WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 316,660: 43,297 87,630 52,050 193,785 139,063 289,132 278,743: 27,528 37,917
Old : 293,150: 43,026 88,057 42,853 181,227 130,454 267,106 261,364: 26,044 31,786
Other: 23,510: 8,554 7,856 914 12,558 8,609 22,026 17,378: 1,484 6,132
: : :
: : Changes in Commitments from: September 13, 2005 :
: 4,364: -5,637 -814 5,055 4,772 164 4,190 4,406: 174 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 27.7 16.4 61.2 43.9 91.3 88.0: 8.7 12.0
Old : 100.0: 14.7 30.0 14.6 61.8 44.5 91.1 89.2: 8.9 10.8
Other: 100.0: 36.4 33.4 3.9 53.4 36.6 93.7 73.9: 6.3 26.1
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 79 116 89 52 64 183 225:
Old : 275: 81 118 81 49 57 173 216:
Other: 109: 33 27 16 14 45 55 80:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 27.7 45.1 36.1 29.2 22.5 41.3 27.9
Old : 31.5 29.8 46.2 37.1 31.5 26.5 44.7 32.8
Other: 50.5 37.1 64.7 44.5 50.4 35.6 64.6 43.0
WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 312,296: 48,934 88,443 46,995 189,013 138,899 284,942 274,337: 27,354 37,959
Old : 292,830: 47,717 85,095 41,435 178,232 133,568 267,385 260,099: 25,445 32,731
Other: 19,466: 6,075 8,207 701 10,781 5,330 17,557 14,238: 1,909 5,228
: : :
: : Changes in Commitments from: September 6, 2005 :
: 18,432: 5,805 118 6,375 4,479 9,279 16,658 15,772: 1,773 2,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 28.3 15.0 60.5 44.5 91.2 87.8: 8.8 12.2
Old : 100.0: 16.3 29.1 14.1 60.9 45.6 91.3 88.8: 8.7 11.2
Other: 100.0: 31.2 42.2 3.6 55.4 27.4 90.2 73.1: 9.8 26.9
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 88 107 87 49 61 185 217:
Old : 277: 82 119 82 47 57 178 213:
Other: 97: 30 22 13 12 42 47 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 29.5 44.8 38.1 29.7 24.0 41.7 29.7
Old : 31.6 31.3 45.4 38.8 31.6 27.6 44.4 33.8
Other: 52.6 37.6 66.1 45.1 52.6 37.2 65.5 44.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 896,292: 119,573 144,501 155,960 476,699 383,980 752,232 684,441: 144,060 211,851
Old : 850,235: 107,882 150,684 140,288 466,542 360,825 714,712 651,797: 135,523 198,439
Other: 46,057: 20,531 2,657 6,833 10,157 23,155 37,520 32,644: 8,537 13,413
: : :
: : Changes in Commitments from: September 13, 2005 :
: 5,937: 1,174 -1,099 11,525 -4,992 -3,554 7,707 6,872: -1,769 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 16.1 17.4 53.2 42.8 83.9 76.4: 16.1 23.6
Old : 100.0: 12.7 17.7 16.5 54.9 42.4 84.1 76.7: 15.9 23.3
Other: 100.0: 44.6 5.8 14.8 22.1 50.3 81.5 70.9: 18.5 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 573: 140 143 145 218 230 435 450:
Old : 570: 129 157 138 215 228 427 444:
Other: 240: 51 33 23 42 130 105 174:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 15.6 28.2 20.7 18.3 13.7 26.9 17.9
Old : 19.9 15.1 29.7 20.5 19.2 13.2 28.3 17.6
Other: 19.3 30.5 30.9 37.4 17.4 26.7 27.9 31.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 890,355: 118,399 145,600 144,435 481,691 387,535 744,525 677,570: 145,830 212,785
Old : 847,565: 106,731 151,349 130,549 472,892 365,643 710,171 647,540: 137,394 200,025
Other: 42,790: 20,259 2,841 5,296 8,799 21,892 34,354 30,029: 8,436 12,761
: : :
: : Changes in Commitments from: September 6, 2005 :
: 8,513: -15,389 12,999 3,747 19,293 -11,790 7,651 4,956: 862 3,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 16.4 16.2 54.1 43.5 83.6 76.1: 16.4 23.9
Old : 100.0: 12.6 17.9 15.4 55.8 43.1 83.8 76.4: 16.2 23.6
Other: 100.0: 47.3 6.6 12.4 20.6 51.2 80.3 70.2: 19.7 29.8
: : :
:# Traders : Number of Traders in Each Category :
All : 575: 151 132 149 218 231 437 453:
Old : 573: 146 142 142 216 230 431 448:
Other: 242: 48 38 21 38 130 99 177:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 16.0 29.4 21.2 19.7 14.2 27.9 18.4
Old : 21.1 15.6 30.8 21.0 20.6 13.7 29.2 18.0
Other: 19.8 30.2 31.8 36.5 18.1 28.3 29.2 33.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,731: 2,280 609 516 1,620 3,930 4,416 5,055: 2,314 1,675
Old : 6,729: 2,280 609 516 1,619 3,929 4,415 5,054: 2,313 1,674
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: September 13, 2005 :
: -102: 86 114 -19 -135 -118 -68 -23: -35 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 9.0 7.7 24.1 58.4 65.6 75.1: 34.4 24.9
Old : 100.0: 33.9 9.1 7.7 24.1 58.4 65.6 75.1: 34.4 24.9
Other: 100.0: 0.0 0.0 0.0 50.0 50.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 10 8 5 8 16 21 26:
Old : 37: 10 8 5 8 16 21 26:
Other: 1: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 31.8 47.8 47.8 31.4 30.0 42.0 43.5
Old : 32.0 31.8 47.8 47.8 31.4 30.0 42.0 43.5
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 6,833: 2,193 495 535 1,755 4,048 4,484 5,078: 2,349 1,755
Old : 6,831: 2,193 495 535 1,754 4,047 4,483 5,077: 2,348 1,754
Other: 2: 0 0 0 1 1 1 1: 1 1
: : :
: : Changes in Commitments from: September 6, 2005 :
: -148: -116 -30 -42 -134 7 -292 -65: 145 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 7.2 7.8 25.7 59.2 65.6 74.3: 34.4 25.7
Old : 100.0: 32.1 7.2 7.8 25.7 59.2 65.6 74.3: 34.4 25.7
Other: 100.0: 0.0 0.0 0.0 50.0 50.0 50.0 50.0: 50.0 50.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 11 5 5 10 15 22 24:
Old : 35: 11 5 5 10 15 22 24:
Other: 1: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 33.8 46.8 49.6 31.1 32.7 43.4 46.2
Old : 31.1 33.8 46.8 49.6 31.1 32.7 43.4 46.3
Other: 50.0 50.0 50.0 50.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 343,961: 51,317 45,769 71,629 161,537 133,847 284,483 251,245: 59,478 92,716
Old : 335,592: 51,407 47,258 67,189 159,348 131,639 277,944 246,086: 57,648 89,506
Other: 8,369: 4,239 2,840 111 2,189 2,208 6,539 5,159: 1,830 3,210
: : :
: : Changes in Commitments from: September 13, 2005 :
: 7,539: 37 6,163 4,336 5,662 -6,028 10,036 4,472: -2,497 3,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 13.3 20.8 47.0 38.9 82.7 73.0: 17.3 27.0
Old : 100.0: 15.3 14.1 20.0 47.5 39.2 82.8 73.3: 17.2 26.7
Other: 100.0: 50.7 33.9 1.3 26.2 26.4 78.1 61.6: 21.9 38.4
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 89 122 133 104 123 278 303:
Old : 358: 90 124 129 104 123 277 299:
Other: 92: 14 22 4 14 48 30 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 15.9 27.2 23.4 16.4 8.3 23.6 12.7
Old : 18.2 16.0 27.7 23.7 16.8 8.3 24.0 12.9
Other: 52.6 30.4 65.7 44.5 52.0 28.6 62.7 40.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 336,421: 51,280 39,606 67,292 155,875 139,875 274,447 246,773: 61,975 89,648
Old : 328,417: 50,992 40,595 63,444 153,480 137,393 267,916 241,433: 60,502 86,985
Other: 8,004: 4,066 2,789 71 2,395 2,482 6,531 5,341: 1,473 2,663
: : :
: : Changes in Commitments from: September 6, 2005 :
: 5,999: -1,084 6,179 3,879 7,500 -6,696 10,295 3,362: -4,296 2,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 11.8 20.0 46.3 41.6 81.6 73.4: 18.4 26.6
Old : 100.0: 15.5 12.4 19.3 46.7 41.8 81.6 73.5: 18.4 26.5
Other: 100.0: 50.8 34.8 0.9 29.9 31.0 81.6 66.7: 18.4 33.3
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 94 115 136 105 124 280 305:
Old : 360: 93 119 132 104 124 278 301:
Other: 96: 14 26 4 15 48 32 75:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 17.8 28.1 24.8 17.1 9.8 24.1 14.5
Old : 18.9 17.9 28.7 25.1 17.5 10.0 24.7 14.7
Other: 55.1 30.5 68.3 46.2 55.1 28.5 65.5 41.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 155,904: 23,753 27,099 24,178 87,604 87,452 135,536 138,729: 20,368 17,175
Old : 151,585: 23,847 27,043 22,196 86,313 86,046 132,356 135,285: 19,229 16,300
Other: 4,319: 1,697 1,846 192 1,291 1,406 3,180 3,444: 1,139 875
: : :
: : Changes in Commitments from: September 13, 2005 :
: 2,492: 3,392 -633 915 -165 4,767 4,143 5,049: -1,650 -2,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 17.4 15.5 56.2 56.1 86.9 89.0: 13.1 11.0
Old : 100.0: 15.7 17.8 14.6 56.9 56.8 87.3 89.2: 12.7 10.8
Other: 100.0: 39.3 42.7 4.4 29.9 32.6 73.6 79.7: 26.4 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 40 40 38 51 48 109 117:
Old : 153: 45 42 37 51 46 109 114:
Other: 31: 6 10 4 10 8 18 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 25.7 33.6 36.6 21.6 20.9 30.2 27.8
Old : 22.7 26.4 34.3 37.6 22.2 21.7 31.1 28.7
Other: 53.7 39.1 67.3 58.5 49.1 28.7 55.6 45.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 153,412: 20,361 27,732 23,263 87,769 82,685 131,393 133,680: 22,019 19,732
Old : 149,720: 20,876 27,772 21,617 86,291 81,740 128,784 131,129: 20,936 18,591
Other: 3,692: 1,049 1,524 82 1,478 945 2,609 2,551: 1,083 1,141
: : :
: : Changes in Commitments from: September 6, 2005 :
: 2,158: 206 3,412 -85 2,036 -2,384 2,156 943: 2 1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 18.1 15.2 57.2 53.9 85.6 87.1: 14.4 12.9
Old : 100.0: 13.9 18.5 14.4 57.6 54.6 86.0 87.6: 14.0 12.4
Other: 100.0: 28.4 41.3 2.2 40.0 25.6 70.7 69.1: 29.3 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 30 46 34 51 42 101 110:
Old : 145: 35 47 33 51 42 101 109:
Other: 23: 4 8 3 9 4 15 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 26.6 33.6 37.2 21.6 20.7 30.7 28.1
Old : 22.4 27.3 33.9 38.1 22.2 21.6 31.4 29.3
Other: 54.6 45.6 66.6 64.0 47.4 34.8 53.0 49.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 709,225: 78,077 58,617 90,604 416,684 400,264 585,366 549,485: 123,859 159,739
Old : 709,225: 78,077 58,617 90,604 416,684 400,264 585,366 549,485: 123,859 159,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -48,453: -13,842 -24 -10,263 -6,717 -14,723 -30,822 -25,010: -17,631 -23,442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.3 12.8 58.8 56.4 82.5 77.5: 17.5 22.5
Old : 100.0: 11.0 8.3 12.8 58.8 56.4 82.5 77.5: 17.5 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 33 31 44 66 79 120 133:
Old : 159: 33 31 44 66 79 120 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 13.7 31.2 23.4 18.2 11.3 24.5 17.5
Old : 22.9 13.7 31.2 23.4 18.2 11.3 24.5 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 757,678: 91,919 58,641 100,867 423,401 414,987 616,187 574,496: 141,490 183,182
Old : 757,678: 91,919 58,641 100,867 423,401 414,987 616,187 574,496: 141,490 183,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -70,659: -3,668 -1,911 -13,652 -50,386 -48,797 -67,706 -64,359: -2,953 -6,299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 7.7 13.3 55.9 54.8 81.3 75.8: 18.7 24.2
Old : 100.0: 12.1 7.7 13.3 55.9 54.8 81.3 75.8: 18.7 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 33 32 48 70 80 130 135:
Old : 164: 33 32 48 70 80 130 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 14.0 28.8 23.1 17.3 10.7 23.1 18.2
Old : 21.1 14.0 28.8 23.1 17.3 10.7 23.1 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 141,778: 14,236 12,611 23,516 79,820 83,830 117,572 119,956: 24,206 21,822
Old : 138,966: 14,984 12,610 21,980 78,130 82,749 115,094 117,338: 23,872 21,628
Other: 2,812: 308 1,057 480 1,690 1,081 2,478 2,618: 334 194
: : :
: : Changes in Commitments from: September 13, 2005 :
: 8,564: -742 431 358 11,497 7,112 11,113 7,901: -2,549 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 8.9 16.6 56.3 59.1 82.9 84.6: 17.1 15.4
Old : 100.0: 10.8 9.1 15.8 56.2 59.5 82.8 84.4: 17.2 15.6
Other: 100.0: 11.0 37.6 17.1 60.1 38.4 88.1 93.1: 11.9 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 33 36 43 51 48 108 113:
Old : 139: 37 36 43 51 48 108 113:
Other: 26: 2 10 4 13 3 19 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 28.8 33.5 43.7 16.2 24.2 23.3 30.5
Old : 23.7 29.3 33.3 44.5 16.3 24.9 23.3 31.4
Other: 51.3 54.5 74.3 77.9 50.2 47.6 64.3 63.2
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 133,214: 14,978 12,180 23,157 68,323 76,718 106,458 112,055: 26,756 21,158
Old : 131,289: 15,206 12,034 22,673 66,955 75,742 104,834 110,449: 26,455 20,839
Other: 1,925: 117 491 139 1,368 976 1,624 1,606: 301 319
: : :
: : Changes in Commitments from: September 6, 2005 :
: 5,406: -1,582 3,044 1,261 5,086 -82 4,764 4,222: 642 1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 9.1 17.4 51.3 57.6 79.9 84.1: 20.1 15.9
Old : 100.0: 11.6 9.2 17.3 51.0 57.7 79.9 84.1: 20.1 15.9
Other: 100.0: 6.1 25.5 7.2 71.1 50.7 84.4 83.4: 15.6 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 31 36 41 46 45 102 106:
Old : 130: 35 34 41 46 45 102 106:
Other: 21: 2 5 3 13 3 16 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 30.9 29.5 42.4 14.5 26.7 21.8 33.2
Old : 19.7 31.3 29.2 42.9 14.6 27.1 21.6 33.7
Other: 55.1 64.4 74.4 81.6 55.1 60.7 69.1 72.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,356: 2,808 1,651 1,195 2,167 2,815 6,170 5,661: 1,186 1,695
Old : 7,356: 2,808 1,651 1,195 2,167 2,815 6,170 5,661: 1,186 1,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 84: 28 81 -15 3 59 16 125: 68 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 22.4 16.2 29.5 38.3 83.9 77.0: 16.1 23.0
Old : 100.0: 38.2 22.4 16.2 29.5 38.3 83.9 77.0: 16.1 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 16 12 11 15 17 36 35:
Old : 51: 16 12 11 15 17 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 31.6 51.0 47.8 36.1 27.3 49.1 40.7
Old : 36.1 31.6 51.0 47.8 36.1 27.3 49.1 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,272: 2,780 1,570 1,210 2,164 2,756 6,154 5,536: 1,118 1,736
Old : 7,272: 2,780 1,570 1,210 2,164 2,756 6,154 5,536: 1,118 1,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 165: -7 237 95 182 -260 270 73: -105 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 21.6 16.6 29.8 37.9 84.6 76.1: 15.4 23.9
Old : 100.0: 38.2 21.6 16.6 29.8 37.9 84.6 76.1: 15.4 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 15 12 11 15 17 36 34:
Old : 50: 15 12 11 15 17 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 31.9 52.1 47.6 36.8 27.1 50.0 39.1
Old : 37.0 31.9 52.1 47.6 36.8 27.1 50.0 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 347,637: 103,394 52,505 2,788 173,710 185,821 279,892 241,114: 67,745 106,524
Old : 347,637: 103,394 52,505 2,788 173,710 185,821 279,892 241,114: 67,745 106,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -40,515: -11,098 -33,125 -31 -33,338 94 -44,468 -33,063: 3,953 -7,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 15.1 0.8 50.0 53.5 80.5 69.4: 19.5 30.6
Old : 100.0: 29.7 15.1 0.8 50.0 53.5 80.5 69.4: 19.5 30.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 17 24 7 40 46 61 73:
Old : 103: 17 24 7 40 46 61 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 16.0 44.0 24.3 29.5 14.7 41.6 22.1
Old : 30.8 16.0 44.0 24.3 29.5 14.7 41.6 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 388,152: 114,492 85,630 2,819 207,048 185,727 324,360 274,176: 63,792 113,975
Old : 388,152: 114,492 85,630 2,819 207,048 185,727 324,360 274,176: 63,792 113,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 43: 3,482 3,601 -4,112 -4,375 -5,271 -5,004 -5,782: 5,047 5,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 22.1 0.7 53.3 47.8 83.6 70.6: 16.4 29.4
Old : 100.0: 29.5 22.1 0.7 53.3 47.8 83.6 70.6: 16.4 29.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 18 29 7 44 46 65 79:
Old : 112: 18 29 7 44 46 65 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 13.9 44.1 22.1 27.3 12.7 41.1 20.7
Old : 29.0 13.9 44.1 22.1 27.3 12.7 41.1 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,204,124: 326,573 405,556 293,819 1,313,214 1,156,439 1,933,606 1,855,814: 270,518 348,310
Old : 2,204,124: 326,573 405,556 293,819 1,313,214 1,156,439 1,933,606 1,855,814: 270,518 348,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -208,232: -4,093 29,998 -123,149 -94,520 -70,440 -221,763 -163,591: 13,531 -44,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 18.4 13.3 59.6 52.5 87.7 84.2: 12.3 15.8
Old : 100.0: 14.8 18.4 13.3 59.6 52.5 87.7 84.2: 12.3 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 46 78 80 108 128 203 239:
Old : 271: 46 78 80 108 128 203 239:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 19.5 38.6 28.9 27.1 18.1 33.6 26.4
Old : 30.2 19.5 38.6 28.9 27.1 18.1 33.6 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,412,355: 330,666 375,559 416,968 1,407,735 1,226,878 2,155,368 2,019,405: 256,987 392,951
Old : 2,412,355: 330,666 375,559 416,968 1,407,735 1,226,878 2,155,368 2,019,405: 256,987 392,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 60,485: -14,887 -4,967 74,721 16,554 51,066 76,388 120,820: -15,904 -60,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 15.6 17.3 58.4 50.9 89.3 83.7: 10.7 16.3
Old : 100.0: 13.7 15.6 17.3 58.4 50.9 89.3 83.7: 10.7 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 56 73 80 106 130 205 242:
Old : 275: 56 73 80 106 130 205 242:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 19.5 43.9 28.3 29.8 17.8 36.6 23.1
Old : 33.9 19.5 43.9 28.3 29.8 17.8 36.6 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,395,145: 131,112 275,592 171,603 899,298 699,181 1,202,013 1,146,375: 193,132 248,770
Old : 1,395,145: 131,112 275,592 171,603 899,298 699,181 1,202,013 1,146,375: 193,132 248,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -33,653: -15,417 -22,422 20,591 -25,221 -36,131 -20,046 -37,962: -13,607 4,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 19.8 12.3 64.5 50.1 86.2 82.2: 13.8 17.8
Old : 100.0: 9.4 19.8 12.3 64.5 50.1 86.2 82.2: 13.8 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 34 49 44 79 85 137 154:
Old : 185: 34 49 44 79 85 137 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 19.5 38.9 28.7 26.6 18.4 34.0 24.7
Old : 29.4 19.5 38.9 28.7 26.6 18.4 34.0 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,428,798: 146,529 298,014 151,012 924,519 735,311 1,222,059 1,184,337: 206,739 244,461
Old : 1,428,798: 146,529 298,014 151,012 924,519 735,311 1,222,059 1,184,337: 206,739 244,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -91,649: -1,715 -32,534 6,635 -102,127 -43,483 -97,207 -69,382: 5,557 -22,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 20.9 10.6 64.7 51.5 85.5 82.9: 14.5 17.1
Old : 100.0: 10.3 20.9 10.6 64.7 51.5 85.5 82.9: 14.5 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 39 45 45 76 85 134 156:
Old : 183: 39 45 45 76 85 134 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 20.3 41.0 29.6 27.2 18.8 36.0 26.8
Old : 30.6 20.3 41.0 29.6 27.2 18.8 36.0 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 725,534: 154,143 91,721 253,838 254,325 335,015 662,305 680,574: 63,229 44,960
Old : 725,534: 154,143 91,721 253,838 254,325 335,015 662,305 680,574: 63,229 44,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -40,057: -23,241 31,455 -40,633 17,835 -28,690 -46,039 -37,867: 5,982 -2,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 12.6 35.0 35.1 46.2 91.3 93.8: 8.7 6.2
Old : 100.0: 21.2 12.6 35.0 35.1 46.2 91.3 93.8: 8.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 46 40 51 72 62 150 121:
Old : 168: 46 40 51 72 62 150 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 28.1 40.0 42.5 11.9 14.6 16.8 22.4
Old : 26.3 28.1 40.0 42.5 11.9 14.6 16.8 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 765,591: 177,384 60,265 294,471 236,489 363,705 708,344 718,441: 57,247 47,150
Old : 765,591: 177,384 60,265 294,471 236,489 363,705 708,344 718,441: 57,247 47,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 29,016: 18,201 13,887 -27,880 33,835 41,924 24,156 27,930: 4,861 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 7.9 38.5 30.9 47.5 92.5 93.8: 7.5 6.2
Old : 100.0: 23.2 7.9 38.5 30.9 47.5 92.5 93.8: 7.5 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 43 31 47 61 59 129 112:
Old : 146: 43 31 47 61 59 129 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 36.1 50.9 47.1 15.5 13.8 20.0 18.8
Old : 37.3 36.1 50.9 47.1 15.5 13.8 20.0 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 34,672: 3,702 6,891 502 23,944 17,289 28,148 24,682: 6,524 9,990
Old : 34,672: 3,702 6,891 502 23,944 17,289 28,148 24,682: 6,524 9,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -18,579: -4,458 281 -2,454 -5,529 -13,645 -12,441 -15,819: -6,137 -2,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 19.9 1.4 69.1 49.9 81.2 71.2: 18.8 28.8
Old : 100.0: 10.7 19.9 1.4 69.1 49.9 81.2 71.2: 18.8 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 8 13 5 17 10 28 25:
Old : 46: 8 13 5 17 10 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 44.8 63.0 54.0 48.9 44.5 63.0 53.4
Old : 48.9 44.8 63.0 54.0 48.9 44.5 63.0 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 53,251: 8,161 6,610 2,956 29,473 30,935 40,590 40,501: 12,661 12,750
Old : 53,251: 8,161 6,610 2,956 29,473 30,935 40,590 40,501: 12,661 12,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 18,018: 560 1,396 2,423 10,611 9,188 13,594 13,007: 4,423 5,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.4 5.6 55.3 58.1 76.2 76.1: 23.8 23.9
Old : 100.0: 15.3 12.4 5.6 55.3 58.1 76.2 76.1: 23.8 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 12 14 14 28 19 48 39:
Old : 59: 12 14 14 28 19 48 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 42.0 45.6 56.0 19.2 24.8 28.2 34.6
Old : 31.6 42.0 45.6 56.0 19.2 24.8 28.2 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 53,686: 18,291 29,559 4,003 17,279 9,170 39,572 42,732: 14,114 10,955
Old : 53,686: 18,291 29,559 4,003 17,279 9,170 39,572 42,732: 14,114 10,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -34,632: 1,088 -4,850 -3,127 -30,787 -13,992 -32,826 -21,969: -1,806 -12,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 55.1 7.5 32.2 17.1 73.7 79.6: 26.3 20.4
Old : 100.0: 34.1 55.1 7.5 32.2 17.1 73.7 79.6: 26.3 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 21 26 13 17 7 47 37:
Old : 67: 21 26 13 17 7 47 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 43.8 44.8 55.8 35.3 42.5 44.7 52.9
Old : 35.3 43.8 44.8 55.8 35.3 42.5 44.7 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 88,319: 17,202 34,408 7,130 48,066 23,162 72,398 64,701: 15,920 23,618
Old : 88,319: 17,202 34,408 7,130 48,066 23,162 72,398 64,701: 15,920 23,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 10,999: 2,567 -415 2,678 1,356 3,229 6,601 5,492: 4,398 5,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 39.0 8.1 54.4 26.2 82.0 73.3: 18.0 26.7
Old : 100.0: 19.5 39.0 8.1 54.4 26.2 82.0 73.3: 18.0 26.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 24 30 23 25 23 62 63:
Old : 85: 24 30 23 25 23 62 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 24.6 54.1 36.0 46.2 23.4 53.4 33.6
Old : 46.2 24.6 54.1 36.0 46.2 23.4 53.4 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 34,080: 8,880 3,804 172 24,824 29,446 33,876 33,422: 204 658
Old : 34,080: 8,880 3,804 172 24,824 29,446 33,876 33,422: 204 658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -5,623: 5,958 -122 -6,466 -4,907 1,236 -5,415 -5,352: -208 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 11.2 0.5 72.8 86.4 99.4 98.1: 0.6 1.9
Old : 100.0: 26.1 11.2 0.5 72.8 86.4 99.4 98.1: 0.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 8 16 3 16 20 26 37:
Old : 56: 8 16 3 16 20 26 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 54.0 82.2 76.3 63.3 49.6 76.9 67.8
Old : 67.2 54.0 82.2 76.3 63.3 49.6 76.9 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 39,703: 2,922 3,926 6,638 29,731 28,210 39,291 38,774: 412 929
Old : 39,703: 2,922 3,926 6,638 29,731 28,210 39,291 38,774: 412 929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -738: 492 -508 2,195 -2,529 -1,453 158 234: -896 -972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 9.9 16.7 74.9 71.1 99.0 97.7: 1.0 2.3
Old : 100.0: 7.4 9.9 16.7 74.9 71.1 99.0 97.7: 1.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 8 16 4 17 21 27 39:
Old : 56: 8 16 4 17 21 27 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 50.8 77.4 76.9 46.6 40.4 59.7 56.5
Old : 59.8 50.8 77.4 76.9 46.6 40.4 59.7 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 22,014: 593 1,757 1,825 13,250 11,413 15,669 14,996: 6,346 7,018
Old : 22,014: 593 1,757 1,825 13,250 11,413 15,669 14,996: 6,346 7,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 609: -351 -268 42 215 605 -94 378: 703 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 8.0 8.3 60.2 51.8 71.2 68.1: 28.8 31.9
Old : 100.0: 2.7 8.0 8.3 60.2 51.8 71.2 68.1: 28.8 31.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 10 2 9 21 18 32 28:
Old : 36: 10 2 9 21 18 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 30.6 55.9 47.0 39.8 28.4 52.9 41.6
Old : 39.8 30.6 55.9 47.0 39.8 28.4 52.9 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 21,406: 945 2,025 1,784 13,035 10,808 15,763 14,617: 5,643 6,788
Old : 21,406: 945 2,025 1,784 13,035 10,808 15,763 14,617: 5,643 6,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 441: 52 -214 -12 -134 216 -94 -11: 534 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 9.5 8.3 60.9 50.5 73.6 68.3: 26.4 31.7
Old : 100.0: 4.4 9.5 8.3 60.9 50.5 73.6 68.3: 26.4 31.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 7 5 10 20 17 31 28:
Old : 35: 7 5 10 20 17 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 31.2 56.3 48.3 39.6 28.8 55.0 42.7
Old : 39.6 31.2 56.3 48.3 39.6 28.8 55.0 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 116,569: 21,649 17,682 29,184 48,466 33,913 99,299 80,779: 17,270 35,790
Old : 29,442: 14,364 10,000 3,127 5,119 5,978 22,610 19,105: 6,832 10,337
Other: 87,127: 14,225 14,621 19,117 43,347 27,935 76,689 61,673: 10,438 25,453
: : :
: : Changes in Commitments from: September 13, 2005 :
: 4,513: 936 -33 4,418 -67 20 5,286 4,405: -773 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 15.2 25.0 41.6 29.1 85.2 69.3: 14.8 30.7
Old : 100.0: 48.8 34.0 10.6 17.4 20.3 76.8 64.9: 23.2 35.1
Other: 100.0: 16.3 16.8 21.9 49.8 32.1 88.0 70.8: 12.0 29.2
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 57 36 61 31 40 132 109:
Old : 122: 55 23 17 21 31 83 64:
Other: 144: 41 46 51 24 39 105 102:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 14.4 36.3 24.6 26.0 11.9 36.1 20.4
Old : 21.0 25.5 32.6 35.1 20.7 25.4 30.5 33.1
Other: 33.4 15.8 47.0 26.4 33.4 13.7 46.4 21.9
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 112,056: 20,713 17,715 24,766 48,533 33,893 94,013 76,374: 18,044 35,682
Old : 38,960: 14,621 16,657 3,024 14,293 7,868 31,937 27,549: 7,023 11,411
Other: 73,096: 14,319 9,284 13,516 34,241 26,024 62,075 48,825: 11,020 24,271
: : :
: : Changes in Commitments from: September 6, 2005 :
: -544: 156 -579 -2,690 102 1,868 -2,431 -1,400: 1,887 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 15.8 22.1 43.3 30.2 83.9 68.2: 16.1 31.8
Old : 100.0: 37.5 42.8 7.8 36.7 20.2 82.0 70.7: 18.0 29.3
Other: 100.0: 19.6 12.7 18.5 46.8 35.6 84.9 66.8: 15.1 33.2
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 44 42 55 28 39 117 102:
Old : 126: 45 36 21 22 31 81 75:
Other: 122: 37 28 40 24 37 89 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 15.1 37.2 25.0 26.8 12.3 37.2 20.9
Old : 23.6 27.7 37.4 39.2 23.4 27.7 37.1 39.1
Other: 28.7 16.0 42.2 26.1 28.7 14.6 42.0 22.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 169,731: 38,271 18,238 33,166 76,747 74,442 148,185 125,846: 21,545 43,884
Old : 169,731: 38,271 18,238 33,166 76,747 74,442 148,185 125,846: 21,545 43,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 8,482: 1,016 -3,130 5,040 2,322 5,046 8,378 6,956: 103 1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 10.7 19.5 45.2 43.9 87.3 74.1: 12.7 25.9
Old : 100.0: 22.5 10.7 19.5 45.2 43.9 87.3 74.1: 12.7 25.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 63 48 64 72 110 174 198:
Old : 248: 63 48 64 72 110 174 198:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 12.6 34.4 20.1 21.7 10.5 32.8 17.4
Old : 21.7 12.6 34.4 20.1 21.7 10.5 32.8 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 161,249: 37,255 21,368 28,126 74,426 69,396 139,807 118,890: 21,442 42,359
Old : 161,249: 37,255 21,368 28,126 74,426 69,396 139,807 118,890: 21,442 42,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 7,988: 157 -12,141 7,089 -125 6,889 7,120 1,836: 868 6,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 13.3 17.4 46.2 43.0 86.7 73.7: 13.3 26.3
Old : 100.0: 23.1 13.3 17.4 46.2 43.0 86.7 73.7: 13.3 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 59 54 61 70 101 164 191:
Old : 237: 59 54 61 70 101 164 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 11.9 36.6 19.7 22.7 10.3 35.3 17.6
Old : 22.7 11.9 36.6 19.7 22.7 10.3 35.3 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,405: 1,163 1,510 337 643 695 2,143 2,542: 2,262 1,863
Old : 4,405: 1,163 1,510 337 643 695 2,143 2,542: 2,262 1,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 68: -116 -123 80 22 123 -14 80: 82 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 34.3 7.7 14.6 15.8 48.7 57.7: 51.3 42.3
Old : 100.0: 26.4 34.3 7.7 14.6 15.8 48.7 57.7: 51.3 42.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 14 13 7 12 13 29 30:
Old : 45: 14 13 7 12 13 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 29.2 34.5 39.1 23.9 29.2 33.3 37.4
Old : 23.9 29.2 34.5 39.1 23.9 29.2 33.3 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,337: 1,280 1,633 257 621 572 2,158 2,462: 2,180 1,876
Old : 4,337: 1,280 1,633 257 621 572 2,158 2,462: 2,180 1,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -140: 309 34 -117 -242 -60 -51 -143: -89 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 37.6 5.9 14.3 13.2 49.7 56.8: 50.3 43.2
Old : 100.0: 29.5 37.6 5.9 14.3 13.2 49.7 56.8: 50.3 43.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 16 13 8 13 13 32 31:
Old : 46: 16 13 8 13 13 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 30.6 32.6 39.2 21.7 30.6 31.4 38.8
Old : 21.7 30.6 32.6 39.2 21.7 30.6 31.4 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 31,867: 12,281 1,939 6,308 7,678 9,621 26,267 17,868: 5,600 13,999
Old : 31,867: 12,281 1,939 6,308 7,678 9,621 26,267 17,868: 5,600 13,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,013: -1,131 -483 779 839 587 487 883: 525 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 6.1 19.8 24.1 30.2 82.4 56.1: 17.6 43.9
Old : 100.0: 38.5 6.1 19.8 24.1 30.2 82.4 56.1: 17.6 43.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 55 20 28 44 53 116 87:
Old : 153: 55 20 28 44 53 116 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 21.7 23.3 26.9 13.0 16.5 21.3 19.9
Old : 13.3 21.7 23.3 26.9 13.0 16.5 21.3 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 30,854: 13,411 2,422 5,529 6,839 9,034 25,779 16,986: 5,075 13,869
Old : 30,854: 13,411 2,422 5,529 6,839 9,034 25,779 16,986: 5,075 13,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 1,477: 968 -1,017 617 -213 89 1,372 -312: 105 1,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 7.9 17.9 22.2 29.3 83.6 55.1: 16.4 44.9
Old : 100.0: 43.5 7.9 17.9 22.2 29.3 83.6 55.1: 16.4 44.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 53 20 25 39 46 108 78:
Old : 141: 53 20 25 39 46 108 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 23.6 25.2 29.3 15.0 18.8 24.2 22.1
Old : 15.0 23.6 25.2 29.3 15.0 18.8 24.2 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 154,519: 46,935 19,247 3,846 63,801 106,306 114,582 129,398: 39,938 25,122
Old : 154,519: 46,935 19,247 3,846 63,801 106,306 114,582 129,398: 39,938 25,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 7,853: -28 2,865 1,039 3,392 -1,227 4,402 2,676: 3,451 5,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 12.5 2.5 41.3 68.8 74.2 83.7: 25.8 16.3
Old : 100.0: 30.4 12.5 2.5 41.3 68.8 74.2 83.7: 25.8 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 27 19 9 28 32 59 56:
Old : 87: 27 19 9 28 32 59 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 27.2 37.3 45.2 17.4 22.4 26.2 35.5
Old : 21.9 27.2 37.3 45.2 17.4 22.4 26.2 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 146,666: 46,963 16,382 2,807 60,410 107,533 110,179 126,722: 36,487 19,945
Old : 146,666: 46,963 16,382 2,807 60,410 107,533 110,179 126,722: 36,487 19,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 20,216: -587 -511 5 15,790 17,648 15,208 17,142: 5,007 3,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 11.2 1.9 41.2 73.3 75.1 86.4: 24.9 13.6
Old : 100.0: 32.0 11.2 1.9 41.2 73.3 75.1 86.4: 24.9 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 29 14 10 30 30 64 49:
Old : 85: 29 14 10 30 30 64 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 26.6 35.6 46.6 17.7 23.2 26.2 39.9
Old : 19.9 26.6 35.6 46.6 17.7 23.2 26.2 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 57,622: 2,488 33,398 0 45,590 6,728 48,078 40,126: 9,544 17,496
Old : 57,622: 2,488 33,398 0 45,590 6,728 48,078 40,126: 9,544 17,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -3,620: -1,687 14,257 -147 2,220 -22,808 386 -8,698: -4,006 5,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 58.0 0.0 79.1 11.7 83.4 69.6: 16.6 30.4
Old : 100.0: 4.3 58.0 0.0 79.1 11.7 83.4 69.6: 16.6 30.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 17 0 14 6 16 23:
Old : 36: 2 17 0 14 6 16 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 36.5 72.4 51.0 53.7 36.5 68.3 49.8
Old : 57.8 36.5 72.4 51.0 53.7 36.5 68.3 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 61,242: 4,175 19,141 147 43,370 29,536 47,692 48,824: 13,550 12,418
Old : 61,242: 4,175 19,141 147 43,370 29,536 47,692 48,824: 13,550 12,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -857: -10,769 3,412 -375 6,471 -7,915 -4,673 -4,878: 3,816 4,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 31.3 0.2 70.8 48.2 77.9 79.7: 22.1 20.3
Old : 100.0: 6.8 31.3 0.2 70.8 48.2 77.9 79.7: 22.1 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 16 1 15 19 20 36:
Old : 41: 5 16 1 15 19 20 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 29.0 66.7 43.5 44.4 21.1 53.7 32.5
Old : 51.5 29.0 66.7 43.5 44.4 21.1 53.7 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 74,737: 39,820 4,517 127 28,981 63,710 68,928 68,354: 5,809 6,383
Old : 74,737: 39,820 4,517 127 28,981 63,710 68,928 68,354: 5,809 6,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -13,735: -5,190 -880 -1,422 -5,199 -9,847 -11,811 -12,149: -1,924 -1,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 6.0 0.2 38.8 85.2 92.2 91.5: 7.8 8.5
Old : 100.0: 53.3 6.0 0.2 38.8 85.2 92.2 91.5: 7.8 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 40 7 1 14 17 55 24:
Old : 75: 40 7 1 14 17 55 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 76.7 53.5 85.1 34.0 76.7 53.2 85.1
Old : 34.4 76.7 53.5 85.1 34.0 76.7 53.2 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 88,472: 45,010 5,397 1,549 34,180 73,557 80,739 80,503: 7,733 7,969
Old : 88,472: 45,010 5,397 1,549 34,180 73,557 80,739 80,503: 7,733 7,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 12,590: -12 3,453 862 7,897 6,773 8,746 11,088: 3,843 1,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 6.1 1.8 38.6 83.1 91.3 91.0: 8.7 9.0
Old : 100.0: 50.9 6.1 1.8 38.6 83.1 91.3 91.0: 8.7 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 42 9 8 21 18 68 31:
Old : 81: 42 9 8 21 18 68 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 65.7 49.6 81.6 29.0 57.0 46.5 72.9
Old : 30.2 65.7 49.6 81.6 29.0 57.0 46.5 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 69,431: 24,443 13,999 489 22,636 41,312 47,568 55,800: 21,862 13,631
Old : 69,431: 24,443 13,999 489 22,636 41,312 47,568 55,800: 21,862 13,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -24,067: -2,806 5,065 -858 -18,565 -26,074 -22,229 -21,867: -1,838 -2,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 20.2 0.7 32.6 59.5 68.5 80.4: 31.5 19.6
Old : 100.0: 35.2 20.2 0.7 32.6 59.5 68.5 80.4: 31.5 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 15 12 4 13 18 31 31:
Old : 51: 15 12 4 13 18 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 35.8 48.8 54.7 28.7 34.4 43.1 50.6
Old : 33.8 35.8 48.8 54.7 28.7 34.4 43.1 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 93,498: 27,249 8,935 1,347 41,201 67,386 69,797 77,667: 23,700 15,830
Old : 93,498: 27,249 8,935 1,347 41,201 67,386 69,797 77,667: 23,700 15,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 8,876: 1,388 -5,907 -217 2,384 4,764 3,556 -1,361: 5,320 10,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 9.6 1.4 44.1 72.1 74.7 83.1: 25.3 16.9
Old : 100.0: 29.1 9.6 1.4 44.1 72.1 74.7 83.1: 25.3 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 19 9 7 17 26 39 39:
Old : 59: 19 9 7 17 26 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 37.4 46.2 54.7 26.5 33.0 38.8 48.7
Old : 28.4 37.4 46.2 54.7 26.5 33.0 38.8 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 152,415: 9,692 59,851 3,822 114,393 57,664 127,907 121,337: 24,508 31,078
Old : 152,415: 9,692 59,851 3,822 114,393 57,664 127,907 121,337: 24,508 31,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -61,386: 1,055 14,004 -1,937 -55,603 -74,738 -56,484 -62,671: -4,902 1,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 39.3 2.5 75.1 37.8 83.9 79.6: 16.1 20.4
Old : 100.0: 6.4 39.3 2.5 75.1 37.8 83.9 79.6: 16.1 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 13 31 6 30 24 46 58:
Old : 82: 13 31 6 30 24 46 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 29.2 60.2 45.2 39.5 23.8 51.9 36.1
Old : 42.8 29.2 60.2 45.2 39.5 23.8 51.9 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 213,801: 8,637 45,847 5,759 169,995 132,402 184,391 184,008: 29,410 29,793
Old : 213,801: 8,637 45,847 5,759 169,995 132,402 184,391 184,008: 29,410 29,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 9,710: 2,303 3,132 41 -4,053 -8,955 -1,709 -5,782: 11,419 15,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 21.4 2.7 79.5 61.9 86.2 86.1: 13.8 13.9
Old : 100.0: 4.0 21.4 2.7 79.5 61.9 86.2 86.1: 13.8 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 14 30 11 32 37 52 73:
Old : 90: 14 30 11 32 37 52 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 40.0 63.3 52.4 35.0 26.1 47.6 32.4
Old : 43.5 40.0 63.3 52.4 35.0 26.1 47.6 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 138,361: 28,933 31,074 10,751 55,615 50,849 95,299 92,674: 43,062 45,688
Old : 138,361: 28,933 31,074 10,751 55,615 50,849 95,299 92,674: 43,062 45,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -41,036: 443 9,077 574 -35,594 -53,350 -34,576 -43,699: -6,460 2,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 22.5 7.8 40.2 36.8 68.9 67.0: 31.1 33.0
Old : 100.0: 20.9 22.5 7.8 40.2 36.8 68.9 67.0: 31.1 33.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 39 31 30 28 25 79 74:
Old : 106: 39 31 30 28 25 79 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 28.6 30.8 39.4 18.4 27.5 30.7 37.2
Old : 18.4 28.6 30.8 39.4 18.4 27.5 30.7 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 179,398: 28,490 21,997 10,177 91,209 104,199 129,876 136,373: 49,522 43,025
Old : 179,398: 28,490 21,997 10,177 91,209 104,199 129,876 136,373: 49,522 43,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -14,437: -10,478 6,937 -6,644 3,239 -12,350 -13,883 -12,057: -555 -2,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 12.3 5.7 50.8 58.1 72.4 76.0: 27.6 24.0
Old : 100.0: 15.9 12.3 5.7 50.8 58.1 72.4 76.0: 27.6 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 34 26 28 30 30 76 72:
Old : 95: 34 26 28 30 30 76 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 31.4 39.0 45.1 21.7 27.2 31.4 36.7
Old : 25.6 31.4 39.0 45.1 21.7 27.2 31.4 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 11,677: 5,465 0 222 4,488 10,510 10,175 10,732: 1,502 945
Old : 11,677: 5,465 0 222 4,488 10,510 10,175 10,732: 1,502 945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 2,081: 214 0 222 1,437 1,900 1,873 2,122: 208 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 0.0 1.9 38.4 90.0 87.1 91.9: 12.9 8.1
Old : 100.0: 46.8 0.0 1.9 38.4 90.0 87.1 91.9: 12.9 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 0 1 7 13 15 14:
Old : 24: 8 0 1 7 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 72.2 76.8 85.1 53.3 60.4 64.2 69.9
Old : 59.8 72.2 76.8 85.1 53.3 60.4 64.2 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 30,652: 7,964 3,482 285 16,112 20,982 24,361 24,749: 6,291 5,903
Old : 30,652: 7,964 3,482 285 16,112 20,982 24,361 24,749: 6,291 5,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -12,867: 6,754 678 -895 -19,994 -14,487 -14,135 -14,704: 1,268 1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 11.4 0.9 52.6 68.5 79.5 80.7: 20.5 19.3
Old : 100.0: 26.0 11.4 0.9 52.6 68.5 79.5 80.7: 20.5 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 2 10 12 13 15:
Old : 21: 2 2 2 10 12 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 43.5 72.5 64.6 53.9 43.4 70.1 63.1
Old : 55.3 43.5 72.5 64.6 53.9 43.4 70.1 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 43,519: 1,210 2,804 1,180 36,106 35,469 38,496 39,453: 5,023 4,066
Old : 43,519: 1,210 2,804 1,180 36,106 35,469 38,496 39,453: 5,023 4,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 6.4 2.7 83.0 81.5 88.5 90.7: 11.5 9.3
Old : 100.0: 2.8 6.4 2.7 83.0 81.5 88.5 90.7: 11.5 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 2 12 13 14 17:
Old : 20: 2 2 2 12 13 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 50.8 80.6 74.1 53.1 44.2 61.4 58.8
Old : 67.2 50.8 80.6 74.1 53.1 44.2 61.4 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :11,523,019: 856,973 678,156 3,297,902 6,449,237 6,088,046 10,604,112 10,064,104: 918,907 1,458,914
Old :11,523,019: 856,973 678,156 3,297,902 6,449,237 6,088,046 10,604,112 10,064,104: 918,907 1,458,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
:-2,535,917: -76,587 -2,349 -1,544,131 -818,013 -847,345 -2,438,731 -2,393,825: -97,186 -142,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 5.9 28.6 56.0 52.8 92.0 87.3: 8.0 12.7
Old : 100.0: 7.4 5.9 28.6 56.0 52.8 92.0 87.3: 8.0 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 62 55 100 141 149 245 264:
Old : 276: 62 55 100 141 149 245 264:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 12.9 36.4 22.3 21.8 7.6 28.0 12.5
Old : 23.3 12.9 36.4 22.3 21.8 7.6 28.0 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :14,058,935: 933,560 680,505 4,842,033 7,267,250 6,935,392 13,042,843 12,457,930: 1,016,092 1,601,006
Old :14,058,935: 933,560 680,505 4,842,033 7,267,250 6,935,392 13,042,843 12,457,930: 1,016,092 1,601,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -8,895: -46,599 -53,708 136,240 108,936 125,266 198,577 207,798: -207,472 -216,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 4.8 34.4 51.7 49.3 92.8 88.6: 7.2 11.4
Old : 100.0: 6.6 4.8 34.4 51.7 49.3 92.8 88.6: 7.2 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 62 69 108 155 157 271 282:
Old : 299: 62 69 108 155 157 271 282:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 14.8 33.7 24.6 17.8 6.9 23.1 11.2
Old : 19.9 14.8 33.7 24.6 17.8 6.9 23.1 11.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 694,670: 47,181 57,698 38,683 473,095 477,059 558,958 573,440: 135,711 121,230
Old : 694,670: 47,181 57,698 38,683 473,095 477,059 558,958 573,440: 135,711 121,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -120,864: -2,952 -5,977 -15,647 -64,003 -78,011 -82,603 -99,635: -38,261 -21,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 8.3 5.6 68.1 68.7 80.5 82.5: 19.5 17.5
Old : 100.0: 6.8 8.3 5.6 68.1 68.7 80.5 82.5: 19.5 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 47 38 56 90 64 166 129:
Old : 204: 47 38 56 90 64 166 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 27.6 28.9 40.3 19.9 27.5 28.8 40.3
Old : 20.0 27.6 28.9 40.3 19.9 27.5 28.8 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 815,534: 50,133 63,675 54,330 537,098 555,070 641,561 673,074: 173,973 142,459
Old : 815,534: 50,133 63,675 54,330 537,098 555,070 641,561 673,074: 173,973 142,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 60,774: 3,741 4,807 4,371 37,249 27,083 45,360 36,261: 15,414 24,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.8 6.7 65.9 68.1 78.7 82.5: 21.3 17.5
Old : 100.0: 6.1 7.8 6.7 65.9 68.1 78.7 82.5: 21.3 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 52 48 71 99 74 192 152:
Old : 217: 52 48 71 99 74 192 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 28.7 26.1 40.5 16.6 23.7 24.3 35.2
Old : 16.8 28.7 26.1 40.5 16.6 23.7 24.3 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 931,325: 153,792 257,580 35,133 459,104 564,049 648,028 856,762: 283,297 74,563
Old : 931,325: 153,792 257,580 35,133 459,104 564,049 648,028 856,762: 283,297 74,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -537,463: -60,845 -129,701 -47,105 -409,037 -277,596 -516,987 -454,401: -20,476 -83,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 27.7 3.8 49.3 60.6 69.6 92.0: 30.4 8.0
Old : 100.0: 16.5 27.7 3.8 49.3 60.6 69.6 92.0: 30.4 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 38 61 31 58 53 114 127:
Old : 182: 38 61 31 58 53 114 127:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 28.2 30.8 42.5 19.9 27.2 28.5 39.2
Old : 19.9 28.2 30.8 42.5 19.9 27.2 28.5 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,468,788: 214,637 387,281 82,237 868,141 841,645 1,165,015 1,311,163: 303,773 157,625
Old : 1,468,788: 214,637 387,281 82,237 868,141 841,645 1,165,015 1,311,163: 303,773 157,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 230,975: 5,925 28,078 13,208 178,129 141,937 197,262 183,223: 33,712 47,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 26.4 5.6 59.1 57.3 79.3 89.3: 20.7 10.7
Old : 100.0: 14.6 26.4 5.6 59.1 57.3 79.3 89.3: 20.7 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 43 72 55 77 78 153 172:
Old : 218: 43 72 55 77 78 153 172:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 20.6 37.0 33.8 16.2 12.8 24.8 19.9
Old : 22.3 20.6 37.0 33.8 16.2 12.8 24.8 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,501: 1,551 427 0 6,556 11,128 8,107 11,555: 4,394 946
Old : 12,501: 1,551 427 0 6,556 11,128 8,107 11,555: 4,394 946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -7,813: 400 0 -505 -6,652 -4,666 -6,757 -5,171: -1,056 -2,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 3.4 0.0 52.4 89.0 64.9 92.4: 35.1 7.6
Old : 100.0: 12.4 3.4 0.0 52.4 89.0 64.9 92.4: 35.1 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 1 1 18 16 21 18:
Old : 34: 3 1 1 18 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 48.3 41.5 67.6 26.6 47.6 41.5 66.3
Old : 26.6 48.3 41.5 67.6 26.6 47.6 41.5 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 20,314: 1,151 427 505 13,208 15,794 14,864 16,726: 5,450 3,588
Old : 20,314: 1,151 427 505 13,208 15,794 14,864 16,726: 5,450 3,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 6,816: -288 -103 505 5,629 5,450 5,846 5,852: 970 964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.1 2.5 65.0 77.7 73.2 82.3: 26.8 17.7
Old : 100.0: 5.7 2.1 2.5 65.0 77.7 73.2 82.3: 26.8 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 1 1 21 16 24 18:
Old : 34: 3 1 1 21 16 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 44.1 50.3 62.8 16.4 22.7 25.2 38.8
Old : 37.9 44.1 50.3 62.8 16.4 22.7 25.2 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 27,055: 6,028 4,029 0 17,525 17,867 23,553 21,896: 3,502 5,159
Old : 27,055: 6,028 4,029 0 17,525 17,867 23,553 21,896: 3,502 5,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -21,799: -1,677 1,261 -3,059 -7,337 -18,676 -12,073 -20,474: -9,726 -1,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 14.9 0.0 64.8 66.0 87.1 80.9: 12.9 19.1
Old : 100.0: 22.3 14.9 0.0 64.8 66.0 87.1 80.9: 12.9 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 5 0 18 16 22 21:
Old : 36: 4 5 0 18 16 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 44.7 71.5 60.9 56.8 44.3 71.2 57.5
Old : 56.8 44.7 71.5 60.9 56.8 44.3 71.2 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 48,854: 7,705 2,768 3,059 24,862 36,543 35,626 42,370: 13,228 6,484
Old : 48,854: 7,705 2,768 3,059 24,862 36,543 35,626 42,370: 13,228 6,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 13,172: 95 1,017 2,943 6,846 4,925 9,884 8,885: 3,288 4,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 5.7 6.3 50.9 74.8 72.9 86.7: 27.1 13.3
Old : 100.0: 15.8 5.7 6.3 50.9 74.8 72.9 86.7: 27.1 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 7 3 25 19 33 27:
Old : 44: 6 7 3 25 19 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 44.6 49.2 68.6 31.1 43.2 40.0 55.4
Old : 33.8 44.6 49.2 68.6 31.1 43.2 40.0 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 52,278: 5,820 11,718 397 30,742 33,106 36,959 45,221: 15,319 7,057
Old : 52,278: 5,820 11,718 397 30,742 33,106 36,959 45,221: 15,319 7,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -25,062: -1,401 -5,761 -1,132 -19,589 -14,122 -22,122 -21,015: -2,940 -4,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 22.4 0.8 58.8 63.3 70.7 86.5: 29.3 13.5
Old : 100.0: 11.1 22.4 0.8 58.8 63.3 70.7 86.5: 29.3 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 10 18 2 35 26 47 44:
Old : 79: 10 18 2 35 26 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 33.0 39.5 48.2 28.2 28.4 37.3 43.4
Old : 29.6 33.0 39.5 48.2 28.2 28.4 37.3 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 77,340: 7,221 17,479 1,528 50,331 47,228 59,081 66,235: 18,259 11,105
Old : 77,340: 7,221 17,479 1,528 50,331 47,228 59,081 66,235: 18,259 11,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 18,393: 792 1,315 1,096 15,898 13,506 17,786 15,917: 607 2,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 22.6 2.0 65.1 61.1 76.4 85.6: 23.6 14.4
Old : 100.0: 9.3 22.6 2.0 65.1 61.1 76.4 85.6: 23.6 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 12 19 7 37 36 53 59:
Old : 81: 12 19 7 37 36 53 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 26.5 39.5 43.8 22.1 19.7 30.2 34.0
Old : 25.7 26.5 39.5 43.8 22.1 19.7 30.2 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 231,253: 100,508 71,699 2,845 112,548 108,914 215,901 183,459: 15,352 47,794
Old : 231,253: 100,508 71,699 2,845 112,548 108,914 215,901 183,459: 15,352 47,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -163,716: -24,441 -10,249 -9,702 -118,849 -129,572 -152,992 -149,523: -10,724 -14,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 31.0 1.2 48.7 47.1 93.4 79.3: 6.6 20.7
Old : 100.0: 43.5 31.0 1.2 48.7 47.1 93.4 79.3: 6.6 20.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 47 61 12 34 32 90 96:
Old : 166: 47 61 12 34 32 90 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 23.2 45.9 34.4 30.5 16.9 44.0 26.0
Old : 30.6 23.2 45.9 34.4 30.5 16.9 44.0 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 394,969: 124,950 81,949 12,547 231,396 238,486 368,893 332,982: 26,075 61,986
Old : 394,969: 124,950 81,949 12,547 231,396 238,486 368,893 332,982: 26,075 61,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 59,622: 10,766 2,620 9,149 34,072 42,061 53,987 53,830: 5,636 5,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 20.7 3.2 58.6 60.4 93.4 84.3: 6.6 15.7
Old : 100.0: 31.6 20.7 3.2 58.6 60.4 93.4 84.3: 6.6 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 71 60 27 49 52 137 123:
Old : 207: 71 60 27 49 52 137 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 29.9 51.9 39.2 26.0 15.6 34.4 23.4
Old : 38.4 29.9 51.9 39.2 26.0 15.6 34.4 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 79,139: 36,201 0 0 16,360 72,611 52,561 72,611: 26,578 6,528
Old : 79,139: 36,201 0 0 16,360 72,611 52,561 72,611: 26,578 6,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -17,780: -84 -3,043 -1,395 -15,910 -10,201 -17,389 -14,639: -391 -3,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 0.0 0.0 20.7 91.8 66.4 91.8: 33.6 8.2
Old : 100.0: 45.7 0.0 0.0 20.7 91.8 66.4 91.8: 33.6 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 18 0 0 9 17 27 17:
Old : 40: 18 0 0 9 17 27 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 50.7 50.9 75.6 39.8 50.7 50.9 75.5
Old : 39.8 50.7 50.9 75.6 39.8 50.7 50.9 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 96,919: 36,285 3,043 1,395 32,270 82,812 69,950 87,250: 26,969 9,669
Old : 96,919: 36,285 3,043 1,395 32,270 82,812 69,950 87,250: 26,969 9,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 30,665: 15,487 1,578 1,395 1,000 26,122 17,882 29,095: 12,782 1,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 3.1 1.4 33.3 85.4 72.2 90.0: 27.8 10.0
Old : 100.0: 37.4 3.1 1.4 33.3 85.4 72.2 90.0: 27.8 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 19 3 3 14 22 35 26:
Old : 49: 19 3 3 14 22 35 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 36.6 46.8 60.8 29.1 34.8 39.7 59.0
Old : 31.6 36.6 46.8 60.8 29.1 34.8 39.7 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 31,195: 1,178 5,677 0 25,740 20,853 26,918 26,530: 4,277 4,664
Old : 31,195: 1,178 5,677 0 25,740 20,853 26,918 26,530: 4,277 4,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -15,300: 393 -489 -896 -13,564 -11,463 -14,067 -12,848: -1,233 -2,453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 18.2 0.0 82.5 66.8 86.3 85.0: 13.7 15.0
Old : 100.0: 3.8 18.2 0.0 82.5 66.8 86.3 85.0: 13.7 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 3 13 1 30 28 33 42:
Old : 62: 3 13 1 30 28 33 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 31.9 61.9 47.5 51.9 29.9 61.9 45.6
Old : 52.0 31.9 61.9 47.5 51.9 29.9 61.9 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 46,495: 785 6,166 896 39,304 32,316 40,985 39,378: 5,510 7,117
Old : 46,495: 785 6,166 896 39,304 32,316 40,985 39,378: 5,510 7,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 8,339: 564 21 841 7,146 6,461 8,551 7,323: -212 1,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 13.3 1.9 84.5 69.5 88.1 84.7: 11.9 15.3
Old : 100.0: 1.7 13.3 1.9 84.5 69.5 88.1 84.7: 11.9 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 3 15 5 37 31 44 47:
Old : 64: 3 15 5 37 31 44 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 29.7 67.4 46.1 48.5 25.9 54.6 36.6
Old : 59.2 29.7 67.4 46.1 48.5 25.9 54.6 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 215,078: 16,260 50,131 1,413 189,659 152,042 207,331 203,586: 7,747 11,493
Old : 215,078: 16,260 50,131 1,413 189,659 152,042 207,331 203,586: 7,747 11,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -76,029: -4,042 1,899 -6,381 -46,510 -62,131 -56,933 -66,612: -19,096 -9,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 23.3 0.7 88.2 70.7 96.4 94.7: 3.6 5.3
Old : 100.0: 7.6 23.3 0.7 88.2 70.7 96.4 94.7: 3.6 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 24 43 12 34 47 64 96:
Old : 127: 24 43 12 34 47 64 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 42.1 71.7 58.1 54.8 40.4 65.3 52.3
Old : 57.6 42.1 71.7 58.1 54.8 40.4 65.3 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 291,107: 20,302 48,231 7,794 236,169 214,173 264,264 270,198: 26,843 20,910
Old : 291,107: 20,302 48,231 7,794 236,169 214,173 264,264 270,198: 26,843 20,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 47,671: 350 -953 4,088 30,206 35,061 34,644 38,196: 13,027 9,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 16.6 2.7 81.1 73.6 90.8 92.8: 9.2 7.2
Old : 100.0: 7.0 16.6 2.7 81.1 73.6 90.8 92.8: 9.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 22 42 25 42 56 81 106:
Old : 131: 22 42 25 42 56 81 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 35.7 65.1 54.0 43.4 28.7 49.8 40.5
Old : 54.7 35.7 65.1 54.0 43.4 28.7 49.8 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 49,052: 17,507 18,613 1,356 19,946 24,589 38,809 44,558: 10,243 4,494
Old : 49,052: 17,507 18,613 1,356 19,946 24,589 38,809 44,558: 10,243 4,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 3,868: 1,533 2,606 125 3,295 1,985 4,953 4,716: -1,085 -848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 37.9 2.8 40.7 50.1 79.1 90.8: 20.9 9.2
Old : 100.0: 35.7 37.9 2.8 40.7 50.1 79.1 90.8: 20.9 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 27 16 3 23 17 52 36:
Old : 82: 27 16 3 23 17 52 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 47.1 37.7 58.8 23.8 47.1 36.7 58.7
Old : 24.4 47.1 37.7 58.8 23.8 47.1 36.7 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 45,184: 15,974 16,007 1,231 16,651 22,604 33,856 39,842: 11,328 5,342
Old : 45,184: 15,974 16,007 1,231 16,651 22,604 33,856 39,842: 11,328 5,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -22,012: -3,786 2,875 -5,569 -6,047 -12,137 -15,402 -14,831: -6,610 -7,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 35.4 2.7 36.9 50.0 74.9 88.2: 25.1 11.8
Old : 100.0: 35.4 35.4 2.7 36.9 50.0 74.9 88.2: 25.1 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 26 17 3 20 16 48 36:
Old : 78: 26 17 3 20 16 48 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 47.3 35.5 57.9 22.3 47.3 35.1 57.6
Old : 22.3 47.3 35.5 57.9 22.3 47.3 35.1 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 34,289: 12,465 1,533 236 16,961 1,490 29,662 3,259: 4,627 31,030
Old : 34,289: 12,465 1,533 236 16,961 1,490 29,662 3,259: 4,627 31,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 5,706: 488 -409 -2 3,749 151 4,235 -260: 1,471 5,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 4.5 0.7 49.5 4.3 86.5 9.5: 13.5 90.5
Old : 100.0: 36.4 4.5 0.7 49.5 4.3 86.5 9.5: 13.5 90.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 12 2 1 7 4 19 7:
Old : 24: 12 2 1 7 4 19 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 7.1 73.4 9.5 60.6 7.1 72.6 8.1
Old : 61.3 7.1 73.4 9.5 60.6 7.1 72.6 8.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 28,583: 11,977 1,942 238 13,212 1,339 25,427 3,519: 3,156 25,064
Old : 28,583: 11,977 1,942 238 13,212 1,339 25,427 3,519: 3,156 25,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -10,463: 5,033 -543 -3,251 -7,615 -9,643 -5,833 -13,437: -4,630 2,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 6.8 0.8 46.2 4.7 89.0 12.3: 11.0 87.7
Old : 100.0: 41.9 6.8 0.8 46.2 4.7 89.0 12.3: 11.0 87.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 14 4 1 7 4 22 8:
Old : 28: 14 4 1 7 4 22 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 7.9 71.6 12.3 57.1 7.9 70.5 10.4
Old : 57.1 7.9 71.6 12.3 57.1 7.9 70.5 10.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 39,399: 2,809 2,696 0 15,467 31,093 18,276 33,789: 21,123 5,610
Old : 39,399: 2,809 2,696 0 15,467 31,093 18,276 33,789: 21,123 5,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -2,299: 1,311 -391 -80 -5,844 1,746 -4,613 1,275: 2,314 -3,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.8 0.0 39.3 78.9 46.4 85.8: 53.6 14.2
Old : 100.0: 7.1 6.8 0.0 39.3 78.9 46.4 85.8: 53.6 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 9 0 14 23 18 32:
Old : 40: 4 9 0 14 23 18 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 38.8 36.3 63.5 13.4 33.0 16.9 46.0
Old : 24.6 38.8 36.3 63.5 13.4 33.0 16.9 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 41,698: 1,498 3,087 80 21,311 29,347 22,889 32,514: 18,809 9,184
Old : 41,698: 1,498 3,087 80 21,311 29,347 22,889 32,514: 18,809 9,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 2,210: 0 181 80 1,763 801 1,843 1,062: 367 1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 7.4 0.2 51.1 70.4 54.9 78.0: 45.1 22.0
Old : 100.0: 3.6 7.4 0.2 51.1 70.4 54.9 78.0: 45.1 22.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 11 1 20 23 25 34:
Old : 44: 4 11 1 20 23 25 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 36.8 38.8 59.0 14.1 28.2 19.1 35.3
Old : 27.9 36.8 38.8 59.0 14.1 28.2 19.1 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 140,603: 49,123 15,325 22,112 31,330 88,157 102,566 125,594: 38,037 15,009
Old : 140,603: 49,123 15,325 22,112 31,330 88,157 102,566 125,594: 38,037 15,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 9,345: 7,743 -11,410 3,932 -4,811 15,066 6,865 7,588: 2,480 1,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 10.9 15.7 22.3 62.7 72.9 89.3: 27.1 10.7
Old : 100.0: 34.9 10.9 15.7 22.3 62.7 72.9 89.3: 27.1 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 97 46 51 25 38 140 118:
Old : 187: 97 46 51 25 38 140 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 30.5 29.4 44.3 12.5 25.1 18.3 36.0
Old : 18.5 30.5 29.4 44.3 12.5 25.1 18.3 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 131,258: 41,380 26,735 18,180 36,141 73,091 95,701 118,006: 35,557 13,252
Old : 131,258: 41,380 26,735 18,180 36,141 73,091 95,701 118,006: 35,557 13,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 4,155: 2,608 2,153 1,022 1,064 801 4,693 3,976: -539 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 20.4 13.9 27.5 55.7 72.9 89.9: 27.1 10.1
Old : 100.0: 31.5 20.4 13.9 27.5 55.7 72.9 89.9: 27.1 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 94 51 45 27 32 140 110:
Old : 185: 94 51 45 27 32 140 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 27.9 31.2 42.7 14.2 22.6 19.0 34.9
Old : 21.2 27.9 31.2 42.7 14.2 22.6 19.0 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 104,141: 34,713 27,130 13,823 41,143 49,823 89,680 90,776: 14,462 13,365
Old : 104,141: 34,713 27,130 13,823 41,143 49,823 89,680 90,776: 14,462 13,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,975: 1,089 123 1,336 -452 560 1,973 2,020: 2 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 26.1 13.3 39.5 47.8 86.1 87.2: 13.9 12.8
Old : 100.0: 33.3 26.1 13.3 39.5 47.8 86.1 87.2: 13.9 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 76 59 47 40 36 144 118:
Old : 188: 76 59 47 40 36 144 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 41.0 35.3 50.7 25.4 36.8 34.0 45.9
Old : 25.4 41.0 35.3 50.7 25.4 36.8 34.0 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 102,167: 33,624 27,007 12,487 41,596 49,262 87,707 88,756: 14,460 13,411
Old : 102,167: 33,624 27,007 12,487 41,596 49,262 87,707 88,756: 14,460 13,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -6,747: -5,093 -1,403 -1,697 840 -3,350 -5,950 -6,450: -797 -298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 26.4 12.2 40.7 48.2 85.8 86.9: 14.2 13.1
Old : 100.0: 32.9 26.4 12.2 40.7 48.2 85.8 86.9: 14.2 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 69 58 39 43 37 134 115:
Old : 180: 69 58 39 43 37 134 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 40.4 34.9 50.5 25.1 36.3 34.6 46.1
Old : 25.1 40.4 34.9 50.5 25.1 36.3 34.6 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 463,495: 224,267 53,553 84,616 88,803 292,257 397,686 430,426: 65,809 33,069
Old : 463,495: 224,267 53,553 84,616 88,803 292,257 397,686 430,426: 65,809 33,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 76,432: 46,468 10,063 20,654 6,522 40,109 73,643 70,825: 2,789 5,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 11.6 18.3 19.2 63.1 85.8 92.9: 14.2 7.1
Old : 100.0: 48.4 11.6 18.3 19.2 63.1 85.8 92.9: 14.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 175 80 76 40 57 253 178:
Old : 323: 175 80 76 40 57 253 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 29.0 33.4 45.0 21.1 27.0 25.2 37.0
Old : 22.6 29.0 33.4 45.0 21.1 27.0 25.2 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 387,063: 177,800 43,490 63,962 82,281 252,149 324,043 359,601: 63,020 27,462
Old : 387,063: 177,800 43,490 63,962 82,281 252,149 324,043 359,601: 63,020 27,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 26,753: 15,622 4,127 3,586 8,291 18,612 27,498 26,324: -745 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 11.2 16.5 21.3 65.1 83.7 92.9: 16.3 7.1
Old : 100.0: 45.9 11.2 16.5 21.3 65.1 83.7 92.9: 16.3 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 161 65 69 41 52 237 154:
Old : 289: 161 65 69 41 52 237 154:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 33.0 34.1 50.9 20.5 31.3 25.6 43.0
Old : 24.6 33.0 34.1 50.9 20.5 31.3 25.6 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 10,003: 4,645 2,298 620 2,686 6,168 7,951 9,086: 2,052 917
Old : 10,003: 4,645 2,298 620 2,686 6,168 7,951 9,086: 2,052 917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 704: -94 22 136 114 169 156 327: 548 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 23.0 6.2 26.9 61.7 79.5 90.8: 20.5 9.2
Old : 100.0: 46.4 23.0 6.2 26.9 61.7 79.5 90.8: 20.5 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 18 4 13 6 6 36 21:
Old : 41: 18 4 13 6 6 36 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 75.1 63.8 84.9 46.7 63.6 54.6 72.8
Old : 51.5 75.1 63.8 84.9 46.7 63.6 54.6 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 9,299: 4,739 2,276 484 2,572 5,999 7,795 8,759: 1,504 540
Old : 9,299: 4,739 2,276 484 2,572 5,999 7,795 8,759: 1,504 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -17: 41 15 -57 -35 -60 -51 -102: 34 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 24.5 5.2 27.7 64.5 83.8 94.2: 16.2 5.8
Old : 100.0: 51.0 24.5 5.2 27.7 64.5 83.8 94.2: 16.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 18 4 11 6 6 34 19:
Old : 39: 18 4 11 6 6 34 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 79.0 67.4 88.8 50.5 68.1 59.0 77.7
Old : 53.9 79.0 67.4 88.8 50.5 68.1 59.0 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 103,408: 34,089 2,716 9,387 37,500 69,819 80,976 81,922: 22,433 21,487
Old : 91,696: 33,730 2,819 6,003 33,286 65,187 73,018 74,009: 18,678 17,687
Other: 11,713: 3,635 3,172 109 4,214 4,632 7,958 7,913: 3,755 3,800
: : :
: : Changes in Commitments from: September 13, 2005 :
: -2,219: 6,245 -7,518 677 -12,246 2,271 -5,324 -4,570: 3,105 2,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 2.6 9.1 36.3 67.5 78.3 79.2: 21.7 20.8
Old : 100.0: 36.8 3.1 6.5 36.3 71.1 79.6 80.7: 20.4 19.3
Other: 100.0: 31.0 27.1 0.9 36.0 39.5 67.9 67.6: 32.1 32.4
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 56 14 26 49 54 115 86:
Old : 144: 56 15 21 46 53 111 80:
Other: 63: 14 15 11 12 27 32 47:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 33.3 29.5 42.8 17.2 24.6 24.4 31.8
Old : 18.9 36.1 29.6 45.6 18.6 29.4 26.8 36.8
Other: 43.3 30.0 55.1 49.1 43.2 29.4 55.0 48.2
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 105,627: 27,845 10,234 8,710 49,746 67,548 86,300 86,492: 19,327 19,135
Old : 96,414: 27,779 10,400 5,709 45,630 63,847 79,118 79,956: 17,296 16,458
Other: 9,214: 2,945 2,713 122 4,116 3,702 7,182 6,537: 2,032 2,677
: : :
: : Changes in Commitments from: September 6, 2005 :
: 4,916: 5,564 904 1,197 -2,705 3,217 4,056 5,318: 860 -402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 9.7 8.2 47.1 63.9 81.7 81.9: 18.3 18.1
Old : 100.0: 28.8 10.8 5.9 47.3 66.2 82.1 82.9: 17.9 17.1
Other: 100.0: 32.0 29.4 1.3 44.7 40.2 78.0 70.9: 22.0 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 50 24 33 52 57 115 103:
Old : 154: 51 25 22 50 57 112 93:
Other: 66: 12 17 10 13 27 29 50:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 32.6 36.4 42.5 17.9 23.7 26.0 30.6
Old : 25.7 34.2 37.3 44.7 21.7 27.5 30.9 35.5
Other: 55.0 34.6 64.8 49.6 54.9 34.6 64.6 49.6
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 30,986: 4,878 1,837 1,108 14,797 19,528 20,783 22,473: 10,203 8,513
Old : 30,796: 4,878 1,837 1,108 14,706 19,467 20,692 22,412: 10,104 8,384
Other: 190: 0 0 0 91 61 91 61: 99 129
: : :
: : Changes in Commitments from: September 13, 2005 :
: -1,941: 1,475 -2,531 -153 -2,118 1,947 -796 -737: -1,145 -1,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 5.9 3.6 47.8 63.0 67.1 72.5: 32.9 27.5
Old : 100.0: 15.8 6.0 3.6 47.8 63.2 67.2 72.8: 32.8 27.2
Other: 100.0: 0.0 0.0 0.0 47.9 32.1 47.9 32.1: 52.1 67.9
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 10 5 5 19 15 30 24:
Old : 38: 10 5 5 19 15 30 24:
Other: 6: 0 0 0 3 4 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 49.7 47.4 60.8 29.6 46.4 42.0 53.3
Old : 32.6 49.8 47.4 61.0 29.5 46.7 42.0 53.5
Other: 47.9 32.1 47.9 32.1 47.4 31.6 47.4 31.6
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 32,927: 3,404 4,369 1,261 16,915 17,580 21,579 23,210: 11,348 9,717
Old : 32,738: 3,404 4,369 1,261 16,824 17,519 21,488 23,149: 11,250 9,589
Other: 189: 0 0 0 91 61 91 61: 98 128
: : :
: : Changes in Commitments from: September 6, 2005 :
: 3,794: 1,574 -1,278 101 -86 3,121 1,590 1,945: 2,205 1,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 13.3 3.8 51.4 53.4 65.5 70.5: 34.5 29.5
Old : 100.0: 10.4 13.3 3.9 51.4 53.5 65.6 70.7: 34.4 29.3
Other: 100.0: 0.0 0.0 0.0 48.1 32.3 48.1 32.3: 51.9 67.7
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 9 10 6 23 16 35 30:
Old : 45: 9 10 6 23 16 35 30:
Other: 6: 0 0 0 3 4 3 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 46.9 43.9 56.9 27.6 43.6 36.8 49.5
Old : 31.8 47.2 43.9 57.1 27.6 43.9 36.7 49.8
Other: 48.1 32.3 48.1 32.3 47.6 31.7 47.6 31.7
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 148,002: 19,002 23,596 36,349 77,557 76,183 132,908 136,129: 15,094 11,873
Old : 147,274: 19,093 23,696 36,158 77,013 75,683 132,264 135,538: 15,010 11,736
Other: 728: 100 91 0 544 500 644 591: 84 137
: : :
: : Changes in Commitments from: September 13, 2005 :
: -1,578: -424 -433 -1,075 374 1,245 -1,124 -263: -454 -1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 15.9 24.6 52.4 51.5 89.8 92.0: 10.2 8.0
Old : 100.0: 13.0 16.1 24.6 52.3 51.4 89.8 92.0: 10.2 8.0
Other: 100.0: 13.8 12.5 0.0 74.7 68.7 88.5 81.2: 11.5 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 88 46 58 70 68 174 161:
Old : 224: 88 47 56 70 67 173 159:
Other: 17: 2 2 0 6 7 8 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 26.1 29.7 35.0 18.1 20.8 25.8 26.4
Old : 18.4 26.2 29.8 34.9 18.2 20.9 26.0 26.5
Other: 74.8 71.3 88.5 81.2 74.8 71.3 88.5 81.2
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 149,581: 19,426 24,030 37,424 77,182 74,939 134,032 136,392: 15,548 13,188
Old : 148,867: 19,517 24,130 37,233 76,638 74,476 133,388 135,838: 15,478 13,028
Other: 714: 100 91 0 544 463 644 554: 70 160
: : :
: : Changes in Commitments from: September 6, 2005 :
: -2,562: -108 -10,766 1,814 -2,533 6,726 -828 -2,226: -1,735 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 16.1 25.0 51.6 50.1 89.6 91.2: 10.4 8.8
Old : 100.0: 13.1 16.2 25.0 51.5 50.0 89.6 91.2: 10.4 8.8
Other: 100.0: 14.0 12.7 0.0 76.2 64.8 90.2 77.6: 9.8 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 81 54 57 68 64 171 154:
Old : 219: 81 54 56 68 64 171 153:
Other: 14: 1 1 0 6 6 7 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 25.5 29.0 34.1 17.6 20.1 25.2 25.6
Old : 18.2 25.4 29.1 34.0 17.7 20.2 25.4 25.6
Other: 76.3 69.2 90.2 77.6 76.3 69.2 90.2 77.6
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 39,191: 7,421 5,048 8,629 18,049 22,260 34,098 35,937: 5,093 3,254
Old : 24,749: 6,920 4,639 3,607 10,737 14,356 21,264 22,602: 3,486 2,148
Other: 14,442: 1,275 1,184 4,248 7,312 7,904 12,835 13,335: 1,607 1,106
: : :
: : Changes in Commitments from: September 13, 2005 :
: -1,052: 6 -1,409 -886 362 1,001 -519 -1,294: -533 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 12.9 22.0 46.1 56.8 87.0 91.7: 13.0 8.3
Old : 100.0: 28.0 18.7 14.6 43.4 58.0 85.9 91.3: 14.1 8.7
Other: 100.0: 8.8 8.2 29.4 50.6 54.7 88.9 92.3: 11.1 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 34 33 20 27 21 73 63:
Old : 97: 33 32 16 25 18 67 57:
Other: 49: 16 12 16 18 13 43 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 42.3 43.7 57.6 20.2 30.8 28.3 39.5
Old : 32.1 40.4 45.2 56.3 26.7 33.7 36.7 43.9
Other: 34.7 57.1 52.7 72.2 18.8 34.4 28.6 37.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 40,243: 7,415 6,457 9,515 17,687 21,259 34,618 37,231: 5,625 3,012
Old : 26,787: 7,420 6,117 4,345 11,580 14,095 23,345 24,556: 3,442 2,230
Other: 13,456: 1,072 1,418 4,093 6,108 7,165 11,273 12,675: 2,183 781
: : :
: : Changes in Commitments from: September 6, 2005 :
: 3,312: 378 31 1,188 1,249 1,945 2,816 3,164: 496 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.0 23.6 44.0 52.8 86.0 92.5: 14.0 7.5
Old : 100.0: 27.7 22.8 16.2 43.2 52.6 87.2 91.7: 12.8 8.3
Other: 100.0: 8.0 10.5 30.4 45.4 53.2 83.8 94.2: 16.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 37 33 21 29 21 76 67:
Old : 103: 37 33 16 28 18 73 59:
Other: 52: 13 16 18 19 13 44 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 40.9 40.6 55.2 19.7 31.4 28.7 41.5
Old : 29.1 37.5 42.7 52.9 27.1 31.5 37.1 46.2
Other: 31.6 57.7 49.9 73.5 16.1 34.3 26.3 38.5
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 133,151: 23,466 22,440 12,521 89,360 93,397 125,348 128,358: 7,803 4,793
Old : 117,935: 23,570 22,454 12,070 74,714 78,665 110,355 113,189: 7,580 4,746
Other: 15,216: 77 167 270 14,646 14,732 14,993 15,169: 222 47
: : :
: : Changes in Commitments from: September 13, 2005 :
: 5,813: 1,106 5,888 1,365 3,178 -1,417 5,648 5,836: 164 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 16.9 9.4 67.1 70.1 94.1 96.4: 5.9 3.6
Old : 100.0: 20.0 19.0 10.2 63.4 66.7 93.6 96.0: 6.4 4.0
Other: 100.0: 0.5 1.1 1.8 96.3 96.8 98.5 99.7: 1.5 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 56 49 35 52 36 124 106:
Old : 164: 56 51 34 51 36 123 105:
Other: 27: 3 3 3 14 12 18 17:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 31.5 48.9 47.4 21.7 23.9 32.4 32.2
Old : 30.9 30.0 48.6 44.5 26.7 23.8 40.1 34.8
Other: 66.6 89.1 87.9 97.0 48.9 66.7 62.9 69.8
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 127,338: 22,361 16,552 11,156 86,183 94,814 119,700 122,522: 7,638 4,816
Old : 113,533: 22,521 16,790 10,559 73,042 81,469 106,122 108,818: 7,411 4,715
Other: 13,805: 238 160 199 13,141 13,345 13,578 13,704: 227 101
: : :
: : Changes in Commitments from: September 6, 2005 :
: -2,826: 3,726 -3,797 162 -4,871 2,760 -983 -876: -1,842 -1,950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 13.0 8.8 67.7 74.5 94.0 96.2: 6.0 3.8
Old : 100.0: 19.8 14.8 9.3 64.3 71.8 93.5 95.8: 6.5 4.2
Other: 100.0: 1.7 1.2 1.4 95.2 96.7 98.4 99.3: 1.6 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 50 42 32 51 36 120 94:
Old : 151: 50 44 31 50 36 119 93:
Other: 24: 3 1 3 14 11 17 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 34.1 49.9 51.9 21.4 25.5 30.4 33.4
Old : 32.2 31.9 50.2 49.4 27.0 26.3 38.5 36.8
Other: 63.3 88.7 86.8 97.6 47.7 68.1 63.1 69.4
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 606,486: 205,362 17,041 86,374 220,100 445,024 511,836 548,439: 94,649 58,047
Old : 606,486: 205,362 17,041 86,374 220,100 445,024 511,836 548,439: 94,649 58,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 25,872: 11,378 -1,042 6,372 5,733 13,228 23,483 18,558: 2,389 7,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 2.8 14.2 36.3 73.4 84.4 90.4: 15.6 9.6
Old : 100.0: 33.9 2.8 14.2 36.3 73.4 84.4 90.4: 15.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 77 28 48 57 56 158 112:
Old : 175: 77 28 48 57 56 158 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 27.3 23.8 43.9 11.8 21.4 19.9 33.9
Old : 14.7 27.3 23.8 43.9 11.8 21.4 19.9 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 580,614: 193,984 18,083 80,002 214,368 431,796 488,353 529,881: 92,261 50,733
Old : 580,614: 193,984 18,083 80,002 214,368 431,796 488,353 529,881: 92,261 50,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -49,013: 1,491 1,565 -35,219 -5,845 1,676 -39,573 -31,978: -9,439 -17,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 3.1 13.8 36.9 74.4 84.1 91.3: 15.9 8.7
Old : 100.0: 33.4 3.1 13.8 36.9 74.4 84.1 91.3: 15.9 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 74 30 47 61 56 158 112:
Old : 175: 74 30 47 61 56 158 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 27.5 22.7 43.2 12.0 21.5 20.0 33.2
Old : 13.9 27.5 22.7 43.2 12.0 21.5 20.0 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 118,982: 16,113 18,920 37,509 54,499 53,464 108,121 109,894: 10,861 9,088
Old : 117,977: 16,087 19,250 37,071 54,067 52,820 107,225 109,141: 10,752 8,835
Other: 1,005: 388 32 76 432 644 896 752: 109 253
: : :
: : Changes in Commitments from: September 13, 2005 :
: 2,993: -1,725 -895 4,386 -647 -1,630 2,014 1,861: 978 1,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 15.9 31.5 45.8 44.9 90.9 92.4: 9.1 7.6
Old : 100.0: 13.6 16.3 31.4 45.8 44.8 90.9 92.5: 9.1 7.5
Other: 100.0: 38.6 3.2 7.6 43.0 64.1 89.1 74.8: 10.9 25.2
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 120 80 98 99 85 258 229:
Old : 319: 119 83 98 99 85 258 229:
Other: 37: 6 3 3 14 17 20 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 20.1 27.3 30.0 13.4 12.4 20.5 19.4
Old : 16.5 20.3 27.6 30.2 13.5 12.6 20.7 19.6
Other: 49.5 42.4 72.4 61.2 45.1 42.4 62.9 57.5
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 115,990: 17,837 19,815 33,124 55,146 55,094 106,107 108,033: 9,882 7,957
Old : 115,034: 17,808 20,253 32,596 54,825 54,426 105,230 107,275: 9,804 7,759
Other: 955: 492 25 64 321 668 877 757: 78 198
: : :
: : Changes in Commitments from: September 6, 2005 :
: -622: -2,352 1,500 718 1,886 -3,017 252 -799: -874 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.1 28.6 47.5 47.5 91.5 93.1: 8.5 6.9
Old : 100.0: 15.5 17.6 28.3 47.7 47.3 91.5 93.3: 8.5 6.7
Other: 100.0: 51.5 2.7 6.7 33.6 69.9 91.8 79.3: 8.2 20.7
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 105 87 96 98 85 253 226:
Old : 314: 106 90 96 98 85 253 226:
Other: 38: 7 3 2 14 17 21 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 20.5 28.1 31.2 14.4 13.1 22.6 19.5
Old : 16.9 20.7 28.3 31.4 14.6 13.2 22.8 19.7
Other: 59.7 40.8 77.8 64.6 53.0 40.8 68.9 61.4
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 12,851: 7,603 2,293 2,319 692 6,065 10,613 10,676: 2,238 2,175
Old : 12,851: 7,603 2,293 2,319 692 6,065 10,613 10,676: 2,238 2,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -5,797: 3,236 -1,862 2 -9,451 -2,733 -6,212 -4,593: 416 -1,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 17.8 18.0 5.4 47.2 82.6 83.1: 17.4 16.9
Old : 100.0: 59.2 17.8 18.0 5.4 47.2 82.6 83.1: 17.4 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 15 13 9 5 7 25 25:
Old : 40: 15 13 9 5 7 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 58.2 71.1 71.8 48.4 47.4 56.9 57.8
Old : 61.4 58.2 71.1 71.8 48.4 47.4 56.9 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 18,648: 4,367 4,155 2,317 10,142 8,798 16,826 15,270: 1,822 3,378
Old : 18,648: 4,367 4,155 2,317 10,142 8,798 16,826 15,270: 1,822 3,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -3,399: -1,447 -7,046 -1,111 -1,346 4,543 -3,904 -3,614: 506 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 22.3 12.4 54.4 47.2 90.2 81.9: 9.8 18.1
Old : 100.0: 23.4 22.3 12.4 54.4 47.2 90.2 81.9: 9.8 18.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 12 18 10 8 8 25 32:
Old : 43: 12 18 10 8 8 25 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 56.6 82.8 68.1 51.7 39.5 60.5 46.7
Old : 62.3 56.6 82.8 68.1 51.7 39.5 60.5 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EURO 200,000) :
: : :
All : 20,549: 8,134 419 0 8,399 16,092 16,533 16,511: 4,016 4,038
Old : 20,549: 8,134 419 0 8,399 16,092 16,533 16,511: 4,016 4,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 2.0 0.0 40.9 78.3 80.5 80.3: 19.5 19.7
Old : 100.0: 39.6 2.0 0.0 40.9 78.3 80.5 80.3: 19.5 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 1 0 6 13 11 14:
Old : 20: 5 1 0 6 13 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 44.1 70.0 64.3 42.3 38.0 57.9 54.0
Old : 48.8 44.1 70.0 64.3 42.3 38.0 57.9 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 265,557: 20,149 18,069 65,597 105,075 122,240 190,821 205,906: 74,735 59,651
Old : 265,557: 20,149 18,069 65,597 105,075 122,240 190,821 205,906: 74,735 59,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 42,830: -1,804 205 8,704 4,285 4,683 11,186 13,592: 31,644 29,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 6.8 24.7 39.6 46.0 71.9 77.5: 28.1 22.5
Old : 100.0: 7.6 6.8 24.7 39.6 46.0 71.9 77.5: 28.1 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 38 25 44 60 61 119 113:
Old : 133: 38 25 44 60 61 119 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 17.7 24.0 25.1 9.3 8.6 12.9 13.1
Old : 15.0 17.7 24.0 25.1 9.3 8.6 12.9 13.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 222,727: 21,953 17,864 56,892 100,790 117,557 179,636 192,313: 43,091 30,413
Old : 222,727: 21,953 17,864 56,892 100,790 117,557 179,636 192,313: 43,091 30,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -14,668: -7,607 1,295 -3,913 455 -10,907 -11,066 -13,524: -3,602 -1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.0 25.5 45.3 52.8 80.7 86.3: 19.3 13.7
Old : 100.0: 9.9 8.0 25.5 45.3 52.8 80.7 86.3: 19.3 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 37 29 43 56 59 117 108:
Old : 130: 37 29 43 56 59 117 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 19.7 26.3 28.3 10.9 11.4 14.9 16.2
Old : 15.8 19.7 26.3 28.3 10.9 11.4 14.9 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 1,000,751: 55,731 83,317 439,388 417,110 429,304 912,230 952,009: 88,521 48,741
Old : 1,000,751: 55,731 83,317 439,388 417,110 429,304 912,230 952,009: 88,521 48,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 45,142: -1,709 -2,873 23,569 17,657 10,322 39,517 31,018: 5,625 14,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 8.3 43.9 41.7 42.9 91.2 95.1: 8.8 4.9
Old : 100.0: 5.6 8.3 43.9 41.7 42.9 91.2 95.1: 8.8 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 59 56 88 98 91 208 185:
Old : 217: 59 56 88 98 91 208 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 23.6 34.4 38.3 4.2 8.3 6.8 11.5
Old : 21.3 23.6 34.4 38.3 4.2 8.3 6.8 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 955,609: 57,441 86,190 415,819 399,453 418,983 872,712 920,991: 82,896 34,617
Old : 955,609: 57,441 86,190 415,819 399,453 418,983 872,712 920,991: 82,896 34,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 15,780: 902 4,953 5,803 5,283 9,782 11,988 20,538: 3,792 -4,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 9.0 43.5 41.8 43.8 91.3 96.4: 8.7 3.6
Old : 100.0: 6.0 9.0 43.5 41.8 43.8 91.3 96.4: 8.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 59 53 84 97 89 205 181:
Old : 216: 59 53 84 97 89 205 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 22.9 33.5 38.2 4.0 8.3 6.4 11.6
Old : 20.6 22.9 33.5 38.2 4.0 8.3 6.4 11.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 41,164: 0 3,204 5,028 30,018 25,943 35,046 34,175: 6,118 6,989
Old : 41,164: 0 3,204 5,028 30,018 25,943 35,046 34,175: 6,118 6,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 79: 0 549 -497 -584 67 -1,081 119: 1,160 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.8 12.2 72.9 63.0 85.1 83.0: 14.9 17.0
Old : 100.0: 0.0 7.8 12.2 72.9 63.0 85.1 83.0: 14.9 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 2 16 15 18 18:
Old : 23: 0 3 2 16 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 38.4 68.4 61.1 40.4 30.0 54.9 47.3
Old : 46.7 38.4 68.4 61.1 40.4 30.0 54.9 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 41,085: 0 2,655 5,525 30,602 25,876 36,127 34,056: 4,958 7,029
Old : 41,085: 0 2,655 5,525 30,602 25,876 36,127 34,056: 4,958 7,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 164: 0 -939 596 -434 147 162 -196: 2 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 13.4 74.5 63.0 87.9 82.9: 12.1 17.1
Old : 100.0: 0.0 6.5 13.4 74.5 63.0 87.9 82.9: 12.1 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 2 16 14 18 17:
Old : 23: 0 3 2 16 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 41.8 71.3 64.6 39.3 32.8 58.7 52.4
Old : 46.8 41.8 71.3 64.6 39.3 32.8 58.7 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 111,556: 9,574 4,130 1,931 91,836 99,924 103,341 105,985: 8,215 5,571
Old : 111,556: 9,574 4,130 1,931 91,836 99,924 103,341 105,985: 8,215 5,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 3,556: -222 0 0 5,078 2,463 4,856 2,463: -1,300 1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.7 1.7 82.3 89.6 92.6 95.0: 7.4 5.0
Old : 100.0: 8.6 3.7 1.7 82.3 89.6 92.6 95.0: 7.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 2 5 29 32 35 37:
Old : 42: 4 2 5 29 32 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 36.0 64.6 58.0 50.3 32.3 58.3 52.4
Old : 53.1 36.0 64.6 58.0 50.3 32.3 58.3 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 108,000: 9,796 4,130 1,931 86,758 97,461 98,485 103,522: 9,515 4,478
Old : 108,000: 9,796 4,130 1,931 86,758 97,461 98,485 103,522: 9,515 4,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 2,006: 321 -1,170 -2,465 3,995 5,757 1,851 2,122: 155 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 3.8 1.8 80.3 90.2 91.2 95.9: 8.8 4.1
Old : 100.0: 9.1 3.8 1.8 80.3 90.2 91.2 95.9: 8.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 2 5 26 30 32 35:
Old : 38: 4 2 5 26 30 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 35.9 67.0 58.0 51.9 32.0 59.2 52.5
Old : 54.9 35.9 67.0 58.0 51.9 32.0 59.2 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 60,068: 7,006 8,832 930 45,925 43,340 53,861 53,102: 6,207 6,966
Old : 60,068: 7,006 8,832 930 45,925 43,340 53,861 53,102: 6,207 6,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 784: 1,306 0 -434 -3,093 2,038 -2,221 1,604: 3,005 -820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 14.7 1.5 76.5 72.2 89.7 88.4: 10.3 11.6
Old : 100.0: 11.7 14.7 1.5 76.5 72.2 89.7 88.4: 10.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 1 19 18 22 21:
Old : 29: 3 2 1 19 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 41.9 76.9 65.2 50.2 33.5 63.7 52.3
Old : 56.3 41.9 76.9 65.2 50.2 33.5 63.7 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 59,284: 5,700 8,832 1,364 49,018 41,302 56,082 51,498: 3,202 7,786
Old : 59,284: 5,700 8,832 1,364 49,018 41,302 56,082 51,498: 3,202 7,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -54: 780 -1,989 -151 192 1,410 821 -730: -875 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 14.9 2.3 82.7 69.7 94.6 86.9: 5.4 13.1
Old : 100.0: 9.6 14.9 2.3 82.7 69.7 94.6 86.9: 5.4 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 1 20 17 23 20:
Old : 29: 3 2 1 20 17 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 42.1 79.5 65.7 50.5 34.8 66.3 53.8
Old : 56.9 42.1 79.5 65.7 50.5 34.8 66.3 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,559: 312 17,551 2,249 59,244 43,268 61,805 63,068: 3,754 2,491
Old : 65,559: 312 17,551 2,249 59,244 43,268 61,805 63,068: 3,754 2,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,882: 124 -1,966 549 1,209 3,299 1,882 1,882: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 26.8 3.4 90.4 66.0 94.3 96.2: 5.7 3.8
Old : 100.0: 0.5 26.8 3.4 90.4 66.0 94.3 96.2: 5.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 3 21 20 24 24:
Old : 27: 1 3 3 21 20 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 51.4 66.3 71.2 36.8 43.1 51.6 56.3
Old : 44.3 51.4 66.3 71.2 36.8 43.1 51.6 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,677: 188 19,517 1,700 58,035 39,969 59,923 61,186: 3,754 2,491
Old : 63,677: 188 19,517 1,700 58,035 39,969 59,923 61,186: 3,754 2,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -1,331: 0 -5,618 276 -608 4,011 -332 -1,331: -999 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 30.6 2.7 91.1 62.8 94.1 96.1: 5.9 3.9
Old : 100.0: 0.3 30.6 2.7 91.1 62.8 94.1 96.1: 5.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 3 21 20 24 24:
Old : 27: 1 3 3 21 20 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 51.8 64.1 72.7 35.0 44.0 50.4 58.7
Old : 41.9 51.8 64.1 72.7 35.0 44.0 50.4 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,468: 18,801 13,702 2,620 38,491 41,687 59,912 58,009: 5,556 7,459
Old : 65,468: 18,801 13,702 2,620 38,491 41,687 59,912 58,009: 5,556 7,459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 2,812: -200 -492 616 2,365 2,113 2,781 2,237: 31 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 20.9 4.0 58.8 63.7 91.5 88.6: 8.5 11.4
Old : 100.0: 28.7 20.9 4.0 58.8 63.7 91.5 88.6: 8.5 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 5 4 19 19 23 26:
Old : 29: 2 5 4 19 19 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 40.3 73.2 56.7 48.7 39.0 61.2 53.9
Old : 53.4 40.3 73.2 56.7 48.7 39.0 61.2 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,656: 19,001 14,194 2,004 36,126 39,574 57,131 55,772: 5,525 6,884
Old : 62,656: 19,001 14,194 2,004 36,126 39,574 57,131 55,772: 5,525 6,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 6,546: 4,906 1,172 888 759 2,627 6,553 4,687: -7 1,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 22.7 3.2 57.7 63.2 91.2 89.0: 8.8 11.0
Old : 100.0: 30.3 22.7 3.2 57.7 63.2 91.2 89.0: 8.8 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 5 4 19 19 23 26:
Old : 29: 2 5 4 19 19 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 42.1 72.3 59.1 48.4 40.8 60.7 56.4
Old : 52.9 42.1 72.3 59.1 48.4 40.8 60.7 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,314: 0 3,349 1,701 59,277 51,111 60,978 56,161: 1,336 6,153
Old : 62,314: 0 3,349 1,701 59,277 51,111 60,978 56,161: 1,336 6,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,314: -211 3,349 -896 1,841 -1,264 734 1,189: 580 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 2.7 95.1 82.0 97.9 90.1: 2.1 9.9
Old : 100.0: 0.0 5.4 2.7 95.1 82.0 97.9 90.1: 2.1 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 19 20 20 21:
Old : 24: 0 1 1 19 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 38.9 83.6 65.3 60.9 37.3 68.8 53.0
Old : 65.8 38.9 83.6 65.3 60.9 37.3 68.8 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 61,000: 211 0 2,597 57,436 52,375 60,244 54,972: 756 6,028
Old : 61,000: 211 0 2,597 57,436 52,375 60,244 54,972: 756 6,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 400: -192 0 608 -237 176 179 784: 221 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 4.3 94.2 85.9 98.8 90.1: 1.2 9.9
Old : 100.0: 0.3 0.0 4.3 94.2 85.9 98.8 90.1: 1.2 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 20 20 21 21:
Old : 25: 1 0 1 20 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 39.5 80.9 66.1 55.8 38.1 65.0 53.1
Old : 62.9 39.5 80.9 66.1 55.8 38.1 65.0 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,610: 0 11,457 1,206 59,804 47,728 61,010 60,391: 4,600 5,219
Old : 65,610: 0 11,457 1,206 59,804 47,728 61,010 60,391: 4,600 5,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 635: 0 -496 434 50 192 484 130: 151 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.5 1.8 91.2 72.7 93.0 92.0: 7.0 8.0
Old : 100.0: 0.0 17.5 1.8 91.2 72.7 93.0 92.0: 7.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 2 23 20 25 22:
Old : 30: 0 2 2 23 20 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 49.5 54.6 75.6 27.1 39.8 42.0 56.7
Old : 30.6 49.5 54.6 75.6 27.1 39.8 42.0 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,975: 0 11,953 772 59,754 47,536 60,526 60,261: 4,449 4,714
Old : 64,975: 0 11,953 772 59,754 47,536 60,526 60,261: 4,449 4,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -525: 0 -4,670 710 1,776 3,734 2,486 -226: -3,011 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.4 1.2 92.0 73.2 93.2 92.7: 6.8 7.3
Old : 100.0: 0.0 18.4 1.2 92.0 73.2 93.2 92.7: 6.8 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 2 2 23 22 25 24:
Old : 31: 0 2 2 23 22 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 50.1 56.0 76.8 24.3 43.8 38.9 54.3
Old : 33.8 50.1 56.0 76.8 24.3 43.8 38.9 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 42,011: 0 2,816 162 34,372 36,000 34,534 38,978: 7,477 3,033
Old : 42,011: 0 2,816 162 34,372 36,000 34,534 38,978: 7,477 3,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.4 81.8 85.7 82.2 92.8: 17.8 7.2
Old : 100.0: 0.0 6.7 0.4 81.8 85.7 82.2 92.8: 17.8 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 13 15 14 16:
Old : 20: 0 1 1 13 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 69.0 75.6 83.8 53.4 68.7 68.7 79.4
Old : 55.2 69.0 75.6 83.8 53.4 68.7 68.7 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,402: 18,692 0 2,376 39,417 58,591 60,485 60,967: 6,917 6,435
Old : 67,402: 18,692 0 2,376 39,417 58,591 60,485 60,967: 6,917 6,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,170: 248 0 0 -1,224 876 -976 876: 2,146 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 0.0 3.5 58.5 86.9 89.7 90.5: 10.3 9.5
Old : 100.0: 27.7 0.0 3.5 58.5 86.9 89.7 90.5: 10.3 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 2 19 22 21 24:
Old : 26: 2 0 2 19 22 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 48.5 75.2 67.3 39.8 29.7 48.3 40.8
Old : 59.6 48.5 75.2 67.3 39.8 29.7 48.3 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 66,232: 18,444 0 2,376 40,641 57,715 61,461 60,091: 4,771 6,141
Old : 66,232: 18,444 0 2,376 40,641 57,715 61,461 60,091: 4,771 6,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -1,148: -3,820 -565 -544 2,671 -74 -1,693 -1,183: 545 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 0.0 3.6 61.4 87.1 92.8 90.7: 7.2 9.3
Old : 100.0: 27.8 0.0 3.6 61.4 87.1 92.8 90.7: 7.2 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 2 18 22 20 24:
Old : 26: 2 0 2 18 22 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 49.0 77.1 67.3 41.1 29.8 50.0 40.6
Old : 60.2 49.0 77.1 67.3 41.1 29.8 50.0 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 47,816: 1,319 0 5,388 36,385 34,355 43,092 39,743: 4,724 8,073
Old : 47,816: 1,319 0 5,388 36,385 34,355 43,092 39,743: 4,724 8,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 3,759: 297 0 706 2,634 4,047 3,637 4,753: 122 -994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 11.3 76.1 71.8 90.1 83.1: 9.9 16.9
Old : 100.0: 2.8 0.0 11.3 76.1 71.8 90.1 83.1: 9.9 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 0 2 17 18 21 20:
Old : 27: 4 0 2 17 18 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 34.5 70.0 59.4 38.4 28.2 53.5 44.7
Old : 43.7 34.5 70.0 59.4 38.4 28.2 53.5 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 44,057: 1,022 0 4,682 33,751 30,308 39,455 34,990: 4,602 9,067
Old : 44,057: 1,022 0 4,682 33,751 30,308 39,455 34,990: 4,602 9,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 6,130: -370 -648 1,520 4,281 6,238 5,431 7,110: 699 -980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 10.6 76.6 68.8 89.6 79.4: 10.4 20.6
Old : 100.0: 2.3 0.0 10.6 76.6 68.8 89.6 79.4: 10.4 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 0 2 17 16 20 18:
Old : 24: 3 0 2 17 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 33.7 71.8 58.1 39.3 29.9 53.7 44.1
Old : 46.1 33.7 71.8 58.1 39.3 29.9 53.7 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,321,065: 335,891 78,264 254,511 709,324 976,644 1,299,726 1,309,419: 21,339 11,646
Old : 1,321,065: 335,891 78,264 254,511 709,324 976,644 1,299,726 1,309,419: 21,339 11,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 55,862: 9,369 23,327 10,435 34,581 21,565 54,385 55,327: 1,477 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 5.9 19.3 53.7 73.9 98.4 99.1: 1.6 0.9
Old : 100.0: 25.4 5.9 19.3 53.7 73.9 98.4 99.1: 1.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 27 11 35 85 81 122 118:
Old : 132: 27 11 35 85 81 122 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 26.9 40.7 41.8 17.6 17.5 28.2 29.0
Old : 24.9 26.9 40.7 41.8 17.6 17.5 28.2 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,265,203: 326,522 54,937 244,076 674,743 955,079 1,245,341 1,254,092: 19,862 11,111
Old : 1,265,203: 326,522 54,937 244,076 674,743 955,079 1,245,341 1,254,092: 19,862 11,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 34,749: 4,119 -570 5,497 24,047 28,427 33,663 33,354: 1,086 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 4.3 19.3 53.3 75.5 98.4 99.1: 1.6 0.9
Old : 100.0: 25.8 4.3 19.3 53.3 75.5 98.4 99.1: 1.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 26 12 35 81 79 118 116:
Old : 128: 26 12 35 81 79 118 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 26.7 41.4 41.7 18.8 17.2 29.1 29.3
Old : 26.5 26.7 41.4 41.7 18.8 17.2 29.1 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 242,395: 57,314 54,924 74,076 108,313 111,288 239,703 240,288: 2,692 2,107
Old : 242,395: 57,314 54,924 74,076 108,313 111,288 239,703 240,288: 2,692 2,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 24,095: 6,337 8,832 16,245 1,192 77 23,774 25,154: 321 -1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 22.7 30.6 44.7 45.9 98.9 99.1: 1.1 0.9
Old : 100.0: 23.6 22.7 30.6 44.7 45.9 98.9 99.1: 1.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 11 8 18 29 31 47 50:
Old : 50: 11 8 18 29 31 47 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 42.4 55.8 64.9 22.9 25.9 31.3 35.4
Old : 33.3 42.4 55.8 64.9 22.9 25.9 31.3 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 218,300: 50,977 46,092 57,831 107,121 111,211 215,929 215,134: 2,371 3,166
Old : 218,300: 50,977 46,092 57,831 107,121 111,211 215,929 215,134: 2,371 3,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 13,468: 750 4,479 5,903 6,817 3,939 13,470 14,321: -2 -853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 21.1 26.5 49.1 50.9 98.9 98.5: 1.1 1.5
Old : 100.0: 23.4 21.1 26.5 49.1 50.9 98.9 98.5: 1.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 13 7 18 29 30 48 49:
Old : 51: 13 7 18 29 30 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 44.8 56.0 62.5 22.7 26.2 34.0 36.3
Old : 32.0 44.8 56.0 62.5 22.7 26.2 34.0 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 90,071: 24,757 7,340 19,711 45,351 62,740 89,820 89,791: 251 280
Old : 90,071: 24,757 7,340 19,711 45,351 62,740 89,820 89,791: 251 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,377: 1,162 -223 -361 472 1,781 1,274 1,197: 103 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 8.1 21.9 50.4 69.7 99.7 99.7: 0.3 0.3
Old : 100.0: 27.5 8.1 21.9 50.4 69.7 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 3 7 9 37 39 46 49:
Old : 51: 3 7 9 37 39 46 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 41.9 71.4 60.3 39.5 35.7 45.9 46.0
Old : 56.3 41.9 71.4 60.3 39.5 35.7 45.9 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 88,694: 23,595 7,563 20,072 44,879 60,959 88,546 88,594: 148 100
Old : 88,694: 23,595 7,563 20,072 44,879 60,959 88,546 88,594: 148 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 1,013: 1,707 1,440 -1,126 802 1,119 1,383 1,433: -370 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 8.5 22.6 50.6 68.7 99.8 99.9: 0.2 0.1
Old : 100.0: 26.6 8.5 22.6 50.6 68.7 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 8 9 37 39 46 50:
Old : 52: 3 8 9 37 39 46 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 42.7 71.4 62.2 38.8 36.3 45.6 46.2
Old : 56.8 42.7 71.4 62.2 38.8 36.3 45.6 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 25,603: 2,809 4,768 2,763 20,010 17,563 25,582 25,094: 21 509
Old : 25,603: 2,809 4,768 2,763 20,010 17,563 25,582 25,094: 21 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 362: 487 -443 341 800 592 1,628 490: -1,266 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 18.6 10.8 78.2 68.6 99.9 98.0: 0.1 2.0
Old : 100.0: 11.0 18.6 10.8 78.2 68.6 99.9 98.0: 0.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 3 6 21 23 29 29:
Old : 36: 5 3 6 21 23 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 47.9 74.7 70.0 54.9 42.5 64.8 57.0
Old : 58.4 47.9 74.7 70.0 54.9 42.5 64.8 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 25,241: 2,322 5,211 2,422 19,210 16,971 23,954 24,604: 1,287 637
Old : 25,241: 2,322 5,211 2,422 19,210 16,971 23,954 24,604: 1,287 637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 176: 208 143 -225 841 522 824 440: -648 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 20.6 9.6 76.1 67.2 94.9 97.5: 5.1 2.5
Old : 100.0: 9.2 20.6 9.6 76.1 67.2 94.9 97.5: 5.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 4 5 20 23 26 28:
Old : 34: 2 4 5 20 23 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 49.7 75.8 70.3 55.4 42.7 64.6 56.7
Old : 58.9 49.7 75.8 70.3 55.4 42.7 64.6 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 10,696: 936 3,341 2,576 6,676 4,271 10,188 10,188: 508 508
Old : 10,696: 936 3,341 2,576 6,676 4,271 10,188 10,188: 508 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 739: 676 -172 785 126 126 1,587 739: -848 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 31.2 24.1 62.4 39.9 95.3 95.3: 4.7 4.7
Old : 100.0: 8.8 31.2 24.1 62.4 39.9 95.3 95.3: 4.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 3 4 18 11 24 16:
Old : 30: 4 3 4 18 11 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 57.1 61.5 85.5 26.1 48.2 45.3 63.9
Old : 38.2 57.1 61.5 85.5 26.1 48.2 45.3 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,957: 260 3,513 1,791 6,550 4,145 8,601 9,449: 1,356 508
Old : 9,957: 260 3,513 1,791 6,550 4,145 8,601 9,449: 1,356 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -302: 0 -466 -42 -218 248 -260 -260: -42 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 35.3 18.0 65.8 41.6 86.4 94.9: 13.6 5.1
Old : 100.0: 2.6 35.3 18.0 65.8 41.6 86.4 94.9: 13.6 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 3 18 11 22 15:
Old : 28: 2 3 3 18 11 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 64.1 60.3 87.7 28.0 53.5 48.7 69.1
Old : 35.3 64.1 60.3 87.7 28.0 53.5 48.7 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 17,950: 3,852 3,920 1,660 11,998 12,110 17,510 17,690: 440 260
Old : 17,950: 3,852 3,920 1,660 11,998 12,110 17,510 17,690: 440 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 902: 552 740 -520 950 630 982 850: -80 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 21.8 9.2 66.8 67.5 97.5 98.6: 2.5 1.4
Old : 100.0: 21.5 21.8 9.2 66.8 67.5 97.5 98.6: 2.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 3 7 18 19 25 26:
Old : 31: 4 3 7 18 19 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 54.8 70.0 75.4 41.7 48.0 56.3 63.3
Old : 46.1 54.8 70.0 75.4 41.7 48.0 56.3 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 17,048: 3,300 3,180 2,180 11,048 11,480 16,528 16,840: 520 208
Old : 17,048: 3,300 3,180 2,180 11,048 11,480 16,528 16,840: 520 208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 948: 100 -40 -220 880 1,228 760 968: 188 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 18.7 12.8 64.8 67.3 96.9 98.8: 3.1 1.2
Old : 100.0: 19.4 18.7 12.8 64.8 67.3 96.9 98.8: 3.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 3 6 19 19 25 25:
Old : 29: 3 3 6 19 19 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 57.1 73.0 77.0 40.9 46.7 57.9 61.5
Old : 45.9 57.1 73.0 77.0 40.9 46.7 57.9 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 24,526: 11,790 160 1,680 10,298 22,374 23,768 24,214: 758 312
Old : 24,526: 11,790 160 1,680 10,298 22,374 23,768 24,214: 758 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 760: -60 -80 140 500 640 580 700: 180 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 0.7 6.8 42.0 91.2 96.9 98.7: 3.1 1.3
Old : 100.0: 48.1 0.7 6.8 42.0 91.2 96.9 98.7: 3.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 1 5 21 24 27 29:
Old : 32: 5 1 5 21 24 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 55.1 79.8 78.1 59.1 52.1 69.8 72.7
Old : 67.6 55.1 79.8 78.1 59.1 52.1 69.8 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 23,766: 11,850 240 1,540 9,798 21,734 23,188 23,514: 578 252
Old : 23,766: 11,850 240 1,540 9,798 21,734 23,188 23,514: 578 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -320: 0 0 60 -92 -120 -32 -60: -288 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 1.0 6.5 41.2 91.4 97.6 98.9: 2.4 1.1
Old : 100.0: 49.9 1.0 6.5 41.2 91.4 97.6 98.9: 2.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 5 19 20 25 25:
Old : 30: 5 1 5 19 20 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 56.8 83.5 80.0 61.7 54.2 74.1 75.3
Old : 69.8 56.8 83.5 80.0 61.7 54.2 74.1 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 8,498: 2,960 120 660 4,830 7,478 8,450 8,258: 48 240
Old : 8,498: 2,960 120 660 4,830 7,478 8,450 8,258: 48 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 1.4 7.8 56.8 88.0 99.4 97.2: 0.6 2.8
Old : 100.0: 34.8 1.4 7.8 56.8 88.0 99.4 97.2: 0.6 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 2 12 14 14 17:
Old : 21: 2 1 2 12 14 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 63.2 91.8 85.3 57.2 62.7 70.3 69.5
Old : 70.6 63.2 91.8 85.3 57.2 62.7 70.3 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,460,327: 114,554 79,631 436,474 836,035 865,205 1,387,063 1,381,309: 73,264 79,018
Old : 1,460,327: 114,554 79,631 436,474 836,035 865,205 1,387,063 1,381,309: 73,264 79,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: -54,726: -8,192 -1,946 -17,595 -11,994 -24,529 -37,781 -44,070: -16,945 -10,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 5.5 29.9 57.2 59.2 95.0 94.6: 5.0 5.4
Old : 100.0: 7.8 5.5 29.9 57.2 59.2 95.0 94.6: 5.0 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 83 92 110 78 90 221 235:
Old : 271: 83 92 110 78 90 221 235:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.3 19.1 32.4 29.6 10.0 6.6 14.3 10.9
Old : 22.3 19.1 32.4 29.6 10.0 6.6 14.3 10.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,515,053: 122,746 81,576 454,069 848,029 889,734 1,424,844 1,425,379: 90,209 89,674
Old : 1,515,053: 122,746 81,576 454,069 848,029 889,734 1,424,844 1,425,379: 90,209 89,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -10,507: -22,232 3,529 -12,878 19,179 3,651 -15,931 -5,699: 5,424 -4,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 5.4 30.0 56.0 58.7 94.0 94.1: 6.0 5.9
Old : 100.0: 8.1 5.4 30.0 56.0 58.7 94.0 94.1: 6.0 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 91 97 120 80 91 233 257:
Old : 292: 91 97 120 80 91 233 257:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 19.0 31.0 29.4 9.2 6.6 13.3 10.4
Old : 20.9 19.0 31.0 29.4 9.2 6.6 13.3 10.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,368: 9,032 5,107 112 1,437 7,487 10,581 12,706: 2,787 662
Old : 13,368: 9,032 5,107 112 1,437 7,487 10,581 12,706: 2,787 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 81: 431 -1,858 -18 -645 2,147 -232 271: 313 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 38.2 0.8 10.7 56.0 79.2 95.0: 20.8 5.0
Old : 100.0: 67.6 38.2 0.8 10.7 56.0 79.2 95.0: 20.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 60 15 4 13 26 77 42:
Old : 112: 60 15 4 13 26 77 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 36.5 34.3 53.7 22.1 36.4 34.3 53.3
Old : 22.1 36.5 34.3 53.7 22.1 36.4 34.3 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,287: 8,601 6,965 130 2,082 5,340 10,813 12,435: 2,474 852
Old : 13,287: 8,601 6,965 130 2,082 5,340 10,813 12,435: 2,474 852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -28: 209 267 -106 -209 -275 -106 -114: 78 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 52.4 1.0 15.7 40.2 81.4 93.6: 18.6 6.4
Old : 100.0: 64.7 52.4 1.0 15.7 40.2 81.4 93.6: 18.6 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 56 16 2 13 25 71 41:
Old : 108: 56 16 2 13 25 71 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 47.1 39.9 61.9 26.4 46.4 39.9 60.8
Old : 26.4 47.1 39.9 61.9 26.4 46.4 39.9 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 13,493: 10,126 783 49 848 10,999 11,023 11,831: 2,470 1,662
Old : 13,493: 10,126 783 49 848 10,999 11,023 11,831: 2,470 1,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 1,523: 1,743 -123 -186 -102 1,295 1,455 986: 68 537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 5.8 0.4 6.3 81.5 81.7 87.7: 18.3 12.3
Old : 100.0: 75.0 5.8 0.4 6.3 81.5 81.7 87.7: 18.3 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 29 7 1 5 21 35 28:
Old : 58: 29 7 1 5 21 35 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 45.6 51.4 66.7 34.3 45.2 51.4 66.3
Old : 34.3 45.6 51.4 66.7 34.3 45.2 51.4 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 11,969: 8,383 906 235 950 9,704 9,568 10,845: 2,402 1,125
Old : 11,969: 8,383 906 235 950 9,704 9,568 10,845: 2,402 1,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: 641: 601 95 -18 -55 458 528 535: 113 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 7.6 2.0 7.9 81.1 79.9 90.6: 20.1 9.4
Old : 100.0: 70.0 7.6 2.0 7.9 81.1 79.9 90.6: 20.1 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 25 10 3 7 22 35 32:
Old : 59: 25 10 3 7 22 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 46.7 47.0 68.8 30.1 46.3 47.0 68.4
Old : 30.1 46.7 47.0 68.8 30.1 46.3 47.0 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 176,031: 28,891 3,991 34,829 94,810 126,069 158,529 164,889: 17,502 11,143
Old : 176,031: 28,891 3,991 34,829 94,810 126,069 158,529 164,889: 17,502 11,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2005 :
: 4,666: -2,426 -1,493 2,716 5,377 4,254 5,667 5,477: -1,002 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 2.3 19.8 53.9 71.6 90.1 93.7: 9.9 6.3
Old : 100.0: 16.4 2.3 19.8 53.9 71.6 90.1 93.7: 9.9 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 45 19 41 62 76 124 119:
Old : 145: 45 19 41 62 76 124 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.0 22.8 36.8 37.2 13.4 16.1 20.9 23.6
Old : 22.0 22.8 36.8 37.2 13.4 16.1 20.9 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 171,365: 31,317 5,484 32,113 89,432 121,815 152,862 159,412: 18,504 11,954
Old : 171,365: 31,317 5,484 32,113 89,432 121,815 152,862 159,412: 18,504 11,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2005 :
: -576: -3,485 -596 4,303 221 -3,058 1,040 650: -1,616 -1,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 3.2 18.7 52.2 71.1 89.2 93.0: 10.8 7.0
Old : 100.0: 18.3 3.2 18.7 52.2 71.1 89.2 93.0: 10.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 49 22 41 59 69 128 113:
Old : 147: 49 22 41 59 69 128 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 22.2 35.5 36.2 13.6 16.0 21.0 24.6
Old : 21.2 22.2 35.5 36.2 13.6 16.0 21.0 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2005