WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 277,537
COMMITMENTS
48,679 89,433 26,204 179,027 126,615 253,910 242,252 23,627 35,285
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 15,985)
4,271 -1,629 6,355 3,804 8,729 14,430 13,455 1,555 2,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 32.2 9.4 64.5 45.6 91.5 87.3 8.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
75 103 58 42 55 155 190
WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 261,552
COMMITMENTS
44,408 91,062 19,849 175,223 117,886 239,480 228,797 22,072 32,755
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,330)
3,292 4,687 -1,837 -124 164 1,331 3,014 -1 -1,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 34.8 7.6 67.0 45.1 91.6 87.5 8.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
64 114 51 43 51 146 187
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 708,211
COMMITMENTS
122,306 159,501 38,948 423,029 332,852 584,283 531,301 123,928 176,910
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -863)
-10,030 8,740 -1,100 9,527 -9,657 -1,603 -2,017 740 1,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 22.5 5.5 59.7 47.0 82.5 75.0 17.5 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
130 127 83 176 199 354 372
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 709,074
COMMITMENTS
132,336 150,761 40,048 413,502 342,509 585,886 533,318 123,188 175,756
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -4,920)
10,602 -76 -3,119 -9,244 -2,198 -1,761 -5,393 -3,159 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 21.3 5.6 58.3 48.3 82.6 75.2 17.4 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 546)
133 123 92 171 204 362 377
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,756
COMMITMENTS
2,275 588 19 1,202 3,572 3,496 4,179 2,260 1,577
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -117)
-108 0 -46 -100 -5 -254 -51 137 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 10.2 0.3 20.9 62.1 60.7 72.6 39.3 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 6 2 9 14 20 20
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,873
COMMITMENTS
2,383 588 65 1,302 3,577 3,750 4,230 2,123 1,643
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -223)
-143 33 35 11 -400 -97 -332 -126 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 10.0 1.1 22.2 60.9 63.9 72.0 36.1 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 7 3 9 14 23 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 244,304
COMMITMENTS
58,961 43,025 17,068 123,463 118,674 199,492 178,767 44,812 65,537
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,205)
-1,057 4,196 2,106 1,978 -6,488 3,027 -186 -4,232 -1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 17.6 7.0 50.5 48.6 81.7 73.2 18.3 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
98 87 66 78 106 217 234
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 245,509
COMMITMENTS
60,018 38,829 14,962 121,485 125,162 196,465 178,953 49,044 66,556
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,600)
4,452 5,275 -579 -4,171 -5,371 -298 -675 1,898 2,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 15.8 6.1 49.5 51.0 80.0 72.9 20.0 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
100 84 61 78 106 216 228
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 137,383
COMMITMENTS
26,980 27,299 12,352 76,729 79,175 116,061 118,826 21,322 18,557
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 1,170)
880 3,391 -441 771 -2,839 1,210 111 -40 1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 19.9 9.0 55.9 57.6 84.5 86.5 15.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
32 41 27 47 35 95 95
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 136,213
COMMITMENTS
26,100 23,908 12,793 75,958 82,014 114,851 118,715 21,362 17,498
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,514)
2,037 2,189 -2,381 -1,258 -1,604 -1,602 -1,796 4,116 4,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 17.6 9.4 55.8 60.2 84.3 87.2 15.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
31 38 29 45 36 97 92
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 608,165
COMMITMENTS
94,578 71,469 17,203 368,277 354,302 480,058 442,974 128,107 165,191
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -64,433)
-2,251 -2,326 -9,376 -47,196 -45,605 -58,823 -57,307 -5,610 -7,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 11.8 2.8 60.6 58.3 78.9 72.8 21.1 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
29 31 23 59 75 102 117
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 672,598
COMMITMENTS
96,829 73,795 26,579 415,473 399,907 538,881 500,281 133,717 172,317
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 36,604)
9,397 5,950 -6,243 10,472 -5,771 13,626 -6,064 22,978 42,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 11.0 4.0 61.8 59.5 80.1 74.4 19.9 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
27 30 20 69 78 108 119
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 117,786
COMMITMENTS
16,533 11,750 15,347 60,968 71,169 92,848 98,266 24,938 19,520
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 3,677)
-1,038 2,856 252 3,949 -259 3,163 2,849 514 828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 10.0 13.0 51.8 60.4 78.8 83.4 21.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
32 27 29 42 39 91 88
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 114,109
COMMITMENTS
17,571 8,894 15,095 57,019 71,428 89,685 95,417 24,424 18,692
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,229)
1,945 1,344 1,027 -607 -1,129 2,365 1,242 -136 987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 7.8 13.2 50.0 62.6 78.6 83.6 21.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
36 23 28 46 42 98 87
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,716
COMMITMENTS
2,794 1,439 953 1,958 2,634 5,705 5,026 1,011 1,690
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 152)
46 170 88 129 -221 263 37 -111 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 21.4 14.2 29.2 39.2 84.9 74.8 15.1 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 8 9 12 15 31 30
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,564
COMMITMENTS
2,748 1,269 865 1,829 2,855 5,442 4,989 1,122 1,575
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -451)
-45 -125 -187 -114 -144 -346 -456 -105 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 19.3 13.2 27.9 43.5 82.9 76.0 17.1 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 8 8 12 16 32 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 387,103
COMMITMENTS
114,483 85,630 2,318 207,048 185,727 323,849 273,675 63,254 113,428
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -964)
3,473 3,601 -4,613 -4,375 -5,271 -5,515 -6,283 4,551 5,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 22.1 0.6 53.5 48.0 83.7 70.7 16.3 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
17 29 6 44 46 64 78
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 388,067
COMMITMENTS
111,010 82,029 6,931 211,423 190,998 329,364 279,958 58,703 108,109
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,396)
1,980 -5,140 -3,422 7,617 22,112 6,175 13,550 6,221 -1,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 21.1 1.8 54.5 49.2 84.9 72.1 15.1 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
13 25 6 44 47 61 75
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,919,250
COMMITMENTS
372,611 369,855 207,160 1103674 978,827 1683445 1555842 235,805 363,408
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 61,726)
-6,445 1,188 67,241 18,004 50,860 78,800 119,289 -17,074 -57,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 19.3 10.8 57.5 51.0 87.7 81.1 12.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
61 64 40 90 108 166 199
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,857,524
COMMITMENTS
379,056 368,667 139,919 1085670 927,967 1604645 1436553 252,879 420,971
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 22,757)
12,096 28,410 -21,026 18,302 -50,316 9,372 -42,932 13,385 65,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 19.8 7.5 58.4 50.0 86.4 77.3 13.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
62 58 34 87 102 163 182
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,200,876
COMMITMENTS
171,005 300,923 20,695 814,506 648,604 1006206 970,222 194,670 230,654
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -110,371)
5,377 -39,605 -675 -121,437 -47,607 -116,735 -87,887 6,364 -22,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 25.1 1.7 67.8 54.0 83.8 80.8 16.2 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
37 41 17 66 73 108 126
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,311,247
COMMITMENTS
165,628 340,528 21,370 935,943 696,211 1122941 1058109 188,306 253,138
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -71,030)
18,027 -29,204 -20,824 -111,679 -4,306 -114,476 -54,334 43,446 -16,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 26.0 1.6 71.4 53.1 85.6 80.7 14.4 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
35 45 14 65 74 104 129
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 485,843
COMMITMENTS
184,427 73,732 65,803 185,843 306,775 436,073 446,310 49,770 39,533
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 72,619)
8,009 14,388 12,415 47,428 44,874 67,852 71,677 4,767 942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 15.2 13.5 38.3 63.1 89.8 91.9 10.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
36 29 33 53 53 107 97
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 413,224
COMMITMENTS
176,418 59,344 53,388 138,415 261,901 368,221 374,633 45,003 38,591
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -5,438)
21,748 12,772 3,810 -29,206 -33,064 -3,648 -16,482 -1,790 11,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.7 14.4 12.9 33.5 63.4 89.1 90.7 10.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
22 26 28 43 45 82 83
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,740
COMMITMENTS
7,995 6,176 2,549 29,119 30,737 39,663 39,462 12,077 12,278
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 17,760)
438 1,132 2,331 10,463 9,120 13,232 12,583 4,528 5,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 11.9 4.9 56.3 59.4 76.7 76.3 23.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 11 9 27 19 45 34
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,980
COMMITMENTS
7,557 5,044 218 18,656 21,617 26,431 26,879 7,549 7,101
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,547)
656 -1,014 171 2,948 3,627 3,775 2,784 -228 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 14.8 0.6 54.9 63.6 77.8 79.1 22.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 8 2 22 14 36 23
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,525
COMMITMENTS
17,061 35,177 3,424 46,515 20,889 67,000 59,490 15,525 23,035
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 10,662)
2,528 -563 2,303 1,173 3,196 6,004 4,936 4,658 5,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 42.6 4.1 56.4 25.3 81.2 72.1 18.8 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
20 29 15 25 22 54 57
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 71,863
COMMITMENTS
14,533 35,740 1,121 45,342 17,693 60,996 54,554 10,867 17,309
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,985)
2,682 254 193 -3,054 -924 -179 -477 3,164 3,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 49.7 1.6 63.1 24.6 84.9 75.9 15.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 30 8 19 14 43 46
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 39,703
COMMITMENTS
2,922 3,926 6,638 29,731 28,210 39,291 38,774 412 929
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -738)
492 -508 2,195 -2,529 -1,453 158 234 -896 -972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 9.9 16.7 74.9 71.1 99.0 97.7 1.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 16 4 17 21 27 39
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 40,441
COMMITMENTS
2,430 4,434 4,443 32,260 29,663 39,133 38,540 1,308 1,901
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,167)
-696 -84 2,600 -4,000 -4,711 -2,096 -2,195 -71 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 11.0 11.0 79.8 73.3 96.8 95.3 3.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 16 4 19 20 29 38
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,173
COMMITMENTS
1,172 2,332 489 12,477 10,155 14,138 12,976 5,035 6,197
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 315)
39 107 -81 -45 -99 -87 -73 402 388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 12.2 2.6 65.1 53.0 73.7 67.7 26.3 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 7 8 19 15 28 26
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,858
COMMITMENTS
1,133 2,225 570 12,522 10,254 14,225 13,049 4,633 5,809
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,594)
-314 -179 -29 -2,004 -1,768 -2,347 -1,976 -247 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 11.8 3.0 66.4 54.4 75.4 69.2 24.6 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 8 8 20 16 29 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,785
COMMITMENTS
19,562 20,962 19,159 48,076 31,195 86,797 71,316 16,988 32,469
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,494)
-164 -266 -3,129 -16 1,326 -3,309 -2,069 1,815 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 20.2 18.5 46.3 30.1 83.6 68.7 16.4 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
43 41 49 23 37 105 99
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 105,279
COMMITMENTS
19,726 21,228 22,288 48,092 29,869 90,106 73,385 15,173 31,894
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,107)
2,397 -1,379 946 -987 2,144 2,356 1,711 751 1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 20.2 21.2 45.7 28.4 85.6 69.7 14.4 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
42 44 53 22 34 108 100
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,365
COMMITMENTS
36,452 23,490 18,199 68,873 62,276 123,524 103,965 18,841 38,400
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 6,001)
-1,103 -11,282 5,878 698 5,514 5,473 110 528 5,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 16.5 12.8 48.4 43.7 86.8 73.0 13.2 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
57 49 54 56 90 142 175
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 136,364
COMMITMENTS
37,555 34,772 12,321 68,175 56,762 118,051 103,855 18,313 32,509
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 207)
1,513 -1,667 101 -2,128 -251 -514 -1,817 721 2,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 25.5 9.0 50.0 41.6 86.6 76.2 13.4 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
47 59 45 55 78 123 168
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,882
COMMITMENTS
1,326 1,641 51 616 456 1,993 2,148 1,889 1,734
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -156)
278 36 -113 -241 -63 -76 -140 -80 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 42.3 1.3 15.9 11.7 51.3 55.3 48.7 44.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 12 6 13 12 30 29
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,038
COMMITMENTS
1,048 1,605 164 857 519 2,069 2,288 1,969 1,750
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -306)
-11 -300 103 -296 -54 -204 -251 -102 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 39.7 4.1 21.2 12.9 51.2 56.7 48.8 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 12 4 13 9 28 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,119
COMMITMENTS
13,306 3,494 3,761 6,540 8,220 23,607 15,475 4,512 12,644
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 1,203)
891 -895 470 -209 8 1,152 -417 51 1,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 12.4 13.4 23.3 29.2 84.0 55.0 16.0 45.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
45 24 22 29 37 92 68
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,916
COMMITMENTS
12,415 4,389 3,291 6,749 8,212 22,455 15,892 4,461 11,024
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -19)
486 -518 -276 -192 465 18 -329 -37 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.1 16.3 12.2 25.1 30.5 83.4 59.0 16.6 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
42 24 29 27 29 93 64
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 141,219
COMMITMENTS
45,957 16,365 1,649 59,669 105,623 107,275 123,637 33,944 17,582
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 23,768)
-466 -65 600 17,300 17,589 17,434 18,124 6,334 5,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 11.6 1.2 42.3 74.8 76.0 87.5 24.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
28 15 8 30 29 63 47
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 117,451
COMMITMENTS
46,423 16,430 1,049 42,369 88,034 89,841 105,513 27,610 11,938
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 6,298)
1,519 440 441 3,489 6,494 5,449 7,375 849 -1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 14.0 0.9 36.1 75.0 76.5 89.8 23.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 13 7 23 26 57 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 60,845
COMMITMENTS
4,175 19,141 147 43,370 29,536 47,692 48,824 13,153 12,021
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -627)
-10,769 3,412 -375 6,471 -7,915 -4,673 -4,878 4,046 4,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 31.5 0.2 71.3 48.5 78.4 80.2 21.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 16 1 15 19 20 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 61,472
COMMITMENTS
14,944 15,729 522 36,899 37,451 52,365 53,702 9,107 7,770
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -6,249)
10,936 -20,155 521 -26,682 14,716 -15,225 -4,918 8,976 -1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 25.6 0.8 60.0 60.9 85.2 87.4 14.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 12 2 7 16 17 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 88,343
COMMITMENTS
45,010 5,404 1,513 34,180 73,557 80,703 80,474 7,640 7,869
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 12,591)
-12 3,460 858 7,897 6,773 8,743 11,091 3,848 1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.9 6.1 1.7 38.7 83.3 91.4 91.1 8.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
42 9 8 21 18 68 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 75,752
COMMITMENTS
45,022 1,944 655 26,283 66,784 71,960 69,383 3,792 6,369
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 5,155)
5,351 -2,963 174 -1,327 8,373 4,198 5,584 957 -429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.4 2.6 0.9 34.7 88.2 95.0 91.6 5.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
43 9 5 19 16 64 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 91,701
COMMITMENTS
27,410 8,935 768 40,858 67,154 69,036 76,857 22,665 14,844
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 11,179)
1,470 -6,009 707 3,254 5,241 5,431 -61 5,748 11,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 9.7 0.8 44.6 73.2 75.3 83.8 24.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 9 4 16 26 38 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 80,522
COMMITMENTS
25,940 14,944 61 37,604 61,913 63,605 76,918 16,917 3,604
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,926)
7,552 -5,655 41 -7,430 14,529 163 8,915 2,763 -5,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 18.6 0.1 46.7 76.9 79.0 95.5 21.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 18 4 19 24 39 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 189,247
COMMITMENTS
10,280 45,214 2,485 149,177 114,005 161,942 161,704 27,305 27,543
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 13,261)
2,263 2,825 1,031 -2,795 -7,753 499 -3,897 12,762 17,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 23.9 1.3 78.8 60.2 85.6 85.4 14.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
16 28 7 29 32 49 64
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 175,986
COMMITMENTS
8,017 42,389 1,454 151,972 121,758 161,443 165,601 14,543 10,385
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,259)
76 -13,217 312 -5,107 13,750 -4,719 845 2,460 -3,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 24.1 0.8 86.4 69.2 91.7 94.1 8.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
13 28 6 25 30 42 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 162,743
COMMITMENTS
29,321 21,736 1,594 88,697 101,633 119,612 124,963 43,131 37,780
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 1,725)
-9,447 6,486 587 8,406 -7,969 -454 -896 2,179 2,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 13.4 1.0 54.5 62.4 73.5 76.8 26.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
33 19 12 28 29 66 55
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 161,018
COMMITMENTS
38,768 15,250 1,007 80,291 109,602 120,066 125,859 40,952 35,159
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,287)
12,303 -14,834 -162 -10,468 21,504 1,673 6,508 5,614 779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 9.5 0.6 49.9 68.1 74.6 78.2 25.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
43 15 11 27 31 73 54
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 11,677
COMMITMENTS
5,465 0 222 4,488 10,510 10,175 10,732 1,502 945
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 2,081)
214 0 222 1,437 1,900 1,873 2,122 208 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.8 0.0 1.9 38.4 90.0 87.1 91.9 12.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 0 1 7 13 15 14
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,596
COMMITMENTS
5,251 0 0 3,051 8,610 8,302 8,610 1,294 986
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 186)
374 0 0 -201 415 173 415 13 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.7 0.0 0.0 31.8 89.7 86.5 89.7 13.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 0 5 10 12 10
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 43,519
COMMITMENTS
1,210 2,804 1,180 36,106 35,469 38,496 39,453 5,023 4,066
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 6.4 2.7 83.0 81.5 88.5 90.7 11.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 12 13 14 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,266,773
COMMITMENTS
1217656 801,342 955,191 5206963 5045981 7379810 6802514 886,963 1464259
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -30,011)
-50,579 -93,959 112,559 41,475 99,294 103,455 117,894 -133,466 -147,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 9.7 11.6 63.0 61.0 89.3 82.3 10.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
52 64 86 133 150 231 256
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,296,784
COMMITMENTS
1268235 895,301 842,632 5165488 4946687 7276355 6684620 1020429 1612164
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -221,256)
293,599 -87,740 -128,526 -405,768 56,484 -240,695 -159,782 19,439 -61,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 10.8 10.2 62.3 59.6 87.7 80.6 12.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
44 68 85 128 146 225 249
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 743,422
COMMITMENTS
46,934 62,645 15,137 521,965 539,636 584,036 617,418 159,386 126,004
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 55,978)
3,235 4,056 1,566 35,761 24,671 40,562 30,293 15,416 25,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 8.4 2.0 70.2 72.6 78.6 83.1 21.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
35 39 32 96 70 154 118
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 687,444
COMMITMENTS
43,699 58,589 13,571 486,204 514,965 543,474 587,125 143,970 100,319
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 25,436)
-6,048 -1,719 3,765 18,348 15,197 16,065 17,243 9,371 8,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 8.5 2.0 70.7 74.9 79.1 85.4 20.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
33 33 24 85 66 132 110
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,428,315
COMMITMENTS
214,262 389,040 63,273 851,358 823,570 1128893 1275883 299,422 152,432
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 226,567)
5,718 26,955 9,953 176,842 140,692 192,513 177,600 34,054 48,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 27.2 4.4 59.6 57.7 79.0 89.3 21.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
41 69 44 74 77 140 165
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,201,748
COMMITMENTS
208,544 362,085 53,320 674,516 682,878 936,380 1098283 265,368 103,465
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 98,104)
25,968 38,649 24,201 19,322 42,948 69,491 105,798 28,613 -7,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 30.1 4.4 56.1 56.8 77.9 91.4 22.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
45 66 26 63 70 126 144
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 20,314
COMMITMENTS
1,151 427 505 13,208 15,794 14,864 16,726 5,450 3,588
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 6,816)
-288 -103 505 5,629 5,450 5,846 5,852 970 964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 2.1 2.5 65.0 77.7 73.2 82.3 26.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 21 16 24 18
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,498
COMMITMENTS
1,439 530 0 7,579 10,344 9,018 10,874 4,480 2,624
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 664)
410 0 0 728 119 1,138 119 -474 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 3.9 0.0 56.1 76.6 66.8 80.6 33.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 18 14 22 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 48,854
COMMITMENTS
7,705 2,768 3,059 24,862 36,543 35,626 42,370 13,228 6,484
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 13,172)
95 1,017 2,943 6,846 4,925 9,884 8,885 3,288 4,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 5.7 6.3 50.9 74.8 72.9 86.7 27.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 7 3 25 19 33 27
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 35,682
COMMITMENTS
7,610 1,751 116 18,016 31,618 25,742 33,485 9,940 2,197
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,186)
171 -416 115 -1,128 1,525 -842 1,224 2,028 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 4.9 0.3 50.5 88.6 72.1 93.8 27.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 2 20 17 26 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,760
COMMITMENTS
7,184 17,581 1,131 50,199 47,000 58,514 65,712 18,246 11,048
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 18,411)
758 1,307 1,115 15,903 13,494 17,776 15,916 635 2,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 22.9 1.5 65.4 61.2 76.2 85.6 23.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 20 6 36 34 51 57
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,349
COMMITMENTS
6,426 16,274 16 34,296 33,506 40,738 49,796 17,611 8,553
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 381)
362 157 16 3,660 506 4,038 679 -3,657 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 27.9 0.0 58.8 57.4 69.8 85.3 30.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
11 22 1 34 29 46 51
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 394,135
COMMITMENTS
125,183 82,069 12,043 231,031 238,242 368,257 332,354 25,878 61,781
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 59,322)
11,069 2,714 8,789 33,856 42,066 53,714 53,569 5,608 5,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 20.8 3.1 58.6 60.4 93.4 84.3 6.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
71 60 25 48 52 135 122
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 334,813
COMMITMENTS
114,114 79,355 3,254 197,175 196,176 314,543 278,785 20,270 56,028
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -133)
7,820 -12,210 1,735 -14,090 22,355 -4,535 11,880 4,402 -12,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 23.7 1.0 58.9 58.6 93.9 83.3 6.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
70 57 12 43 41 120 104
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 96,367
COMMITMENTS
36,285 3,043 1,395 32,270 82,812 69,950 87,250 26,417 9,117
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 31,075)
15,487 1,578 1,395 1,028 26,307 17,910 29,280 13,165 1,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 3.2 1.4 33.5 85.9 72.6 90.5 27.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 3 3 14 22 35 26
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 65,292
COMMITMENTS
20,798 1,465 0 31,242 56,505 52,040 57,970 13,252 7,322
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 4,193)
6,656 -1,812 0 -4,000 6,521 2,656 4,709 1,537 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 2.2 0.0 47.8 86.5 79.7 88.8 20.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 2 0 15 19 29 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 46,478
COMMITMENTS
785 6,166 896 39,300 32,315 40,981 39,377 5,497 7,101
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 8,337)
564 21 841 7,146 6,460 8,551 7,322 -214 1,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 13.3 1.9 84.6 69.5 88.2 84.7 11.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 15 5 37 30 44 46
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,141
COMMITMENTS
221 6,145 55 32,154 25,855 32,430 32,055 5,711 6,086
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 926)
-559 -77 55 986 1,160 482 1,138 444 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 16.1 0.1 84.3 67.8 85.0 84.0 15.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 15 1 29 27 31 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 288,403
COMMITMENTS
21,071 48,920 5,403 235,285 213,759 261,759 268,082 26,644 20,321
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 47,598)
301 -1,130 4,137 30,175 35,050 34,613 38,057 12,985 9,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 17.0 1.9 81.6 74.1 90.8 93.0 9.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
22 34 14 41 56 70 97
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 240,805
COMMITMENTS
20,770 50,050 1,266 205,110 178,709 227,146 230,025 13,659 10,780
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -9,002)
4,294 -4,013 370 -15,411 -4,749 -10,747 -8,392 1,745 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 20.8 0.5 85.2 74.2 94.3 95.5 5.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
23 38 9 37 50 65 93
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,493
COMMITMENTS
17,098 16,007 107 14,971 22,164 32,176 38,278 11,317 5,215
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -22,305)
-3,240 2,875 -6,115 -6,357 -12,127 -15,712 -15,367 -6,593 -6,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 36.8 0.2 34.4 51.0 74.0 88.0 26.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
28 17 1 20 16 48 34
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 65,798
COMMITMENTS
20,338 13,132 6,222 21,328 34,291 47,888 53,645 17,910 12,153
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 11,597)
797 202 5,865 3,089 3,051 9,751 9,118 1,846 2,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 20.0 9.5 32.4 52.1 72.8 81.5 27.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 20 15 23 27 58 53
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 28,583
COMMITMENTS
11,977 1,942 238 13,212 1,339 25,427 3,519 3,156 25,064
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -10,463)
5,033 -543 -3,251 -7,615 -9,643 -5,833 -13,437 -4,630 2,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 6.8 0.8 46.2 4.7 89.0 12.3 11.0 87.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
14 4 1 7 4 22 8
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,046
COMMITMENTS
6,944 2,485 3,489 20,827 10,982 31,260 16,956 7,786 22,090
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,513)
388 596 3,310 1,649 -385 5,347 3,521 2,166 3,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 6.4 8.9 53.3 28.1 80.1 43.4 19.9 56.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 5 9 13 10 28 23
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 41,694
COMMITMENTS
1,498 3,087 80 21,311 29,347 22,889 32,514 18,805 9,180
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 2,210)
0 181 80 1,763 801 1,843 1,062 367 1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 7.4 0.2 51.1 70.4 54.9 78.0 45.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 11 1 20 23 25 34
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,484
COMMITMENTS
1,498 2,906 0 19,548 28,546 21,046 31,452 18,438 8,032
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,039)
-212 -164 -45 929 3,391 672 3,182 1,367 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 7.4 0.0 49.5 72.3 53.3 79.7 46.7 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 10 0 16 24 20 34
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 115,435
COMMITMENTS
42,004 26,495 8,192 34,098 69,382 84,294 104,069 31,141 11,366
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 3,260)
2,779 1,836 223 669 841 3,671 2,900 -411 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 23.0 7.1 29.5 60.1 73.0 90.2 27.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
90 40 21 23 27 120 82
SILVER - COMMODITY EXCHANGE INC. Code-084691
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES) OPEN INTEREST: 112,175
COMMITMENTS
39,225 24,659 7,969 33,429 68,541 80,623 101,169 31,552 11,006
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -8,128)
-4,592 -7,508 17 -1,654 1,353 -6,229 -6,138 -1,899 -1,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 22.0 7.1 29.8 61.1 71.9 90.2 28.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
86 37 26 24 28 118 84
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 99,329
COMMITMENTS
33,734 27,483 11,015 40,935 48,211 85,684 86,709 13,645 12,620
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -6,510)
-5,092 -1,576 -1,522 809 -3,224 -5,805 -6,322 -705 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 27.7 11.1 41.2 48.5 86.3 87.3 13.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
63 61 33 43 37 131 109
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS) OPEN INTEREST: 105,839
COMMITMENTS
38,826 29,059 12,537 40,126 51,435 91,489 93,031 14,350 12,808
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,073)
1,535 1,123 -419 -286 508 830 1,212 243 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 27.5 11.8 37.9 48.6 86.4 87.9 13.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
67 63 41 42 37 144 114
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 321,200
COMMITMENTS
175,285 48,487 27,202 63,202 221,991 265,689 297,680 55,511 23,520
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 22,008)
15,363 3,817 625 6,741 16,913 22,729 21,355 -721 653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.6 15.1 8.5 19.7 69.1 82.7 92.7 17.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
137 65 31 33 48 195 124
GOLD - COMMODITY EXCHANGE INC. Code-088691
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 299,192
COMMITMENTS
159,922 44,670 26,577 56,461 205,078 242,960 276,325 56,232 22,867
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,298)
1,081 -4,338 3,345 -2,374 6,593 2,052 5,600 5,246 1,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.5 14.9 8.9 18.9 68.5 81.2 92.4 18.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
124 57 28 31 45 176 114
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,299
COMMITMENTS
4,739 2,276 484 2,572 5,999 7,795 8,759 1,504 540
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -17)
41 15 -57 -35 -60 -51 -102 34 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.0 24.5 5.2 27.7 64.5 83.8 94.2 16.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 4 11 6 6 34 19
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 9,316
COMMITMENTS
4,698 2,261 541 2,607 6,059 7,846 8,861 1,470 455
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 26)
3 -29 21 -36 35 -12 27 38 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.4 24.3 5.8 28.0 65.0 84.2 95.1 15.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 3 11 6 6 34 19
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 98,300
COMMITMENTS
28,760 10,267 4,123 47,026 65,431 79,909 79,821 18,391 18,479
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 3,868)
5,406 1,017 287 -2,568 2,972 3,125 4,276 743 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 10.4 4.2 47.8 66.6 81.3 81.2 18.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
54 20 24 44 57 106 95
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 94,432
COMMITMENTS
23,354 9,250 3,836 49,594 62,459 76,784 75,545 17,648 18,887
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,908)
-3,932 2,576 -26 364 -5,771 -3,594 -3,221 1,686 1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 9.8 4.1 52.5 66.1 81.3 80.0 18.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
43 16 19 41 54 88 86
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 31,839
COMMITMENTS
3,788 4,358 797 16,340 17,508 20,925 22,663 10,914 9,176
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 3,810)
1,538 -1,249 109 46 3,087 1,693 1,947 2,117 1,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 13.7 2.5 51.3 55.0 65.7 71.2 34.3 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 9 5 22 15 34 28
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 28,029
COMMITMENTS
2,250 5,607 688 16,294 14,421 19,232 20,716 8,797 7,313
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,875)
200 427 115 -3,233 -3,066 -2,918 -2,524 43 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 20.0 2.5 58.1 51.5 68.6 73.9 31.4 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 10 4 24 17 33 30
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 104,571
COMMITMENTS
20,454 34,577 4,932 67,469 53,731 92,855 93,240 11,716 11,331
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -2,527)
-657 -7,409 89 -1,040 5,494 -1,608 -1,826 -919 -701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 33.1 4.7 64.5 51.4 88.8 89.2 11.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
51 66 36 51 49 126 131
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 107,098
COMMITMENTS
21,111 41,986 4,843 68,509 48,237 94,463 95,066 12,635 12,032
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,719)
1,100 -1,631 896 634 2,697 2,630 1,962 89 757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 39.2 4.5 64.0 45.0 88.2 88.8 11.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
58 75 41 53 44 133 141
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 23,695
COMMITMENTS
7,954 6,212 1,185 11,464 14,256 20,603 21,653 3,092 2,042
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 60)
163 810 -305 34 -576 -108 -71 168 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 26.2 5.0 48.4 60.2 87.0 91.4 13.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
28 32 13 26 14 64 51
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 23,635
COMMITMENTS
7,791 5,402 1,490 11,430 14,832 20,711 21,724 2,924 1,911
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,133)
-107 601 -1 -926 -1,874 -1,034 -1,274 -99 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 22.9 6.3 48.4 62.8 87.6 91.9 12.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
30 29 14 25 14 63 51
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 113,870
COMMITMENTS
23,801 16,899 1,741 82,232 91,324 107,774 109,964 6,096 3,906
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,307)
3,242 -2,899 420 -3,612 2,901 50 422 -1,357 -1,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 14.8 1.5 72.2 80.2 94.6 96.6 5.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
45 38 12 49 34 103 78
COCOA - NEW YORK BOARD OF TRADE Code-073732
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 115,177
COMMITMENTS
20,559 19,798 1,321 85,844 88,423 107,724 109,542 7,453 5,635
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -16,884)
-4,974 -19,396 -1,371 -9,192 5,798 -15,537 -14,969 -1,347 -1,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 17.2 1.1 74.5 76.8 93.5 95.1 6.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
41 37 10 50 36 96 80
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 468,489
COMMITMENTS
179,403 31,098 28,108 180,774 367,187 388,285 426,393 80,204 42,096
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -15,145)
7,057 -11,642 -19,949 2,964 30,600 -9,928 -991 -5,217 -14,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 6.6 6.0 38.6 78.4 82.9 91.0 17.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
66 32 38 54 53 143 102
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 483,634
COMMITMENTS
172,346 42,740 48,057 177,810 336,587 398,213 427,384 85,421 56,250
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 8,649)
9,054 -3,408 2,492 -9,241 -1,107 2,305 -2,023 6,344 10,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 8.8 9.9 36.8 69.6 82.3 88.4 17.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
66 40 49 57 50 160 109
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 84,539
COMMITMENTS
19,096 19,616 9,061 48,296 49,080 76,453 77,757 8,086 6,782
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -954)
-2,186 697 359 1,584 -2,280 -243 -1,224 -711 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 23.2 10.7 57.1 58.1 90.4 92.0 9.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
84 78 44 91 78 204 181
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 85,493
COMMITMENTS
21,282 18,919 8,702 46,712 51,360 76,696 78,981 8,797 6,512
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,737)
1,088 -292 1,437 -470 1,877 2,055 3,022 682 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 22.1 10.2 54.6 60.1 89.7 92.4 10.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
84 77 36 91 83 199 179
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,149
COMMITMENTS
4,218 4,187 2,131 10,088 8,733 16,437 15,051 1,712 3,098
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -2,717)
-1,662 -7,048 -572 -1,058 4,481 -3,292 -3,139 575 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 23.1 11.7 55.6 48.1 90.6 82.9 9.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 19 5 7 8 20 29
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,866
COMMITMENTS
5,880 11,235 2,703 11,146 4,252 19,729 18,190 1,137 2,676
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,369)
-632 8,713 293 4,616 -6,071 4,277 2,935 -908 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 53.8 13.0 53.4 20.4 94.6 87.2 5.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 19 8 8 6 21 30
EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE Code-299661
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EURO 200,000) OPEN INTEREST: 20,549
COMMITMENTS
8,134 419 0 8,399 16,092 16,533 16,511 4,016 4,038
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 2.0 0.0 40.9 78.3 80.5 80.3 19.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 0 6 13 11 14
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 169,113
COMMITMENTS
22,966 17,941 23,202 89,562 104,914 135,730 146,057 33,383 23,056
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -9,633)
-7,341 -489 -676 425 -9,077 -7,592 -10,242 -2,041 609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 10.6 13.7 53.0 62.0 80.3 86.4 19.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
36 28 41 56 56 116 103
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 178,746
COMMITMENTS
30,307 18,430 23,878 89,137 113,991 143,322 156,299 35,424 22,447
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -4,262)
-1,029 -3,565 -209 -1,419 2,591 -2,657 -1,183 -1,605 -3,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 10.3 13.4 49.9 63.8 80.2 87.4 19.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
35 27 40 56 56 117 99
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 541,075
COMMITMENTS
63,019 73,800 168,821 233,393 270,573 465,233 513,194 75,842 27,881
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 21,348)
2,706 4,883 7,342 7,515 13,150 17,563 25,375 3,785 -4,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 13.6 31.2 43.1 50.0 86.0 94.8 14.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
57 45 65 96 81 190 159
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 519,727
COMMITMENTS
60,313 68,917 161,479 225,878 257,423 447,670 487,819 72,057 31,908
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 21,766)
-170 -762 11,739 7,514 8,748 19,083 19,725 2,683 2,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 13.3 31.1 43.5 49.5 86.1 93.9 13.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
58 44 72 95 80 190 163
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,085
COMMITMENTS
0 2,655 5,525 30,602 25,876 36,127 34,056 4,958 7,029
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 164)
0 -939 596 -434 147 162 -196 2 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.5 13.4 74.5 63.0 87.9 82.9 12.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 16 14 18 17
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,921
COMMITMENTS
0 3,594 4,929 31,036 25,729 35,965 34,252 4,956 6,669
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -815)
-2,688 -205 2,380 -2,016 -3,018 -2,324 -843 1,509 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.8 12.0 75.8 62.9 87.9 83.7 12.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 16 14 18 17
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,000
COMMITMENTS
9,796 4,130 1,931 86,758 97,461 98,485 103,522 9,515 4,478
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 2,006)
321 -1,170 -2,465 3,995 5,757 1,851 2,122 155 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 3.8 1.8 80.3 90.2 91.2 95.9 8.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 5 26 30 32 35
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,994
COMMITMENTS
9,475 5,300 4,396 82,763 91,704 96,634 101,400 9,360 4,594
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -6,430)
-656 -60 -916 -2,082 -5,030 -3,654 -6,006 -2,776 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 5.0 4.1 78.1 86.5 91.2 95.7 8.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 2 4 25 29 30 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,284
COMMITMENTS
5,700 8,832 1,364 49,018 41,302 56,082 51,498 3,202 7,786
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -54)
780 -1,989 -151 192 1,410 821 -730 -875 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 14.9 2.3 82.7 69.7 94.6 86.9 5.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 1 20 17 23 20
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,338
COMMITMENTS
4,920 10,821 1,515 48,826 39,892 55,261 52,228 4,077 7,110
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -16,711)
-12,572 -3,746 -1,169 -2,792 -11,624 -16,533 -16,539 -178 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 18.2 2.6 82.3 67.2 93.1 88.0 6.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 2 20 17 23 21
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,677
COMMITMENTS
188 19,517 1,700 58,035 39,969 59,923 61,186 3,754 2,491
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,331)
0 -5,618 276 -608 4,011 -332 -1,331 -999 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 30.6 2.7 91.1 62.8 94.1 96.1 5.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 3 21 20 24 24
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,008
COMMITMENTS
188 25,135 1,424 58,643 35,958 60,255 62,517 4,753 2,491
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,768)
188 4,993 -2,016 -3,256 -6,902 -5,084 -3,925 1,316 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 38.7 2.2 90.2 55.3 92.7 96.2 7.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 4 21 20 25 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,656
COMMITMENTS
19,001 14,194 2,004 36,126 39,574 57,131 55,772 5,525 6,884
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 6,546)
4,906 1,172 888 759 2,627 6,553 4,687 -7 1,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 22.7 3.2 57.7 63.2 91.2 89.0 8.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 5 4 19 19 23 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,110
COMMITMENTS
14,095 13,022 1,116 35,367 36,947 50,578 51,085 5,532 5,025
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -8,034)
-28 -1,219 -1,646 -5,739 -4,084 -7,413 -6,949 -621 -1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 23.2 2.0 63.0 65.8 90.1 91.0 9.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 4 3 20 21 23 27
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,000
COMMITMENTS
211 0 2,597 57,436 52,375 60,244 54,972 756 6,028
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 400)
-192 0 608 -237 176 179 784 221 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 0.0 4.3 94.2 85.9 98.8 90.1 1.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 20 20 21 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,600
COMMITMENTS
403 0 1,989 57,673 52,199 60,065 54,188 535 6,412
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,443)
403 -2,219 43 -2,678 -1,367 -2,232 -3,543 -211 1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 0.0 3.3 95.2 86.1 99.1 89.4 0.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 19 20 20 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,975
COMMITMENTS
0 11,953 772 59,754 47,536 60,526 60,261 4,449 4,714
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -525)
0 -4,670 710 1,776 3,734 2,486 -226 -3,011 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.4 1.2 92.0 73.2 93.2 92.7 6.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 23 22 25 24
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,500
COMMITMENTS
0 16,623 62 57,978 43,802 58,040 60,487 7,460 5,013
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,162)
0 1,166 -460 -2,656 -3,818 -3,116 -3,112 -46 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 25.4 0.1 88.5 66.9 88.6 92.3 11.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 22 20 23 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,232
COMMITMENTS
18,444 0 2,376 40,641 57,715 61,461 60,091 4,771 6,141
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,148)
-3,820 -565 -544 2,671 -74 -1,693 -1,183 545 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 0.0 3.6 61.4 87.1 92.8 90.7 7.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 18 22 20 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,380
COMMITMENTS
22,264 565 2,920 37,970 57,789 63,154 61,274 4,226 6,106
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -8,444)
-3,267 -270 -1,213 -4,408 -7,561 -8,888 -9,044 444 600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 0.8 4.3 56.4 85.8 93.7 90.9 6.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 3 18 21 21 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,057
COMMITMENTS
1,022 0 4,682 33,751 30,308 39,455 34,990 4,602 9,067
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 6,130)
-370 -648 1,520 4,281 6,238 5,431 7,110 699 -980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.0 10.6 76.6 68.8 89.6 79.4 10.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 2 17 16 20 18
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,927
COMMITMENTS
1,392 648 3,162 29,470 24,070 34,024 27,880 3,903 10,047
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -4,426)
325 -2,935 382 -6,887 -1,827 -6,180 -4,380 1,754 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 1.7 8.3 77.7 63.5 89.7 73.5 10.3 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 17 15 21 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,265,203
COMMITMENTS
326,522 54,937 244,076 674,743 955,079 1245341 1254092 19,862 11,111
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 34,749)
4,119 -570 5,497 24,047 28,427 33,663 33,354 1,086 1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 4.3 19.3 53.3 75.5 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
26 12 35 81 79 118 116
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,230,454
COMMITMENTS
322,403 55,507 238,579 650,696 926,652 1211678 1220738 18,776 9,716
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 19,523)
5,129 1,604 5,531 11,169 15,221 21,829 22,356 -2,306 -2,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 4.5 19.4 52.9 75.3 98.5 99.2 1.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
28 10 35 81 79 117 116
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 218,300
COMMITMENTS
50,977 46,092 57,831 107,121 111,211 215,929 215,134 2,371 3,166
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 13,468)
750 4,479 5,903 6,817 3,939 13,470 14,321 -2 -853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 21.1 26.5 49.1 50.9 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 7 18 29 30 48 49
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 204,832
COMMITMENTS
50,227 41,613 51,928 100,304 107,272 202,459 200,813 2,373 4,019
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 13,171)
8,456 2,408 -633 5,365 10,926 13,188 12,701 -17 470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 20.3 25.4 49.0 52.4 98.8 98.0 1.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 7 17 29 30 47 48
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 80,852
COMMITMENTS
23,679 7,620 16,925 40,100 56,207 80,704 80,752 148 100
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 810)
1,740 1,440 -1,260 700 1,050 1,180 1,230 -370 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 9.4 20.9 49.6 69.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 8 9 36 38 45 49
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 80,042
COMMITMENTS
21,939 6,180 18,185 39,400 55,157 79,524 79,522 518 520
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -5,942)
-3,143 440 -1,617 -1,395 -4,868 -6,155 -6,045 213 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 7.7 22.7 49.2 68.9 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 7 9 36 36 45 47
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,241
COMMITMENTS
2,322 5,211 2,422 19,210 16,971 23,954 24,604 1,287 637
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 176)
208 143 -225 841 522 824 440 -648 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 20.6 9.6 76.1 67.2 94.9 97.5 5.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 5 20 23 26 28
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,065
COMMITMENTS
2,114 5,068 2,647 18,369 16,449 23,130 24,164 1,935 901
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,988)
-44 322 -571 -909 -1,483 -1,524 -1,732 -464 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 20.2 10.6 73.3 65.6 92.3 96.4 7.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 4 19 23 24 28
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,957
COMMITMENTS
260 3,513 1,791 6,550 4,145 8,601 9,449 1,356 508
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -302)
0 -466 -42 -218 248 -260 -260 -42 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 35.3 18.0 65.8 41.6 86.4 94.9 13.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 18 11 22 15
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,259
COMMITMENTS
260 3,979 1,833 6,768 3,897 8,861 9,709 1,398 550
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,935)
-322 -257 -295 -1,444 -917 -2,061 -1,469 126 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 38.8 17.9 66.0 38.0 86.4 94.6 13.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 18 11 22 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,048
COMMITMENTS
3,300 3,180 2,180 11,048 11,480 16,528 16,840 520 208
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 948)
100 -40 -220 880 1,228 760 968 188 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 18.7 12.8 64.8 67.3 96.9 98.8 3.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 6 19 19 25 25
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,100
COMMITMENTS
3,200 3,220 2,400 10,168 10,252 15,768 15,872 332 228
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -762)
-160 146 -600 -174 -306 -934 -760 172 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 20.0 14.9 63.2 63.7 97.9 98.6 2.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 6 16 16 22 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,766
COMMITMENTS
11,850 240 1,540 9,798 21,734 23,188 23,514 578 252
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -320)
0 0 60 -92 -120 -32 -60 -288 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 1.0 6.5 41.2 91.4 97.6 98.9 2.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 5 19 20 25 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,086
COMMITMENTS
11,850 240 1,480 9,890 21,854 23,220 23,574 866 512
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -990)
470 -40 -470 -1,070 -360 -1,070 -870 80 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.2 1.0 6.1 41.1 90.7 96.4 97.9 3.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 1 5 19 20 25 25
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 872,847
COMMITMENTS
114,638 122,886 144,157 534,826 526,988 793,621 794,031 79,226 78,816
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -24,713)
-26,139 6,203 -17,245 9,924 -13,472 -33,460 -24,514 8,747 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 14.1 16.5 61.3 60.4 90.9 91.0 9.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
71 90 96 74 83 209 216
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 897,560
COMMITMENTS
140,777 116,683 161,402 524,902 540,460 827,081 818,545 70,479 79,015
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -16,862)
-1,814 -6,548 -5,777 -7,708 3,270 -15,299 -9,055 -1,563 -7,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 13.0 18.0 58.5 60.2 92.1 91.2 7.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
78 92 95 74 83 217 212
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,287
COMMITMENTS
8,601 6,965 130 2,082 5,340 10,813 12,435 2,474 852
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -28)
209 267 -106 -209 -275 -106 -114 78 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.7 52.4 1.0 15.7 40.2 81.4 93.6 18.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
56 16 2 13 25 71 41
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,315
COMMITMENTS
8,392 6,698 236 2,291 5,615 10,919 12,549 2,396 766
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,484)
32 817 -420 -929 -1,700 -1,317 -1,303 -167 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.0 50.3 1.8 17.2 42.2 82.0 94.2 18.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
53 16 2 15 24 70 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,960
COMMITMENTS
8,383 914 226 950 9,704 9,559 10,844 2,401 1,116
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 641)
601 96 -19 -55 458 527 535 114 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.1 7.6 1.9 7.9 81.1 79.9 90.7 20.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
25 10 3 7 22 35 32
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,319
COMMITMENTS
7,782 818 245 1,005 9,246 9,032 10,309 2,287 1,010
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 484)
347 112 178 -100 61 425 351 59 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.8 7.2 2.2 8.9 81.7 79.8 91.1 20.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
24 9 3 8 23 35 32
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 137,926
COMMITMENTS
32,607 5,324 8,614 80,426 113,744 121,647 127,682 16,279 10,244
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,799)
-3,058 -435 2,343 513 -2,888 -202 -980 -1,597 -819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 3.9 6.2 58.3 82.5 88.2 92.6 11.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
55 14 33 57 67 122 105
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 139,725
COMMITMENTS
35,665 5,759 6,271 79,913 116,632 121,849 128,662 17,876 11,063
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -14,077)
-4,093 -1,443 -953 -8,433 -9,535 -13,479 -11,931 -598 -2,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 4.1 4.5 57.2 83.5 87.2 92.1 12.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
55 15 29 55 73 122 105
Updated September 23, 2005