -1,321 1,125 1,907 2,970 555 3,556 3,587: -4,616 -4,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 10.8 0.5 72.1 71.7 81.6 83.0: 18.4 17.0
Old : 100.0: 9.0 10.8 0.5 72.1 71.7 81.6 83.0: 18.4 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 37 38 13 87 63 130 108:
Old : 195: 37 38 13 87 63 130 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 29.5 29.5 42.8 20.9 29.3 29.4 42.6
Old : 21.0 29.5 29.5 42.8 20.9 29.3 29.4 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 653,048: 59,764 69,179 1,600 466,880 466,894 528,244 537,673: 124,804 115,375
Old : 653,048: 59,764 69,179 1,600 466,880 466,894 528,244 537,673: 124,804 115,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 8,382: -958 1,482 -33 6,670 -1,898 5,679 -449: 2,703 8,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 10.6 0.2 71.5 71.5 80.9 82.3: 19.1 17.7
Old : 100.0: 9.2 10.6 0.2 71.5 71.5 80.9 82.3: 19.1 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 37 35 12 83 59 126 100:
Old : 190: 37 35 12 83 59 126 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 29.5 30.1 42.7 21.0 29.5 30.0 42.7
Old : 21.1 29.5 30.1 42.7 21.0 29.5 30.0 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,107,973: 161,135 307,586 19,482 609,982 659,513 790,599 986,581: 317,374 121,392
Old : 1,107,973: 161,135 307,586 19,482 609,982 659,513 790,599 986,581: 317,374 121,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -11,127: 20,539 -55,131 8,107 -44,543 48,376 -15,897 1,352: 4,770 -12,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 27.8 1.8 55.1 59.5 71.4 89.0: 28.6 11.0
Old : 100.0: 14.5 27.8 1.8 55.1 59.5 71.4 89.0: 28.6 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 49 54 15 60 57 118 117:
Old : 195: 49 54 15 60 57 118 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 27.9 29.8 43.5 16.3 25.5 23.9 37.7
Old : 19.7 27.9 29.8 43.5 16.3 25.5 23.9 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,119,100: 140,596 362,717 11,375 654,525 611,137 806,496 985,229: 312,604 133,871
Old : 1,119,100: 140,596 362,717 11,375 654,525 611,137 806,496 985,229: 312,604 133,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 68,992: -11,821 60,291 -1,251 44,889 -15,785 31,817 43,255: 37,175 25,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 32.4 1.0 58.5 54.6 72.1 88.0: 27.9 12.0
Old : 100.0: 12.6 32.4 1.0 58.5 54.6 72.1 88.0: 27.9 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 44 58 18 62 60 116 126:
Old : 198: 44 58 18 62 60 116 126:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 25.7 30.4 42.3 16.5 23.1 25.3 37.9
Old : 18.7 25.7 30.4 42.3 16.5 23.1 25.3 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 13,103: 1,323 661 0 6,458 11,221 7,781 11,882: 5,322 1,221
Old : 13,103: 1,323 661 0 6,458 11,221 7,781 11,882: 5,322 1,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 165: 81 0 0 -349 88 -268 88: 433 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 5.0 0.0 49.3 85.6 59.4 90.7: 40.6 9.3
Old : 100.0: 10.1 5.0 0.0 49.3 85.6 59.4 90.7: 40.6 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 0 17 15 19 17:
Old : 32: 2 2 0 17 15 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 46.5 40.6 66.6 25.5 46.5 40.6 65.5
Old : 25.5 46.5 40.6 66.6 25.5 46.5 40.6 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,938: 1,242 661 0 6,807 11,133 8,049 11,794: 4,889 1,144
Old : 12,938: 1,242 661 0 6,807 11,133 8,049 11,794: 4,889 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -5: 3 -27 0 -1 0 2 -27: -7 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.1 0.0 52.6 86.0 62.2 91.2: 37.8 8.8
Old : 100.0: 9.6 5.1 0.0 52.6 86.0 62.2 91.2: 37.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 0 19 15 21 17:
Old : 34: 2 2 0 19 15 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 46.5 39.4 66.9 25.4 46.5 39.4 65.8
Old : 25.4 46.5 39.4 66.9 25.4 46.5 39.4 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 37,979: 6,810 9,825 0 26,056 19,709 32,866 29,534: 5,113 8,445
Old : 37,979: 6,810 9,825 0 26,056 19,709 32,866 29,534: 5,113 8,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 2,637: 511 3,503 0 1,099 -1,880 1,610 1,623: 1,027 1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 25.9 0.0 68.6 51.9 86.5 77.8: 13.5 22.2
Old : 100.0: 17.9 25.9 0.0 68.6 51.9 86.5 77.8: 13.5 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 7 0 19 15 23 22:
Old : 38: 4 7 0 19 15 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 40.0 72.3 56.9 53.6 39.6 68.7 56.5
Old : 56.2 40.0 72.3 56.9 53.6 39.6 68.7 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 35,342: 6,299 6,322 0 24,957 21,589 31,256 27,911: 4,086 7,431
Old : 35,342: 6,299 6,322 0 24,957 21,589 31,256 27,911: 4,086 7,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 809: 226 434 0 444 76 670 510: 139 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 17.9 0.0 70.6 61.1 88.4 79.0: 11.6 21.0
Old : 100.0: 17.8 17.9 0.0 70.6 61.1 88.4 79.0: 11.6 21.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 6 0 18 17 22 23:
Old : 38: 4 6 0 18 17 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 39.5 76.7 55.9 55.7 38.8 72.2 54.9
Old : 58.5 39.5 76.7 55.9 55.7 38.8 72.2 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 62,439: 8,818 13,591 0 33,559 39,692 42,377 53,283: 20,062 9,156
Old : 62,439: 8,818 13,591 0 33,559 39,692 42,377 53,283: 20,062 9,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -451: -193 437 -754 167 412 -780 95: 329 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 21.8 0.0 53.7 63.6 67.9 85.3: 32.1 14.7
Old : 100.0: 14.1 21.8 0.0 53.7 63.6 67.9 85.3: 32.1 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 12 17 0 33 25 45 42:
Old : 77: 12 17 0 33 25 45 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 30.7 41.2 46.8 29.5 30.0 38.5 43.7
Old : 30.0 30.7 41.2 46.8 29.5 30.0 38.5 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 62,890: 9,011 13,154 754 33,392 39,280 43,157 53,188: 19,733 9,702
Old : 62,890: 9,011 13,154 754 33,392 39,280 43,157 53,188: 19,733 9,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,189: 907 -2,922 754 -457 361 1,204 -1,807: -2,393 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 20.9 1.2 53.1 62.5 68.6 84.6: 31.4 15.4
Old : 100.0: 14.3 20.9 1.2 53.1 62.5 68.6 84.6: 31.4 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 12 18 2 33 24 46 43:
Old : 78: 12 18 2 33 24 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 29.5 40.1 45.9 29.1 28.5 38.1 42.0
Old : 29.2 29.5 40.1 45.9 29.1 28.5 38.1 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 375,609: 68,630 138,627 11,341 276,807 145,832 356,778 295,800: 18,831 79,809
Old : 375,609: 68,630 138,627 11,341 276,807 145,832 356,778 295,800: 18,831 79,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -27,938: -2,305 -46,586 1,766 -28,109 11,838 -28,648 -32,982: 710 5,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 36.9 3.0 73.7 38.8 95.0 78.8: 5.0 21.2
Old : 100.0: 18.3 36.9 3.0 73.7 38.8 95.0 78.8: 5.0 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 59 72 12 43 37 110 113:
Old : 202: 59 72 12 43 37 110 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 30.0 61.0 39.4 41.4 23.2 52.8 30.7
Old : 49.3 30.0 61.0 39.4 41.4 23.2 52.8 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 403,547: 70,935 185,213 9,575 304,916 133,994 385,426 328,782: 18,121 74,765
Old : 403,547: 70,935 185,213 9,575 304,916 133,994 385,426 328,782: 18,121 74,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -9,040: -2,949 -20,790 6,917 -13,189 19,855 -9,221 5,982: 181 -15,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 45.9 2.4 75.6 33.2 95.5 81.5: 4.5 18.5
Old : 100.0: 17.6 45.9 2.4 75.6 33.2 95.5 81.5: 4.5 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 46 88 9 45 38 99 127:
Old : 206: 46 88 9 45 38 99 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 29.1 63.9 39.1 44.2 21.7 55.9 29.4
Old : 52.2 29.1 63.9 39.1 44.2 21.7 55.9 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 61,243: 14,623 10,587 0 31,931 38,432 46,554 49,019: 14,689 12,224
Old : 61,243: 14,623 10,587 0 31,931 38,432 46,554 49,019: 14,689 12,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,410: -939 2,939 0 4,681 -2,723 3,742 216: -2,332 1,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 17.3 0.0 52.1 62.8 76.0 80.0: 24.0 20.0
Old : 100.0: 23.9 17.3 0.0 52.1 62.8 76.0 80.0: 24.0 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 9 8 0 12 15 21 23:
Old : 41: 9 8 0 12 15 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 38.0 58.6 56.5 45.4 37.4 58.0 56.0
Old : 45.4 38.0 58.6 56.5 45.4 37.4 58.0 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 59,833: 15,562 7,648 0 27,250 41,155 42,812 48,803: 17,021 11,030
Old : 59,833: 15,562 7,648 0 27,250 41,155 42,812 48,803: 17,021 11,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -4,064: -3,831 -683 0 -948 -2,478 -4,779 -3,161: 715 -903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 12.8 0.0 45.5 68.8 71.6 81.6: 28.4 18.4
Old : 100.0: 26.0 12.8 0.0 45.5 68.8 71.6 81.6: 28.4 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 6 0 11 15 21 21:
Old : 38: 10 6 0 11 15 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 43.3 54.9 61.1 39.9 42.6 53.5 60.5
Old : 39.9 43.3 54.9 61.1 39.9 42.6 53.5 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 35,941: 900 6,427 0 31,395 23,650 32,295 30,077: 3,646 5,864
Old : 35,941: 900 6,427 0 31,395 23,650 32,295 30,077: 3,646 5,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 508: 48 -660 0 272 888 320 228: 188 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 17.9 0.0 87.4 65.8 89.9 83.7: 10.1 16.3
Old : 100.0: 2.5 17.9 0.0 87.4 65.8 89.9 83.7: 10.1 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 2 15 0 33 29 35 44:
Old : 66: 2 15 0 33 29 35 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 31.7 68.2 44.2 54.9 30.5 67.5 42.9
Old : 55.6 31.7 68.2 44.2 54.9 30.5 67.5 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 35,433: 852 7,087 0 31,123 22,762 31,975 29,849: 3,458 5,584
Old : 35,433: 852 7,087 0 31,123 22,762 31,975 29,849: 3,458 5,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 974: 109 -4 0 1,581 20 1,690 16: -716 958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 20.0 0.0 87.8 64.2 90.2 84.2: 9.8 15.8
Old : 100.0: 2.4 20.0 0.0 87.8 64.2 90.2 84.2: 9.8 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 2 16 0 32 27 34 43:
Old : 66: 2 16 0 32 27 34 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 32.3 66.8 46.8 54.7 30.6 66.4 45.1
Old : 55.2 32.3 66.8 46.8 54.7 30.6 66.4 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 286,803: 13,484 62,320 2,747 255,089 211,554 271,320 276,621: 15,483 10,182
Old : 286,803: 13,484 62,320 2,747 255,089 211,554 271,320 276,621: 15,483 10,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 4,617: -140 -7,614 1,355 -559 11,855 656 5,596: 3,961 -979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 21.7 1.0 88.9 73.8 94.6 96.4: 5.4 3.6
Old : 100.0: 4.7 21.7 1.0 88.9 73.8 94.6 96.4: 5.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 16 53 8 38 47 60 102:
Old : 137: 16 53 8 38 47 60 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 33.3 77.1 49.1 63.9 31.4 70.4 44.9
Old : 67.1 33.3 77.1 49.1 63.9 31.4 70.4 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 282,186: 13,624 69,934 1,392 255,648 199,699 270,664 271,025: 11,522 11,161
Old : 282,186: 13,624 69,934 1,392 255,648 199,699 270,664 271,025: 11,522 11,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 16,188: 562 7,048 -36 12,114 11,269 12,640 18,281: 3,548 -2,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 24.8 0.5 90.6 70.8 95.9 96.0: 4.1 4.0
Old : 100.0: 4.8 24.8 0.5 90.6 70.8 95.9 96.0: 4.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 15 52 6 41 49 60 103:
Old : 137: 15 52 6 41 49 60 103:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 32.5 77.3 48.1 64.2 31.6 71.4 44.3
Old : 67.2 32.5 77.3 48.1 64.2 31.6 71.4 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 59,019: 18,288 17,248 422 28,495 35,398 47,205 53,068: 11,814 5,951
Old : 59,019: 18,288 17,248 422 28,495 35,398 47,205 53,068: 11,814 5,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 927: 1,830 -82 -208 173 2,000 1,795 1,710: -868 -783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 29.2 0.7 48.3 60.0 80.0 89.9: 20.0 10.1
Old : 100.0: 31.0 29.2 0.7 48.3 60.0 80.0 89.9: 20.0 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 29 21 3 20 23 49 47:
Old : 88: 29 21 3 20 23 49 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 42.8 42.5 55.7 23.1 42.8 36.6 53.8
Old : 28.9 42.8 42.5 55.7 23.1 42.8 36.6 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 58,092: 16,458 17,330 630 28,322 33,398 45,410 51,358: 12,682 6,734
Old : 58,092: 16,458 17,330 630 28,322 33,398 45,410 51,358: 12,682 6,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -859: -599 -119 -95 -1,051 -462 -1,745 -676: 886 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 29.8 1.1 48.8 57.5 78.2 88.4: 21.8 11.6
Old : 100.0: 28.3 29.8 1.1 48.8 57.5 78.2 88.4: 21.8 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 26 20 3 22 23 49 45:
Old : 87: 26 20 3 22 23 49 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 42.9 42.3 54.7 25.5 42.9 37.1 53.2
Old : 30.7 42.9 42.3 54.7 25.5 42.9 37.1 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 39,407: 11,664 1,597 4 23,126 5,720 34,794 7,321: 4,613 32,086
Old : 39,407: 11,664 1,597 4 23,126 5,720 34,794 7,321: 4,613 32,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 3,261: 1,679 66 4 1,535 1,137 3,218 1,207: 43 2,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 4.1 0.0 58.7 14.5 88.3 18.6: 11.7 81.4
Old : 100.0: 29.6 4.1 0.0 58.7 14.5 88.3 18.6: 11.7 81.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 15 4 1 10 8 26 12:
Old : 36: 15 4 1 10 8 26 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 10.9 70.8 15.9 58.3 10.1 68.5 14.4
Old : 60.7 10.9 70.8 15.9 58.3 10.1 68.5 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 36,146: 9,985 1,531 0 21,591 4,583 31,576 6,114: 4,570 30,032
Old : 36,146: 9,985 1,531 0 21,591 4,583 31,576 6,114: 4,570 30,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,036: -353 20 0 -1,555 1,010 -1,908 1,030: 872 -2,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 4.2 0.0 59.7 12.7 87.4 16.9: 12.6 83.1
Old : 100.0: 27.6 4.2 0.0 59.7 12.7 87.4 16.9: 12.6 83.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 12 2 0 9 10 21 12:
Old : 32: 12 2 0 9 10 21 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 8.7 74.7 14.4 62.7 8.6 72.8 13.2
Old : 64.6 8.7 74.7 14.4 62.7 8.6 72.8 13.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 37,484: 1,609 1,738 129 18,337 29,521 20,075 31,388: 17,409 6,096
Old : 37,484: 1,609 1,738 129 18,337 29,521 20,075 31,388: 17,409 6,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,920: 0 -356 129 1,250 789 1,379 562: 541 1,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 4.6 0.3 48.9 78.8 53.6 83.7: 46.4 16.3
Old : 100.0: 4.3 4.6 0.3 48.9 78.8 53.6 83.7: 46.4 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 9 1 18 26 22 35:
Old : 42: 3 9 1 18 26 22 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 39.1 42.9 61.0 16.8 32.6 22.3 42.8
Old : 31.3 39.1 42.9 61.0 16.8 32.6 22.3 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 35,564: 1,609 2,094 0 17,087 28,732 18,696 30,826: 16,868 4,738
Old : 35,564: 1,609 2,094 0 17,087 28,732 18,696 30,826: 16,868 4,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,696: 0 -20 0 503 744 503 724: 1,193 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 5.9 0.0 48.0 80.8 52.6 86.7: 47.4 13.3
Old : 100.0: 4.5 5.9 0.0 48.0 80.8 52.6 86.7: 47.4 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 9 0 18 26 21 35:
Old : 42: 3 9 0 18 26 21 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 39.3 41.8 62.1 17.2 34.3 22.1 45.0
Old : 29.6 39.3 41.8 62.1 17.2 34.3 22.1 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 137,967: 60,685 9,137 15,919 28,578 100,970 105,182 126,026: 32,785 11,941
Old : 137,967: 60,685 9,137 15,919 28,578 100,970 105,182 126,026: 32,785 11,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -993: -5,571 -2,998 1,602 2,677 -447 -1,292 -1,843: 299 850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 6.6 11.5 20.7 73.2 76.2 91.3: 23.8 8.7
Old : 100.0: 44.0 6.6 11.5 20.7 73.2 76.2 91.3: 23.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 92 32 31 16 39 115 98:
Old : 171: 92 32 31 16 39 115 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 36.6 31.9 55.3 12.7 32.0 19.8 45.4
Old : 21.8 36.6 31.9 55.3 12.7 32.0 19.8 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 138,960: 66,256 12,135 14,317 25,901 101,417 106,474 127,869: 32,486 11,091
Old : 138,960: 66,256 12,135 14,317 25,901 101,417 106,474 127,869: 32,486 11,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -3,570: -26 99 1,027 -690 1,633 311 2,759: -3,881 -6,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 8.7 10.3 18.6 73.0 76.6 92.0: 23.4 8.0
Old : 100.0: 47.7 8.7 10.3 18.6 73.0 76.6 92.0: 23.4 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 101 40 29 17 37 124 102:
Old : 186: 101 40 29 17 37 124 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 36.2 31.2 53.2 12.4 31.1 19.6 44.1
Old : 19.8 36.2 31.2 53.2 12.4 31.1 19.6 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 105,650: 31,733 28,506 14,260 45,842 48,892 91,835 91,658: 13,815 13,992
Old : 105,650: 31,733 28,506 14,260 45,842 48,892 91,835 91,658: 13,815 13,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 3,138: 71 -1,925 3,181 1,159 2,015 4,411 3,271: -1,273 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 27.0 13.5 43.4 46.3 86.9 86.8: 13.1 13.2
Old : 100.0: 30.0 27.0 13.5 43.4 46.3 86.9 86.8: 13.1 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 68 76 50 43 37 149 137:
Old : 206: 68 76 50 43 37 149 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 35.9 36.1 46.1 25.7 32.7 35.0 41.9
Old : 25.8 35.9 36.1 46.1 25.7 32.7 35.0 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 102,512: 31,662 30,431 11,079 44,683 46,877 87,424 88,387: 15,088 14,125
Old : 102,512: 31,662 30,431 11,079 44,683 46,877 87,424 88,387: 15,088 14,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -4,915: -6,843 -748 -175 1,248 -5,371 -5,770 -6,294: 855 1,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 29.7 10.8 43.6 45.7 85.3 86.2: 14.7 13.8
Old : 100.0: 30.9 29.7 10.8 43.6 45.7 85.3 86.2: 14.7 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 69 67 43 46 38 147 127:
Old : 200: 69 67 43 46 38 147 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 37.3 36.1 48.2 26.6 34.6 35.9 44.2
Old : 26.6 37.3 36.1 48.2 26.6 34.6 35.9 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 334,470: 180,554 49,986 30,031 69,529 229,860 280,114 309,877: 54,356 24,593
Old : 334,470: 180,554 49,986 30,031 69,529 229,860 280,114 309,877: 54,356 24,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -4,918: -26,255 -3,471 -229 15,215 -5,245 -11,269 -8,945: 6,351 4,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 14.9 9.0 20.8 68.7 83.7 92.6: 16.3 7.4
Old : 100.0: 54.0 14.9 9.0 20.8 68.7 83.7 92.6: 16.3 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 129 68 31 33 40 180 125:
Old : 252: 129 68 31 33 40 180 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 38.6 40.5 59.6 26.1 35.1 32.1 50.5
Old : 29.9 38.6 40.5 59.6 26.1 35.1 32.1 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 339,388: 206,809 53,457 30,260 54,314 235,105 291,383 318,822: 48,005 20,566
Old : 339,388: 206,809 53,457 30,260 54,314 235,105 291,383 318,822: 48,005 20,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -23,311: -17,615 -543 11 2,666 -16,050 -14,938 -16,582: -8,373 -6,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 15.8 8.9 16.0 69.3 85.9 93.9: 14.1 6.1
Old : 100.0: 60.9 15.8 8.9 16.0 69.3 85.9 93.9: 14.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 145 77 36 28 43 193 141:
Old : 279: 145 77 36 28 43 193 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 37.6 41.8 57.6 27.6 34.1 33.6 48.2
Old : 31.2 37.6 41.8 57.6 27.6 34.1 33.6 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 12,390: 5,241 1,252 917 3,705 8,341 9,863 10,510: 2,527 1,880
Old : 12,390: 5,241 1,252 917 3,705 8,341 9,863 10,510: 2,527 1,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 476: 57 -39 -47 120 65 130 -21: 346 497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 10.1 7.4 29.9 67.3 79.6 84.8: 20.4 15.2
Old : 100.0: 42.3 10.1 7.4 29.9 67.3 79.6 84.8: 20.4 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 18 4 13 7 7 37 21:
Old : 40: 18 4 13 7 7 37 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 66.2 61.0 80.8 36.5 49.0 45.6 58.7
Old : 45.9 66.2 61.0 80.8 36.5 49.0 45.6 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 11,914: 5,184 1,291 964 3,585 8,276 9,733 10,531: 2,181 1,383
Old : 11,914: 5,184 1,291 964 3,585 8,276 9,733 10,531: 2,181 1,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,124: -152 24 -88 168 -413 -72 -477: -1,052 -647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 10.8 8.1 30.1 69.5 81.7 88.4: 18.3 11.6
Old : 100.0: 43.5 10.8 8.1 30.1 69.5 81.7 88.4: 18.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 18 4 15 7 6 39 22:
Old : 42: 18 4 15 7 6 39 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 68.0 62.2 83.6 37.8 52.6 47.3 61.7
Old : 46.4 68.0 62.2 83.6 37.8 52.6 47.3 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 126,404: 52,487 6,229 8,668 49,469 86,236 110,624 101,133: 15,780 25,271
Old : 101,443: 46,505 7,184 3,981 39,074 70,610 89,560 81,775: 11,883 19,668
Other: 24,961: 10,124 3,187 545 10,395 15,626 21,064 19,358: 3,897 5,603
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,752: 154 -503 1,383 -1,566 17 -29 897: 1,781 855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 4.9 6.9 39.1 68.2 87.5 80.0: 12.5 20.0
Old : 100.0: 45.8 7.1 3.9 38.5 69.6 88.3 80.6: 11.7 19.4
Other: 100.0: 40.6 12.8 2.2 41.6 62.6 84.4 77.6: 15.6 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 69 22 31 56 60 135 105:
Old : 166: 65 23 19 47 57 119 93:
Other: 98: 23 20 8 24 39 52 62:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 33.6 32.8 44.9 16.9 26.7 26.1 32.7
Old : 23.9 36.6 35.1 45.7 21.9 33.3 33.0 38.6
Other: 45.7 49.0 54.8 57.7 45.6 48.8 54.8 56.9
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 124,652: 52,333 6,732 7,285 51,035 86,219 110,653 100,236: 13,999 24,416
Old : 102,643: 48,000 7,426 2,465 42,167 74,856 92,632 84,747: 10,011 17,896
Other: 22,009: 8,836 3,809 317 8,868 11,363 18,021 15,489: 3,988 6,520
: : :
: : Changes in Commitments from: October 18, 2005 :
: 3,861: -2,115 -727 1,226 5,259 2,463 4,370 2,962: -509 899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 5.4 5.8 40.9 69.2 88.8 80.4: 11.2 19.6
Old : 100.0: 46.8 7.2 2.4 41.1 72.9 90.2 82.6: 9.8 17.4
Other: 100.0: 40.1 17.3 1.4 40.3 51.6 81.9 70.4: 18.1 29.6
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 67 25 34 56 68 137 115:
Old : 176: 65 25 21 47 67 119 107:
Other: 104: 23 22 6 23 43 49 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 32.9 34.1 44.5 18.0 25.3 28.6 32.6
Old : 25.2 35.4 36.3 47.2 23.6 31.6 34.4 39.1
Other: 47.3 39.1 55.4 48.5 47.3 39.1 55.4 47.5
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 36,263: 9,642 60 883 16,741 27,353 27,266 28,296: 8,997 7,967
Old : 34,612: 9,945 50 493 16,107 26,924 26,545 27,467: 8,067 7,145
Other: 1,651: 32 345 55 634 429 721 829: 930 822
: : :
: : Changes in Commitments from: October 25, 2005 :
: -17: -537 -100 -193 843 1,348 113 1,055: -130 -1,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 0.2 2.4 46.2 75.4 75.2 78.0: 24.8 22.0
Old : 100.0: 28.7 0.1 1.4 46.5 77.8 76.7 79.4: 23.3 20.6
Other: 100.0: 1.9 20.9 3.3 38.4 26.0 43.7 50.2: 56.3 49.8
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 21 2 8 21 20 44 28:
Old : 52: 21 2 5 21 20 44 25:
Other: 21: 1 5 2 8 9 10 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 50.1 43.5 64.5 16.4 38.2 29.2 45.3
Old : 30.5 51.9 44.5 66.7 16.9 39.2 30.0 47.0
Other: 26.3 31.0 39.7 46.2 26.3 30.5 37.9 43.1
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 36,280: 10,179 160 1,076 15,898 26,005 27,153 27,241: 9,127 9,039
Old : 34,961: 10,299 160 898 15,402 25,624 26,599 26,682: 8,362 8,279
Other: 1,319: 52 172 6 496 381 554 559: 765 760
: : :
: : Changes in Commitments from: October 18, 2005 :
: 607: -806 -562 254 1,384 829 832 521: -225 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 0.4 3.0 43.8 71.7 74.8 75.1: 25.2 24.9
Old : 100.0: 29.5 0.5 2.6 44.1 73.3 76.1 76.3: 23.9 23.7
Other: 100.0: 3.9 13.0 0.5 37.6 28.9 42.0 42.4: 58.0 57.6
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 21 2 6 20 17 43 23:
Old : 49: 21 2 5 20 17 43 22:
Other: 17: 1 2 2 8 7 10 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 49.6 43.2 63.1 19.0 39.8 32.6 46.8
Old : 28.7 50.6 43.9 64.7 19.2 40.7 33.3 48.1
Other: 29.9 35.7 40.9 41.8 29.6 35.6 40.3 41.6
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 116,387: 24,917 24,994 7,455 70,759 74,888 103,131 107,337: 13,256 9,050
Old : 114,890: 24,973 25,159 7,048 69,718 73,711 101,739 105,918: 13,151 8,972
Other: 1,497: 288 179 63 1,041 1,177 1,392 1,419: 105 78
: : :
: : Changes in Commitments from: October 25, 2005 :
: -6,432: -6,216 1,948 -252 2,554 -8,151 -3,914 -6,455: -2,518 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 21.5 6.4 60.8 64.3 88.6 92.2: 11.4 7.8
Old : 100.0: 21.7 21.9 6.1 60.7 64.2 88.6 92.2: 11.4 7.8
Other: 100.0: 19.2 12.0 4.2 69.5 78.6 93.0 94.8: 7.0 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 64 56 46 59 61 157 140:
Old : 210: 64 58 44 59 60 156 138:
Other: 31: 5 7 1 6 14 11 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 34.3 40.5 44.9 24.3 27.2 34.1 36.1
Old : 26.3 34.0 41.0 44.7 24.7 27.7 34.5 36.6
Other: 67.9 70.4 90.4 82.1 66.4 70.1 86.2 79.8
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 122,819: 31,133 23,046 7,707 68,205 83,039 107,045 113,792: 15,774 9,027
Old : 121,333: 31,199 23,237 7,268 67,230 81,877 105,697 112,382: 15,636 8,951
Other: 1,486: 310 185 63 975 1,162 1,348 1,410: 138 76
: : :
: : Changes in Commitments from: October 18, 2005 :
: -113: -2,977 244 -977 1,207 -1,185 -2,747 -1,918: 2,634 1,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 18.8 6.3 55.5 67.6 87.2 92.7: 12.8 7.3
Old : 100.0: 25.7 19.2 6.0 55.4 67.5 87.1 92.6: 12.9 7.4
Other: 100.0: 20.9 12.4 4.2 65.6 78.2 90.7 94.9: 9.3 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 81 50 49 50 65 169 138:
Old : 222: 79 53 47 50 64 168 136:
Other: 30: 6 6 1 6 13 12 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 37.9 38.0 49.2 23.0 30.8 32.2 39.7
Old : 24.7 37.7 38.4 49.1 23.3 31.2 32.7 40.2
Other: 66.3 70.9 87.1 83.4 62.4 70.4 82.9 81.1
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 32,344: 15,324 3,595 3,017 10,455 23,251 28,796 29,863: 3,548 2,481
Old : 32,338: 15,324 3,596 3,016 10,454 23,250 28,794 29,862: 3,544 2,476
Other: 6: 1 0 0 1 1 2 1: 4 5
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,288: 1,545 -24 -690 946 1,418 1,801 704: -513 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 11.1 9.3 32.3 71.9 89.0 92.3: 11.0 7.7
Old : 100.0: 47.4 11.1 9.3 32.3 71.9 89.0 92.3: 11.0 7.7
Other: 100.0: 16.7 0.0 0.0 16.7 16.7 33.3 16.7: 66.7 83.3
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 60 24 21 20 20 93 54:
Old : 118: 60 24 21 20 20 93 54:
Other: 3: 1 0 0 1 1 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 45.5 38.2 63.2 26.1 42.7 37.5 58.3
Old : 26.1 45.5 38.2 63.2 26.1 42.7 37.5 58.3
Other: 33.3 16.7 33.3 16.7 33.3 16.7 33.3 16.7
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 31,056: 13,779 3,619 3,707 9,509 21,833 26,995 29,159: 4,061 1,897
Old : 6,090: 3,529 210 0 1,719 5,421 5,248 5,631: 842 459
Other: 24,966: 11,600 4,759 2,357 7,790 16,412 21,747 23,528: 3,219 1,438
: : :
: : Changes in Commitments from: October 18, 2005 :
: 3,075: 1,379 -1,624 1,551 386 2,834 3,316 2,761: -241 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 11.7 11.9 30.6 70.3 86.9 93.9: 13.1 6.1
Old : 100.0: 57.9 3.4 0.0 28.2 89.0 86.2 92.5: 13.8 7.5
Other: 100.0: 46.5 19.1 9.4 31.2 65.7 87.1 94.2: 12.9 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 63 23 26 20 20 97 57:
Old : 57: 26 6 0 14 15 40 21:
Other: 111: 53 28 22 15 18 84 53:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 48.2 33.3 63.9 23.3 45.3 32.7 59.4
Old : 35.3 77.8 54.5 84.8 34.3 77.8 53.4 84.0
Other: 26.8 47.0 37.3 62.7 26.8 44.7 37.3 58.1
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 146,129: 30,840 32,218 2,990 102,163 103,891 135,993 139,099: 10,136 7,030
Old : 126,767: 31,085 32,581 2,252 83,534 84,929 116,871 119,762: 9,896 7,005
Other: 19,362: 363 245 130 18,629 18,962 19,122 19,337: 240 25
: : :
: : Changes in Commitments from: October 25, 2005 :
: 9,908: -295 -159 1,633 8,050 7,850 9,388 9,324: 520 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 22.0 2.0 69.9 71.1 93.1 95.2: 6.9 4.8
Old : 100.0: 24.5 25.7 1.8 65.9 67.0 92.2 94.5: 7.8 5.5
Other: 100.0: 1.9 1.3 0.7 96.2 97.9 98.8 99.9: 1.2 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 50 50 15 52 37 109 98:
Old : 162: 50 52 14 52 37 109 97:
Other: 25: 3 2 3 13 12 16 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 27.7 45.6 47.1 18.9 20.5 29.6 31.2
Old : 29.3 27.2 46.4 45.5 23.6 23.3 37.1 35.2
Other: 62.3 76.1 92.4 95.6 51.4 55.2 65.2 66.6
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 136,221: 31,135 32,377 1,357 94,113 96,041 126,605 129,775: 9,616 6,446
Old : 118,506: 31,295 32,519 938 77,093 78,765 109,326 112,222: 9,180 6,284
Other: 17,715: 142 160 117 17,020 17,276 17,279 17,553: 436 162
: : :
: : Changes in Commitments from: October 18, 2005 :
: 2,368: 1,204 2,450 -511 910 -574 1,603 1,365: 765 1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 23.8 1.0 69.1 70.5 92.9 95.3: 7.1 4.7
Old : 100.0: 26.4 27.4 0.8 65.1 66.5 92.3 94.7: 7.7 5.3
Other: 100.0: 0.8 0.9 0.7 96.1 97.5 97.5 99.1: 2.5 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 57 48 9 55 38 115 93:
Old : 165: 57 49 8 54 38 114 92:
Other: 22: 1 1 1 13 12 14 14:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 26.3 45.8 47.1 19.9 20.3 29.2 32.5
Old : 28.6 26.9 45.8 45.7 24.8 21.3 37.2 35.8
Other: 61.9 83.8 91.0 96.8 46.4 58.8 61.5 64.6
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 460,599: 147,414 31,696 33,962 214,568 357,341 395,944 422,999: 64,655 37,600
Old : 460,599: 147,414 31,696 33,962 214,568 357,341 395,944 422,999: 64,655 37,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -12,063: -19,936 -5,942 2,795 10,720 -14,205 -6,421 -17,352: -5,642 5,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 6.9 7.4 46.6 77.6 86.0 91.8: 14.0 8.2
Old : 100.0: 32.0 6.9 7.4 46.6 77.6 86.0 91.8: 14.0 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 66 25 32 55 55 139 96:
Old : 159: 66 25 32 55 55 139 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 31.3 30.0 51.9 15.2 25.3 24.5 39.9
Old : 17.5 31.3 30.0 51.9 15.2 25.3 24.5 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 472,662: 167,350 37,638 31,167 203,848 371,546 402,365 440,351: 70,297 32,311
Old : 472,662: 167,350 37,638 31,167 203,848 371,546 402,365 440,351: 70,297 32,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -3,106: 1,739 -2,073 1,523 -1,531 -3,433 1,731 -3,983: -4,837 877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 8.0 6.6 43.1 78.6 85.1 93.2: 14.9 6.8
Old : 100.0: 35.4 8.0 6.6 43.1 78.6 85.1 93.2: 14.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 67 30 31 55 56 144 97:
Old : 167: 67 30 31 55 56 144 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.1 31.4 29.6 51.9 14.7 25.3 24.7 41.1
Old : 17.1 31.4 29.6 51.9 14.7 25.3 24.7 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 83,960: 18,780 14,589 10,322 47,298 54,473 76,400 79,384: 7,560 4,576
Old : 81,619: 18,695 15,258 9,265 46,279 52,781 74,239 77,304: 7,380 4,315
Other: 2,341: 754 0 388 1,019 1,692 2,161 2,080: 180 261
: : :
: : Changes in Commitments from: October 25, 2005 :
: -852: -701 -633 435 634 84 368 -114: -1,220 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 17.4 12.3 56.3 64.9 91.0 94.5: 9.0 5.5
Old : 100.0: 22.9 18.7 11.4 56.7 64.7 91.0 94.7: 9.0 5.3
Other: 100.0: 32.2 0.0 16.6 43.5 72.3 92.3 88.9: 7.7 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 87 70 52 89 81 207 184:
Old : 278: 86 74 52 89 80 207 183:
Other: 42: 9 0 4 14 24 23 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 23.4 33.3 35.0 19.6 16.3 28.3 25.0
Old : 21.5 23.7 34.1 35.5 20.1 16.9 29.1 25.8
Other: 50.6 46.4 76.1 68.8 30.9 31.8 43.4 41.3
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 84,812: 19,481 15,222 9,887 46,664 54,389 76,032 79,498: 8,780 5,314
Old : 82,726: 19,427 15,860 8,918 45,774 52,894 74,119 77,672: 8,607 5,054
Other: 2,086: 692 0 331 890 1,495 1,913 1,826: 173 260
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,056: 1,521 -844 132 -156 2,615 1,497 1,903: -2,553 -2,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 17.9 11.7 55.0 64.1 89.6 93.7: 10.4 6.3
Old : 100.0: 23.5 19.2 10.8 55.3 63.9 89.6 93.9: 10.4 6.1
Other: 100.0: 33.2 0.0 15.9 42.7 71.7 91.7 87.5: 8.3 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 84 79 56 85 78 211 180:
Old : 278: 84 81 56 85 77 211 179:
Other: 39: 8 0 4 13 22 22 26:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 21.3 32.0 33.5 19.0 15.4 28.5 23.4
Old : 21.0 21.5 32.8 33.8 19.5 15.8 29.2 24.0
Other: 53.2 48.8 75.7 69.5 34.1 35.0 46.9 44.8
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 33,202: 26,542 2,857 2,240 1,548 25,938 30,330 31,035: 2,872 2,167
Old : 33,202: 26,542 2,857 2,240 1,548 25,938 30,330 31,035: 2,872 2,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -848: -1,264 -716 52 238 -690 -974 -1,354: 126 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 8.6 6.7 4.7 78.1 91.3 93.5: 8.7 6.5
Old : 100.0: 79.9 8.6 6.7 4.7 78.1 91.3 93.5: 8.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 35 10 6 8 9 45 24:
Old : 61: 35 10 6 8 9 45 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 75.9 68.3 86.1 46.9 73.2 64.3 81.6
Old : 46.9 75.9 68.3 86.1 46.9 73.2 64.3 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 34,050: 27,806 3,573 2,188 1,310 26,628 31,304 32,389: 2,746 1,661
Old : 34,050: 27,806 3,573 2,188 1,310 26,628 31,304 32,389: 2,746 1,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 9,811: 10,780 230 166 344 9,587 11,290 9,983: -1,479 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 10.5 6.4 3.8 78.2 91.9 95.1: 8.1 4.9
Old : 100.0: 81.7 10.5 6.4 3.8 78.2 91.9 95.1: 8.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 38 12 8 7 9 48 27:
Old : 65: 38 12 8 7 9 48 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 74.3 69.8 86.5 46.2 73.4 66.1 82.4
Old : 46.3 74.3 69.8 86.5 46.2 73.4 66.1 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 21,871: 13,379 1,363 0 3,685 17,824 17,064 19,187: 4,807 2,684
Old : 21,871: 13,379 1,363 0 3,685 17,824 17,064 19,187: 4,807 2,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 442: 305 -146 0 441 1,535 746 1,389: -304 -947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 6.2 0.0 16.8 81.5 78.0 87.7: 22.0 12.3
Old : 100.0: 61.2 6.2 0.0 16.8 81.5 78.0 87.7: 22.0 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 2 0 3 11 11 13:
Old : 24: 8 2 0 3 11 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 54.7 71.1 75.2 55.4 54.7 71.1 75.2
Old : 55.4 54.7 71.1 75.2 55.4 54.7 71.1 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 21,429: 13,074 1,509 0 3,244 16,289 16,318 17,798: 5,111 3,631
Old : 21,429: 13,074 1,509 0 3,244 16,289 16,318 17,798: 5,111 3,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 7.0 0.0 15.1 76.0 76.1 83.1: 23.9 16.9
Old : 100.0: 61.0 7.0 0.0 15.1 76.0 76.1 83.1: 23.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 2 0 3 10 10 12:
Old : 22: 7 2 0 3 10 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 50.0 71.0 71.9 55.2 50.0 71.0 71.9
Old : 55.2 50.0 71.0 71.9 55.2 50.0 71.0 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 166,299: 15,898 26,642 19,713 103,010 94,709 138,621 141,064: 27,678 25,235
Old : 166,299: 15,898 26,642 19,713 103,010 94,709 138,621 141,064: 27,678 25,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -7,034: -1,721 2,213 -2,941 1,324 -5,180 -3,338 -5,908: -3,696 -1,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.0 11.9 61.9 57.0 83.4 84.8: 16.6 15.2
Old : 100.0: 9.6 16.0 11.9 61.9 57.0 83.4 84.8: 16.6 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 31 29 34 69 61 118 109:
Old : 138: 31 29 34 69 61 118 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 17.3 32.0 27.7 15.8 12.3 23.5 19.8
Old : 20.7 17.3 32.0 27.7 15.8 12.3 23.5 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 173,333: 17,619 24,429 22,654 101,686 99,889 141,959 146,972: 31,374 26,361
Old : 173,333: 17,619 24,429 22,654 101,686 99,889 141,959 146,972: 31,374 26,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -1,895: -2,070 154 410 593 -7,960 -1,067 -7,396: -828 5,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 14.1 13.1 58.7 57.6 81.9 84.8: 18.1 15.2
Old : 100.0: 10.2 14.1 13.1 58.7 57.6 81.9 84.8: 18.1 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 31 33 40 69 64 122 116:
Old : 141: 31 33 40 69 64 122 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 18.3 29.7 27.3 15.2 13.6 22.5 20.5
Old : 19.1 18.3 29.7 27.3 15.2 13.6 22.5 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 527,674: 48,162 84,098 169,188 243,301 246,620 460,651 499,906: 67,023 27,768
Old : 527,674: 48,162 84,098 169,188 243,301 246,620 460,651 499,906: 67,023 27,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -31,579: -20,024 -1,899 -8,960 40 -13,861 -28,944 -24,720: -2,635 -6,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 15.9 32.1 46.1 46.7 87.3 94.7: 12.7 5.3
Old : 100.0: 9.1 15.9 32.1 46.1 46.7 87.3 94.7: 12.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 50 46 61 86 73 170 148:
Old : 188: 50 46 61 86 73 170 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 28.7 34.9 44.6 8.6 13.7 12.4 19.7
Old : 24.1 28.7 34.9 44.6 8.6 13.7 12.4 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 559,253: 68,186 85,997 178,148 243,261 260,481 489,595 524,626: 69,658 34,627
Old : 559,253: 68,186 85,997 178,148 243,261 260,481 489,595 524,626: 69,658 34,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 3,154: 11,822 5,578 -9,343 -3,189 -1,812 -710 -5,577: 3,864 8,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 15.4 31.9 43.5 46.6 87.5 93.8: 12.5 6.2
Old : 100.0: 12.2 15.4 31.9 43.5 46.6 87.5 93.8: 12.5 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 57 47 69 88 78 186 156:
Old : 200: 57 47 69 88 78 186 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 28.9 32.8 43.4 8.7 15.0 12.7 21.0
Old : 22.9 28.9 32.8 43.4 8.7 15.0 12.7 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 40,426: 2,538 0 698 30,330 36,034 33,566 36,732: 6,860 3,694
Old : 40,426: 2,538 0 698 30,330 36,034 33,566 36,732: 6,860 3,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 1.7 75.0 89.1 83.0 90.9: 17.0 9.1
Old : 100.0: 6.3 0.0 1.7 75.0 89.1 83.0 90.9: 17.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 14 13 15 14:
Old : 20: 1 0 1 14 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 71.1 74.9 84.0 51.0 69.9 68.2 79.4
Old : 55.8 71.1 74.9 84.0 51.0 69.9 68.2 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 36,072: 0 6,650 956 29,139 21,507 30,095 29,113: 5,977 6,959
Old : 36,072: 0 6,650 956 29,139 21,507 30,095 29,113: 5,977 6,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -2,462: 0 -1,279 -473 -1,336 1,555 -1,809 -197: -653 -2,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.4 2.7 80.8 59.6 83.4 80.7: 16.6 19.3
Old : 100.0: 0.0 18.4 2.7 80.8 59.6 83.4 80.7: 16.6 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 2 14 13 16 15:
Old : 21: 0 2 2 14 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 39.3 68.2 59.3 38.7 36.9 59.1 54.8
Old : 44.0 39.3 68.2 59.3 38.7 36.9 59.1 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 38,534: 0 7,929 1,429 30,475 19,952 31,904 29,310: 6,630 9,224
Old : 38,534: 0 7,929 1,429 30,475 19,952 31,904 29,310: 6,630 9,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.6 3.7 79.1 51.8 82.8 76.1: 17.2 23.9
Old : 100.0: 0.0 20.6 3.7 79.1 51.8 82.8 76.1: 17.2 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 2 17 14 19 16:
Old : 21: 0 2 2 17 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 42.5 64.8 62.2 41.4 38.5 61.4 52.5
Old : 42.8 42.5 64.8 62.2 41.4 38.5 61.4 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 102,164: 10,411 2,091 3,792 81,370 86,147 95,573 92,030: 6,591 10,134
Old : 102,164: 10,411 2,091 3,792 81,370 86,147 95,573 92,030: 6,591 10,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 91: 2,366 -1,606 1,492 -1,979 959 1,879 845: -1,788 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 2.0 3.7 79.6 84.3 93.5 90.1: 6.5 9.9
Old : 100.0: 10.2 2.0 3.7 79.6 84.3 93.5 90.1: 6.5 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 2 5 27 27 33 32:
Old : 38: 4 2 5 27 27 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 44.5 63.6 63.6 45.8 41.2 57.2 56.9
Old : 47.5 44.5 63.6 63.6 45.8 41.2 57.2 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 102,073: 8,045 3,697 2,300 83,349 85,188 93,694 91,185: 8,379 10,888
Old : 102,073: 8,045 3,697 2,300 83,349 85,188 93,694 91,185: 8,379 10,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 811: -455 -151 -2 2,553 172 2,096 19: -1,285 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 3.6 2.3 81.7 83.5 91.8 89.3: 8.2 10.7
Old : 100.0: 7.9 3.6 2.3 81.7 83.5 91.8 89.3: 8.2 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 2 4 26 26 31 31:
Old : 37: 4 2 4 26 26 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 35.6 65.2 57.9 46.9 33.4 57.2 52.5
Old : 51.2 35.6 65.2 57.9 46.9 33.4 57.2 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 56,235: 5,336 8,332 0 45,283 40,859 50,619 49,191: 5,616 7,044
Old : 56,235: 5,336 8,332 0 45,283 40,859 50,619 49,191: 5,616 7,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,188: -563 0 0 2,358 1,162 1,795 1,162: -607 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 14.8 0.0 80.5 72.7 90.0 87.5: 10.0 12.5
Old : 100.0: 9.5 14.8 0.0 80.5 72.7 90.0 87.5: 10.0 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 0 14 16 15 18:
Old : 24: 1 2 0 14 16 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 44.5 77.1 68.2 49.9 41.6 72.8 63.7
Old : 53.2 44.5 77.1 68.2 49.9 41.6 72.8 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,047: 5,899 8,332 0 42,925 39,697 48,824 48,029: 6,223 7,018
Old : 55,047: 5,899 8,332 0 42,925 39,697 48,824 48,029: 6,223 7,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -172: 0 0 0 80 106 80 106: -252 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 15.1 0.0 78.0 72.1 88.7 87.3: 11.3 12.7
Old : 100.0: 10.7 15.1 0.0 78.0 72.1 88.7 87.3: 11.3 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 0 14 16 16 18:
Old : 25: 2 2 0 14 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 45.2 72.3 67.9 46.8 40.7 67.3 61.8
Old : 50.3 45.2 72.3 67.9 46.8 40.7 67.3 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,773: 0 15,108 2,828 54,141 45,328 56,969 63,264: 9,804 3,509
Old : 66,773: 0 15,108 2,828 54,141 45,328 56,969 63,264: 9,804 3,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -10,469: -302 -4,992 1,012 -13,981 -7,480 -13,271 -11,460: 2,802 991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.6 4.2 81.1 67.9 85.3 94.7: 14.7 5.3
Old : 100.0: 0.0 22.6 4.2 81.1 67.9 85.3 94.7: 14.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 3 3 16 16 19 19:
Old : 22: 0 3 3 16 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 62.5 66.5 78.2 37.2 51.3 52.0 59.5
Old : 46.7 62.5 66.5 78.2 37.2 51.3 52.0 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 77,242: 302 20,100 1,816 68,122 52,808 70,240 74,724: 7,002 2,518
Old : 77,242: 302 20,100 1,816 68,122 52,808 70,240 74,724: 7,002 2,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 7,033: 300 -500 267 5,932 7,235 6,499 7,002: 534 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 26.0 2.4 88.2 68.4 90.9 96.7: 9.1 3.3
Old : 100.0: 0.4 26.0 2.4 88.2 68.4 90.9 96.7: 9.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 4 18 18 23 22:
Old : 26: 2 3 4 18 18 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 58.5 66.8 75.5 37.3 50.9 52.1 60.6
Old : 47.0 58.5 66.8 75.5 37.3 50.9 52.1 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 70,367: 20,911 5,691 5,668 37,347 53,315 63,926 64,674: 6,441 5,693
Old : 70,367: 20,911 5,691 5,668 37,347 53,315 63,926 64,674: 6,441 5,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -2,401: -4,587 -2,074 1,578 62 -303 -2,947 -799: 546 -1,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 8.1 8.1 53.1 75.8 90.8 91.9: 9.2 8.1
Old : 100.0: 29.7 8.1 8.1 53.1 75.8 90.8 91.9: 9.2 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 2 19 21 22 24:
Old : 26: 2 2 2 19 21 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 43.4 74.9 62.4 43.5 33.4 50.8 45.6
Old : 57.2 43.4 74.9 62.4 43.5 33.4 50.8 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 72,768: 25,498 7,765 4,090 37,285 53,618 66,873 65,473: 5,895 7,295
Old : 72,768: 25,498 7,765 4,090 37,285 53,618 66,873 65,473: 5,895 7,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 2,512: 249 -3,481 1,292 2,905 4,321 4,446 2,132: -1,934 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 10.7 5.6 51.2 73.7 91.9 90.0: 8.1 10.0
Old : 100.0: 35.0 10.7 5.6 51.2 73.7 91.9 90.0: 8.1 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 4 3 18 19 22 24:
Old : 26: 2 4 3 18 19 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 45.1 75.4 60.7 46.9 34.5 54.5 46.2
Old : 59.9 45.1 75.4 60.7 46.9 34.5 54.5 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,111: 0 1,315 1,433 62,680 54,287 64,113 57,035: 998 8,076
Old : 65,111: 0 1,315 1,433 62,680 54,287 64,113 57,035: 998 8,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -267: 0 -2,965 308 -178 3,479 130 822: -397 -1,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 2.2 96.3 83.4 98.5 87.6: 1.5 12.4
Old : 100.0: 0.0 2.0 2.2 96.3 83.4 98.5 87.6: 1.5 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 17 21 18 22:
Old : 25: 0 1 1 17 21 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 42.6 81.1 63.3 60.6 38.6 68.7 54.3
Old : 64.7 42.6 81.1 63.3 60.6 38.6 68.7 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,378: 0 4,280 1,125 62,858 50,808 63,983 56,213: 1,395 9,165
Old : 65,378: 0 4,280 1,125 62,858 50,808 63,983 56,213: 1,395 9,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,488: 0 -332 -202 2,542 2,360 2,340 1,826: -852 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 1.7 96.1 77.7 97.9 86.0: 2.1 14.0
Old : 100.0: 0.0 6.5 1.7 96.1 77.7 97.9 86.0: 2.1 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 17 20 18 21:
Old : 25: 0 1 1 17 20 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 38.0 81.2 63.4 61.5 36.7 69.8 54.0
Old : 65.9 38.0 81.2 63.4 61.5 36.7 69.8 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 58,854: 968 9,368 1,159 51,586 43,944 53,713 54,471: 5,141 4,383
Old : 58,854: 968 9,368 1,159 51,586 43,944 53,713 54,471: 5,141 4,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -8,596: 968 834 -1,799 -6,889 -6,886 -7,720 -7,851: -876 -745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 15.9 2.0 87.7 74.7 91.3 92.6: 8.7 7.4
Old : 100.0: 1.6 15.9 2.0 87.7 74.7 91.3 92.6: 8.7 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 2 22 15 25 17:
Old : 28: 1 2 2 22 15 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 55.5 57.5 77.4 25.5 39.5 39.0 52.6
Old : 34.3 55.5 57.5 77.4 25.5 39.5 39.0 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,450: 0 8,534 2,958 58,475 50,830 61,433 62,322: 6,017 5,128
Old : 67,450: 0 8,534 2,958 58,475 50,830 61,433 62,322: 6,017 5,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 1,922: 0 -312 330 3,246 4,693 3,576 4,711: -1,654 -2,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.7 4.4 86.7 75.4 91.1 92.4: 8.9 7.6
Old : 100.0: 0.0 12.7 4.4 86.7 75.4 91.1 92.4: 8.9 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 2 22 17 24 19:
Old : 28: 0 2 2 22 17 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 50.6 55.4 74.6 24.3 38.3 37.3 52.4
Old : 33.1 50.6 55.4 74.6 24.3 38.3 37.3 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 47,121: 0 2,573 644 37,919 39,158 38,563 42,375: 8,558 4,746
Old : 47,121: 0 2,573 644 37,919 39,158 38,563 42,375: 8,558 4,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 458: 0 428 0 0 -32 0 396: 458 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 1.4 80.5 83.1 81.8 89.9: 18.2 10.1
Old : 100.0: 0.0 5.5 1.4 80.5 83.1 81.8 89.9: 18.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 14 14 15 15:
Old : 22: 0 1 1 14 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 65.3 74.2 82.8 58.4 65.0 69.1 78.6
Old : 59.9 65.3 74.2 82.8 58.4 65.0 69.1 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 46,663: 0 2,145 644 37,919 39,190 38,563 41,979: 8,100 4,684
Old : 46,663: 0 2,145 644 37,919 39,190 38,563 41,979: 8,100 4,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 762: 0 -96 204 708 502 912 610: -150 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 1.4 81.3 84.0 82.6 90.0: 17.4 10.0
Old : 100.0: 0.0 4.6 1.4 81.3 84.0 82.6 90.0: 17.4 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 14 13 15 14:
Old : 22: 0 1 1 14 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 66.1 75.0 82.9 59.0 65.8 69.8 78.6
Old : 60.5 66.1 75.0 82.9 59.0 65.8 69.8 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 55,273: 13,271 0 2,674 32,083 46,059 48,028 48,733: 7,245 6,540
Old : 55,273: 13,271 0 2,674 32,083 46,059 48,028 48,733: 7,245 6,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -2,248: 6,900 -70 -2,970 -5,478 785 -1,548 -2,255: -700 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 0.0 4.8 58.0 83.3 86.9 88.2: 13.1 11.8
Old : 100.0: 24.0 0.0 4.8 58.0 83.3 86.9 88.2: 13.1 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 3 14 17 18 20:
Old : 23: 4 0 3 14 17 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 45.1 78.4 66.3 40.2 30.6 48.8 44.1
Old : 63.0 45.1 78.4 66.3 40.2 30.6 48.8 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,521: 6,371 70 5,644 37,561 45,274 49,576 50,988: 7,945 6,533
Old : 57,521: 6,371 70 5,644 37,561 45,274 49,576 50,988: 7,945 6,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -322: 330 -1,328 -330 313 1,413 313 -245: -635 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 0.1 9.8 65.3 78.7 86.2 88.6: 13.8 11.4
Old : 100.0: 11.1 0.1 9.8 65.3 78.7 86.2 88.6: 13.8 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 3 19 19 22 22:
Old : 26: 2 1 3 19 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 39.0 73.1 60.6 26.5 26.7 39.8 38.6
Old : 53.4 39.0 73.1 60.6 26.5 26.7 39.8 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 49,387: 2,641 0 3,675 35,897 33,632 42,213 37,307: 7,174 12,080
Old : 49,387: 2,641 0 3,675 35,897 33,632 42,213 37,307: 7,174 12,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,548: 593 0 -2,007 3,236 2,964 1,822 957: -274 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.0 7.4 72.7 68.1 85.5 75.5: 14.5 24.5
Old : 100.0: 5.3 0.0 7.4 72.7 68.1 85.5 75.5: 14.5 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 2 15 13 17 15:
Old : 21: 2 0 2 15 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 39.3 64.5 62.1 38.6 32.3 55.2 45.8
Old : 42.4 39.3 64.5 62.1 38.6 32.3 55.2 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 47,839: 2,048 0 5,682 32,661 30,668 40,391 36,350: 7,448 11,489
Old : 47,839: 2,048 0 5,682 32,661 30,668 40,391 36,350: 7,448 11,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 11.9 68.3 64.1 84.4 76.0: 15.6 24.0
Old : 100.0: 4.3 0.0 11.9 68.3 64.1 84.4 76.0: 15.6 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 2 13 13 15 15:
Old : 20: 2 0 2 13 13 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 37.4 67.7 61.4 38.8 27.3 52.9 42.3
Old : 44.8 37.4 67.7 61.4 38.8 27.3 52.9 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 69,101: 22,302 2,160 120 44,011 65,819 66,433 68,099: 2,668 1,002
Old : 69,101: 22,302 2,160 120 44,011 65,819 66,433 68,099: 2,668 1,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 3.1 0.2 63.7 95.3 96.1 98.5: 3.9 1.5
Old : 100.0: 32.3 3.1 0.2 63.7 95.3 96.1 98.5: 3.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 1 13 15 15 18:
Old : 23: 2 2 1 13 15 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 77.2 87.5 90.3 41.2 38.4 49.0 50.9
Old : 70.0 77.2 87.5 90.3 41.2 38.4 49.0 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,343,590: 345,957 87,974 246,376 731,247 997,742 1,323,580 1,332,092: 20,010 11,498
Old : 1,343,590: 345,957 87,974 246,376 731,247 997,742 1,323,580 1,332,092: 20,010 11,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -50,897: -8,232 -2,171 -2,215 -39,508 -46,682 -49,955 -51,068: -942 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 6.5 18.3 54.4 74.3 98.5 99.1: 1.5 0.9
Old : 100.0: 25.7 6.5 18.3 54.4 74.3 98.5 99.1: 1.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 29 10 32 86 77 124 111:
Old : 131: 29 10 32 86 77 124 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 25.5 37.3 41.8 16.4 18.5 25.1 30.8
Old : 23.6 25.5 37.3 41.8 16.4 18.5 25.1 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,394,487: 354,189 90,145 248,591 770,755 1,044,424 1,373,535 1,383,160: 20,952 11,327
Old : 1,394,487: 354,189 90,145 248,591 770,755 1,044,424 1,373,535 1,383,160: 20,952 11,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 30,272: 11,802 7,484 1 20,481 26,328 32,284 33,813: -2,012 -3,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 6.5 17.8 55.3 74.9 98.5 99.2: 1.5 0.8
Old : 100.0: 25.4 6.5 17.8 55.3 74.9 98.5 99.2: 1.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 29 10 30 92 82 128 115:
Old : 140: 29 10 30 92 82 128 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 25.4 36.8 41.6 16.9 18.0 25.2 30.7
Old : 23.2 25.4 36.8 41.6 16.9 18.0 25.2 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 246,513: 56,479 68,945 61,929 124,904 114,541 243,312 245,415: 3,201 1,098
Old : 246,513: 56,479 68,945 61,929 124,904 114,541 243,312 245,415: 3,201 1,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -29,605: -6,004 -15,619 -5,800 -18,439 -7,951 -30,243 -29,370: 638 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 28.0 25.1 50.7 46.5 98.7 99.6: 1.3 0.4
Old : 100.0: 22.9 28.0 25.1 50.7 46.5 98.7 99.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 14 6 17 29 27 49 44:
Old : 50: 14 6 17 29 27 49 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 55.5 54.8 70.9 22.9 39.3 32.3 44.6
Old : 36.2 55.5 54.8 70.9 22.9 39.3 32.3 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 276,118: 62,483 84,564 67,729 143,343 122,492 273,555 274,785: 2,563 1,333
Old : 276,118: 62,483 84,564 67,729 143,343 122,492 273,555 274,785: 2,563 1,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 25,441: -8,143 12,595 11,387 23,113 2,126 26,357 26,108: -916 -667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 30.6 24.5 51.9 44.4 99.1 99.5: 0.9 0.5
Old : 100.0: 22.6 30.6 24.5 51.9 44.4 99.1 99.5: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 14 8 18 32 30 53 49:
Old : 56: 14 8 18 32 30 53 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 53.4 55.1 67.3 21.3 36.6 30.4 43.4
Old : 35.4 53.4 55.1 67.3 21.3 36.6 30.4 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 73,701: 26,306 9,420 10,326 36,955 53,853 73,587 73,599: 114 102
Old : 73,701: 26,306 9,420 10,326 36,955 53,853 73,587 73,599: 114 102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -3,146: -544 -380 -460 -2,068 -2,328 -3,072 -3,168: -74 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 12.8 14.0 50.1 73.1 99.8 99.9: 0.2 0.1
Old : 100.0: 35.7 12.8 14.0 50.1 73.1 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 3 6 9 37 39 46 48:
Old : 51: 3 6 9 37 39 46 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 41.5 70.2 60.4 51.3 36.5 56.2 50.7
Old : 58.6 41.5 70.2 60.4 51.3 36.5 56.2 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 76,847: 26,850 9,800 10,786 39,023 56,181 76,659 76,767: 188 80
Old : 76,847: 26,850 9,800 10,786 39,023 56,181 76,659 76,767: 188 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 747: -760 -660 724 803 1,043 767 1,107: -20 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 12.8 14.0 50.8 73.1 99.8 99.9: 0.2 0.1
Old : 100.0: 34.9 12.8 14.0 50.8 73.1 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 6 9 36 42 46 51:
Old : 52: 3 6 9 36 42 46 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 40.7 68.9 59.4 50.0 36.1 55.2 49.5
Old : 58.1 40.7 68.9 59.4 50.0 36.1 55.2 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 27,748: 4,719 4,911 2,201 20,828 20,085 27,748 27,197: 0 551
Old : 27,748: 4,719 4,911 2,201 20,828 20,085 27,748 27,197: 0 551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 18: -1,366 63 151 1,339 -132 124 82: -106 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 17.7 7.9 75.1 72.4 100.0 98.0: 0.0 2.0
Old : 100.0: 17.0 17.7 7.9 75.1 72.4 100.0 98.0: 0.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 3 6 21 23 28 29:
Old : 38: 4 3 6 21 23 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 52.4 77.0 74.4 55.0 49.1 73.0 68.7
Old : 57.4 52.4 77.0 74.4 55.0 49.1 73.0 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 27,730: 6,085 4,848 2,050 19,489 20,217 27,624 27,115: 106 615
Old : 27,730: 6,085 4,848 2,050 19,489 20,217 27,624 27,115: 106 615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 132: 900 0 -468 -300 600 132 132: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 17.5 7.4 70.3 72.9 99.6 97.8: 0.4 2.2
Old : 100.0: 21.9 17.5 7.4 70.3 72.9 99.6 97.8: 0.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 3 5 22 23 29 28:
Old : 38: 4 3 5 22 23 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 52.3 77.6 74.4 56.0 49.1 74.0 68.8
Old : 58.0 52.3 77.6 74.4 56.0 49.1 74.0 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 11,019: 2,745 3,381 2,106 6,168 5,532 11,019 11,019: 0 0
Old : 11,019: 2,745 3,381 2,106 6,168 5,532 11,019 11,019: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 1,612: 2,002 -78 -348 -42 2,038 1,612 1,612: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 30.7 19.1 56.0 50.2 100.0 100.0: 0.0 0.0
Old : 100.0: 24.9 30.7 19.1 56.0 50.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 2 3 14 9 19 13:
Old : 24: 4 2 3 14 9 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 55.1 71.1 85.9 30.0 49.9 50.5 64.0
Old : 48.2 55.1 71.1 85.9 30.0 49.9 50.5 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,407: 743 3,459 2,454 6,210 3,494 9,407 9,407: 0 0
Old : 9,407: 743 3,459 2,454 6,210 3,494 9,407 9,407: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 164: 0 164 0 164 0 164 164: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 36.8 26.1 66.0 37.1 100.0 100.0: 0.0 0.0
Old : 100.0: 7.9 36.8 26.1 66.0 37.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 3 3 14 9 19 13:
Old : 24: 3 3 3 14 9 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 62.9 66.6 90.4 29.5 47.2 50.8 64.5
Old : 41.0 62.9 66.6 90.4 29.5 47.2 50.8 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 17,356: 3,460 4,008 1,632 12,034 11,218 17,126 16,858: 230 498
Old : 17,356: 3,460 4,008 1,632 12,034 11,218 17,126 16,858: 230 498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -274: -12 328 -268 316 -344 36 -284: -310 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 23.1 9.4 69.3 64.6 98.7 97.1: 1.3 2.9
Old : 100.0: 19.9 23.1 9.4 69.3 64.6 98.7 97.1: 1.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 4 7 18 21 25 28:
Old : 31: 3 4 7 18 21 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 55.0 72.2 79.5 42.9 45.4 61.4 62.8
Old : 48.5 55.0 72.2 79.5 42.9 45.4 61.4 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 17,630: 3,472 3,680 1,900 11,718 11,562 17,090 17,142: 540 488
Old : 17,630: 3,472 3,680 1,900 11,718 11,562 17,090 17,142: 540 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 100: 572 -188 -72 -520 132 -20 -128: 120 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 20.9 10.8 66.5 65.6 96.9 97.2: 3.1 2.8
Old : 100.0: 19.7 20.9 10.8 66.5 65.6 96.9 97.2: 3.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 3 7 19 21 27 28:
Old : 32: 5 3 7 19 21 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 56.2 72.4 77.2 41.6 45.2 57.5 60.2
Old : 48.2 56.2 72.4 77.2 41.6 45.2 57.5 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 23,724: 11,200 120 1,330 10,478 22,046 23,008 23,496: 716 228
Old : 23,724: 11,200 120 1,330 10,478 22,046 23,008 23,496: 716 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -1,142: -160 0 -200 -870 -938 -1,230 -1,138: 88 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 0.5 5.6 44.2 92.9 97.0 99.0: 3.0 1.0
Old : 100.0: 47.2 0.5 5.6 44.2 92.9 97.0 99.0: 3.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 3 22 26 25 29:
Old : 32: 2 1 3 22 26 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 55.6 79.1 77.7 61.6 52.2 71.7 71.8
Old : 68.2 55.6 79.1 77.7 61.6 52.2 71.7 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 24,866: 11,360 120 1,530 11,348 22,984 24,238 24,634: 628 232
Old : 24,866: 11,360 120 1,530 11,348 22,984 24,238 24,634: 628 232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 500: 0 0 0 730 560 730 560: -230 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 0.5 6.2 45.6 92.4 97.5 99.1: 2.5 0.9
Old : 100.0: 45.7 0.5 6.2 45.6 92.4 97.5 99.1: 2.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 3 23 26 26 29:
Old : 33: 2 1 3 23 26 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 54.2 77.4 75.5 58.6 50.9 68.3 67.8
Old : 66.5 54.2 77.4 75.5 58.6 50.9 68.3 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 10,046: 1,650 80 800 7,576 9,126 10,026 10,006: 20 40
Old : 10,046: 1,650 80 800 7,576 9,126 10,026 10,006: 20 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 150: 20 -40 -20 154 230 154 170: -4 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 0.8 8.0 75.4 90.8 99.8 99.6: 0.2 0.4
Old : 100.0: 16.4 0.8 8.0 75.4 90.8 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 2 15 11 17 14:
Old : 21: 2 1 2 15 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 71.6 86.9 89.8 50.0 67.7 66.7 72.2
Old : 60.5 71.6 86.9 89.8 50.0 67.7 66.7 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 9,896: 1,630 120 820 7,422 8,896 9,872 9,836: 24 60
Old : 9,896: 1,630 120 820 7,422 8,896 9,872 9,836: 24 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 240: 0 0 0 520 280 520 280: -280 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 1.2 8.3 75.0 89.9 99.8 99.4: 0.2 0.6
Old : 100.0: 16.5 1.2 8.3 75.0 89.9 99.8 99.4: 0.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 2 16 12 18 15:
Old : 22: 2 1 2 16 12 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 71.6 85.7 88.5 51.5 67.5 67.6 73.1
Old : 62.0 71.6 85.7 88.5 51.5 67.5 67.6 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 821,833: 120,127 162,167 126,950 521,071 461,207 768,148 750,324: 53,685 71,509
Old : 821,833: 120,127 162,167 126,950 521,071 461,207 768,148 750,324: 53,685 71,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 4,424: -526 3,430 3,330 -2,038 -3,773 766 2,987: 3,658 1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 19.7 15.4 63.4 56.1 93.5 91.3: 6.5 8.7
Old : 100.0: 14.6 19.7 15.4 63.4 56.1 93.5 91.3: 6.5 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 43 107 87 75 81 184 216:
Old : 245: 43 107 87 75 81 184 216:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 17.7 38.0 27.1 21.1 12.1 29.2 18.2
Old : 26.0 17.7 38.0 27.1 21.1 12.1 29.2 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 817,409: 120,653 158,737 123,620 523,109 464,980 767,382 747,337: 50,027 70,072
Old : 817,409: 120,653 158,737 123,620 523,109 464,980 767,382 747,337: 50,027 70,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: -42,730: -3,250 8,716 -10,247 -26,802 -38,159 -40,299 -39,690: -2,431 -3,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 19.4 15.1 64.0 56.9 93.9 91.4: 6.1 8.6
Old : 100.0: 14.8 19.4 15.1 64.0 56.9 93.9 91.4: 6.1 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 46 103 82 76 78 184 204:
Old : 241: 46 103 82 76 78 184 204:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 18.1 38.3 28.1 21.2 14.1 30.0 20.1
Old : 25.9 18.1 38.3 28.1 21.2 14.1 30.0 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 14,180: 9,189 2,259 327 2,091 11,070 11,607 13,656: 2,573 524
Old : 14,180: 9,189 2,259 327 2,091 11,070 11,607 13,656: 2,573 524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: 275: -196 9 151 616 291 571 451: -296 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 15.9 2.3 14.7 78.1 81.9 96.3: 18.1 3.7
Old : 100.0: 64.8 15.9 2.3 14.7 78.1 81.9 96.3: 18.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 65 10 6 10 29 79 44:
Old : 115: 65 10 6 10 29 79 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 33.7 39.3 52.3 25.9 33.7 39.3 52.3
Old : 25.9 33.7 39.3 52.3 25.9 33.7 39.3 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,905: 9,385 2,250 176 1,475 10,779 11,036 13,205: 2,869 700
Old : 13,905: 9,385 2,250 176 1,475 10,779 11,036 13,205: 2,869 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 650: 312 -213 11 44 615 367 413: 283 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 16.2 1.3 10.6 77.5 79.4 95.0: 20.6 5.0
Old : 100.0: 67.5 16.2 1.3 10.6 77.5 79.4 95.0: 20.6 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 62 10 2 10 27 74 38:
Old : 110: 62 10 2 10 27 74 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 33.6 36.6 51.1 24.5 33.6 36.6 51.1
Old : 24.5 33.6 36.6 51.1 24.5 33.6 36.6 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 11,075: 8,024 472 12 891 9,434 8,927 9,918: 2,148 1,157
Old : 11,075: 8,024 472 12 891 9,434 8,927 9,918: 2,148 1,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -1,699: -1,810 -92 -35 213 -1,370 -1,632 -1,497: -67 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 4.3 0.1 8.0 85.2 80.6 89.6: 19.4 10.4
Old : 100.0: 72.5 4.3 0.1 8.0 85.2 80.6 89.6: 19.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 27 4 1 9 17 36 22:
Old : 53: 27 4 1 9 17 36 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 51.3 50.8 76.2 34.0 49.6 50.8 74.4
Old : 34.0 51.3 50.8 76.2 34.0 49.6 50.8 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 12,774: 9,834 564 47 678 10,804 10,559 11,415: 2,215 1,359
Old : 12,774: 9,834 564 47 678 10,804 10,559 11,415: 2,215 1,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 214: 473 28 35 -170 134 338 197: -124 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 4.4 0.4 5.3 84.6 82.7 89.4: 17.3 10.6
Old : 100.0: 77.0 4.4 0.4 5.3 84.6 82.7 89.4: 17.3 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 32 6 2 10 18 43 25:
Old : 59: 32 6 2 10 18 43 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 46.7 53.3 72.0 36.7 45.7 53.3 70.9
Old : 36.7 46.7 53.3 72.0 36.7 45.7 53.3 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, November 1, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 129,907: 28,497 4,752 8,987 81,206 106,839 118,690 120,578: 11,217 9,329
Old : 129,907: 28,497 4,752 8,987 81,206 106,839 118,690 120,578: 11,217 9,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2005 :
: -8,694: 36 1,700 -3,306 -5,102 -6,247 -8,372 -7,853: -322 -841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 3.7 6.9 62.5 82.2 91.4 92.8: 8.6 7.2
Old : 100.0: 21.9 3.7 6.9 62.5 82.2 91.4 92.8: 8.6 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 45 21 35 58 67 122 107:
Old : 147: 45 21 35 58 67 122 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 21.8 43.4 37.0 19.9 18.3 30.7 28.7
Old : 28.0 21.8 43.4 37.0 19.9 18.3 30.7 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders - Futures Only, October 25, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 138,601: 28,461 3,052 12,293 86,308 113,086 127,062 128,431: 11,539 10,170
Old : 138,601: 28,461 3,052 12,293 86,308 113,086 127,062 128,431: 11,539 10,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2005 :
: 4,833: 826 -845 1,316 3,565 3,578 5,707 4,049: -874 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 2.2 8.9 62.3 81.6 91.7 92.7: 8.3 7.3
Old : 100.0: 20.5 2.2 8.9 62.3 81.6 91.7 92.7: 8.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 48 13 34 68 76 130 111:
Old : 149: 48 13 34 68 76 130 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 21.5 39.1 36.9 18.1 16.5 26.1 27.5
Old : 24.2 21.5 39.1 36.9 18.1 16.5 26.1 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2005