WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 332,380
COMMITMENTS
50,166 79,381 65,938 189,714 142,635 305,818 287,954 26,562 44,426
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 4,965)
-2,833 14,943 848 8,653 -10,053 6,667 5,738 -1,702 -773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 23.9 19.8 57.1 42.9 92.0 86.6 8.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
80 111 105 53 65 202 232
WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 327,415
COMMITMENTS
52,999 64,438 65,090 181,061 152,688 299,151 282,216 28,264 45,199
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -9,035)
689 407 -4,967 -1,780 -3,948 -6,058 -8,508 -2,977 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 19.7 19.9 55.3 46.6 91.4 86.2 8.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
84 102 102 54 69 206 220
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,022,777
COMMITMENTS
141,890 161,307 195,401 522,409 441,484 859,700 798,191 163,077 224,585
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 25,869)
1,367 5,708 14,884 13,148 10,513 29,399 31,105 -3,530 -5,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 15.8 19.1 51.1 43.2 84.1 78.0 15.9 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 592)
167 134 182 218 215 474 472
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 996,908
COMMITMENTS
140,523 155,599 180,517 509,261 430,971 830,301 767,086 166,607 229,822
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 32,354)
4,309 -6,340 9,245 10,404 26,176 23,958 29,082 8,396 3,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 15.6 18.1 51.1 43.2 83.3 76.9 16.7 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581)
167 140 168 220 217 461 461
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,464
COMMITMENTS
3,797 75 569 1,406 6,331 5,772 6,975 2,692 1,490
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 486)
325 -101 22 0 416 348 337 139 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 0.9 6.7 16.6 74.8 68.2 82.4 31.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
18 3 5 10 14 29 21
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,978
COMMITMENTS
3,472 176 547 1,406 5,915 5,424 6,638 2,554 1,340
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 166)
268 68 -25 -215 90 27 132 139 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 2.2 6.9 17.6 74.1 68.0 83.2 32.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 8 6 9 16 27 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 334,115
COMMITMENTS
44,429 42,041 52,295 176,699 149,026 273,422 243,362 60,692 90,753
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -55,516)
-10,587 -1,123 -34,119 -9,742 -13,159 -54,447 -48,401 -1,069 -7,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 12.6 15.7 52.9 44.6 81.8 72.8 18.2 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
65 99 99 104 110 240 253
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 389,631
COMMITMENTS
55,015 43,164 86,413 186,441 162,185 327,869 291,763 61,761 97,868
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,376)
3,295 -5,618 146 -111 15,484 3,330 10,012 -4,706 -11,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 11.1 22.2 47.9 41.6 84.1 74.9 15.9 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
99 114 142 114 127 293 314
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 199,365
COMMITMENTS
30,856 8,256 45,811 95,778 130,891 172,445 184,957 26,919 14,408
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,695)
-1,685 -387 1,984 1,254 -2,354 1,553 -757 -3,248 -938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 4.1 23.0 48.0 65.7 86.5 92.8 13.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
47 25 43 54 56 128 111
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 201,060
COMMITMENTS
32,542 8,643 43,827 94,524 133,244 170,892 185,714 30,168 15,346
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 9,679)
2,496 -282 3,850 2,861 5,579 9,207 9,147 471 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 4.3 21.8 47.0 66.3 85.0 92.4 15.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
58 21 39 58 56 135 106
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 745,937
COMMITMENTS
80,676 95,789 95,289 443,428 354,592 619,393 545,669 126,545 200,268
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -23,217)
-5,983 223 -8,977 -3,485 -12,360 -18,445 -21,114 -4,772 -2,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 12.8 12.8 59.4 47.5 83.0 73.2 17.0 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
32 32 44 75 81 126 138
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 769,155
COMMITMENTS
86,660 95,566 104,265 446,913 366,952 637,838 566,783 131,317 202,371
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 52,572)
13,854 14,994 11,529 16,920 12,484 42,303 39,007 10,269 13,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.4 13.6 58.1 47.7 82.9 73.7 17.1 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
26 41 45 75 82 126 143
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 155,830
COMMITMENTS
16,136 21,590 24,736 80,226 81,975 121,098 128,301 34,731 27,528
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 3,821)
-1,223 2,582 -45 1,142 -660 -126 1,877 3,947 1,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 13.9 15.9 51.5 52.6 77.7 82.3 22.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
29 44 39 49 50 102 118
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 152,009
COMMITMENTS
17,359 19,007 24,782 79,084 82,635 121,224 126,424 30,784 25,585
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -865)
1,677 -1,078 -1,294 -1,081 106 -698 -2,267 -167 1,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 12.5 16.3 52.0 54.4 79.7 83.2 20.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
30 41 40 53 53 106 120
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,881
COMMITMENTS
2,429 818 1,044 2,585 4,683 6,059 6,545 1,823 1,336
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -206)
-144 22 -232 165 -214 -210 -423 4 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 10.4 13.2 32.8 59.4 76.9 83.0 23.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 8 8 16 17 34 27
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,088
COMMITMENTS
2,573 796 1,276 2,420 4,897 6,269 6,968 1,819 1,119
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 58)
-126 -205 -22 66 266 -81 39 139 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 9.8 15.8 29.9 60.5 77.5 86.2 22.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 6 12 17 18 39 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 372,390
COMMITMENTS
101,461 97,277 2,097 193,658 165,637 297,216 265,011 75,174 107,379
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 17,189)
7,897 10,900 45 4,263 -1,692 12,205 9,253 4,984 7,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 26.1 0.6 52.0 44.5 79.8 71.2 20.2 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
23 26 5 46 49 71 78
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 355,201
COMMITMENTS
93,564 86,377 2,052 189,395 167,329 285,011 255,758 70,189 99,443
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 7,591)
760 5,683 -6 580 2,726 1,334 8,403 6,257 -812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 24.3 0.6 53.3 47.1 80.2 72.0 19.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
21 24 4 44 48 66 75
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,227,959
COMMITMENTS
319,037 436,984 266,421 1374946 1082093 1960404 1785498 267,555 442,461
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -20,092)
-14,940 58,710 -38,587 23,994 -47,189 -29,533 -27,065 9,441 6,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 19.6 12.0 61.7 48.6 88.0 80.1 12.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
62 66 80 112 124 209 235
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,248,051
COMMITMENTS
333,977 378,274 305,008 1350952 1129282 1989937 1812563 258,114 435,487
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 147,510)
-17,044 -14,735 52,513 82,045 72,533 117,514 110,311 29,995 37,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 16.8 13.6 60.1 50.2 88.5 80.6 11.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
71 64 90 121 127 230 243
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,688,890
COMMITMENTS
204,891 449,208 201,836 1133454 709,248 1540181 1360291 148,709 328,599
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 25,258)
13,471 33,337 -14,781 32,157 -9,315 30,847 9,241 -5,589 16,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 26.6 12.0 67.1 42.0 91.2 80.5 8.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
43 49 47 76 82 140 157
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,663,632
COMMITMENTS
191,420 415,871 216,616 1101297 718,562 1509333 1351050 154,298 312,582
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 72,678)
11,444 19,718 16,984 31,466 17,726 59,894 54,428 12,784 18,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 25.0 13.0 66.2 43.2 90.7 81.2 9.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
38 53 46 78 81 142 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 727,405
COMMITMENTS
157,350 104,828 295,667 224,371 283,163 677,388 683,658 50,017 43,747
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 46,404)
8,589 -13,175 30,825 4,581 26,108 43,995 43,758 2,409 2,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 14.4 40.6 30.8 38.9 93.1 94.0 6.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
46 31 43 62 59 128 113
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 681,001
COMMITMENTS
148,761 118,003 264,842 219,790 257,055 633,393 639,900 47,608 41,101
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 60,730)
25,369 9,717 24,433 13,519 17,997 63,322 52,147 -2,592 8,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 17.3 38.9 32.3 37.7 93.0 94.0 7.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
45 28 40 62 61 124 112
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,326
COMMITMENTS
4,849 9,054 559 25,995 17,450 31,403 27,063 7,923 12,263
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,053)
-1,050 1,715 -261 2,179 -729 868 726 185 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 23.0 1.4 66.1 44.4 79.9 68.8 20.1 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 14 6 20 10 34 26
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,273
COMMITMENTS
5,899 7,339 820 23,816 18,179 30,535 26,337 7,738 11,936
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,480)
1,830 1,141 47 276 -293 2,154 895 -674 585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 19.2 2.1 62.2 47.5 79.8 68.8 20.2 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 15 6 20 12 37 28
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 71,787
COMMITMENTS
28,028 26,682 3,836 22,178 30,046 54,043 60,564 17,745 11,223
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -4,788)
1,558 -7,506 -2,637 -2,346 5,116 -3,424 -5,026 -1,364 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 37.2 5.3 30.9 41.9 75.3 84.4 24.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
28 22 15 20 15 54 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 76,575
COMMITMENTS
26,470 34,188 6,473 24,524 24,929 57,467 65,591 19,108 10,984
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 9,957)
871 5,125 773 8,178 2,764 9,822 8,662 136 1,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 44.6 8.5 32.0 32.6 75.0 85.7 25.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 30 19 21 15 59 57
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 33,398
COMMITMENTS
6,779 3,456 62 26,179 29,117 33,020 32,635 378 763
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,531)
-1,895 -144 0 394 -1,454 -1,501 -1,598 -30 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 10.3 0.2 78.4 87.2 98.9 97.7 1.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 12 3 17 21 26 34
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 34,929
COMMITMENTS
8,674 3,600 62 25,785 30,571 34,521 34,233 408 696
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,256)
0 -33 0 1,312 1,466 1,312 1,433 -56 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 10.3 0.2 73.8 87.5 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 15 3 16 21 25 37
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 14,531
COMMITMENTS
278 1,713 0 14,253 12,689 14,531 14,402 0 129
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 11.8 0.0 98.1 87.3 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 0 5 7 7 13
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,244
COMMITMENTS
700 2,011 1,638 13,656 9,854 15,995 13,503 6,250 8,741
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 217)
236 26 -81 100 -3 254 -58 -37 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 9.0 7.4 61.4 44.3 71.9 60.7 28.1 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 5 10 18 13 29 24
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,027
COMMITMENTS
464 1,985 1,720 13,556 9,857 15,740 13,561 6,287 8,466
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 794)
166 -2 -7 212 526 372 517 422 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.0 7.8 61.5 44.7 71.5 61.6 28.5 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 4 10 18 13 28 24
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 119,284
COMMITMENTS
24,068 21,631 29,273 49,632 35,156 102,973 86,060 16,311 33,224
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 3,317)
140 3,231 427 2,050 37 2,618 3,696 700 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 18.1 24.5 41.6 29.5 86.3 72.1 13.7 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
52 47 68 30 38 129 120
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 115,967
COMMITMENTS
23,928 18,401 28,845 47,582 35,118 100,355 82,364 15,612 33,602
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -13,394)
-2,878 -1,176 -3,324 -3,073 -2,421 -9,275 -6,922 -4,119 -6,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 15.9 24.9 41.0 30.3 86.5 71.0 13.5 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
60 48 66 28 38 136 117
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,424
COMMITMENTS
517 381 99 216 132 832 612 592 813
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -66)
-162 -106 20 50 4 -92 -82 26 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 26.7 7.0 15.2 9.3 58.4 43.0 41.6 57.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 10 5 4 4 17 14
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,491
COMMITMENTS
679 487 79 166 128 924 694 567 797
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -282)
-354 2 44 29 5 -281 50 -1 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 32.7 5.3 11.1 8.6 62.0 46.6 38.0 53.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 11 4 3 3 16 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 187,363
COMMITMENTS
52,202 7,410 38,595 75,490 89,057 166,287 135,062 21,076 52,301
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 4,595)
2,034 -1,314 2,711 -9 2,838 4,735 4,235 -141 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 4.0 20.6 40.3 47.5 88.8 72.1 11.2 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
74 52 66 76 123 197 201
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 182,769
COMMITMENTS
50,168 8,724 35,885 75,499 86,218 161,552 130,826 21,217 51,942
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -3,782)
-3,369 -4,754 -998 1,475 1,954 -2,892 -3,798 -890 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 4.8 19.6 41.3 47.2 88.4 71.6 11.6 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
74 42 66 75 124 192 202
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,429
COMMITMENTS
895 749 474 849 1,385 2,218 2,608 2,211 1,821
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -82)
-95 -219 85 -19 183 -29 49 -53 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 16.9 10.7 19.2 31.3 50.1 58.9 49.9 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 18 9 14 21 33 42
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,511
COMMITMENTS
990 968 389 868 1,202 2,247 2,559 2,263 1,952
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 43)
-81 96 -38 13 -33 -106 25 149 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 21.5 8.6 19.2 26.6 49.8 56.7 50.2 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 19 9 13 20 36 43
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,811
COMMITMENTS
11,869 2,272 5,117 7,934 8,521 24,920 15,910 5,891 14,901
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 160)
-417 610 -92 352 -285 -158 232 318 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 7.4 16.6 25.7 27.7 80.9 51.6 19.1 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
50 18 27 47 52 116 82
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,651
COMMITMENTS
12,286 1,662 5,210 7,582 8,807 25,078 15,679 5,574 14,973
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,238)
-68 466 -914 249 -1,366 -732 -1,814 -506 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 5.4 17.0 24.7 28.7 81.8 51.2 18.2 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
48 16 25 45 52 109 82
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 111,455
COMMITMENTS
44,982 6,730 2,691 28,836 82,198 76,509 91,619 34,946 19,836
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -7,571)
-7,277 -1,877 539 972 -7,416 -5,766 -8,754 -1,805 1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 6.0 2.4 25.9 73.7 68.6 82.2 31.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 15 9 20 28 54 47
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 119,027
COMMITMENTS
52,260 8,606 2,153 27,864 89,614 82,276 100,373 36,751 18,653
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,301)
625 1,707 -477 1,885 4,939 2,034 6,170 1,267 -2,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 7.2 1.8 23.4 75.3 69.1 84.3 30.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
32 15 6 20 29 55 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 67,299
COMMITMENTS
12,814 33,657 356 44,806 13,183 57,976 47,196 9,323 20,103
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -13,501)
-1,144 -11,283 356 -13,691 2,369 -14,479 -8,558 978 -4,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 50.0 0.5 66.6 19.6 86.1 70.1 13.9 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 25 3 15 9 24 34
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 80,800
COMMITMENTS
13,958 44,940 0 58,497 10,814 72,455 55,754 8,345 25,046
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 7,959)
386 6,081 0 6,211 -1,513 6,597 4,568 1,362 3,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 55.6 0.0 72.4 13.4 89.7 69.0 10.3 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 28 0 16 9 22 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 64,459
COMMITMENTS
26,719 12,048 20 31,075 46,847 57,814 58,915 6,645 5,544
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,228)
-180 5,459 20 664 -3,594 504 1,885 724 -657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 18.7 0.0 48.2 72.7 89.7 91.4 10.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
35 18 1 13 16 49 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 63,230
COMMITMENTS
26,899 6,589 0 30,411 50,441 57,310 57,030 5,920 6,200
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -12,478)
-26,544 1,080 -55 15,379 -13,414 -11,220 -12,389 -1,258 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 10.4 0.0 48.1 79.8 90.6 90.2 9.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
36 14 0 16 15 52 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 76,537
COMMITMENTS
12,542 26,701 1,053 44,567 29,318 58,162 57,073 18,375 19,465
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -9,056)
2,001 -5,169 739 -8,857 1,330 -6,118 -3,100 -2,939 -5,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 34.9 1.4 58.2 38.3 76.0 74.6 24.0 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 18 6 22 15 39 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 85,594
COMMITMENTS
10,541 31,870 314 53,424 27,988 64,280 60,172 21,314 25,422
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -5,568)
-3,037 -4,956 48 -2,949 -4,497 -5,938 -9,406 370 3,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 37.2 0.4 62.4 32.7 75.1 70.3 24.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 18 4 19 13 33 33
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 237,857
COMMITMENTS
15,227 87,396 7,177 185,620 109,459 208,024 204,031 29,833 33,826
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -4,754)
475 -10 -131 -2,803 3,889 -2,459 3,749 -2,295 -8,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 36.7 3.0 78.0 46.0 87.5 85.8 12.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
21 49 12 31 27 58 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 242,611
COMMITMENTS
14,752 87,405 7,307 188,424 105,569 210,483 200,282 32,128 42,329
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 41,757)
-1,763 2,283 3,478 38,015 31,213 39,730 36,973 2,027 4,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 36.0 3.0 77.7 43.5 86.8 82.6 13.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
19 49 9 30 26 54 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 172,335
COMMITMENTS
20,138 24,154 11,183 82,714 74,355 114,035 109,692 58,299 62,643
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 6,995)
-4,607 -1,633 835 5,517 2,135 1,745 1,337 5,250 5,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 14.0 6.5 48.0 43.1 66.2 63.7 33.8 36.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
31 36 26 33 30 80 77
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 165,340
COMMITMENTS
24,746 25,787 10,348 77,197 72,220 112,290 108,355 53,049 56,985
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 15,051)
-4,875 -442 110 12,619 10,390 7,854 10,058 7,197 4,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 15.6 6.3 46.7 43.7 67.9 65.5 32.1 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
38 36 27 30 30 82 79
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 10,099
COMMITMENTS
6,208 508 0 2,353 8,421 8,561 8,929 1,538 1,170
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 661)
616 0 0 -146 566 470 566 191 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.5 5.0 0.0 23.3 83.4 84.8 88.4 15.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 3 0 6 8 11 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 38,653
COMMITMENTS
8,946 721 450 24,483 32,035 33,879 33,206 4,774 5,447
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 8,860)
93 -1,126 0 7,770 9,822 7,863 8,696 997 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 1.9 1.2 63.3 82.9 87.6 85.9 12.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 1 10 13 14 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 29,793
COMMITMENTS
8,853 1,847 450 16,713 22,213 26,016 24,510 3,777 5,283
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -11,278)
-752 -940 -910 -6,538 -7,044 -8,200 -8,894 -3,078 -2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 6.2 1.5 56.1 74.6 87.3 82.3 12.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 1 8 11 12 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,831,084
COMMITMENTS
841,956 900,528 4336929 7572170 6974365 12751054 12211821 1080029 1619262
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 586,069)
-36,952 -16,832 250,868 307,194 275,424 521,110 509,460 64,959 76,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 6.5 31.4 54.7 50.4 92.2 88.3 7.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
60 74 110 139 151 257 285
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 13,245,014
COMMITMENTS
878,907 917,360 4086061 7264976 6698942 12229944 11702362 1015070 1542653
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -88,401)
3,178 -68,973 -115,063 50,453 78,601 -61,432 -105,436 -26,969 17,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 6.9 30.8 54.9 50.6 92.3 88.4 7.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
60 77 110 137 148 257 280
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 726,184
COMMITMENTS
63,568 71,459 40,231 481,108 482,463 584,907 594,154 141,277 132,030
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -23,089)
-3,827 373 -18,424 2,093 -9,025 -20,158 -27,075 -2,931 3,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 9.8 5.5 66.3 66.4 80.5 81.8 19.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
49 38 51 93 65 168 128
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 749,272
COMMITMENTS
67,395 71,086 58,655 479,015 491,489 605,065 621,229 144,208 128,044
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 6,027)
8,830 -397 -1,085 6,975 -1,749 14,719 -3,230 -8,692 9,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 9.5 7.8 63.9 65.6 80.8 82.9 19.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
60 43 64 93 70 184 146
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,166,673
COMMITMENTS
142,785 363,447 28,426 678,032 636,476 849,243 1028350 317,430 138,323
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 18,671)
-21,980 57,215 -28,004 35,288 -35,170 -14,696 -5,959 33,368 24,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 31.2 2.4 58.1 54.6 72.8 88.1 27.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
46 58 33 65 61 127 136
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,148,001
COMMITMENTS
164,765 306,232 56,430 642,744 671,646 863,939 1034308 284,062 113,693
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 86,134)
-38,945 46,426 4,735 61,761 28,926 27,550 80,086 58,585 6,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 26.7 4.9 56.0 58.5 75.3 90.1 24.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
48 56 34 65 59 128 134
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,938
COMMITMENTS
1,242 661 0 6,807 11,133 8,049 11,794 4,889 1,144
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -5)
3 -27 0 -1 0 2 -27 -7 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.1 0.0 52.6 86.0 62.2 91.2 37.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 19 16 21 19
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,943
COMMITMENTS
1,239 688 0 6,808 11,133 8,047 11,821 4,896 1,122
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 151)
48 261 0 1 -145 49 116 102 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.3 0.0 52.6 86.0 62.2 91.3 37.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 1 19 16 21 19
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 35,342
COMMITMENTS
6,299 6,322 0 24,957 21,589 31,256 27,911 4,086 7,431
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 809)
226 434 0 444 76 670 510 139 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 17.9 0.0 70.6 61.1 88.4 79.0 11.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 6 0 18 17 22 23
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 34,533
COMMITMENTS
6,073 5,888 0 24,513 21,513 30,586 27,401 3,947 7,132
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 125)
-1,568 889 0 883 -1,573 -685 -684 810 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 17.1 0.0 71.0 62.3 88.6 79.3 11.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 6 0 19 20 23 26
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,467
COMMITMENTS
9,011 13,069 1,164 33,524 39,497 43,699 53,730 19,769 9,737
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,171)
907 -3,039 817 -499 411 1,225 -1,810 -2,396 639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 20.6 1.8 52.8 62.2 68.9 84.7 31.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
12 18 4 34 25 49 44
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,638
COMMITMENTS
8,104 16,108 347 34,023 39,086 42,473 55,540 22,165 9,098
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 4,413)
777 3,836 -1,003 3,857 2,016 3,631 4,850 782 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 24.9 0.5 52.6 60.5 65.7 85.9 34.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
12 21 2 34 28 48 49
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 404,606
COMMITMENTS
70,935 185,360 9,681 305,725 134,671 386,341 329,711 18,265 74,895
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -10,201)
-2,956 -20,487 5,948 -13,335 19,493 -10,343 4,954 143 -15,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 45.8 2.4 75.6 33.3 95.5 81.5 4.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
46 88 11 47 40 103 129
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 414,807
COMMITMENTS
73,891 205,847 3,733 319,060 115,178 396,684 324,757 18,123 90,050
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 66,405)
-25,350 49,179 -145 95,595 7,422 70,100 56,456 -3,696 9,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 49.6 0.9 76.9 27.8 95.6 78.3 4.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
50 69 13 46 38 105 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,467
COMMITMENTS
15,562 7,648 0 27,250 41,155 42,812 48,803 17,655 11,664
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -4,050)
-3,831 -683 0 -948 -2,478 -4,779 -3,161 729 -889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 12.6 0.0 45.1 68.1 70.8 80.7 29.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 6 0 11 15 21 21
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 64,516
COMMITMENTS
19,393 8,331 0 28,198 43,633 47,591 51,964 16,925 12,552
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,814)
549 6,415 0 6,476 -5,331 7,025 1,084 -3,211 2,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 12.9 0.0 43.7 67.6 73.8 80.5 26.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 8 0 11 15 21 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,435
COMMITMENTS
852 7,087 0 31,125 22,763 31,977 29,850 3,458 5,585
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 944)
109 -4 0 1,581 20 1,690 16 -746 928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 20.0 0.0 87.8 64.2 90.2 84.2 9.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
2 16 1 32 28 34 45
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,491
COMMITMENTS
743 7,091 0 29,544 22,743 30,287 29,834 4,205 4,658
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 649)
-123 744 0 1,804 17 1,681 761 -1,032 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 20.6 0.0 85.7 65.9 87.8 86.5 12.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
1 17 1 31 28 32 46
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 284,188
COMMITMENTS
13,556 70,108 2,591 256,172 200,017 272,319 272,717 11,869 11,472
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 15,007)
1,299 7,214 -1,317 11,943 11,070 11,925 16,966 3,082 -1,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 24.7 0.9 90.1 70.4 95.8 96.0 4.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
20 54 17 41 51 70 113
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 269,182
COMMITMENTS
12,257 62,894 3,908 244,229 188,948 260,395 255,750 8,787 13,431
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 10,143)
194 6,284 -100 13,069 10,356 13,162 16,539 -3,018 -6,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 23.4 1.5 90.7 70.2 96.7 95.0 3.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
23 51 19 39 49 69 112
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 61,262
COMMITMENTS
14,211 17,330 2,877 31,492 34,148 48,580 54,355 12,682 6,907
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -886)
-572 -119 -122 -1,078 -462 -1,772 -703 886 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 28.3 4.7 51.4 55.7 79.3 88.7 20.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 20 6 22 24 49 49
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 62,148
COMMITMENTS
14,783 17,449 2,999 32,570 34,610 50,352 55,058 11,796 7,090
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,162)
-671 -3 -364 2,444 2,402 1,409 2,035 -247 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 28.1 4.8 52.4 55.7 81.0 88.6 19.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 22 7 20 24 49 52
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,146
COMMITMENTS
9,985 1,531 0 21,591 4,583 31,576 6,114 4,570 30,032
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,036)
-353 20 0 -1,555 1,010 -1,908 1,030 872 -2,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 4.2 0.0 59.7 12.7 87.4 16.9 12.6 83.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 2 0 9 10 21 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,182
COMMITMENTS
10,338 1,511 0 23,146 3,573 33,484 5,084 3,698 32,098
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -2,839)
-247 -559 -145 353 440 -39 -264 -2,800 -2,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 4.1 0.0 62.3 9.6 90.1 13.7 9.9 86.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 2 0 9 8 24 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,567
COMMITMENTS
1,609 2,094 0 17,087 28,732 18,696 30,826 16,871 4,741
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,696)
0 -20 0 503 744 503 724 1,193 972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.9 0.0 48.0 80.8 52.6 86.7 47.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 9 0 18 26 21 35
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 33,872
COMMITMENTS
1,609 2,114 0 16,584 27,988 18,193 30,102 15,679 3,770
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,017)
0 -605 0 653 653 653 48 364 969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.2 0.0 49.0 82.6 53.7 88.9 46.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 11 0 18 27 21 38
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 173,805
COMMITMENTS
65,122 10,969 34,844 35,145 112,154 135,111 157,968 38,694 15,837
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -4,324)
-1,280 -491 1,736 -752 1,354 -296 2,599 -4,028 -6,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 6.3 20.0 20.2 64.5 77.7 90.9 22.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
101 54 52 24 41 150 124
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 178,129
COMMITMENTS
66,402 11,460 33,109 35,896 110,800 135,407 155,369 42,722 22,760
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 8,714)
2,978 -158 1,146 1,576 3,620 5,701 4,609 3,013 4,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 6.4 18.6 20.2 62.2 76.0 87.2 24.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
103 51 46 24 42 148 119
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 107,334
COMMITMENTS
32,023 29,061 13,819 45,622 48,948 91,464 91,829 15,870 15,505
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -4,603)
-6,837 -971 -24 1,302 -5,127 -5,559 -6,121 957 1,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 27.1 12.9 42.5 45.6 85.2 85.6 14.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
80 61 52 48 39 157 132
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 111,937
COMMITMENTS
38,860 30,032 13,843 44,320 54,075 97,024 97,950 14,913 13,987
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -4,091)
-4,638 -870 -115 586 -2,153 -4,167 -3,139 76 -953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 26.8 12.4 39.6 48.3 86.7 87.5 13.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
80 64 52 49 41 156 138
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 426,035
COMMITMENTS
209,142 44,274 74,683 84,171 280,240 367,997 399,197 58,038 26,838
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -22,858)
-19,207 -1,979 692 3,163 -14,669 -15,353 -15,956 -7,505 -6,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 10.4 17.5 19.8 65.8 86.4 93.7 13.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
171 80 80 36 47 242 177
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 448,893
COMMITMENTS
228,349 46,253 73,992 81,009 294,908 383,350 415,153 65,544 33,740
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -9,522)
-10,131 -3,065 1,295 2,064 -11,602 -6,772 -13,372 -2,751 3,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 10.3 16.5 18.0 65.7 85.4 92.5 14.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
162 88 73 36 50 242 171
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 11,914
COMMITMENTS
5,184 1,291 964 3,585 8,276 9,733 10,531 2,181 1,383
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,124)
-152 24 -88 168 -413 -72 -477 -1,052 -647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 10.8 8.1 30.1 69.5 81.7 88.4 18.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 4 15 7 6 39 22
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 13,038
COMMITMENTS
5,336 1,267 1,052 3,417 8,689 9,805 11,008 3,233 2,030
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,391)
146 -176 0 698 1,037 844 861 547 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 9.7 8.1 26.2 66.6 75.2 84.4 24.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
20 3 15 6 6 40 22
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 136,109
COMMITMENTS
51,621 4,442 15,762 53,769 90,385 121,152 110,589 14,957 25,520
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 3,757)
-2,731 70 1,163 5,860 1,588 4,292 2,822 -535 935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 3.3 11.6 39.5 66.4 89.0 81.3 11.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
68 25 40 61 68 146 118
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 132,352
COMMITMENTS
54,352 4,372 14,599 47,909 88,796 116,859 107,767 15,492 24,585
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 5,410)
6,854 -230 2,094 3,471 2,118 12,419 3,983 -7,009 1,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 3.3 11.0 36.2 67.1 88.3 81.4 11.7 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
62 25 31 60 71 137 113
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 37,367
COMMITMENTS
10,183 131 1,349 16,088 26,158 27,620 27,638 9,746 9,728
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 565)
-799 -545 225 1,387 865 814 545 -249 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 0.4 3.6 43.1 70.0 73.9 74.0 26.1 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
21 2 6 20 18 43 24
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 36,802
COMMITMENTS
10,982 676 1,124 14,700 25,293 26,806 27,094 9,995 9,708
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,707)
1,180 448 415 -210 929 1,384 1,792 322 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 1.8 3.1 39.9 68.7 72.8 73.6 27.2 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 6 7 18 17 44 25
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 181,020
COMMITMENTS
29,922 5,560 51,196 80,059 112,513 161,177 169,270 19,843 11,750
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -1,193)
-2,550 377 -2,319 1,183 -794 -3,686 -2,737 2,493 1,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 3.1 28.3 44.2 62.2 89.0 93.5 11.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
114 36 77 68 77 213 167
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 182,213
COMMITMENTS
32,472 5,183 53,516 78,876 113,308 164,863 172,006 17,350 10,207
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 10,803)
7,377 -3,141 4,319 520 10,236 12,216 11,414 -1,413 -611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 2.8 29.4 43.3 62.2 90.5 94.4 9.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
105 43 76 65 73 210 160
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 48,510
COMMITMENTS
14,219 1,523 12,981 15,438 31,008 42,637 45,511 5,873 2,999
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -450)
2,132 -245 -1,472 -417 1,026 243 -692 -693 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 3.1 26.8 31.8 63.9 87.9 93.8 12.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
75 18 30 25 28 109 68
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 48,960
COMMITMENTS
12,086 1,768 14,453 15,855 29,982 42,395 46,203 6,566 2,757
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,491)
653 -61 2,080 -476 1,525 2,258 3,544 1,233 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 3.6 29.5 32.4 61.2 86.6 94.4 13.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
68 19 25 25 26 101 62
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 153,189
COMMITMENTS
27,329 31,925 13,832 100,747 100,128 141,908 145,884 11,281 7,304
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 2,422)
663 2,217 106 1,120 -773 1,890 1,550 533 872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 20.8 9.0 65.8 65.4 92.6 95.2 7.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
63 51 28 55 39 128 109
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 150,766
COMMITMENTS
26,666 29,708 13,726 99,626 100,901 140,018 144,335 10,748 6,432
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 4,745)
2,131 -195 1,011 954 5,265 4,097 6,081 649 -1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 19.7 9.1 66.1 66.9 92.9 95.7 7.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
60 55 30 54 40 131 110
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 637,332
COMMITMENTS
179,680 14,519 120,016 252,951 461,258 552,647 595,794 84,685 41,538
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -6,422)
3,994 3,544 -3,790 1,178 -1,738 1,383 -1,983 -7,805 -4,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 2.3 18.8 39.7 72.4 86.7 93.5 13.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
74 29 42 63 64 161 113
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 643,754
COMMITMENTS
175,686 10,975 123,806 251,773 462,996 551,264 597,777 92,490 45,977
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 12,807)
-15,265 -2,799 5,179 21,910 14,678 11,825 17,058 982 -4,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 1.7 19.2 39.1 71.9 85.6 92.9 14.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
68 32 46 62 62 158 115
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 120,401
COMMITMENTS
18,104 12,097 40,133 51,497 61,606 109,735 113,836 10,667 6,565
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -2,860)
1,489 -1,882 149 -1,103 2,583 535 850 -3,395 -3,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 10.0 33.3 42.8 51.2 91.1 94.5 8.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
127 71 104 90 90 258 232
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 123,261
COMMITMENTS
16,615 13,979 39,985 52,600 59,023 109,200 112,987 14,062 10,275
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -3,790)
-796 -3,584 -3,378 -1,862 1,225 -6,036 -5,737 2,246 1,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 11.3 32.4 42.7 47.9 88.6 91.7 11.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
125 65 100 96 92 257 229
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 34,781
COMMITMENTS
27,948 3,588 2,493 1,383 26,673 31,824 32,755 2,957 2,026
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 9,747)
10,979 356 -27 383 9,613 11,336 9,941 -1,589 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.4 10.3 7.2 4.0 76.7 91.5 94.2 8.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
39 14 13 8 9 53 31
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,035
COMMITMENTS
16,968 3,233 2,520 1,000 17,061 20,488 22,814 4,547 2,221
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,619)
3,258 -1,957 -1,049 -186 6,411 2,022 3,404 1,597 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 12.9 10.1 4.0 68.1 81.8 91.1 18.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
35 12 8 8 6 49 21
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 21,429
COMMITMENTS
13,074 1,509 0 3,244 16,289 16,318 17,798 5,111 3,631
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.0 7.0 0.0 15.1 76.0 76.1 83.1 23.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 2 0 3 10 10 12
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 234,111
COMMITMENTS
17,783 26,560 59,112 114,885 114,108 191,780 199,780 42,332 34,331
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -2,582)
-2,067 96 128 602 -7,500 -1,337 -7,276 -1,245 4,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 11.3 25.2 49.1 48.7 81.9 85.3 18.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
38 30 45 69 71 124 130
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 236,693
COMMITMENTS
19,850 26,464 58,984 114,283 121,608 193,117 207,056 43,577 29,638
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 731)
-1,301 3,896 103 4,648 -945 3,449 3,054 -2,718 -2,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 11.2 24.9 48.3 51.4 81.6 87.5 18.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
38 28 43 69 69 123 126
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 926,215
COMMITMENTS
46,337 90,682 402,883 397,988 392,364 847,208 885,929 79,007 40,285
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 20,419)
5,645 4,328 5,242 4,791 2,568 15,678 12,138 4,742 8,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 9.8 43.5 43.0 42.4 91.5 95.7 8.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
56 59 80 93 87 198 178
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 905,795
COMMITMENTS
40,692 86,353 397,642 393,197 389,796 831,530 873,791 74,265 32,004
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 3,760)
-4,615 2,722 3,618 9,540 1,061 8,544 7,401 -4,784 -3,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 9.5 43.9 43.4 43.0 91.8 96.5 8.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
46 59 76 96 88 191 175
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,426
COMMITMENTS
2,538 0 698 30,330 36,034 33,566 36,732 6,860 3,694
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 1.7 75.0 89.1 83.0 90.9 17.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 13 15 14
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,534
COMMITMENTS
0 7,929 1,429 30,475 19,952 31,904 29,310 6,630 9,224
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 20.6 3.7 79.1 51.8 82.8 76.1 17.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 17 14 19 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,073
COMMITMENTS
8,045 3,697 2,300 83,349 85,188 93,694 91,185 8,379 10,888
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 811)
-455 -151 -2 2,553 172 2,096 19 -1,285 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.6 2.3 81.7 83.5 91.8 89.3 8.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 2 4 26 26 31 31
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,262
COMMITMENTS
8,500 3,848 2,302 80,796 85,016 91,598 91,166 9,664 10,096
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 822)
-762 604 -906 2,788 1,430 1,120 1,128 -298 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 3.8 2.3 79.8 84.0 90.5 90.0 9.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 2 4 25 26 30 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,047
COMMITMENTS
5,899 8,332 0 42,925 39,697 48,824 48,029 6,223 7,018
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -172)
0 0 0 80 106 80 106 -252 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 15.1 0.0 78.0 72.1 88.7 87.3 11.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 0 14 16 16 18
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,219
COMMITMENTS
5,899 8,332 0 42,845 39,591 48,744 47,923 6,475 7,296
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 15.1 0.0 77.6 71.7 88.3 86.8 11.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 0 13 14 15 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,242
COMMITMENTS
302 20,100 1,816 68,122 52,808 70,240 74,724 7,002 2,518
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 7,033)
300 -500 267 5,932 7,235 6,499 7,002 534 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 26.0 2.4 88.2 68.4 90.9 96.7 9.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 4 18 18 23 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,209
COMMITMENTS
2 20,600 1,549 62,190 45,573 63,741 67,722 6,468 2,487
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 1,828)
0 -1,306 -699 1,855 4,479 1,156 2,474 672 -646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 29.3 2.2 88.6 64.9 90.8 96.5 9.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 4 18 18 22 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,768
COMMITMENTS
25,498 7,765 4,090 37,285 53,618 66,873 65,473 5,895 7,295
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 2,512)
249 -3,481 1,292 2,905 4,321 4,446 2,132 -1,934 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 10.7 5.6 51.2 73.7 91.9 90.0 8.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 4 3 18 19 22 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,256
COMMITMENTS
25,249 11,246 2,798 34,380 49,297 62,427 63,341 7,829 6,915
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 2,078)
3,180 -1,680 -1,042 -314 3,960 1,824 1,238 254 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 16.0 4.0 48.9 70.2 88.9 90.2 11.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 5 3 16 16 20 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,378
COMMITMENTS
0 4,280 1,125 62,858 50,808 63,983 56,213 1,395 9,165
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,488)
0 -332 -202 2,542 2,360 2,340 1,826 -852 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 1.7 96.1 77.7 97.9 86.0 2.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 20 18 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,890
COMMITMENTS
0 4,612 1,327 60,316 48,448 61,643 54,387 2,247 9,503
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 849)
0 -1,293 990 344 1,237 1,334 934 -485 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 2.1 94.4 75.8 96.5 85.1 3.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 18 17 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,450
COMMITMENTS
0 8,534 2,958 58,475 50,830 61,433 62,322 6,017 5,128
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,922)
0 -312 330 3,246 4,693 3,576 4,711 -1,654 -2,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.7 4.4 86.7 75.4 91.1 92.4 8.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 22 17 24 19
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,528
COMMITMENTS
0 8,846 2,628 55,229 46,137 57,857 57,611 7,671 7,917
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 923)
0 -1,696 1,426 -24 1,068 1,402 798 -479 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.5 4.0 84.3 70.4 88.3 87.9 11.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 13 22 15
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,663
COMMITMENTS
0 2,145 644 37,919 39,190 38,563 41,979 8,100 4,684
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 762)
0 -96 204 708 502 912 610 -150 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 1.4 81.3 84.0 82.6 90.0 17.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 14 13 15 14
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,901
COMMITMENTS
0 2,241 440 37,211 38,688 37,651 41,369 8,250 4,532
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 2,050)
0 308 278 1,772 1,464 2,050 2,050 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 1.0 81.1 84.3 82.0 90.1 18.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 12 14 13
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,521
COMMITMENTS
6,371 70 5,644 37,561 45,274 49,576 50,988 7,945 6,533
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -322)
330 -1,328 -330 313 1,413 313 -245 -635 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.1 9.8 65.3 78.7 86.2 88.6 13.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 19 19 22 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,843
COMMITMENTS
6,041 1,398 5,974 37,248 43,861 49,263 51,233 8,580 6,610
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 802)
-1,510 0 1,510 -233 -560 -233 950 1,035 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 2.4 10.3 64.4 75.8 85.2 88.6 14.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 3 16 19 19 23
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,839
COMMITMENTS
2,048 0 5,682 32,661 30,668 40,391 36,350 7,448 11,489
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 11.9 68.3 64.1 84.4 76.0 15.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 13 13 15 15
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,101
COMMITMENTS
22,302 2,160 120 44,011 65,819 66,433 68,099 2,668 1,002
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 3.1 0.2 63.7 95.3 96.1 98.5 3.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 1 13 15 15 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,394,487
COMMITMENTS
354,189 90,145 248,591 770,755 1044424 1373535 1383160 20,952 11,327
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 30,272)
11,802 7,484 1 20,481 26,328 32,284 33,813 -2,012 -3,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 6.5 17.8 55.3 74.9 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
29 10 30 92 82 128 115
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,364,215
COMMITMENTS
342,387 82,661 248,590 750,274 1018096 1341251 1349347 22,964 14,868
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 63,973)
-5,699 5,404 26,347 39,326 28,499 59,974 60,250 3,999 3,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 6.1 18.2 55.0 74.6 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
28 12 34 87 78 125 114
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 276,118
COMMITMENTS
62,483 84,564 67,729 143,343 122,492 273,555 274,785 2,563 1,333
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 25,441)
-8,143 12,595 11,387 23,113 2,126 26,357 26,108 -916 -667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 30.6 24.5 51.9 44.4 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 8 18 32 30 53 49
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 250,677
COMMITMENTS
70,626 71,969 56,342 120,230 120,366 247,198 248,677 3,479 2,000
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 20,980)
1,819 19,835 896 18,115 172 20,830 20,903 150 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 28.7 22.5 48.0 48.0 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 9 15 27 26 45 42
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 88,308
COMMITMENTS
26,600 9,327 16,070 45,474 62,856 88,144 88,252 163 55
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 1,528)
-1,147 -1,118 1,372 1,348 1,659 1,573 1,913 -45 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 10.6 18.2 51.5 71.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 6 10 39 43 50 53
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 86,779
COMMITMENTS
27,747 10,444 14,698 44,126 61,197 86,571 86,339 208 440
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 198)
1,216 1,181 -350 -67 -913 798 -82 -600 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 12.0 16.9 50.8 70.5 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 10 38 41 49 51
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,730
COMMITMENTS
6,085 4,848 2,050 19,489 20,217 27,624 27,115 106 615
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 132)
900 0 -468 -300 600 132 132 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 17.5 7.4 70.3 72.9 99.6 97.8 0.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 5 22 23 29 28
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,598
COMMITMENTS
5,185 4,848 2,518 19,789 19,617 27,492 26,983 106 615
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 568)
1,484 -40 40 -1,062 462 462 462 106 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 17.6 9.1 71.7 71.1 99.6 97.8 0.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 6 20 23 27 29
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,407
COMMITMENTS
743 3,459 2,454 6,210 3,494 9,407 9,407 0 0
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 164)
0 164 0 164 0 164 164 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 36.8 26.1 66.0 37.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 3 14 9 19 13
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,243
COMMITMENTS
743 3,295 2,454 6,046 3,494 9,243 9,243 0 0
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 445)
59 689 4 382 -248 445 445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 35.6 26.5 65.4 37.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 3 14 9 19 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,630
COMMITMENTS
3,472 3,680 1,900 11,718 11,562 17,090 17,142 540 488
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 100)
572 -188 -72 -520 132 -20 -128 120 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 20.9 10.8 66.5 65.6 96.9 97.2 3.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 7 19 21 27 28
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,530
COMMITMENTS
2,900 3,868 1,972 12,238 11,430 17,110 17,270 420 260
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -60)
-240 -120 120 20 -10 -100 -10 40 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 22.1 11.2 69.8 65.2 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 7 20 21 27 28
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,866
COMMITMENTS
11,360 120 1,530 11,348 22,984 24,238 24,634 628 232
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 500)
0 0 0 730 560 730 560 -230 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 0.5 6.2 45.6 92.4 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 23 26 26 29
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,366
COMMITMENTS
11,360 120 1,530 10,618 22,424 23,508 24,074 858 292
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 90)
-50 0 50 260 0 260 50 -170 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 0.5 6.3 43.6 92.0 96.5 98.8 3.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 22 25 25 28
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,896
COMMITMENTS
1,630 120 820 7,422 8,896 9,872 9,836 24 60
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 240)
0 0 0 520 280 520 280 -280 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 1.2 8.3 75.0 89.9 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 16 12 18 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,656
COMMITMENTS
1,630 120 820 6,902 8,616 9,352 9,556 304 100
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 510)
-310 0 0 540 690 230 690 280 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 1.2 8.5 71.5 89.2 96.9 99.0 3.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 16 11 18 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,498,195
COMMITMENTS
119,535 89,871 463,663 856,346 865,910 1439544 1419444 58,651 78,751
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: -14,584)
-2,132 3,596 11,510 -14,944 -21,329 -5,566 -6,223 -9,018 -8,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 6.0 30.9 57.2 57.8 96.1 94.7 3.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
76 104 114 80 86 220 243
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,512,779
COMMITMENTS
121,667 86,276 452,152 871,290 887,239 1445110 1425667 67,669 87,112
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -25,181)
13,927 821 -30,599 -7,945 5,113 -24,617 -24,665 -564 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.7 29.9 57.6 58.6 95.5 94.2 4.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
74 102 115 80 84 218 241
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,905
COMMITMENTS
9,385 2,250 176 1,475 10,779 11,036 13,205 2,869 700
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 650)
312 -213 11 44 615 367 413 283 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.5 16.2 1.3 10.6 77.5 79.4 95.0 20.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
62 10 2 10 27 74 38
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,255
COMMITMENTS
9,073 2,463 165 1,431 10,164 10,669 12,792 2,586 463
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: 139)
443 -505 -15 31 628 459 108 -320 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.4 18.6 1.2 10.8 76.7 80.5 96.5 19.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
63 10 3 11 27 76 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,775
COMMITMENTS
9,834 564 47 678 10,804 10,559 11,415 2,216 1,360
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 214)
473 28 35 -170 134 338 197 -124 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.0 4.4 0.4 5.3 84.6 82.7 89.4 17.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
32 6 2 10 18 43 25
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,561
COMMITMENTS
9,361 536 12 848 10,670 10,221 11,218 2,340 1,343
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -895)
-975 -19 0 295 -842 -680 -861 -215 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.5 4.3 0.1 6.8 84.9 81.4 89.3 18.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
27 5 1 12 20 39 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 169,190
COMMITMENTS
27,298 4,287 33,779 94,857 119,818 155,934 157,884 13,256 11,306
CHANGES FROM 10/18/05 (CHANGE IN OPEN INTEREST: 7,758)
-305 -1,774 4,554 4,335 4,265 8,584 7,045 -826 713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 2.5 20.0 56.1 70.8 92.2 93.3 7.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
43 22 41 69 78 134 121
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 161,432
COMMITMENTS
27,603 6,061 29,225 90,522 115,553 147,350 150,839 14,082 10,593
CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST: -1,165)
1,772 2,291 -1,706 1,149 -791 1,215 -207 -2,380 -958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 3.8 18.1 56.1 71.6 91.3 93.4 8.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
43 21 37 63 77 124 119
Updated November 4, 2005