WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 298,757
COMMITMENTS
49,596 80,328 46,467 179,877 131,602 275,940 258,397 22,817 40,360
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 5,106)
-2,656 13,864 1,387 8,089 -9,067 6,820 6,184 -1,714 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 26.9 15.6 60.2 44.0 92.4 86.5 7.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
61 114 80 46 64 173 216
WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 293,651
COMMITMENTS
52,252 66,464 45,080 171,788 140,669 269,120 252,213 24,531 41,438
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -3,948)
1,231 507 -2,668 484 -1,279 -953 -3,440 -2,995 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 22.6 15.4 58.5 47.9 91.6 85.9 8.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
70 102 76 47 66 176 201
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 827,308
COMMITMENTS
151,524 166,063 85,522 452,029 383,857 689,075 635,442 138,233 191,866
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 30,173)
-305 3,627 21,060 12,496 10,111 33,251 34,798 -3,078 -4,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 20.1 10.3 54.6 46.4 83.3 76.8 16.7 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561)
145 130 119 184 188 404 394
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 797,135
COMMITMENTS
151,829 162,436 64,462 439,533 373,746 655,824 600,644 141,311 196,491
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 31,340)
4,019 -7,788 9,830 8,734 24,557 22,583 26,599 8,757 4,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 20.4 8.1 55.1 46.9 82.3 75.4 17.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 547)
149 128 107 186 187 396 375
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,283
COMMITMENTS
3,850 317 17 897 5,609 4,764 5,943 2,519 1,340
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 386)
307 -31 -27 4 304 284 246 102 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.9 4.4 0.2 12.3 77.0 65.4 81.6 34.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 4 2 9 13 27 17
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,897
COMMITMENTS
3,543 348 44 893 5,305 4,480 5,697 2,417 1,200
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 243)
272 9 26 -215 167 83 202 160 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.4 5.0 0.6 12.9 76.9 65.0 82.6 35.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 5 3 8 16 25 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 289,231
COMMITMENTS
44,149 43,187 28,878 164,848 136,267 237,875 208,332 51,356 80,899
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -9,560)
-16,676 -5,868 -3,783 8,071 -1,416 -12,388 -11,067 2,828 1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 14.9 10.0 57.0 47.1 82.2 72.0 17.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
58 93 78 93 102 210 234
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 298,791
COMMITMENTS
60,825 49,055 32,661 156,777 137,683 250,263 219,399 48,528 79,392
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 10,631)
2,729 -4,977 3,552 5,204 15,282 11,485 13,857 -854 -3,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 16.4 10.9 52.5 46.1 83.8 73.4 16.2 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
94 96 90 97 111 240 265
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 168,801
COMMITMENTS
42,052 8,936 23,590 77,930 123,727 143,572 156,253 25,229 12,548
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,877)
-1,511 -626 1,723 1,248 -1,927 1,460 -830 -3,337 -1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 5.3 14.0 46.2 73.3 85.1 92.6 14.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
48 19 35 45 51 115 98
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 170,678
COMMITMENTS
43,563 9,562 21,867 76,682 125,654 142,112 157,083 28,566 13,595
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 5,596)
1,731 35 1,581 2,268 4,176 5,580 5,792 16 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 5.6 12.8 44.9 73.6 83.3 92.0 16.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
57 18 30 48 50 121 91
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 595,634
COMMITMENTS
85,206 119,681 7,958 390,773 290,083 483,937 417,722 111,697 177,912
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,351)
-7,676 -783 3,934 4,441 -2,286 699 865 652 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 20.1 1.3 65.6 48.7 81.2 70.1 18.8 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
23 36 23 62 69 99 114
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 594,283
COMMITMENTS
92,882 120,464 4,024 386,332 292,369 483,238 416,857 111,045 177,426
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 29,304)
13,305 19,857 285 8,640 -557 22,230 19,585 7,074 9,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 20.3 0.7 65.0 49.2 81.3 70.1 18.7 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
24 35 17 59 69 91 113
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 138,721
COMMITMENTS
18,847 21,102 14,799 72,498 77,128 106,144 113,029 32,577 25,692
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 3,289)
-1,714 2,381 -289 1,263 -738 -740 1,354 4,029 1,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 15.2 10.7 52.3 55.6 76.5 81.5 23.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
28 36 30 43 42 91 100
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 135,432
COMMITMENTS
20,561 18,721 15,088 71,235 77,866 106,884 111,675 28,548 23,757
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,081)
1,547 -1,051 -1,471 -687 96 -611 -2,426 -470 1,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 13.8 11.1 52.6 57.5 78.9 82.5 21.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
30 36 30 48 45 97 102
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,420
COMMITMENTS
2,494 738 801 2,502 4,619 5,797 6,158 1,623 1,262
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -54)
-130 15 -102 188 -177 -44 -264 -10 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 9.9 10.8 33.7 62.3 78.1 83.0 21.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 5 6 14 15 30 23
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,474
COMMITMENTS
2,624 723 903 2,314 4,796 5,841 6,422 1,633 1,052
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 122)
-113 -186 -23 67 284 -69 75 191 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 9.7 12.1 31.0 64.2 78.2 85.9 21.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 5 9 14 16 34 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 372,316
COMMITMENTS
101,461 97,277 2,097 193,658 165,637 297,216 265,011 75,100 107,305
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 17,236)
7,897 10,900 45 4,287 -1,692 12,229 9,253 5,007 7,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 26.1 0.6 52.0 44.5 79.8 71.2 20.2 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
23 26 5 46 49 71 78
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 355,080
COMMITMENTS
93,564 86,377 2,052 189,371 167,329 284,987 255,758 70,093 99,322
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 7,643)
760 5,683 -6 634 2,726 1,388 8,403 6,255 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 24.3 0.6 53.3 47.1 80.3 72.0 19.7 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
21 24 4 43 48 65 75
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,729,381
COMMITMENTS
349,595 432,913 36,675 1101705 862,563 1487975 1332151 241,406 397,230
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 51,150)
-53,192 67,336 3,796 81,436 -29,411 32,040 41,721 19,110 9,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 25.0 2.1 63.7 49.9 86.0 77.0 14.0 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
58 60 31 90 102 158 183
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,678,231
COMMITMENTS
402,787 365,577 32,879 1020269 891,974 1455935 1290430 222,296 387,801
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 51,861)
933 -18,064 5,325 20,504 34,736 26,762 21,997 25,099 29,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 21.8 2.0 60.8 53.1 86.8 76.9 13.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
72 51 36 93 106 173 185
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,409,649
COMMITMENTS
259,179 461,204 27,827 989,766 615,064 1276772 1104095 132,877 305,554
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 56,470)
4,948 37,345 1,818 51,481 267 58,247 39,430 -1,777 17,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 32.7 2.0 70.2 43.6 90.6 78.3 9.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
43 45 28 65 67 116 132
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,353,179
COMMITMENTS
254,231 423,859 26,009 938,285 614,797 1218525 1064665 134,654 288,514
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 48,643)
14,546 21,079 3,901 23,578 12,280 42,025 37,260 6,618 11,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 31.3 1.9 69.3 45.4 90.0 78.7 10.0 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
43 40 23 68 66 117 123
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 452,728
COMMITMENTS
156,746 105,379 65,271 185,862 245,933 407,879 416,583 44,849 36,145
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 29,701)
17,996 89 5,064 4,275 22,947 27,335 28,100 2,366 1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 23.3 14.4 41.1 54.3 90.1 92.0 9.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
35 28 31 54 50 109 90
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 423,027
COMMITMENTS
138,750 105,290 60,207 181,587 222,986 380,544 388,483 42,483 34,544
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 43,699)
26,160 13,196 8,456 12,867 15,088 47,483 36,740 -3,784 6,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 24.9 14.2 42.9 52.7 90.0 91.8 10.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
33 28 30 55 51 106 91
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,850
COMMITMENTS
4,841 8,985 12 25,780 17,207 30,633 26,204 7,217 11,646
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,572)
-1,039 1,845 10 2,194 -599 1,165 1,256 407 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 23.7 0.0 68.1 45.5 80.9 69.2 19.1 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 13 1 19 10 30 23
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 36,278
COMMITMENTS
5,880 7,140 2 23,586 17,806 29,468 24,948 6,810 11,330
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,338)
1,827 1,083 -1 152 -372 1,978 710 -640 628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 19.7 0.0 65.0 49.1 81.2 68.8 18.8 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 13 1 19 11 32 24
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,951
COMMITMENTS
28,373 27,237 539 20,768 28,479 49,680 56,255 17,271 10,696
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -2,731)
625 -8,098 -89 -2,018 5,336 -1,482 -2,851 -1,249 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 40.7 0.8 31.0 42.5 74.2 84.0 25.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
25 20 4 20 12 46 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,682
COMMITMENTS
27,748 35,335 628 22,786 23,143 51,162 59,106 18,520 10,576
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 9,288)
1,101 4,854 256 7,604 2,838 8,961 7,948 327 1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 50.7 0.9 32.7 33.2 73.4 84.8 26.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 28 5 21 12 49 43
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,398
COMMITMENTS
6,779 3,456 62 26,179 29,117 33,020 32,635 378 763
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,531)
-1,895 -144 0 394 -1,454 -1,501 -1,598 -30 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 10.3 0.2 78.4 87.2 98.9 97.7 1.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 12 3 17 21 26 34
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,929
COMMITMENTS
8,674 3,600 62 25,785 30,571 34,521 34,233 408 696
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,256)
0 -33 0 1,312 1,466 1,312 1,433 -56 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 10.3 0.2 73.8 87.5 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 15 3 16 21 25 37
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,531
COMMITMENTS
278 1,713 0 14,253 12,689 14,531 14,402 0 129
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 11.8 0.0 98.1 87.3 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 0 5 7 7 13
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,002
COMMITMENTS
661 2,444 465 13,183 9,294 14,309 12,203 5,693 7,799
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 240)
257 17 -28 47 100 276 89 -36 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 12.2 2.3 65.9 46.5 71.5 61.0 28.5 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 8 8 17 13 27 23
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,762
COMMITMENTS
404 2,427 493 13,136 9,194 14,033 12,114 5,729 7,648
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 765)
179 22 -29 206 516 356 509 409 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 12.3 2.5 66.5 46.5 71.0 61.3 29.0 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 8 7 17 13 26 22
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 112,411
COMMITMENTS
23,514 23,752 24,959 48,840 33,078 97,313 81,789 15,098 30,622
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 2,285)
-63 3,326 -114 1,936 -595 1,759 2,617 526 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 21.1 22.2 43.4 29.4 86.6 72.8 13.4 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
47 48 59 25 37 117 114
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 110,126
COMMITMENTS
23,577 20,426 25,073 46,904 33,673 95,554 79,172 14,572 30,954
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -8,651)
-3,350 -4,218 1,672 -3,108 -813 -4,786 -3,359 -3,865 -5,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 18.5 22.8 42.6 30.6 86.8 71.9 13.2 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
56 48 57 23 37 123 112
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,354
COMMITMENTS
517 392 57 216 132 790 581 564 773
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -79)
-162 -107 6 50 4 -106 -97 27 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 29.0 4.2 16.0 9.7 58.3 42.9 41.7 57.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 10 2 4 4 14 14
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,433
COMMITMENTS
679 499 51 166 128 896 678 537 755
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -281)
-354 -1 37 29 5 -288 41 7 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 34.8 3.6 11.6 8.9 62.5 47.3 37.5 52.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 11 2 3 3 14 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 168,332
COMMITMENTS
53,274 16,287 24,843 71,404 80,364 149,521 121,494 18,811 46,838
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 3,209)
2,234 -110 1,320 -16 1,872 3,538 3,082 -329 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 9.7 14.8 42.4 47.7 88.8 72.2 11.2 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
71 54 57 64 115 178 191
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 165,123
COMMITMENTS
51,040 16,397 23,523 71,420 78,492 145,983 118,412 19,140 46,711
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -3,876)
-3,450 -4,653 -857 1,252 1,873 -3,055 -3,637 -821 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 9.9 14.2 43.3 47.5 88.4 71.7 11.6 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
70 45 58 62 118 173 194
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,814
COMMITMENTS
968 763 211 811 1,271 1,990 2,245 1,824 1,569
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -82)
-80 -212 73 -27 179 -34 40 -48 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 20.0 5.5 21.3 33.3 52.2 58.9 47.8 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 16 6 14 18 30 36
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,896
COMMITMENTS
1,048 975 138 838 1,092 2,024 2,205 1,872 1,691
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 13)
-53 103 -46 13 1 -86 58 99 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 25.0 3.5 21.5 28.0 52.0 56.6 48.0 43.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 17 6 13 17 33 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,279
COMMITMENTS
11,726 3,564 2,904 7,436 7,791 22,066 14,259 5,213 13,020
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -200)
-408 561 -237 186 -333 -459 -9 259 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 13.1 10.6 27.3 28.6 80.9 52.3 19.1 47.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
45 19 20 38 45 98 73
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,479
COMMITMENTS
12,134 3,003 3,141 7,250 8,124 22,525 14,268 4,954 13,211
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,323)
-32 619 -1,066 283 -1,207 -815 -1,654 -508 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 10.9 11.4 26.4 29.6 82.0 51.9 18.0 48.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
41 21 22 38 43 97 73
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 104,625
COMMITMENTS
43,849 6,904 793 27,732 79,945 72,374 87,642 32,251 16,983
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -7,729)
-7,410 -1,543 12 937 -7,450 -6,461 -8,981 -1,268 1,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 6.6 0.8 26.5 76.4 69.2 83.8 30.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
29 14 5 19 24 50 41
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 112,354
COMMITMENTS
51,259 8,447 781 26,795 87,395 78,835 96,623 33,519 15,731
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,207)
727 1,506 -4 1,724 4,714 2,447 6,216 760 -3,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 7.5 0.7 23.8 77.8 70.2 86.0 29.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
32 14 4 19 25 52 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 66,764
COMMITMENTS
12,814 33,657 356 44,806 13,183 57,976 47,196 8,788 19,568
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -13,558)
-1,144 -11,283 356 -13,691 2,369 -14,479 -8,558 921 -5,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 50.4 0.5 67.1 19.7 86.8 70.7 13.2 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 25 3 15 9 24 34
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 80,322
COMMITMENTS
13,958 44,940 0 58,497 10,814 72,455 55,754 7,867 24,568
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 7,945)
386 6,081 0 6,211 -1,513 6,597 4,568 1,348 3,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 55.9 0.0 72.8 13.5 90.2 69.4 9.8 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 28 0 16 9 22 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 64,329
COMMITMENTS
26,719 12,048 20 31,075 46,847 57,814 58,915 6,515 5,414
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,229)
-180 5,459 20 664 -3,594 504 1,885 725 -656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 18.7 0.0 48.3 72.8 89.9 91.6 10.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
35 18 1 13 16 49 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 63,100
COMMITMENTS
26,899 6,589 0 30,411 50,441 57,310 57,030 5,790 6,070
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -12,477)
-26,544 1,080 -55 15,379 -13,414 -11,220 -12,389 -1,257 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 10.4 0.0 48.2 79.9 90.8 90.4 9.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
36 14 0 16 15 52 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 74,286
COMMITMENTS
12,541 26,582 180 44,302 29,131 57,023 55,893 17,263 18,393
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -9,443)
1,950 -5,059 176 -9,122 1,143 -6,996 -3,740 -2,447 -5,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 35.8 0.2 59.6 39.2 76.8 75.2 23.2 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 17 3 21 15 35 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 83,729
COMMITMENTS
10,591 31,641 4 53,424 27,988 64,019 59,633 19,710 24,096
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -5,671)
-3,125 -5,120 0 -2,949 -4,497 -6,074 -9,617 403 3,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 37.8 0.0 63.8 33.4 76.5 71.2 23.5 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 16 1 19 13 32 29
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 195,218
COMMITMENTS
20,098 86,780 100 147,875 76,634 168,073 163,514 27,145 31,704
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -4,460)
-116 -75 67 -2,008 3,816 -2,057 3,808 -2,403 -8,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 44.5 0.1 75.7 39.3 86.1 83.8 13.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
23 46 5 29 19 54 68
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 199,678
COMMITMENTS
20,214 86,855 33 149,883 72,818 170,130 159,706 29,548 39,972
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 23,517)
1,469 2,075 -10 20,378 16,470 21,837 18,535 1,680 4,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 43.5 0.0 75.1 36.5 85.2 80.0 14.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
22 45 2 28 19 51 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 151,243
COMMITMENTS
20,794 23,352 1,672 77,812 70,441 100,278 95,465 50,965 55,778
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 6,822)
-4,444 -1,031 909 4,740 2,126 1,205 2,004 5,617 4,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 15.4 1.1 51.4 46.6 66.3 63.1 33.7 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
32 27 6 30 26 63 59
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 144,421
COMMITMENTS
25,238 24,383 763 73,072 68,315 99,073 93,461 45,348 50,960
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 13,423)
-4,865 -928 -482 11,792 9,674 6,445 8,264 6,978 5,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 16.9 0.5 50.6 47.3 68.6 64.7 31.4 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
36 30 7 28 25 67 59
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 10,099
COMMITMENTS
6,208 508 0 2,353 8,421 8,561 8,929 1,538 1,170
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 661)
616 0 0 -146 566 470 566 191 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.5 5.0 0.0 23.3 83.4 84.8 88.4 15.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 0 6 8 11 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 38,653
COMMITMENTS
8,946 721 450 24,483 32,035 33,879 33,206 4,774 5,447
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 8,860)
93 -1,126 0 7,770 9,822 7,863 8,696 997 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 1.9 1.2 63.3 82.9 87.6 85.9 12.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 1 10 13 14 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 29,793
COMMITMENTS
8,853 1,847 450 16,713 22,213 26,016 24,510 3,777 5,283
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -11,278)
-752 -940 -910 -6,538 -7,044 -8,200 -8,894 -3,078 -2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 6.2 1.5 56.1 74.6 87.3 82.3 12.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 1 8 11 12 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,686,840
COMMITMENTS
872,633 1064936 1154879 5726433 5000430 7753945 7220245 932,895 1466595
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 260,008)
-48,286 -4,538 31,641 218,066 179,237 201,421 206,340 58,587 53,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 12.3 13.3 65.9 57.6 89.3 83.1 10.7 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
51 70 89 123 143 223 262
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,426,832
COMMITMENTS
920,919 1069474 1123238 5508367 4821193 7552524 7013905 874,308 1412927
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 74,836)
-9,200 -18,257 35,157 76,977 48,389 102,934 65,289 -28,098 9,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 12.7 13.3 65.4 57.2 89.6 83.2 10.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
52 71 91 119 140 218 261
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 653,048
COMMITMENTS
59,764 69,179 1,600 466,880 466,894 528,244 537,673 124,804 115,375
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 8,382)
-958 1,482 -33 6,670 -1,898 5,679 -449 2,703 8,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 10.6 0.2 71.5 71.5 80.9 82.3 19.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
37 35 12 83 59 126 100
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 644,666
COMMITMENTS
60,722 67,697 1,633 460,210 468,792 522,565 538,122 122,101 106,544
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 9,663)
7,288 1,877 -220 8,156 -2,708 15,224 -1,051 -5,561 10,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 10.5 0.3 71.4 72.7 81.1 83.5 18.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
35 43 13 83 62 128 108
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,119,100
COMMITMENTS
140,596 362,717 11,375 654,525 611,137 806,496 985,229 312,604 133,871
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 68,992)
-11,821 60,291 -1,251 44,889 -15,785 31,817 43,255 37,175 25,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 32.4 1.0 58.5 54.6 72.1 88.0 27.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
44 58 18 62 60 116 126
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,050,108
COMMITMENTS
152,417 302,426 12,626 609,636 626,922 774,679 941,974 275,429 108,134
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 66,657)
-44,400 46,414 -5,351 57,967 19,945 8,216 61,008 58,441 5,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 28.8 1.2 58.1 59.7 73.8 89.7 26.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
43 56 16 62 56 114 119
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,938
COMMITMENTS
1,242 661 0 6,807 11,133 8,049 11,794 4,889 1,144
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -5)
3 -27 0 -1 0 2 -27 -7 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 5.1 0.0 52.6 86.0 62.2 91.2 37.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 0 19 15 21 17
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,943
COMMITMENTS
1,239 688 0 6,808 11,133 8,047 11,821 4,896 1,122
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 151)
48 261 0 1 -145 49 116 102 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 5.3 0.0 52.6 86.0 62.2 91.3 37.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 0 19 15 21 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 35,342
COMMITMENTS
6,299 6,322 0 24,957 21,589 31,256 27,911 4,086 7,431
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 809)
226 434 0 444 76 670 510 139 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 17.9 0.0 70.6 61.1 88.4 79.0 11.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 6 0 18 17 22 23
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 34,533
COMMITMENTS
6,073 5,888 0 24,513 21,513 30,586 27,401 3,947 7,132
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 125)
-1,568 889 0 883 -1,573 -685 -684 810 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 17.1 0.0 71.0 62.3 88.6 79.3 11.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 6 0 19 20 23 26
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,890
COMMITMENTS
9,011 13,154 754 33,392 39,280 43,157 53,188 19,733 9,702
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,189)
907 -2,922 754 -457 361 1,204 -1,807 -2,393 618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 20.9 1.2 53.1 62.5 68.6 84.6 31.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 18 2 33 24 46 43
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,079
COMMITMENTS
8,104 16,076 0 33,849 38,919 41,953 54,995 22,126 9,084
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 4,410)
777 3,837 -1,004 3,853 2,014 3,626 4,847 784 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 25.1 0.0 52.8 60.7 65.5 85.8 34.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
12 21 0 33 27 45 48
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 403,547
COMMITMENTS
70,935 185,213 9,575 304,916 133,994 385,426 328,782 18,121 74,765
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -9,040)
-2,949 -20,790 6,917 -13,189 19,855 -9,221 5,982 181 -15,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 45.9 2.4 75.6 33.2 95.5 81.5 4.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
46 88 9 45 38 99 127
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 412,587
COMMITMENTS
73,884 206,003 2,658 318,105 114,139 394,647 322,800 17,940 89,787
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 65,606)
-25,378 48,974 -413 95,046 7,193 69,255 55,754 -3,649 9,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 49.9 0.6 77.1 27.7 95.7 78.2 4.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
50 69 9 45 36 102 107
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 59,833
COMMITMENTS
15,562 7,648 0 27,250 41,155 42,812 48,803 17,021 11,030
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -4,064)
-3,831 -683 0 -948 -2,478 -4,779 -3,161 715 -903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 12.8 0.0 45.5 68.8 71.6 81.6 28.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 6 0 11 15 21 21
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 63,897
COMMITMENTS
19,393 8,331 0 28,198 43,633 47,591 51,964 16,306 11,933
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,769)
549 6,415 0 6,476 -5,331 7,025 1,084 -3,256 2,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 13.0 0.0 44.1 68.3 74.5 81.3 25.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 8 0 11 15 21 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,433
COMMITMENTS
852 7,087 0 31,123 22,762 31,975 29,849 3,458 5,584
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 974)
109 -4 0 1,581 20 1,690 16 -716 958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 20.0 0.0 87.8 64.2 90.2 84.2 9.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
2 16 0 32 27 34 43
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,459
COMMITMENTS
743 7,091 0 29,542 22,742 30,285 29,833 4,174 4,626
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 651)
-123 744 0 1,803 17 1,680 761 -1,029 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 20.6 0.0 85.7 66.0 87.9 86.6 12.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
1 17 0 31 27 32 44
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 282,186
COMMITMENTS
13,624 69,934 1,392 255,648 199,699 270,664 271,025 11,522 11,161
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 16,188)
562 7,048 -36 12,114 11,269 12,640 18,281 3,548 -2,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 24.8 0.5 90.6 70.8 95.9 96.0 4.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
15 52 6 41 49 60 103
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 265,998
COMMITMENTS
13,062 62,886 1,428 243,534 188,430 258,024 252,744 7,974 13,254
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 10,104)
512 6,437 -291 12,785 10,312 13,006 16,458 -2,902 -6,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 23.6 0.5 91.6 70.8 97.0 95.0 3.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
13 52 5 39 47 56 100
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 58,092
COMMITMENTS
16,458 17,330 630 28,322 33,398 45,410 51,358 12,682 6,734
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -859)
-599 -119 -95 -1,051 -462 -1,745 -676 886 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 29.8 1.1 48.8 57.5 78.2 88.4 21.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
26 20 3 22 23 49 45
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 58,951
COMMITMENTS
17,057 17,449 725 29,373 33,860 47,155 52,034 11,796 6,917
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,174)
-644 -3 -391 2,456 2,402 1,421 2,008 -247 -834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 29.6 1.2 49.8 57.4 80.0 88.3 20.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
28 22 3 20 23 49 47
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,146
COMMITMENTS
9,985 1,531 0 21,591 4,583 31,576 6,114 4,570 30,032
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,036)
-353 20 0 -1,555 1,010 -1,908 1,030 872 -2,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 4.2 0.0 59.7 12.7 87.4 16.9 12.6 83.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 2 0 9 10 21 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,182
COMMITMENTS
10,338 1,511 0 23,146 3,573 33,484 5,084 3,698 32,098
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -2,839)
-247 -559 -145 353 440 -39 -264 -2,800 -2,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 4.1 0.0 62.3 9.6 90.1 13.7 9.9 86.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 2 0 9 8 24 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,564
COMMITMENTS
1,609 2,094 0 17,087 28,732 18,696 30,826 16,868 4,738
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,696)
0 -20 0 503 744 503 724 1,193 972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 5.9 0.0 48.0 80.8 52.6 86.7 47.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 9 0 18 26 21 35
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 33,868
COMMITMENTS
1,609 2,114 0 16,584 27,988 18,193 30,102 15,675 3,766
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,017)
0 -605 0 653 653 653 48 364 969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 6.2 0.0 49.0 82.6 53.7 88.9 46.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 11 0 18 27 21 38
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 138,960
COMMITMENTS
66,256 12,135 14,317 25,901 101,417 106,474 127,869 32,486 11,091
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -3,570)
-26 99 1,027 -690 1,633 311 2,759 -3,881 -6,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 8.7 10.3 18.6 73.0 76.6 92.0 23.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
101 40 29 17 37 124 102
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 142,530
COMMITMENTS
66,282 12,036 13,290 26,591 99,784 106,163 125,110 36,367 17,420
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 8,095)
3,399 520 14 553 3,150 3,966 3,684 4,129 4,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 8.4 9.3 18.7 70.0 74.5 87.8 25.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
96 43 27 17 38 122 100
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 102,512
COMMITMENTS
31,662 30,431 11,079 44,683 46,877 87,424 88,387 15,088 14,125
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -4,915)
-6,843 -748 -175 1,248 -5,371 -5,770 -6,294 855 1,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 29.7 10.8 43.6 45.7 85.3 86.2 14.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
69 67 43 46 38 147 127
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 107,427
COMMITMENTS
38,505 31,179 11,254 43,435 52,248 93,194 94,681 14,233 12,746
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -4,202)
-4,662 -877 -106 581 -2,190 -4,187 -3,173 -15 -1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 29.0 10.5 40.4 48.6 86.8 88.1 13.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
69 71 42 47 41 146 133
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 339,388
COMMITMENTS
206,809 53,457 30,260 54,314 235,105 291,383 318,822 48,005 20,566
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -23,311)
-17,615 -543 11 2,666 -16,050 -14,938 -16,582 -8,373 -6,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.9 15.8 8.9 16.0 69.3 85.9 93.9 14.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
145 77 36 28 43 193 141
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 362,699
COMMITMENTS
224,424 54,000 30,249 51,648 251,155 306,321 335,404 56,378 27,295
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -8,145)
-9,636 -2,650 1,279 2,097 -11,110 -6,260 -12,481 -1,885 4,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.9 14.9 8.3 14.2 69.2 84.5 92.5 15.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
147 74 29 30 46 195 135
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,914
COMMITMENTS
5,184 1,291 964 3,585 8,276 9,733 10,531 2,181 1,383
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,124)
-152 24 -88 168 -413 -72 -477 -1,052 -647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 10.8 8.1 30.1 69.5 81.7 88.4 18.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 4 15 7 6 39 22
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 13,038
COMMITMENTS
5,336 1,267 1,052 3,417 8,689 9,805 11,008 3,233 2,030
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,391)
146 -176 0 698 1,037 844 861 547 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 9.7 8.1 26.2 66.6 75.2 84.4 24.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
20 3 15 6 6 40 22
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 124,652
COMMITMENTS
52,333 6,732 7,285 51,035 86,219 110,653 100,236 13,999 24,416
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 3,861)
-2,115 -727 1,226 5,259 2,463 4,370 2,962 -509 899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 5.4 5.8 40.9 69.2 88.8 80.4 11.2 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
67 25 34 56 68 137 115
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 120,791
COMMITMENTS
54,448 7,459 6,059 45,776 83,756 106,283 97,274 14,508 23,517
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 5,863)
6,605 -442 2,386 3,881 2,637 12,872 4,581 -7,009 1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.1 6.2 5.0 37.9 69.3 88.0 80.5 12.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
61 25 24 54 70 128 107
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 36,280
COMMITMENTS
10,179 160 1,076 15,898 26,005 27,153 27,241 9,127 9,039
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 607)
-806 -562 254 1,384 829 832 521 -225 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 0.4 3.0 43.8 71.7 74.8 75.1 25.2 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
21 2 6 20 17 43 23
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 35,673
COMMITMENTS
10,985 722 822 14,514 25,176 26,321 26,720 9,352 8,953
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,776)
1,134 442 435 -186 929 1,383 1,806 393 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 2.0 2.3 40.7 70.6 73.8 74.9 26.2 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 6 5 18 16 42 24
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 122,819
COMMITMENTS
31,133 23,046 7,707 68,205 83,039 107,045 113,792 15,774 9,027
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -113)
-2,977 244 -977 1,207 -1,185 -2,747 -1,918 2,634 1,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 18.8 6.3 55.5 67.6 87.2 92.7 12.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
81 50 49 50 65 169 138
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 122,932
COMMITMENTS
34,110 22,802 8,684 66,998 84,224 109,792 115,710 13,140 7,222
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 7,275)
8,105 -760 251 162 8,818 8,518 8,309 -1,243 -1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 18.5 7.1 54.5 68.5 89.3 94.1 10.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
82 48 48 46 62 162 136
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,056
COMMITMENTS
13,779 3,619 3,707 9,509 21,833 26,995 29,159 4,061 1,897
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 3,075)
1,379 -1,624 1,551 386 2,834 3,316 2,761 -241 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 11.7 11.9 30.6 70.3 86.9 93.9 13.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
63 23 26 20 20 97 57
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,981
COMMITMENTS
12,400 5,243 2,156 9,123 18,999 23,679 26,398 4,302 1,583
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 428)
1,395 386 -5 -1,737 242 -347 623 775 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 18.7 7.7 32.6 67.9 84.6 94.3 15.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
54 20 17 19 17 82 45
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 136,221
COMMITMENTS
31,135 32,377 1,357 94,113 96,041 126,605 129,775 9,616 6,446
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 2,368)
1,204 2,450 -511 910 -574 1,603 1,365 765 1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 23.8 1.0 69.1 70.5 92.9 95.3 7.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
57 48 9 55 38 115 93
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 133,853
COMMITMENTS
29,931 29,927 1,868 93,203 96,615 125,002 128,410 8,851 5,443
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 4,711)
2,737 -176 755 690 5,297 4,182 5,876 529 -1,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 22.4 1.4 69.6 72.2 93.4 95.9 6.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
56 47 13 54 38 116 94
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 472,662
COMMITMENTS
167,350 37,638 31,167 203,848 371,546 402,365 440,351 70,297 32,311
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -3,106)
1,739 -2,073 1,523 -1,531 -3,433 1,731 -3,983 -4,837 877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 8.0 6.6 43.1 78.6 85.1 93.2 14.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
67 30 31 55 56 144 97
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 475,768
COMMITMENTS
165,611 39,711 29,644 205,379 374,979 400,634 444,334 75,134 31,434
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 19,423)
-5,174 3,677 -416 23,525 21,235 17,935 24,496 1,488 -5,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 8.3 6.2 43.2 78.8 84.2 93.4 15.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
64 30 33 50 52 138 94
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 84,812
COMMITMENTS
19,481 15,222 9,887 46,664 54,389 76,032 79,498 8,780 5,314
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,056)
1,521 -844 132 -156 2,615 1,497 1,903 -2,553 -2,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 17.9 11.7 55.0 64.1 89.6 93.7 10.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
84 79 56 85 78 211 180
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 85,868
COMMITMENTS
17,960 16,066 9,755 46,820 51,774 74,535 77,595 11,333 8,273
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,994)
-1,670 -3,711 -1,584 -561 1,730 -3,815 -3,565 1,821 1,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 18.7 11.4 54.5 60.3 86.8 90.4 13.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
88 75 55 90 80 214 182
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 34,050
COMMITMENTS
27,806 3,573 2,188 1,310 26,628 31,304 32,389 2,746 1,661
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 9,811)
10,780 230 166 344 9,587 11,290 9,983 -1,479 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.7 10.5 6.4 3.8 78.2 91.9 95.1 8.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
38 12 8 7 9 48 27
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,239
COMMITMENTS
17,026 3,343 2,022 966 17,041 20,014 22,406 4,225 1,833
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,551)
3,320 -1,847 -1,184 -191 6,397 1,945 3,366 1,606 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.2 13.8 8.3 4.0 70.3 82.6 92.4 17.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
35 9 2 7 6 43 17
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 21,429
COMMITMENTS
13,074 1,509 0 3,244 16,289 16,318 17,798 5,111 3,631
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.0 7.0 0.0 15.1 76.0 76.1 83.1 23.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 2 0 3 10 10 12
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 173,333
COMMITMENTS
17,619 24,429 22,654 101,686 99,889 141,959 146,972 31,374 26,361
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,895)
-2,070 154 410 593 -7,960 -1,067 -7,396 -828 5,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 14.1 13.1 58.7 57.6 81.9 84.8 18.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
31 33 40 69 64 122 116
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 175,228
COMMITMENTS
19,689 24,275 22,244 101,093 107,849 143,026 154,368 32,202 20,860
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 2,718)
-671 3,019 1,264 3,665 236 4,258 4,519 -1,540 -1,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 13.9 12.7 57.7 61.5 81.6 88.1 18.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
33 29 39 68 63 120 114
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 559,253
COMMITMENTS
68,186 85,997 178,148 243,261 260,481 489,595 524,626 69,658 34,627
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 3,154)
11,822 5,578 -9,343 -3,189 -1,812 -710 -5,577 3,864 8,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 15.4 31.9 43.5 46.6 87.5 93.8 12.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
57 47 69 88 78 186 156
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 556,099
COMMITMENTS
56,364 80,419 187,491 246,450 262,293 490,305 530,203 65,794 25,896
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -803)
-1,033 5,574 245 4,581 -1,222 3,793 4,597 -4,596 -5,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 14.5 33.7 44.3 47.2 88.2 95.3 11.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
54 41 68 92 79 182 154
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,426
COMMITMENTS
2,538 0 698 30,330 36,034 33,566 36,732 6,860 3,694
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.0 1.7 75.0 89.1 83.0 90.9 17.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 13 15 14
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,534
COMMITMENTS
0 7,929 1,429 30,475 19,952 31,904 29,310 6,630 9,224
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 20.6 3.7 79.1 51.8 82.8 76.1 17.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 17 14 19 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,073
COMMITMENTS
8,045 3,697 2,300 83,349 85,188 93,694 91,185 8,379 10,888
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 811)
-455 -151 -2 2,553 172 2,096 19 -1,285 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 3.6 2.3 81.7 83.5 91.8 89.3 8.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 4 26 26 31 31
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,262
COMMITMENTS
8,500 3,848 2,302 80,796 85,016 91,598 91,166 9,664 10,096
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 822)
-762 604 -906 2,788 1,430 1,120 1,128 -298 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 3.8 2.3 79.8 84.0 90.5 90.0 9.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 4 25 26 30 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,047
COMMITMENTS
5,899 8,332 0 42,925 39,697 48,824 48,029 6,223 7,018
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -172)
0 0 0 80 106 80 106 -252 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 15.1 0.0 78.0 72.1 88.7 87.3 11.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 0 14 16 16 18
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,219
COMMITMENTS
5,899 8,332 0 42,845 39,591 48,744 47,923 6,475 7,296
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 15.1 0.0 77.6 71.7 88.3 86.8 11.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 0 13 14 15 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,242
COMMITMENTS
302 20,100 1,816 68,122 52,808 70,240 74,724 7,002 2,518
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 7,033)
300 -500 267 5,932 7,235 6,499 7,002 534 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 26.0 2.4 88.2 68.4 90.9 96.7 9.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 4 18 18 23 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,209
COMMITMENTS
2 20,600 1,549 62,190 45,573 63,741 67,722 6,468 2,487
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,828)
0 -1,306 -699 1,855 4,479 1,156 2,474 672 -646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 29.3 2.2 88.6 64.9 90.8 96.5 9.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 4 18 18 22 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,768
COMMITMENTS
25,498 7,765 4,090 37,285 53,618 66,873 65,473 5,895 7,295
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 2,512)
249 -3,481 1,292 2,905 4,321 4,446 2,132 -1,934 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 10.7 5.6 51.2 73.7 91.9 90.0 8.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 4 3 18 19 22 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,256
COMMITMENTS
25,249 11,246 2,798 34,380 49,297 62,427 63,341 7,829 6,915
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 2,078)
3,180 -1,680 -1,042 -314 3,960 1,824 1,238 254 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 16.0 4.0 48.9 70.2 88.9 90.2 11.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 5 3 16 16 20 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,378
COMMITMENTS
0 4,280 1,125 62,858 50,808 63,983 56,213 1,395 9,165
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,488)
0 -332 -202 2,542 2,360 2,340 1,826 -852 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 1.7 96.1 77.7 97.9 86.0 2.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 20 18 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,890
COMMITMENTS
0 4,612 1,327 60,316 48,448 61,643 54,387 2,247 9,503
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 849)
0 -1,293 990 344 1,237 1,334 934 -485 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.2 2.1 94.4 75.8 96.5 85.1 3.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 18 17 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,450
COMMITMENTS
0 8,534 2,958 58,475 50,830 61,433 62,322 6,017 5,128
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,922)
0 -312 330 3,246 4,693 3,576 4,711 -1,654 -2,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.7 4.4 86.7 75.4 91.1 92.4 8.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 22 17 24 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,528
COMMITMENTS
0 8,846 2,628 55,229 46,137 57,857 57,611 7,671 7,917
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 923)
0 -1,696 1,426 -24 1,068 1,402 798 -479 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.5 4.0 84.3 70.4 88.3 87.9 11.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 13 22 15
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,663
COMMITMENTS
0 2,145 644 37,919 39,190 38,563 41,979 8,100 4,684
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 762)
0 -96 204 708 502 912 610 -150 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.6 1.4 81.3 84.0 82.6 90.0 17.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 14 13 15 14
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,901
COMMITMENTS
0 2,241 440 37,211 38,688 37,651 41,369 8,250 4,532
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 2,050)
0 308 278 1,772 1,464 2,050 2,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.9 1.0 81.1 84.3 82.0 90.1 18.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 12 14 13
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,521
COMMITMENTS
6,371 70 5,644 37,561 45,274 49,576 50,988 7,945 6,533
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -322)
330 -1,328 -330 313 1,413 313 -245 -635 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 0.1 9.8 65.3 78.7 86.2 88.6 13.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 19 19 22 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,843
COMMITMENTS
6,041 1,398 5,974 37,248 43,861 49,263 51,233 8,580 6,610
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 802)
-1,510 0 1,510 -233 -560 -233 950 1,035 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 2.4 10.3 64.4 75.8 85.2 88.6 14.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 16 19 19 23
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,839
COMMITMENTS
2,048 0 5,682 32,661 30,668 40,391 36,350 7,448 11,489
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 11.9 68.3 64.1 84.4 76.0 15.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 13 13 15 15
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,101
COMMITMENTS
22,302 2,160 120 44,011 65,819 66,433 68,099 2,668 1,002
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 3.1 0.2 63.7 95.3 96.1 98.5 3.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 1 13 15 15 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,394,487
COMMITMENTS
354,189 90,145 248,591 770,755 1044424 1373535 1383160 20,952 11,327
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 30,272)
11,802 7,484 1 20,481 26,328 32,284 33,813 -2,012 -3,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 6.5 17.8 55.3 74.9 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
29 10 30 92 82 128 115
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,364,215
COMMITMENTS
342,387 82,661 248,590 750,274 1018096 1341251 1349347 22,964 14,868
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 63,973)
-5,699 5,404 26,347 39,326 28,499 59,974 60,250 3,999 3,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 6.1 18.2 55.0 74.6 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
28 12 34 87 78 125 114
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 276,118
COMMITMENTS
62,483 84,564 67,729 143,343 122,492 273,555 274,785 2,563 1,333
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 25,441)
-8,143 12,595 11,387 23,113 2,126 26,357 26,108 -916 -667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 30.6 24.5 51.9 44.4 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 8 18 32 30 53 49
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 250,677
COMMITMENTS
70,626 71,969 56,342 120,230 120,366 247,198 248,677 3,479 2,000
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 20,980)
1,819 19,835 896 18,115 172 20,830 20,903 150 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 28.7 22.5 48.0 48.0 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 9 15 27 26 45 42
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 76,847
COMMITMENTS
26,850 9,800 10,786 39,023 56,181 76,659 76,767 188 80
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 747)
-760 -660 724 803 1,043 767 1,107 -20 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 12.8 14.0 50.8 73.1 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 6 9 36 42 46 51
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 76,100
COMMITMENTS
27,610 10,460 10,062 38,220 55,138 75,892 75,660 208 440
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -183)
1,500 1,400 -620 -463 -1,243 417 -463 -600 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 13.7 13.2 50.2 72.5 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 6 9 35 40 45 49
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,730
COMMITMENTS
6,085 4,848 2,050 19,489 20,217 27,624 27,115 106 615
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 132)
900 0 -468 -300 600 132 132 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 17.5 7.4 70.3 72.9 99.6 97.8 0.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 5 22 23 29 28
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,598
COMMITMENTS
5,185 4,848 2,518 19,789 19,617 27,492 26,983 106 615
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 568)
1,484 -40 40 -1,062 462 462 462 106 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 17.6 9.1 71.7 71.1 99.6 97.8 0.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 6 20 23 27 29
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,407
COMMITMENTS
743 3,459 2,454 6,210 3,494 9,407 9,407 0 0
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 164)
0 164 0 164 0 164 164 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 36.8 26.1 66.0 37.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 3 14 9 19 13
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,243
COMMITMENTS
743 3,295 2,454 6,046 3,494 9,243 9,243 0 0
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 445)
59 689 4 382 -248 445 445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 35.6 26.5 65.4 37.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 3 14 9 19 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,630
COMMITMENTS
3,472 3,680 1,900 11,718 11,562 17,090 17,142 540 488
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 100)
572 -188 -72 -520 132 -20 -128 120 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 20.9 10.8 66.5 65.6 96.9 97.2 3.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 7 19 21 27 28
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,530
COMMITMENTS
2,900 3,868 1,972 12,238 11,430 17,110 17,270 420 260
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -60)
-240 -120 120 20 -10 -100 -10 40 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 22.1 11.2 69.8 65.2 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 7 20 21 27 28
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,866
COMMITMENTS
11,360 120 1,530 11,348 22,984 24,238 24,634 628 232
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 500)
0 0 0 730 560 730 560 -230 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.7 0.5 6.2 45.6 92.4 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 23 26 26 29
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,366
COMMITMENTS
11,360 120 1,530 10,618 22,424 23,508 24,074 858 292
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 90)
-50 0 50 260 0 260 50 -170 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 0.5 6.3 43.6 92.0 96.5 98.8 3.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 22 25 25 28
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,896
COMMITMENTS
1,630 120 820 7,422 8,896 9,872 9,836 24 60
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 240)
0 0 0 520 280 520 280 -280 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 1.2 8.3 75.0 89.9 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 16 12 18 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,656
COMMITMENTS
1,630 120 820 6,902 8,616 9,352 9,556 304 100
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 510)
-310 0 0 540 690 230 690 280 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 1.2 8.5 71.5 89.2 96.9 99.0 3.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 16 11 18 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 817,409
COMMITMENTS
120,653 158,737 123,620 523,109 464,980 767,382 747,337 50,027 70,072
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -42,730)
-3,250 8,716 -10,247 -26,802 -38,159 -40,299 -39,690 -2,431 -3,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 19.4 15.1 64.0 56.9 93.9 91.4 6.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
46 103 82 76 78 184 204
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 860,139
COMMITMENTS
123,903 150,021 133,867 549,911 503,139 807,681 787,027 52,458 73,112
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 7,770)
17,028 2,576 -8,261 4,099 17,286 12,866 11,601 -5,096 -3,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 17.4 15.6 63.9 58.5 93.9 91.5 6.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
55 95 92 79 80 195 211
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,905
COMMITMENTS
9,385 2,250 176 1,475 10,779 11,036 13,205 2,869 700
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 650)
312 -213 11 44 615 367 413 283 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.5 16.2 1.3 10.6 77.5 79.4 95.0 20.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
62 10 2 10 27 74 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,255
COMMITMENTS
9,073 2,463 165 1,431 10,164 10,669 12,792 2,586 463
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 139)
443 -505 -15 31 628 459 108 -320 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.4 18.6 1.2 10.8 76.7 80.5 96.5 19.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
63 10 3 11 27 76 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,774
COMMITMENTS
9,834 564 47 678 10,804 10,559 11,415 2,215 1,359
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 214)
473 28 35 -170 134 338 197 -124 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.0 4.4 0.4 5.3 84.6 82.7 89.4 17.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
32 6 2 10 18 43 25
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,560
COMMITMENTS
9,361 536 12 848 10,670 10,221 11,218 2,339 1,342
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -895)
-975 -19 0 295 -842 -680 -861 -215 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.5 4.3 0.1 6.8 85.0 81.4 89.3 18.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
27 5 1 12 20 39 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 138,601
COMMITMENTS
28,461 3,052 12,293 86,308 113,086 127,062 128,431 11,539 10,170
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 4,833)
826 -845 1,316 3,565 3,578 5,707 4,049 -874 784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 2.2 8.9 62.3 81.6 91.7 92.7 8.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
48 13 34 68 76 130 111
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 133,768
COMMITMENTS
27,635 3,897 10,977 82,743 109,508 121,355 124,382 12,413 9,386
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,040)
1,367 1,492 -1,331 1,337 -329 1,373 -168 -2,413 -872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 2.9 8.2 61.9 81.9 90.7 93.0 9.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
48 13 33 62 74 121 111
Updated November 4, 2005