WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 338,482
COMMITMENTS
52,037 91,582 65,633 191,361 136,212 309,030 293,427 29,452 45,055
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 6,102)
1,871 12,201 -306 1,647 -6,423 3,212 5,473 2,890 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 27.1 19.4 56.5 40.2 91.3 86.7 8.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
83 135 116 54 66 215 259
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
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,064,779
COMMITMENTS
145,627 165,525 203,217 538,614 462,703 887,458 831,446 177,321 233,333
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 42,002)
3,737 4,218 7,817 16,205 21,219 27,758 33,254 14,244 8,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 15.5 19.1 50.6 43.5 83.3 78.1 16.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597)
167 133 182 224 217 479 473
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
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,660
COMMITMENTS
2,896 76 592 1,563 5,768 5,050 6,435 2,610 1,225
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -805)
-901 1 23 157 -563 -722 -540 -83 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 1.0 7.7 20.4 75.3 65.9 84.0 34.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 3 6 13 14 28 22
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
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 325,044
COMMITMENTS
48,508 43,238 54,289 169,685 144,752 272,483 242,280 52,561 82,764
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -9,071)
4,080 1,197 1,994 -7,014 -4,273 -940 -1,082 -8,131 -7,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 13.3 16.7 52.2 44.5 83.8 74.5 16.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
79 102 108 103 111 253 268
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
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 201,264
COMMITMENTS
27,879 12,649 45,528 101,242 125,233 174,648 183,409 26,616 17,855
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,899)
-2,978 4,393 -283 5,464 -5,658 2,203 -1,548 -303 3,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 6.3 22.6 50.3 62.2 86.8 91.1 13.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
40 34 54 54 55 132 121
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
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 787,889
COMMITMENTS
81,401 115,923 117,585 460,839 372,201 659,825 605,710 128,064 182,180
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 41,952)
725 20,134 22,297 17,411 17,609 40,433 60,040 1,519 -18,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 14.7 14.9 58.5 47.2 83.7 76.9 16.3 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
31 40 48 74 83 127 149
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
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 157,827
COMMITMENTS
16,464 22,630 25,991 85,020 83,011 127,474 131,633 30,352 26,194
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,997)
328 1,040 1,255 4,793 1,036 6,376 3,332 -4,379 -1,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 14.3 16.5 53.9 52.6 80.8 83.4 19.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
29 50 42 51 52 111 122
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
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,985
COMMITMENTS
2,608 679 1,129 2,543 4,988 6,280 6,796 1,705 1,189
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 103)
178 -139 85 -42 305 222 251 -118 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 8.5 14.1 31.9 62.5 78.7 85.1 21.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 7 7 16 19 33 30
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
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 356,429
COMMITMENTS
95,091 91,571 2,006 187,188 155,358 284,285 248,935 72,144 107,494
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -15,960)
-6,370 -5,706 -91 -6,470 -10,279 -12,931 -16,076 -3,029 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 25.7 0.6 52.5 43.6 79.8 69.8 20.2 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
24 26 5 45 48 71 77
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
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,339,019
COMMITMENTS
318,322 421,520 312,351 1435408 1153866 2066081 1887737 272,938 451,282
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 111,061)
-715 -15,464 45,930 60,462 71,773 105,677 102,239 5,384 8,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 18.0 13.4 61.4 49.3 88.3 80.7 11.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
62 67 86 113 121 218 231
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
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,768,969
COMMITMENTS
191,975 453,644 240,628 1178308 740,429 1610911 1434701 158,057 334,267
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 80,079)
-12,916 4,436 38,793 44,854 31,182 70,731 74,410 9,348 5,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 25.6 13.6 66.6 41.9 91.1 81.1 8.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
34 55 46 77 85 138 159
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
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 667,144
COMMITMENTS
163,161 121,880 229,667 233,073 272,836 625,902 624,383 41,242 42,761
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -60,261)
5,811 17,052 -66,000 8,702 -10,327 -51,487 -59,275 -8,774 -986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 18.3 34.4 34.9 40.9 93.8 93.6 6.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
45 32 45 57 57 125 111
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
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,081
COMMITMENTS
5,159 8,545 568 26,239 17,548 31,966 26,662 7,115 12,419
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -245)
310 -508 9 244 98 563 -401 -808 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 21.9 1.5 67.1 44.9 81.8 68.2 18.2 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 15 7 20 11 37 28
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 AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,531
COMMITMENTS
28,860 26,721 4,274 24,896 37,281 58,030 68,276 19,501 9,255
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 5,744)
832 39 438 2,718 7,236 3,987 7,712 1,757 -1,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 34.5 5.5 32.1 48.1 74.8 88.1 25.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
34 25 18 22 18 64 53
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
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 32,729
COMMITMENTS
6,822 3,536 56 25,443 28,407 32,321 31,999 408 730
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -669)
43 80 -6 -736 -710 -699 -636 30 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 10.8 0.2 77.7 86.8 98.8 97.8 1.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 13 3 16 21 25 35
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
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,098
COMMITMENTS
906 2,017 1,721 14,334 10,236 16,960 13,973 6,138 9,125
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 853)
205 6 82 678 382 966 470 -112 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 8.7 7.4 62.1 44.3 73.4 60.5 26.6 39.5
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 10/25/05 |
--------------------------------------------------------------| 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
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 120,577
COMMITMENTS
23,499 21,858 30,195 50,109 35,709 103,802 87,762 16,774 32,815
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,293)
-569 227 922 477 553 830 1,702 463 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 18.1 25.0 41.6 29.6 86.1 72.8 13.9 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
48 46 71 29 40 131 123
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
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,482
COMMITMENTS
401 368 149 301 129 850 645 632 837
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 58)
-116 -13 50 85 -3 18 33 40 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 24.8 10.0 20.3 8.7 57.3 43.5 42.7 56.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 9 6 3 3 14 15
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
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 188,553
COMMITMENTS
50,376 7,092 39,824 76,635 88,178 166,835 135,094 21,719 53,459
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,190)
-1,827 -317 1,229 1,146 -879 548 33 643 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 3.8 21.1 40.6 46.8 88.5 71.6 11.5 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
76 42 65 77 122 195 196
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
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,161
COMMITMENTS
1,351 552 382 598 1,570 2,332 2,505 1,830 1,657
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -268)
456 -196 -92 -251 185 113 -103 -381 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 13.3 9.2 14.4 37.7 56.0 60.2 44.0 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 13 11 9 21 35 39
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
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,265
COMMITMENTS
11,291 2,172 5,592 8,000 8,565 24,883 16,328 5,383 13,937
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -546)
-578 -100 475 66 44 -37 418 -509 -964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 7.2 18.5 26.4 28.3 82.2 54.0 17.8 46.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
48 20 27 42 53 110 85
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
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 115,472
COMMITMENTS
45,634 7,105 2,738 31,231 85,309 79,602 95,151 35,869 20,320
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 4,016)
652 375 46 2,395 3,111 3,093 3,532 923 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 6.2 2.4 27.0 73.9 68.9 82.4 31.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
30 12 9 21 27 54 45
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
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 70,575
COMMITMENTS
13,795 35,911 179 47,402 11,410 61,376 47,501 9,199 23,074
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 3,276)
981 2,254 -177 2,596 -1,773 3,400 305 -124 2,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 50.9 0.3 67.2 16.2 87.0 67.3 13.0 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 21 1 18 11 25 33
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
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 70,025
COMMITMENTS
49,052 5,131 0 14,604 60,275 63,656 65,406 6,369 4,619
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 5,566)
22,333 -6,917 -20 -16,471 13,428 5,842 6,491 -276 -925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.0 7.3 0.0 20.9 86.1 90.9 93.4 9.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
45 9 0 15 17 60 26
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
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 71,500
COMMITMENTS
9,110 23,638 680 44,531 27,415 54,321 51,733 17,179 19,766
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -5,038)
-3,432 -3,063 -373 -36 -1,903 -3,841 -5,339 -1,196 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 33.1 1.0 62.3 38.3 76.0 72.4 24.0 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 17 5 23 11 35 31
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
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 238,806
COMMITMENTS
15,538 87,208 6,604 187,964 107,645 210,106 201,457 28,700 37,349
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 949)
312 -188 -573 2,344 -1,813 2,082 -2,574 -1,133 3,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 36.5 2.8 78.7 45.1 88.0 84.4 12.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
20 48 10 31 26 56 79
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
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 166,647
COMMITMENTS
25,186 19,958 12,435 78,148 79,283 115,768 111,676 50,879 54,971
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -5,688)
5,047 -4,197 1,252 -4,566 4,928 1,733 1,983 -7,420 -7,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 12.0 7.5 46.9 47.6 69.5 67.0 30.5 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
40 28 32 29 30 83 77
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
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 39,943
COMMITMENTS
9,061 721 500 27,201 33,078 36,762 34,299 3,181 5,644
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,290)
115 0 50 2,718 1,043 2,883 1,093 -1,593 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 1.8 1.3 68.1 82.8 92.0 85.9 8.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 1 12 14 16 16
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
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,566,173
COMMITMENTS
854,671 906,459 4771671 7827933 7205294 13454275 12883424 1111898 1682749
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 735,089)
12,715 5,932 434,743 255,763 230,929 703,220 671,603 31,869 63,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 6.2 32.8 53.7 49.5 92.4 88.4 7.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
67 73 113 140 149 263 286
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
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 728,679
COMMITMENTS
61,911 71,388 44,003 485,549 484,035 591,463 599,426 137,216 129,253
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 2,496)
-1,657 -71 3,772 4,441 1,571 6,556 5,272 -4,060 -2,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 9.8 6.0 66.6 66.4 81.2 82.3 18.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
51 41 55 97 68 174 138
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
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,162,640
COMMITMENTS
162,036 308,259 39,361 638,590 687,869 839,987 1035490 322,653 127,151
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -4,032)
19,251 -55,188 10,935 -39,441 51,393 -9,256 7,140 5,223 -11,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 26.5 3.4 54.9 59.2 72.2 89.1 27.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
50 57 32 63 58 131 129
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
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,103
COMMITMENTS
1,323 661 0 6,458 11,221 7,781 11,882 5,322 1,221
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 165)
81 0 0 -349 88 -268 88 433 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 5.0 0.0 49.3 85.6 59.4 90.7 40.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 1 17 16 19 19
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
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 37,979
COMMITMENTS
6,810 9,825 0 26,056 19,709 32,866 29,534 5,113 8,445
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 2,637)
511 3,503 0 1,099 -1,880 1,610 1,623 1,027 1,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 25.9 0.0 68.6 51.9 86.5 77.8 13.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 7 0 19 15 23 22
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
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,034
COMMITMENTS
8,818 13,532 402 33,698 39,912 42,917 53,846 20,117 9,189
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -433)
-193 463 -762 174 415 -781 115 348 -549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 21.5 0.6 53.5 63.3 68.1 85.4 31.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 17 2 34 26 48 43
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 377,135
COMMITMENTS
68,940 138,941 11,453 277,736 146,743 358,128 297,136 19,007 79,999
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -27,471)
-1,995 -46,419 1,772 -27,989 12,072 -28,213 -32,575 742 5,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 36.8 3.0 73.6 38.9 95.0 78.8 5.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
59 72 14 44 40 113 116
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
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,025
COMMITMENTS
14,623 10,587 0 31,931 38,432 46,554 49,019 15,471 13,006
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,559)
-939 2,939 0 4,681 -2,723 3,742 216 -2,183 1,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 17.1 0.0 51.5 62.0 75.1 79.0 24.9 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 8 0 12 15 21 23
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
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,944
COMMITMENTS
900 6,427 0 31,398 23,651 32,298 30,078 3,646 5,866
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 509)
48 -660 0 273 888 321 228 188 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 17.9 0.0 87.4 65.8 89.9 83.7 10.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
2 15 1 33 30 35 46
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 (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 289,524
COMMITMENTS
13,733 62,634 4,371 255,626 211,987 273,730 278,992 15,794 10,532
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 5,336)
176 -7,474 1,780 -546 11,970 1,411 6,276 3,925 -940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 21.6 1.5 88.3 73.2 94.5 96.4 5.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
19 57 21 38 49 70 114
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
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 62,189
COMMITMENTS
16,041 17,248 2,669 31,665 36,148 50,375 56,065 11,814 6,124
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 927)
1,830 -82 -208 173 2,000 1,795 1,710 -868 -783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 27.7 4.3 50.9 58.1 81.0 90.2 19.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
26 21 6 20 24 49 51
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 YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,407
COMMITMENTS
11,664 1,597 4 23,126 5,720 34,794 7,321 4,613 32,086
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 3,261)
1,679 66 4 1,535 1,137 3,218 1,207 43 2,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 4.1 0.0 58.7 14.5 88.3 18.6 11.7 81.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 4 1 10 8 26 12
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
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 37,487
COMMITMENTS
1,609 1,738 129 18,337 29,521 20,075 31,388 17,412 6,099
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,919)
0 -356 129 1,250 789 1,379 562 540 1,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.6 0.3 48.9 78.8 53.6 83.7 46.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 9 1 18 26 22 35
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
SILVER - COMMODITY EXCHANGE INC. Code-084691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 165,348
COMMITMENTS
60,096 8,925 32,633 34,426 108,479 127,155 150,037 38,193 15,312
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -8,456)
-5,026 -2,044 -2,211 -718 -3,676 -7,955 -7,931 -501 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 5.4 19.7 20.8 65.6 76.9 90.7 23.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
101 39 52 22 39 142 114
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
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 110,206
COMMITMENTS
32,023 27,277 16,843 46,765 51,000 95,630 95,119 14,576 15,087
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 2,872)
0 -1,784 3,024 1,142 2,051 4,166 3,291 -1,294 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 24.8 15.3 42.4 46.3 86.8 86.3 13.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
77 72 60 45 38 159 143
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
GOLD - COMMODITY EXCHANGE INC. Code-088691
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 407,029
COMMITMENTS
183,116 44,719 64,917 96,138 268,015 344,170 377,651 62,859 29,377
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -19,007)
-26,026 445 -9,767 11,966 -12,224 -23,827 -21,546 4,820 2,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 11.0 15.9 23.6 65.8 84.6 92.8 15.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
153 70 70 37 44 222 156
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
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 12,390
COMMITMENTS
5,241 1,252 917 3,705 8,341 9,863 10,510 2,527 1,880
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 476)
57 -39 -47 120 65 130 -21 346 497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 10.1 7.4 29.9 67.3 79.6 84.8 20.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 4 13 7 7 37 21
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
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 137,740
COMMITMENTS
51,740 4,279 16,701 52,282 90,043 120,723 111,023 17,017 26,717
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,631)
119 -163 939 -1,486 -342 -429 434 2,060 1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 3.1 12.1 38.0 65.4 87.6 80.6 12.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
69 23 38 61 61 144 110
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 - MINNEAPOLIS GRAIN EXCHANGE Code-001626
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 37,363
COMMITMENTS
9,653 46 1,261 16,932 27,533 27,846 28,841 9,517 8,522
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -3)
-531 -85 -88 844 1,375 225 1,202 -229 -1,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 0.1 3.4 45.3 73.7 74.5 77.2 25.5 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 2 8 22 20 45 28
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
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 172,469
COMMITMENTS
23,866 6,530 50,122 82,044 104,123 156,032 160,775 16,437 11,693
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -8,551)
-6,057 970 -1,074 1,985 -8,390 -5,145 -8,494 -3,406 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 3.8 29.1 47.6 60.4 90.5 93.2 9.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
98 42 78 75 76 203 174
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
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 51,750
COMMITMENTS
15,308 1,552 13,287 17,731 33,257 46,326 48,096 5,424 3,653
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 3,240)
1,089 30 306 2,293 2,249 3,688 2,585 -449 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 3.0 25.7 34.3 64.3 89.5 92.9 10.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
69 25 28 27 26 110 66
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
COCOA - NEW YORK BOARD OF TRADE Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 164,085
COMMITMENTS
27,503 32,238 15,293 109,488 108,510 152,283 156,040 11,801 8,045
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 10,896)
173 313 1,461 8,741 8,382 10,376 10,156 520 740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 19.6 9.3 66.7 66.1 92.8 95.1 7.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
54 57 31 53 38 124 112
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
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 614,597
COMMITMENTS
155,416 9,654 118,881 262,881 439,240 537,178 567,775 77,419 46,821
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -22,735)
-24,264 -4,865 -1,135 9,930 -22,019 -15,469 -28,019 -7,266 5,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 1.6 19.3 42.8 71.5 87.4 92.4 12.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
72 25 46 62 62 155 114
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
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 116,311
COMMITMENTS
16,537 12,014 38,163 52,411 60,458 107,111 110,635 9,200 5,676
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -4,090)
-1,567 -83 -1,970 913 -1,147 -2,624 -3,201 -1,466 -889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 10.3 32.8 45.1 52.0 92.1 95.1 7.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
124 72 105 92 90 262 232
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
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 33,999
COMMITMENTS
26,596 2,867 2,632 1,592 25,996 30,819 31,495 3,179 2,503
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -783)
-1,352 -721 139 209 -677 -1,004 -1,259 222 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.2 8.4 7.7 4.7 76.5 90.6 92.6 9.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
38 11 10 9 9 50 28
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
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 21,871
COMMITMENTS
13,379 1,363 0 3,685 17,824 17,064 19,187 4,807 2,684
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 442)
305 -146 0 441 1,535 746 1,389 -304 -947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.2 6.2 0.0 16.8 81.5 78.0 87.7 22.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 2 0 3 11 11 13
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 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 215,426
COMMITMENTS
15,443 29,342 48,794 115,068 106,025 179,306 184,161 36,120 31,265
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -18,685)
-2,340 2,782 -10,317 184 -8,083 -12,474 -15,619 -6,211 -3,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 13.6 22.7 53.4 49.2 83.2 85.5 16.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
32 31 42 70 69 121 125
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
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 850,834
COMMITMENTS
38,440 80,321 368,327 369,465 367,225 776,232 815,873 74,602 34,960
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -75,381)
-7,897 -10,361 -34,556 -28,523 -25,139 -70,976 -70,056 -4,405 -5,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 9.4 43.3 43.4 43.2 91.2 95.9 8.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
49 55 73 90 83 181 170
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
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 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,072
COMMITMENTS
0 6,650 956 29,139 21,507 30,095 29,113 5,977 6,959
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -2,462)
0 -1,279 -473 -1,336 1,555 -1,809 -197 -653 -2,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.4 2.7 80.8 59.6 83.4 80.7 16.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 14 13 16 15
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 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,164
COMMITMENTS
10,411 2,091 3,792 81,370 86,147 95,573 92,030 6,591 10,134
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 91)
2,366 -1,606 1,492 -1,979 959 1,879 845 -1,788 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 2.0 3.7 79.6 84.3 93.5 90.1 6.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 5 27 27 33 32
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
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,235
COMMITMENTS
5,336 8,332 0 45,283 40,859 50,619 49,191 5,616 7,044
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,188)
-563 0 0 2,358 1,162 1,795 1,162 -607 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 14.8 0.0 80.5 72.7 90.0 87.5 10.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 0 14 16 15 18
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
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,773
COMMITMENTS
0 15,108 2,828 54,141 45,328 56,969 63,264 9,804 3,509
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -10,469)
-302 -4,992 1,012 -13,981 -7,480 -13,271 -11,460 2,802 991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 22.6 4.2 81.1 67.9 85.3 94.7 14.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 3 16 16 19 19
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
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,367
COMMITMENTS
20,911 5,691 5,668 37,347 53,315 63,926 64,674 6,441 5,693
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -2,401)
-4,587 -2,074 1,578 62 -303 -2,947 -799 546 -1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 8.1 8.1 53.1 75.8 90.8 91.9 9.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 19 21 22 24
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
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,111
COMMITMENTS
0 1,315 1,433 62,680 54,287 64,113 57,035 998 8,076
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -267)
0 -2,965 308 -178 3,479 130 822 -397 -1,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 2.2 96.3 83.4 98.5 87.6 1.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 21 18 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
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,854
COMMITMENTS
968 9,368 1,159 51,586 43,944 53,713 54,471 5,141 4,383
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -8,596)
968 834 -1,799 -6,889 -6,886 -7,720 -7,851 -876 -745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 15.9 2.0 87.7 74.7 91.3 92.6 8.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 22 15 25 17
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
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,121
COMMITMENTS
0 2,573 644 37,919 39,158 38,563 42,375 8,558 4,746
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 458)
0 428 0 0 -32 0 396 458 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 1.4 80.5 83.1 81.8 89.9 18.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 14 14 15 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
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,273
COMMITMENTS
13,271 0 2,674 32,083 46,059 48,028 48,733 7,245 6,540
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -2,248)
6,900 -70 -2,970 -5,478 785 -1,548 -2,255 -700 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 0.0 4.8 58.0 83.3 86.9 88.2 13.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 3 14 17 18 20
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
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,387
COMMITMENTS
2,641 0 3,675 35,897 33,632 42,213 37,307 7,174 12,080
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,548)
593 0 -2,007 3,236 2,964 1,822 957 -274 591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 7.4 72.7 68.1 85.5 75.5 14.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 15 13 17 15
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 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,343,590
COMMITMENTS
345,957 87,974 246,376 731,247 997,742 1323580 1332092 20,010 11,498
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -50,897)
-8,232 -2,171 -2,215 -39,508 -46,682 -49,955 -51,068 -942 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 6.5 18.3 54.4 74.3 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
29 10 32 86 77 124 111
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 PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 246,513
COMMITMENTS
56,479 68,945 61,929 124,904 114,541 243,312 245,415 3,201 1,098
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -29,605)
-6,004 -15,619 -5,800 -18,439 -7,951 -30,243 -29,370 638 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 28.0 25.1 50.7 46.5 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 6 17 29 27 49 44
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
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 84,273
COMMITMENTS
25,886 8,873 15,459 42,800 59,839 84,145 84,171 128 102
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -4,035)
-714 -454 -611 -2,674 -3,017 -3,999 -4,082 -36 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 10.5 18.3 50.8 71.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 6 9 40 41 49 51
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
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,748
COMMITMENTS
4,719 4,911 2,201 20,828 20,085 27,748 27,197 0 551
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 18)
-1,366 63 151 1,339 -132 124 82 -106 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 17.7 7.9 75.1 72.4 100.0 98.0 0.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 3 6 21 23 28 29
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 G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,019
COMMITMENTS
2,745 3,381 2,106 6,168 5,532 11,019 11,019 0 0
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 1,612)
2,002 -78 -348 -42 2,038 1,612 1,612 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 30.7 19.1 56.0 50.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 3 14 9 19 13
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
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,356
COMMITMENTS
3,460 4,008 1,632 12,034 11,218 17,126 16,858 230 498
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -274)
-12 328 -268 316 -344 36 -284 -310 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 23.1 9.4 69.3 64.6 98.7 97.1 1.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 4 7 18 21 25 28
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
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,724
COMMITMENTS
11,200 120 1,330 10,478 22,046 23,008 23,496 716 228
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -1,142)
-160 0 -200 -870 -938 -1,230 -1,138 88 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 0.5 5.6 44.2 92.9 97.0 99.0 3.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 22 26 25 29
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 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
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,046
COMMITMENTS
1,650 80 800 7,576 9,126 10,026 10,006 20 40
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 150)
20 -40 -20 154 230 154 170 -4 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 0.8 8.0 75.4 90.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 15 11 17 14
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
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,536,361
COMMITMENTS
119,650 91,243 484,180 869,391 880,961 1473221 1456384 63,140 79,977
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 38,167)
115 1,372 20,517 13,045 15,051 33,677 36,940 4,489 1,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 5.9 31.5 56.6 57.3 95.9 94.8 4.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
82 101 120 80 87 223 253
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
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,180
COMMITMENTS
9,189 2,259 327 2,091 11,070 11,607 13,656 2,573 524
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: 275)
-196 9 151 616 291 571 451 -296 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.8 15.9 2.3 14.7 78.1 81.9 96.3 18.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
65 10 6 10 29 79 44
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
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,076
COMMITMENTS
8,024 472 12 891 9,434 8,927 9,918 2,149 1,158
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -1,699)
-1,810 -92 -35 213 -1,370 -1,632 -1,497 -67 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.4 4.3 0.1 8.0 85.2 80.6 89.5 19.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
27 4 1 9 17 36 22
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
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 152,650
COMMITMENTS
27,346 5,266 24,877 88,119 112,260 140,342 142,403 12,308 10,247
CHANGES FROM 10/25/05 (CHANGE IN OPEN INTEREST: -16,540)
48 978 -8,903 -6,738 -7,557 -15,592 -15,481 -948 -1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 3.4 16.3 57.7 73.5 91.9 93.3 8.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
44 26 41 60 70 126 118
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
Updated October 14, 2005