WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 336,450: 52,310 64,031 70,057 182,842 156,636 305,209 290,724: 31,241 45,726
Old : 295,288: 51,456 69,358 51,006 164,212 141,866 266,674 262,230: 28,614 33,058
Other: 41,161: 16,846 10,665 3,059 18,630 14,770 38,535 28,494: 2,626 12,667
: : :
: : Changes in Commitments from: October 4, 2005 :
: -2,567: -5,041 -5,667 1,223 -283 920 -4,101 -3,523: 1,534 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 19.0 20.8 54.3 46.6 90.7 86.4: 9.3 13.6
Old : 100.0: 17.4 23.5 17.3 55.6 48.0 90.3 88.8: 9.7 11.2
Other: 100.0: 40.9 25.9 7.4 45.3 35.9 93.6 69.2: 6.4 30.8
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 82 111 110 52 69 214 228:
Old : 284: 74 126 99 51 64 202 217:
Other: 146: 62 24 27 18 57 82 106:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 28.7 40.9 35.0 26.6 21.9 38.3 26.8
Old : 29.9 32.5 43.2 39.5 29.9 29.0 43.1 34.9
Other: 41.3 18.9 55.3 26.9 40.5 18.7 54.6 26.2
WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 339,017: 57,352 69,698 68,834 183,125 155,716 309,310 294,247: 29,707 44,769
Old : 302,260: 56,627 73,364 51,963 166,331 142,681 274,921 268,008: 27,340 34,252
Other: 36,756: 15,490 11,100 2,105 16,794 13,034 34,389 26,239: 2,367 10,517
: : :
: : Changes in Commitments from: September 27, 2005 :
: 22,401: 12,626 -10,944 15,117 -6,566 13,747 21,177 17,921: 1,225 4,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 20.6 20.3 54.0 45.9 91.2 86.8: 8.8 13.2
Old : 100.0: 18.7 24.3 17.2 55.0 47.2 91.0 88.7: 9.0 11.3
Other: 100.0: 42.1 30.2 5.7 45.7 35.5 93.6 71.4: 6.4 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 84 117 105 49 67 210 226:
Old : 286: 77 126 95 48 63 199 216:
Other: 138: 55 26 22 15 55 74 99:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 28.8 40.5 35.5 26.4 22.0 37.8 26.7
Old : 29.2 32.2 42.4 39.1 29.2 28.4 41.9 33.8
Other: 42.3 20.8 56.7 29.9 41.5 20.1 55.6 28.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 964,554: 136,214 161,938 171,271 498,857 404,795 806,343 738,005: 158,211 226,549
Old : 911,677: 123,580 169,022 155,422 482,940 377,463 761,943 701,908: 149,734 209,769
Other: 52,877: 22,473 2,754 6,011 15,917 27,332 44,400 36,097: 8,477 16,780
: : :
: : Changes in Commitments from: October 4, 2005 :
: 20,377: -1,177 6,750 2,837 18,237 8,766 19,897 18,353: 480 2,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 16.8 17.8 51.7 42.0 83.6 76.5: 16.4 23.5
Old : 100.0: 13.6 18.5 17.0 53.0 41.4 83.6 77.0: 16.4 23.0
Other: 100.0: 42.5 5.2 11.4 30.1 51.7 84.0 68.3: 16.0 31.7
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 154 139 163 222 221 458 457:
Old : 576: 144 151 156 221 219 451 452:
Other: 236: 54 29 26 45 127 112 170:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 16.8 28.2 21.5 16.8 13.9 25.4 17.8
Old : 20.3 16.3 29.6 21.2 17.6 13.3 26.7 17.3
Other: 18.5 29.0 31.2 35.8 17.9 27.5 28.9 33.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 944,177: 137,391 155,189 168,435 480,620 396,029 786,446 719,652: 157,731 224,525
Old : 892,636: 124,552 162,110 152,357 466,819 369,527 743,729 683,995: 148,907 208,641
Other: 51,541: 22,587 2,827 6,329 13,800 26,502 42,717 35,657: 8,824 15,884
: : :
: : Changes in Commitments from: September 27, 2005 :
: 34,449: 13,588 4,909 6,703 2,553 14,115 22,843 25,727: 11,607 8,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 16.4 17.8 50.9 41.9 83.3 76.2: 16.7 23.8
Old : 100.0: 14.0 18.2 17.1 52.3 41.4 83.3 76.6: 16.7 23.4
Other: 100.0: 43.8 5.5 12.3 26.8 51.4 82.9 69.2: 17.1 30.8
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 160 129 156 221 220 451 449:
Old : 569: 151 143 149 220 216 445 441:
Other: 236: 56 29 27 42 129 110 173:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 16.5 28.1 21.4 17.2 13.8 25.7 17.5
Old : 20.1 16.1 29.6 21.0 17.9 13.3 27.0 17.1
Other: 19.0 29.1 31.8 35.4 18.2 27.2 28.7 32.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,812: 3,204 108 572 1,621 5,825 5,397 6,506: 2,415 1,306
Old : 7,805: 3,204 108 572 1,618 5,824 5,394 6,505: 2,411 1,300
Other: 7: 0 0 0 3 1 3 1: 4 6
: : :
: : Changes in Commitments from: October 4, 2005 :
: 288: 455 -125 -38 7 459 424 296: -135 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 1.4 7.3 20.7 74.6 69.1 83.3: 30.9 16.7
Old : 100.0: 41.1 1.4 7.3 20.7 74.6 69.1 83.3: 30.9 16.7
Other: 100.0: 0.0 0.0 0.0 42.9 14.3 42.9 14.3: 57.1 85.7
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 14 6 5 9 16 27 23:
Old : 39: 14 6 5 9 16 27 23:
Other: 2: 0 0 0 2 1 2 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 44.4 44.0 61.8 29.7 37.3 39.9 52.1
Old : 32.4 44.4 44.0 61.8 29.7 37.3 40.0 52.2
Other: 42.9 14.3 42.9 14.3 28.6 0.0 28.6 0.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,524: 2,750 234 611 1,614 5,366 4,974 6,210: 2,550 1,314
Old : 7,519: 2,750 234 610 1,611 5,365 4,970 6,208: 2,549 1,311
Other: 5: 0 0 1 3 1 4 2: 1 3
: : :
: : Changes in Commitments from: September 27, 2005 :
: 600: 301 -233 82 -11 1,343 373 1,192: 227 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 3.1 8.1 21.4 71.3 66.1 82.5: 33.9 17.5
Old : 100.0: 36.6 3.1 8.1 21.4 71.4 66.1 82.6: 33.9 17.4
Other: 100.0: 0.0 0.0 20.0 60.0 20.0 80.0 40.0: 20.0 60.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 12 6 6 8 17 23 26:
Old : 38: 12 6 6 8 17 23 26:
Other: 3: 0 0 1 2 1 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 40.5 48.2 57.4 31.3 35.0 42.0 48.7
Old : 34.6 40.5 48.2 57.4 31.3 35.0 42.1 48.7
Other: 80.0 40.0 80.0 40.0 40.0 0.0 40.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 391,007: 51,721 48,782 86,268 186,552 146,701 324,540 281,751: 66,467 109,256
Old : 378,609: 51,584 50,489 80,462 181,696 142,463 313,742 273,413: 64,867 105,196
Other: 12,398: 5,618 3,774 325 4,855 4,238 10,798 8,338: 1,600 4,060
: : :
: : Changes in Commitments from: October 4, 2005 :
: 28,653: -204 -2,254 10,212 12,221 10,435 22,229 18,393: 6,423 10,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.5 22.1 47.7 37.5 83.0 72.1: 17.0 27.9
Old : 100.0: 13.6 13.3 21.3 48.0 37.6 82.9 72.2: 17.1 27.8
Other: 100.0: 45.3 30.4 2.6 39.2 34.2 87.1 67.3: 12.9 32.7
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 89 125 138 113 117 287 305:
Old : 358: 94 125 131 113 117 285 299:
Other: 96: 17 20 7 19 45 40 69:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 16.1 25.2 22.7 13.9 8.5 20.1 11.9
Old : 16.0 16.4 25.7 23.1 14.7 8.6 21.1 12.1
Other: 47.0 25.7 63.2 40.1 46.4 25.2 58.8 38.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 362,355: 51,924 51,036 76,056 174,331 136,266 302,311 263,358: 60,044 98,997
Old : 353,245: 51,227 51,234 72,087 171,338 133,557 294,652 256,878: 58,594 96,368
Other: 9,109: 4,502 3,606 165 2,993 2,709 7,659 6,480: 1,450 2,629
: : :
: : Changes in Commitments from: September 27, 2005 :
: 16,056: 2,957 1,518 4,234 9,064 8,011 16,256 13,763: -199 2,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 14.1 21.0 48.1 37.6 83.4 72.7: 16.6 27.3
Old : 100.0: 14.5 14.5 20.4 48.5 37.8 83.4 72.7: 16.6 27.3
Other: 100.0: 49.4 39.6 1.8 32.9 29.7 84.1 71.1: 15.9 28.9
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 97 114 130 109 113 276 296:
Old : 352: 101 114 126 109 113 275 292:
Other: 97: 15 24 6 19 44 37 72:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.1 14.9 25.8 22.2 14.8 7.4 21.5 11.2
Old : 16.5 15.0 26.3 22.3 15.2 7.4 22.0 11.3
Other: 52.4 24.7 66.0 45.1 52.1 24.2 64.4 41.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 191,382: 30,045 8,925 39,977 91,663 127,666 161,685 176,567: 29,696 14,814
Old : 184,950: 30,495 8,474 37,251 89,188 125,608 156,934 171,332: 28,015 13,617
Other: 6,432: 2,244 3,145 32 2,475 2,058 4,751 5,235: 1,681 1,197
: : :
: : Changes in Commitments from: October 4, 2005 :
: 15,973: 2,566 -2,530 8,542 1,954 11,032 13,063 17,045: 2,910 -1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 4.7 20.9 47.9 66.7 84.5 92.3: 15.5 7.7
Old : 100.0: 16.5 4.6 20.1 48.2 67.9 84.9 92.6: 15.1 7.4
Other: 100.0: 34.9 48.9 0.5 38.5 32.0 73.9 81.4: 26.1 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 150: 45 26 39 56 55 126 106:
Old : 150: 52 25 36 56 54 126 102:
Other: 33: 4 11 2 12 10 18 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 33.1 30.9 47.4 18.1 25.2 25.1 35.6
Old : 20.3 33.9 31.2 48.7 18.8 26.3 26.0 37.5
Other: 55.6 35.1 70.9 53.4 54.8 29.7 62.3 45.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 175,409: 27,480 11,454 31,435 89,709 116,633 148,623 159,522: 26,786 15,887
Old : 170,590: 27,222 11,215 29,681 88,327 114,853 145,230 155,749: 25,360 14,841
Other: 4,819: 1,875 1,857 136 1,382 1,780 3,393 3,773: 1,426 1,046
: : :
: : Changes in Commitments from: September 27, 2005 :
: 16,495: 5,537 -13,868 5,427 -237 28,404 10,727 19,962: 5,768 -3,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 6.5 17.9 51.1 66.5 84.7 90.9: 15.3 9.1
Old : 100.0: 16.0 6.6 17.4 51.8 67.3 85.1 91.3: 14.9 8.7
Other: 100.0: 38.9 38.5 2.8 28.7 36.9 70.4 78.3: 29.6 21.7
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 41 30 34 55 52 117 101:
Old : 144: 46 29 32 55 51 117 98:
Other: 31: 5 11 3 10 10 16 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 31.0 32.4 44.9 19.9 21.4 27.7 32.5
Old : 21.1 31.7 33.0 46.0 20.4 22.0 28.6 33.7
Other: 53.1 35.7 65.8 53.2 46.3 24.3 51.0 40.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 716,583: 72,806 80,572 92,736 429,993 354,468 595,535 527,776: 121,047 188,806
Old : 716,583: 72,806 80,572 92,736 429,993 354,468 595,535 527,776: 121,047 188,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -10,976: -16,765 -149 4,517 14,699 -11,513 2,451 -7,145: -13,427 -3,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 11.2 12.9 60.0 49.5 83.1 73.7: 16.9 26.3
Old : 100.0: 10.2 11.2 12.9 60.0 49.5 83.1 73.7: 16.9 26.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 35 29 44 76 80 126 138:
Old : 164: 35 29 44 76 80 126 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 13.0 30.4 21.9 18.0 10.7 24.5 17.6
Old : 21.1 13.0 30.4 21.9 18.0 10.7 24.5 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 727,559: 89,571 80,721 88,219 415,294 365,981 593,084 534,921: 134,474 192,637
Old : 727,559: 89,571 80,721 88,219 415,294 365,981 593,084 534,921: 134,474 192,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 41,673: -1,084 12,781 8,531 25,539 1,907 32,986 23,219: 8,686 18,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 11.1 12.1 57.1 50.3 81.5 73.5: 18.5 26.5
Old : 100.0: 12.3 11.1 12.1 57.1 50.3 81.5 73.5: 18.5 26.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 25 39 44 71 85 122 142:
Old : 167: 25 39 44 71 85 122 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 12.5 29.4 21.2 17.4 10.6 23.8 16.9
Old : 20.3 12.5 29.4 21.2 17.4 10.6 23.8 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 152,874: 15,682 20,086 26,075 80,165 82,530 121,922 128,691: 30,952 24,183
Old : 148,312: 16,513 20,303 24,049 77,447 80,456 118,009 124,807: 30,303 23,505
Other: 4,562: 380 995 815 2,718 2,074 3,913 3,884: 649 678
: : :
: : Changes in Commitments from: October 4, 2005 :
: 6,120: -1,480 744 1,203 3,716 3,471 3,438 5,418: 2,682 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 13.1 17.1 52.4 54.0 79.8 84.2: 20.2 15.8
Old : 100.0: 11.1 13.7 16.2 52.2 54.2 79.6 84.2: 20.4 15.8
Other: 100.0: 8.3 21.8 17.9 59.6 45.5 85.8 85.1: 14.2 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 24 45 40 58 53 109 122:
Old : 147: 27 45 40 58 52 109 121:
Other: 33: 3 14 8 14 8 23 24:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 27.0 34.7 37.8 18.0 22.9 24.7 28.2
Old : 24.1 27.5 34.3 38.6 18.2 23.5 25.2 28.9
Other: 54.0 41.1 74.3 66.7 44.6 36.4 52.2 48.1
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 146,754: 17,162 19,342 24,873 76,449 79,058 118,484 123,273: 28,270 23,481
Old : 143,121: 17,513 19,577 23,542 74,306 77,181 115,361 120,300: 27,760 22,821
Other: 3,633: 323 439 657 2,143 1,877 3,123 2,973: 510 660
: : :
: : Changes in Commitments from: September 27, 2005 :
: 4,975: 1,773 4,375 1,244 193 -2,144 3,210 3,474: 1,766 1,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 13.2 16.9 52.1 53.9 80.7 84.0: 19.3 16.0
Old : 100.0: 12.2 13.7 16.4 51.9 53.9 80.6 84.1: 19.4 15.9
Other: 100.0: 8.9 12.1 18.1 59.0 51.7 86.0 81.8: 14.0 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 31 43 42 53 49 107 120:
Old : 147: 34 43 42 53 49 107 120:
Other: 27: 4 7 3 14 6 21 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 25.8 33.3 37.6 16.1 22.4 23.8 27.7
Old : 23.9 26.1 33.1 38.1 16.3 22.8 23.6 28.3
Other: 53.2 50.5 72.3 71.4 41.9 41.8 54.0 52.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 8,030: 2,699 1,000 1,298 2,354 4,631 6,350 6,929: 1,680 1,101
Old : 8,026: 2,699 999 1,298 2,354 4,631 6,350 6,928: 1,676 1,098
Other: 4: 0 1 0 0 0 0 1: 4 3
: : :
: : Changes in Commitments from: October 4, 2005 :
: 284: -204 -83 -1 296 479 91 395: 193 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 12.5 16.2 29.3 57.7 79.1 86.3: 20.9 13.7
Old : 100.0: 33.6 12.4 16.2 29.3 57.7 79.1 86.3: 20.9 13.7
Other: 100.0: 0.0 25.0 0.0 0.0 0.0 0.0 25.0: 100.0 75.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 18 9 12 17 18 40 34:
Old : 52: 18 9 12 17 18 40 34:
Other: 1: 0 1 0 0 0 0 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 38.5 43.7 54.6 28.8 30.3 39.6 45.1
Old : 28.8 38.6 43.7 54.7 28.8 30.3 39.6 45.1
Other: 0.0 25.0 0.0 25.0 0.0 25.0 0.0 25.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 7,746: 2,902 1,083 1,299 2,058 4,152 6,260 6,534: 1,487 1,213
Old : 7,746: 2,902 1,083 1,299 2,058 4,152 6,260 6,534: 1,487 1,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 713: 389 -286 172 -1 858 560 744: 152 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 14.0 16.8 26.6 53.6 80.8 84.3: 19.2 15.7
Old : 100.0: 37.5 14.0 16.8 26.6 53.6 80.8 84.3: 19.2 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 20 6 12 16 17 39 32:
Old : 50: 20 6 12 16 17 39 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 36.6 46.6 51.6 30.7 30.4 44.5 44.7
Old : 30.7 36.6 46.6 51.6 30.7 30.4 44.5 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 347,610: 92,804 80,694 2,058 188,816 164,603 283,678 247,355: 63,932 100,255
Old : 347,610: 92,804 80,694 2,058 188,816 164,603 283,678 247,355: 63,932 100,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 12,367: 9,233 15,237 735 2,439 1,183 12,407 17,155: -39 -4,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 23.2 0.6 54.3 47.4 81.6 71.2: 18.4 28.8
Old : 100.0: 26.7 23.2 0.6 54.3 47.4 81.6 71.2: 18.4 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 19 22 4 46 48 66 73:
Old : 110: 19 22 4 46 48 66 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 15.9 42.4 25.1 30.8 14.8 41.9 23.9
Old : 30.8 15.9 42.4 25.1 30.8 14.8 41.9 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 335,243: 83,571 65,457 1,323 186,377 163,420 271,271 230,200: 63,972 105,043
Old : 335,243: 83,571 65,457 1,323 186,377 163,420 271,271 230,200: 63,972 105,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -697: -3,628 19,818 -338 10,825 -18,463 6,859 1,017: -7,556 -1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 19.5 0.4 55.6 48.7 80.9 68.7: 19.1 31.3
Old : 100.0: 24.9 19.5 0.4 55.6 48.7 80.9 68.7: 19.1 31.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 21 22 4 42 45 64 70:
Old : 108: 21 22 4 42 45 64 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 14.9 43.6 23.3 31.4 13.7 42.4 21.6
Old : 31.4 14.9 43.6 23.3 31.4 13.7 42.4 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,100,541: 351,021 393,009 252,495 1,268,906 1,056,749 1,872,422 1,702,252: 228,119 398,289
Old : 2,100,541: 351,021 393,009 252,495 1,268,906 1,056,749 1,872,422 1,702,252: 228,119 398,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -12,711: 8,602 -269 15,864 -12,991 -311 11,474 15,283: -24,185 -27,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 18.7 12.0 60.4 50.3 89.1 81.0: 10.9 19.0
Old : 100.0: 16.7 18.7 12.0 60.4 50.3 89.1 81.0: 10.9 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 58 68 79 109 121 203 232:
Old : 268: 58 68 79 109 121 203 232:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 21.7 41.8 28.6 26.8 21.2 38.2 26.2
Old : 29.7 21.7 41.8 28.6 26.8 21.2 38.2 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,113,252: 342,419 393,278 236,631 1,281,898 1,057,060 1,860,948 1,686,970: 252,304 426,282
Old : 2,113,252: 342,419 393,278 236,631 1,281,898 1,057,060 1,860,948 1,686,970: 252,304 426,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 63,473: 9,736 24,560 5,182 52,507 6,313 67,424 36,054: -3,951 27,419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 18.6 11.2 60.7 50.0 88.1 79.8: 11.9 20.2
Old : 100.0: 16.2 18.6 11.2 60.7 50.0 88.1 79.8: 11.9 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 55 66 71 102 118 189 223:
Old : 260: 55 66 71 102 118 189 223:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 20.8 41.8 27.5 26.9 20.2 38.2 25.1
Old : 29.2 20.8 41.8 27.5 26.9 20.2 38.2 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,590,953: 179,976 396,153 199,632 1,069,831 700,836 1,449,439 1,296,622: 141,514 294,332
Old : 1,590,953: 179,976 396,153 199,632 1,069,831 700,836 1,449,439 1,296,622: 141,514 294,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 94,275: 9,571 60,727 38 99,949 30,242 109,557 91,007: -15,282 3,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 24.9 12.5 67.2 44.1 91.1 81.5: 8.9 18.5
Old : 100.0: 11.3 24.9 12.5 67.2 44.1 91.1 81.5: 8.9 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 42 46 42 81 86 141 156:
Old : 193: 42 46 42 81 86 141 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 21.2 41.5 31.0 26.9 20.7 36.1 29.3
Old : 30.9 21.2 41.5 31.0 26.9 20.7 36.1 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,496,678: 170,405 335,426 199,594 969,882 670,594 1,339,882 1,205,615: 156,797 291,063
Old : 1,496,678: 170,405 335,426 199,594 969,882 670,594 1,339,882 1,205,615: 156,797 291,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 127,805: 38,125 80,626 36,245 63,432 -23,693 137,801 93,178: -9,997 34,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 22.4 13.3 64.8 44.8 89.5 80.6: 10.5 19.4
Old : 100.0: 11.4 22.4 13.3 64.8 44.8 89.5 80.6: 10.5 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 39 45 43 78 83 137 151:
Old : 187: 39 45 43 78 83 137 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.4 21.4 38.9 30.5 24.9 20.4 33.7 27.7
Old : 28.4 21.4 38.9 30.5 24.9 20.4 33.7 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 620,271: 123,392 108,286 240,409 206,271 239,059 570,072 587,753: 50,199 32,518
Old : 620,271: 123,392 108,286 240,409 206,271 239,059 570,072 587,753: 50,199 32,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 46,616: 12,920 22,242 16,813 13,966 11,798 43,698 50,853: 2,918 -4,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 17.5 38.8 33.3 38.5 91.9 94.8: 8.1 5.2
Old : 100.0: 19.9 17.5 38.8 33.3 38.5 91.9 94.8: 8.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 40 31 39 59 58 119 108:
Old : 142: 40 31 39 59 58 119 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 34.2 41.1 46.6 15.6 17.1 21.2 23.0
Old : 27.6 34.2 41.1 46.6 15.6 17.1 21.2 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 573,655: 110,472 86,044 223,596 192,305 227,260 526,373 536,900: 47,282 36,755
Old : 573,655: 110,472 86,044 223,596 192,305 227,260 526,373 536,900: 47,282 36,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -133,618: -26,281 -3,088 -46,262 -52,127 -78,478 -124,669 -127,827: -8,950 -5,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 15.0 39.0 33.5 39.6 91.8 93.6: 8.2 6.4
Old : 100.0: 19.3 15.0 39.0 33.5 39.6 91.8 93.6: 8.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 45 26 40 56 53 121 99:
Old : 137: 45 26 40 56 53 121 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 35.0 38.0 47.3 13.1 18.8 18.3 24.7
Old : 25.1 35.0 38.0 47.3 13.1 18.8 18.3 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 36,793: 4,068 6,198 773 23,540 18,472 28,381 25,443: 8,412 11,351
Old : 36,793: 4,068 6,198 773 23,540 18,472 28,381 25,443: 8,412 11,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -300: -880 -169 -141 -113 70 -1,134 -240: 835 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 16.8 2.1 64.0 50.2 77.1 69.2: 22.9 30.8
Old : 100.0: 11.1 16.8 2.1 64.0 50.2 77.1 69.2: 22.9 30.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 8 12 6 20 11 33 24:
Old : 48: 8 12 6 20 11 33 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 38.9 58.7 50.5 45.5 38.1 58.7 49.4
Old : 45.5 38.9 58.7 50.5 45.5 38.1 58.7 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 37,093: 4,949 6,366 914 23,653 18,402 29,516 25,683: 7,577 11,410
Old : 37,093: 4,949 6,366 914 23,653 18,402 29,516 25,683: 7,577 11,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,301: 646 -657 407 190 1,242 1,244 992: 57 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 17.2 2.5 63.8 49.6 79.6 69.2: 20.4 30.8
Old : 100.0: 13.3 17.2 2.5 63.8 49.6 79.6 69.2: 20.4 30.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 11 14 8 19 12 36 28:
Old : 53: 11 14 8 19 12 36 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 38.9 59.0 49.7 45.0 36.5 59.0 47.1
Old : 45.0 38.9 59.0 49.7 45.0 36.5 59.0 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 66,618: 25,599 29,063 5,700 16,346 22,165 47,645 56,928: 18,973 9,690
Old : 66,618: 25,599 29,063 5,700 16,346 22,165 47,645 56,928: 18,973 9,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 8,075: 2,832 -66 1,093 3,554 6,910 7,478 7,937: 597 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 43.6 8.6 24.5 33.3 71.5 85.5: 28.5 14.5
Old : 100.0: 38.4 43.6 8.6 24.5 33.3 71.5 85.5: 28.5 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 30 23 15 22 16 58 48:
Old : 85: 30 23 15 22 16 58 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 43.6 37.8 53.6 27.3 43.0 34.5 52.0
Old : 27.5 43.6 37.8 53.6 27.3 43.0 34.5 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 58,542: 22,767 29,129 4,607 12,792 15,255 40,167 48,991: 18,376 9,551
Old : 58,542: 22,767 29,129 4,607 12,792 15,255 40,167 48,991: 18,376 9,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 5,003: 4,127 3,075 116 -1,374 2,282 2,869 5,474: 2,134 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 49.8 7.9 21.9 26.1 68.6 83.7: 31.4 16.3
Old : 100.0: 38.9 49.8 7.9 21.9 26.1 68.6 83.7: 31.4 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 26 26 15 15 13 49 46:
Old : 74: 26 26 15 15 13 49 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 43.8 40.3 54.1 29.9 42.4 38.1 52.6
Old : 29.9 43.8 40.3 54.1 29.9 42.4 38.1 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 33,673: 8,674 3,633 62 24,473 29,105 33,209 32,800: 464 873
Old : 33,673: 8,674 3,633 62 24,473 29,105 33,209 32,800: 464 873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 183: 10 -112 0 162 152 172 40: 11 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 10.8 0.2 72.7 86.4 98.6 97.4: 1.4 2.6
Old : 100.0: 25.8 10.8 0.2 72.7 86.4 98.6 97.4: 1.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 7 15 3 15 21 24 37:
Old : 54: 7 15 3 15 21 24 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 53.4 84.0 73.7 64.2 48.3 78.2 65.0
Old : 68.0 53.4 84.0 73.7 64.2 48.3 78.2 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 33,490: 8,664 3,745 62 24,311 28,953 33,037 32,760: 453 730
Old : 33,490: 8,664 3,745 62 24,311 28,953 33,037 32,760: 453 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -188: 120 -136 -110 -440 57 -430 -189: 242 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 11.2 0.2 72.6 86.5 98.6 97.8: 1.4 2.2
Old : 100.0: 25.9 11.2 0.2 72.6 86.5 98.6 97.8: 1.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 7 17 3 15 20 24 38:
Old : 55: 7 17 3 15 20 24 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 54.6 84.1 75.4 64.4 49.4 78.2 66.7
Old : 68.3 54.6 84.1 75.4 64.4 49.4 78.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 21,233: 299 1,987 1,726 13,344 9,331 15,369 13,045: 5,864 8,189
Old : 21,233: 299 1,987 1,726 13,344 9,331 15,369 13,045: 5,864 8,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,526: -198 138 351 1,013 242 1,166 731: 359 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 9.4 8.1 62.8 43.9 72.4 61.4: 27.6 38.6
Old : 100.0: 1.4 9.4 8.1 62.8 43.9 72.4 61.4: 27.6 38.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 8 4 10 19 13 30 24:
Old : 33: 8 4 10 19 13 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 29.4 57.2 45.5 41.9 26.5 55.2 39.5
Old : 41.9 29.4 57.2 45.5 41.9 26.5 55.2 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 19,707: 496 1,849 1,375 12,331 9,090 14,202 12,313: 5,505 7,394
Old : 19,707: 496 1,849 1,375 12,331 9,090 14,202 12,313: 5,505 7,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -2,895: -154 28 -526 -1,281 -2,561 -1,961 -3,059: -934 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 9.4 7.0 62.6 46.1 72.1 62.5: 27.9 37.5
Old : 100.0: 2.5 9.4 7.0 62.6 46.1 72.1 62.5: 27.9 37.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 5 10 18 12 29 23:
Old : 32: 7 5 10 18 12 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 30.8 56.5 46.2 42.6 27.7 54.6 40.3
Old : 42.6 30.8 56.5 46.2 42.6 27.7 54.6 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 129,360: 26,806 19,577 32,170 50,655 37,540 109,630 89,286: 19,731 40,074
Old : 129,360: 26,806 19,577 32,170 50,655 37,540 109,630 89,286: 19,731 40,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 5,396: 1,115 256 2,210 1,279 210 4,604 2,675: 792 2,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 15.1 24.9 39.2 29.0 84.7 69.0: 15.3 31.0
Old : 100.0: 20.7 15.1 24.9 39.2 29.0 84.7 69.0: 15.3 31.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 62 44 60 33 43 142 111:
Old : 172: 62 44 60 33 43 142 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 14.6 34.4 24.8 24.3 12.7 33.6 19.9
Old : 24.3 14.6 34.4 24.8 24.3 12.7 33.6 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 123,965: 25,691 19,321 29,959 49,376 37,330 105,026 86,611: 18,939 37,354
Old : 123,965: 25,691 19,321 29,959 49,376 37,330 105,026 86,611: 18,939 37,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 3,218: 1,768 66 538 -822 1,875 1,484 2,479: 1,734 739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 15.6 24.2 39.8 30.1 84.7 69.9: 15.3 30.1
Old : 100.0: 20.7 15.6 24.2 39.8 30.1 84.7 69.9: 15.3 30.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 57 45 58 30 42 135 109:
Old : 167: 57 45 58 30 42 135 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 14.3 35.5 25.0 25.3 12.9 34.8 21.1
Old : 25.3 14.3 35.5 25.0 25.3 12.9 34.8 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,772: 1,033 486 35 137 123 1,205 643: 567 1,129
Old : 1,772: 1,033 486 35 137 123 1,205 643: 567 1,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 646: 449 145 16 112 77 577 238: 69 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 27.4 2.0 7.7 6.9 68.0 36.3: 32.0 63.7
Old : 100.0: 58.3 27.4 2.0 7.7 6.9 68.0 36.3: 32.0 63.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 11 2 2 3 14 14:
Old : 26: 10 11 2 2 3 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 17.8 58.5 26.8 47.2 17.3 58.5 26.0
Old : 47.2 17.8 58.5 26.8 47.2 17.3 58.5 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 186,551: 53,538 13,478 36,883 74,024 84,264 164,444 134,624: 22,107 51,926
Old : 186,551: 53,538 13,478 36,883 74,024 84,264 164,444 134,624: 22,107 51,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -6,155: 2,943 -2,810 -4,052 -4,025 -995 -5,133 -7,857: -1,022 1,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 7.2 19.8 39.7 45.2 88.1 72.2: 11.9 27.8
Old : 100.0: 28.7 7.2 19.8 39.7 45.2 88.1 72.2: 11.9 27.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 82 45 67 74 116 195 204:
Old : 268: 82 45 67 74 116 195 204:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 10.9 33.5 17.7 20.5 8.4 31.7 14.1
Old : 20.5 10.9 33.5 17.7 20.5 8.4 31.7 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 192,705: 50,594 16,288 40,934 78,048 85,259 169,577 142,482: 23,128 50,224
Old : 192,705: 50,594 16,288 40,934 78,048 85,259 169,577 142,482: 23,128 50,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 14,604: 7,054 -3,547 5,354 889 7,979 13,296 9,786: 1,308 4,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 8.5 21.2 40.5 44.2 88.0 73.9: 12.0 26.1
Old : 100.0: 26.3 8.5 21.2 40.5 44.2 88.0 73.9: 12.0 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 262: 74 48 63 77 117 191 200:
Old : 262: 74 48 63 77 117 191 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 12.5 32.1 19.8 19.8 9.2 30.3 15.1
Old : 19.8 12.5 32.1 19.8 19.8 9.2 30.3 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,467: 1,071 872 427 855 1,235 2,353 2,534: 2,115 1,933
Old : 4,467: 1,071 872 427 855 1,235 2,353 2,534: 2,115 1,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -144: -90 158 -55 151 -263 5 -160: -149 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 19.5 9.6 19.1 27.6 52.7 56.7: 47.3 43.3
Old : 100.0: 24.0 19.5 9.6 19.1 27.6 52.7 56.7: 47.3 43.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 17 18 11 12 23 36 45:
Old : 60: 17 18 11 12 23 36 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 15.9 34.6 26.5 23.4 15.9 31.4 24.5
Old : 23.7 15.9 34.6 26.5 23.4 15.9 31.4 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,612: 1,161 714 482 704 1,498 2,348 2,694: 2,264 1,918
Old : 4,612: 1,161 714 482 704 1,498 2,348 2,694: 2,264 1,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 33: -57 -267 28 45 408 17 169: 16 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 15.5 10.5 15.3 32.5 50.9 58.4: 49.1 41.6
Old : 100.0: 25.2 15.5 10.5 15.3 32.5 50.9 58.4: 49.1 41.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 16 12 9 11 24 32 40:
Old : 55: 16 12 9 11 24 32 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 17.3 35.3 29.4 24.6 17.3 31.3 26.8
Old : 24.7 17.3 35.3 29.4 24.6 17.3 31.3 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 31,889: 12,354 1,196 6,124 7,333 10,173 25,810 17,492: 6,079 14,397
Old : 31,889: 12,354 1,196 6,124 7,333 10,173 25,810 17,492: 6,079 14,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -930: 450 -350 -619 -497 -404 -666 -1,373: -264 443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 3.8 19.2 23.0 31.9 80.9 54.9: 19.1 45.1
Old : 100.0: 38.7 3.8 19.2 23.0 31.9 80.9 54.9: 19.1 45.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 53 17 28 42 53 111 88:
Old : 149: 53 17 28 42 53 111 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 19.7 24.6 24.7 13.3 14.2 23.0 17.2
Old : 14.2 19.7 24.6 24.7 13.3 14.2 23.0 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 32,820: 11,904 1,546 6,743 7,830 10,577 26,477 18,865: 6,343 13,954
Old : 32,820: 11,904 1,546 6,743 7,830 10,577 26,477 18,865: 6,343 13,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -484: -382 -409 170 -515 35 -727 -204: 243 -281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 4.7 20.5 23.9 32.2 80.7 57.5: 19.3 42.5
Old : 100.0: 36.3 4.7 20.5 23.9 32.2 80.7 57.5: 19.3 42.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 57 13 31 44 57 115 95:
Old : 154: 57 13 31 44 57 115 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 20.5 24.5 25.2 12.6 14.0 21.8 17.0
Old : 13.9 20.5 24.5 25.2 12.6 14.0 21.8 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 115,726: 51,634 6,900 2,629 25,978 84,675 80,242 94,204: 35,484 21,522
Old : 115,726: 51,634 6,900 2,629 25,978 84,675 80,242 94,204: 35,484 21,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 506: 3,311 -1,881 -324 -370 -223 2,618 -2,428: -2,112 2,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 6.0 2.3 22.4 73.2 69.3 81.4: 30.7 18.6
Old : 100.0: 44.6 6.0 2.3 22.4 73.2 69.3 81.4: 30.7 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 31 16 9 18 25 54 45:
Old : 82: 31 16 9 18 25 54 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 32.0 36.6 53.4 24.3 31.6 36.6 53.0
Old : 24.3 32.0 36.6 53.4 24.3 31.6 36.6 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 115,220: 48,323 8,781 2,953 26,348 84,898 77,624 96,631: 37,596 18,589
Old : 115,220: 48,323 8,781 2,953 26,348 84,898 77,624 96,631: 37,596 18,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,463: -3,389 1,612 177 872 -2,480 -2,340 -691: 877 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 7.6 2.6 22.9 73.7 67.4 83.9: 32.6 16.1
Old : 100.0: 41.9 7.6 2.6 22.9 73.7 67.4 83.9: 32.6 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 29 17 11 18 28 51 52:
Old : 84: 29 17 11 18 28 51 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 30.4 38.0 51.4 25.1 29.7 38.0 50.7
Old : 25.1 30.4 38.0 51.4 25.1 29.7 38.0 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 72,841: 13,572 38,859 0 52,286 12,327 65,858 51,186: 6,983 21,655
Old : 72,841: 13,572 38,859 0 52,286 12,327 65,858 51,186: 6,983 21,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -15,389: 3,599 -18,240 0 -17,667 3,443 -14,068 -14,797: -1,321 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 53.3 0.0 71.8 16.9 90.4 70.3: 9.6 29.7
Old : 100.0: 18.6 53.3 0.0 71.8 16.9 90.4 70.3: 9.6 29.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 24 0 15 8 19 32:
Old : 46: 4 24 0 15 8 19 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 28.5 72.8 41.0 48.3 28.5 70.2 40.9
Old : 49.1 28.5 72.8 41.0 48.3 28.5 70.2 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 88,230: 9,973 57,099 0 69,953 8,884 79,926 65,983: 8,304 22,247
Old : 88,230: 9,973 57,099 0 69,953 8,884 79,926 65,983: 8,304 22,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 11,020: 3,835 7,230 0 5,671 2,588 9,506 9,818: 1,514 1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 64.7 0.0 79.3 10.1 90.6 74.8: 9.4 25.2
Old : 100.0: 11.3 64.7 0.0 79.3 10.1 90.6 74.8: 9.4 25.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 4 30 0 15 7 19 37:
Old : 52: 4 30 0 15 7 19 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 33.3 76.0 46.0 53.6 33.3 74.4 46.0
Old : 55.0 33.3 76.0 46.0 53.6 33.3 74.4 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 75,708: 53,443 5,509 55 15,032 63,855 68,530 69,419: 7,178 6,289
Old : 75,708: 53,443 5,509 55 15,032 63,855 68,530 69,419: 7,178 6,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -5,713: -6,725 1,615 55 672 -8,805 -5,998 -7,135: 285 1,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 7.3 0.1 19.9 84.3 90.5 91.7: 9.5 8.3
Old : 100.0: 70.6 7.3 0.1 19.9 84.3 90.5 91.7: 9.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 48 8 1 18 15 66 24:
Old : 86: 48 8 1 18 15 66 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 72.3 50.7 83.8 31.8 72.3 50.7 83.8
Old : 31.8 72.3 50.7 83.8 31.8 72.3 50.7 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 81,422: 60,168 3,894 0 14,360 72,660 74,528 76,554: 6,894 4,868
Old : 81,422: 60,168 3,894 0 14,360 72,660 74,528 76,554: 6,894 4,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,321: 20,091 -3,521 -53 -20,491 5,852 -453 2,278: 1,774 -957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 4.8 0.0 17.6 89.2 91.5 94.0: 8.5 6.0
Old : 100.0: 73.9 4.8 0.0 17.6 89.2 91.5 94.0: 8.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 53 8 0 16 17 69 25:
Old : 91: 53 8 0 16 17 69 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 73.6 51.0 86.0 30.5 73.5 51.0 85.9
Old : 30.5 73.6 51.0 86.0 30.5 73.5 51.0 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 91,162: 13,578 36,826 267 56,373 32,485 70,218 69,578: 20,945 21,584
Old : 91,162: 13,578 36,826 267 56,373 32,485 70,218 69,578: 20,945 21,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -798: -6,330 -333 -402 2,743 -2,262 -3,989 -2,998: 3,191 2,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 40.4 0.3 61.8 35.6 77.0 76.3: 23.0 23.7
Old : 100.0: 14.9 40.4 0.3 61.8 35.6 77.0 76.3: 23.0 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 13 17 3 19 14 33 33:
Old : 55: 13 17 3 19 14 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 35.1 51.1 52.1 25.8 34.9 42.9 46.4
Old : 30.6 35.1 51.1 52.1 25.8 34.9 42.9 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 91,960: 19,908 37,159 669 53,630 34,747 74,207 72,575: 17,754 19,385
Old : 91,960: 19,908 37,159 669 53,630 34,747 74,207 72,575: 17,754 19,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 12,599: -7,529 11,984 -13 23,148 -1,259 15,606 10,712: -3,007 1,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 40.4 0.7 58.3 37.8 80.7 78.9: 19.3 21.1
Old : 100.0: 21.6 40.4 0.7 58.3 37.8 80.7 78.9: 19.3 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 13 20 6 21 16 40 36:
Old : 62: 13 20 6 21 16 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 36.1 50.4 53.2 26.5 36.1 45.2 48.6
Old : 30.3 36.1 50.4 53.2 26.5 36.1 45.2 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 200,854: 16,515 85,122 3,830 150,408 74,357 170,753 163,309: 30,101 37,545
Old : 200,854: 16,515 85,122 3,830 150,408 74,357 170,753 163,309: 30,101 37,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 6,983: 2,840 5,118 -763 3,141 -343 5,218 4,012: 1,765 2,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 42.4 1.9 74.9 37.0 85.0 81.3: 15.0 18.7
Old : 100.0: 8.2 42.4 1.9 74.9 37.0 85.0 81.3: 15.0 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 22 43 6 30 24 54 71:
Old : 103: 22 43 6 30 24 54 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 28.1 63.2 44.2 43.4 25.5 57.0 38.4
Old : 44.4 28.1 63.2 44.2 43.4 25.5 57.0 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 193,871: 13,676 80,004 4,593 147,267 74,700 165,535 159,297: 28,336 34,574
Old : 193,871: 13,676 80,004 4,593 147,267 74,700 165,535 159,297: 28,336 34,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 30,131: 2,733 7,106 354 24,636 22,934 27,724 30,395: 2,407 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 41.3 2.4 76.0 38.5 85.4 82.2: 14.6 17.8
Old : 100.0: 7.1 41.3 2.4 76.0 38.5 85.4 82.2: 14.6 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 18 44 7 29 25 51 72:
Old : 100: 18 44 7 29 25 51 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 28.2 63.0 44.1 44.0 25.3 56.7 38.2
Old : 45.5 28.2 63.0 44.1 44.0 25.3 56.7 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 150,289: 29,620 26,230 10,238 64,578 61,829 104,436 98,297: 45,852 51,992
Old : 150,289: 29,620 26,230 10,238 64,578 61,829 104,436 98,297: 45,852 51,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -19,635: -4,448 -10,635 -4,217 -7,979 -86 -16,644 -14,938: -2,991 -4,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 17.5 6.8 43.0 41.1 69.5 65.4: 30.5 34.6
Old : 100.0: 19.7 17.5 6.8 43.0 41.1 69.5 65.4: 30.5 34.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 39 31 29 29 29 81 76:
Old : 107: 39 31 29 29 29 81 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 31.9 31.4 39.2 18.7 30.5 29.9 36.0
Old : 19.2 31.9 31.4 39.2 18.7 30.5 29.9 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 169,924: 34,068 36,865 14,455 72,557 61,915 121,080 113,235: 48,844 56,689
Old : 169,924: 34,068 36,865 14,455 72,557 61,915 121,080 113,235: 48,844 56,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 11,643: 1,613 2,018 2,131 5,211 799 8,954 4,948: 2,689 6,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 21.7 8.5 42.7 36.4 71.3 66.6: 28.7 33.4
Old : 100.0: 20.0 21.7 8.5 42.7 36.4 71.3 66.6: 28.7 33.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 47 33 32 31 30 88 85:
Old : 122: 47 33 32 31 30 88 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 28.2 28.2 37.7 16.2 27.0 27.3 34.7
Old : 16.2 28.2 28.2 37.7 16.2 27.0 27.3 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZ$ 100,000) :
: : :
All : 9,438: 5,592 508 0 2,499 7,855 8,091 8,363: 1,347 1,075
Old : 9,438: 5,592 508 0 2,499 7,855 8,091 8,363: 1,347 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 5.4 0.0 26.5 83.2 85.7 88.6: 14.3 11.4
Old : 100.0: 59.2 5.4 0.0 26.5 83.2 85.7 88.6: 14.3 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 3 0 6 8 10 11:
Old : 20: 4 3 0 6 8 10 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 73.6 83.3 84.6 69.8 73.6 80.5 83.5
Old : 70.7 73.6 83.3 84.6 69.8 73.6 80.5 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 41,071: 9,605 2,787 1,360 23,251 29,257 34,216 33,404: 6,855 7,667
Old : 41,071: 9,605 2,787 1,360 23,251 29,257 34,216 33,404: 6,855 7,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,987: 583 -614 1,354 -276 3,576 1,661 4,316: 326 -2,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 6.8 3.3 56.6 71.2 83.3 81.3: 16.7 18.7
Old : 100.0: 23.4 6.8 3.3 56.6 71.2 83.3 81.3: 16.7 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 3 2 11 14 15 18:
Old : 22: 3 3 2 11 14 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 48.5 69.5 63.5 47.7 43.4 59.5 56.4
Old : 50.4 48.5 69.5 63.5 47.7 43.4 59.5 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 39,084: 9,022 3,401 6 23,527 25,681 32,555 29,088: 6,529 9,996
Old : 39,084: 9,022 3,401 6 23,527 25,681 32,555 29,088: 6,529 9,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 2,468: -308 873 0 3,851 -7 3,543 866: -1,075 1,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 8.7 0.0 60.2 65.7 83.3 74.4: 16.7 25.6
Old : 100.0: 23.1 8.7 0.0 60.2 65.7 83.3 74.4: 16.7 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 1 10 13 13 15:
Old : 21: 2 2 1 10 13 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 51.7 72.3 66.4 51.3 48.1 68.0 61.6
Old : 52.1 51.7 72.3 66.4 51.3 48.1 68.0 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :13,333,415: 875,730 986,333 4,201,124 7,214,522 6,620,340 12,291,376 11,807,797: 1,042,039 1,525,618
Old :13,333,415: 875,730 986,333 4,201,124 7,214,522 6,620,340 12,291,376 11,807,797: 1,042,039 1,525,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 234,785: 57,832 7,239 100,592 138,230 185,121 296,654 292,952: -61,869 -58,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 7.4 31.5 54.1 49.7 92.2 88.6: 7.8 11.4
Old : 100.0: 6.6 7.4 31.5 54.1 49.7 92.2 88.6: 7.8 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 64 68 106 137 152 251 281:
Old : 293: 64 68 106 137 152 251 281:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 12.2 34.8 21.0 19.7 6.8 26.9 11.5
Old : 21.1 12.2 34.8 21.0 19.7 6.8 26.9 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All :13,098,630: 817,897 979,094 4,100,532 7,076,292 6,435,219 11,994,722 11,514,845: 1,103,909 1,583,785
Old :13,098,630: 817,897 979,094 4,100,532 7,076,292 6,435,219 11,994,722 11,514,845: 1,103,909 1,583,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 819,013: -52,044 198,003 474,780 264,546 96,012 687,283 768,795: 131,731 50,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.5 31.3 54.0 49.1 91.6 87.9: 8.4 12.1
Old : 100.0: 6.2 7.5 31.3 54.0 49.1 91.6 87.9: 8.4 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 60 69 105 136 148 246 276:
Old : 286: 60 69 105 136 148 246 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 12.2 34.8 20.9 19.6 6.5 27.0 10.8
Old : 21.2 12.2 34.8 20.9 19.6 6.5 27.0 10.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 743,245: 58,565 71,482 59,740 472,041 493,237 590,346 624,459: 152,900 118,786
Old : 743,245: 58,565 71,482 59,740 472,041 493,237 590,346 624,459: 152,900 118,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 37,653: 5,877 8,168 15,158 10,580 9,352 31,616 32,679: 6,037 4,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 9.6 8.0 63.5 66.4 79.4 84.0: 20.6 16.0
Old : 100.0: 7.9 9.6 8.0 63.5 66.4 79.4 84.0: 20.6 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 54 41 61 89 69 172 142:
Old : 213: 54 41 61 89 69 172 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 25.3 26.2 36.8 18.4 25.3 26.1 36.8
Old : 18.5 25.3 26.2 36.8 18.4 25.3 26.1 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 705,593: 52,688 63,314 44,581 461,460 483,885 558,730 591,780: 146,863 113,813
Old : 705,593: 52,688 63,314 44,581 461,460 483,885 558,730 591,780: 146,863 113,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 5,110: 2,428 2,010 4,639 -1,732 1,262 5,336 7,912: -226 -2,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 9.0 6.3 65.4 68.6 79.2 83.9: 20.8 16.1
Old : 100.0: 7.5 9.0 6.3 65.4 68.6 79.2 83.9: 20.8 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 51 38 58 90 66 168 135:
Old : 208: 51 38 58 90 66 168 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 27.1 27.4 39.4 19.3 27.1 27.3 39.4
Old : 19.3 27.1 27.4 39.4 19.3 27.1 27.3 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,061,867: 203,710 259,806 51,696 580,983 642,720 836,389 954,222: 225,477 107,645
Old : 1,061,867: 203,710 259,806 51,696 580,983 642,720 836,389 954,222: 225,477 107,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 55,140: 13,598 13,712 10,179 59,232 46,122 83,009 70,012: -27,869 -14,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 24.5 4.9 54.7 60.5 78.8 89.9: 21.2 10.1
Old : 100.0: 19.2 24.5 4.9 54.7 60.5 78.8 89.9: 21.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 49 54 32 66 59 132 128:
Old : 194: 49 54 32 66 59 132 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 25.4 30.5 39.6 16.8 22.3 27.5 34.3
Old : 17.9 25.4 30.5 39.6 16.8 22.3 27.5 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 1,006,727: 190,112 246,094 41,517 521,751 596,598 753,381 884,210: 253,346 122,517
Old : 1,006,727: 190,112 246,094 41,517 521,751 596,598 753,381 884,210: 253,346 122,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 21,280: 8,780 9,866 15,319 13,120 -20,072 37,219 5,113: -15,939 16,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 24.4 4.1 51.8 59.3 74.8 87.8: 25.2 12.2
Old : 100.0: 18.9 24.4 4.1 51.8 59.3 74.8 87.8: 25.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 49 54 31 59 61 126 128:
Old : 191: 49 54 31 59 61 126 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 26.4 31.3 40.8 18.9 24.8 28.9 36.4
Old : 19.7 26.4 31.3 40.8 18.9 24.8 28.9 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,792: 1,191 427 0 6,807 11,278 7,998 11,705: 4,794 1,087
Old : 12,792: 1,191 427 0 6,807 11,278 7,998 11,705: 4,794 1,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 12: -749 0 0 147 -46 -602 -46: 614 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 3.3 0.0 53.2 88.2 62.5 91.5: 37.5 8.5
Old : 100.0: 9.3 3.3 0.0 53.2 88.2 62.5 91.5: 37.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 1 19 16 21 18:
Old : 33: 2 1 1 19 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 48.7 39.5 68.8 25.2 48.1 39.5 67.7
Old : 25.2 48.7 39.5 68.8 25.2 48.1 39.5 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,780: 1,940 427 0 6,660 11,324 8,600 11,751: 4,180 1,029
Old : 12,780: 1,940 427 0 6,660 11,324 8,600 11,751: 4,180 1,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 159: 154 0 0 -332 -145 -178 -145: 337 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 3.3 0.0 52.1 88.6 67.3 91.9: 32.7 8.1
Old : 100.0: 15.2 3.3 0.0 52.1 88.6 67.3 91.9: 32.7 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 1 1 18 15 23 17:
Old : 35: 5 1 1 18 15 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.0 49.5 38.9 69.6 25.0 48.9 38.9 68.6
Old : 25.0 49.5 38.9 69.6 25.0 48.9 38.9 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 34,408: 7,641 4,999 0 23,630 23,086 31,271 28,085: 3,137 6,323
Old : 34,408: 7,641 4,999 0 23,630 23,086 31,271 28,085: 3,137 6,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,057: 318 1,318 -98 1,975 -2,426 2,195 -1,206: -1,138 2,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 14.5 0.0 68.7 67.1 90.9 81.6: 9.1 18.4
Old : 100.0: 22.2 14.5 0.0 68.7 67.1 90.9 81.6: 9.1 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 5 0 20 18 26 23:
Old : 42: 6 5 0 20 18 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 39.7 74.9 54.9 56.0 39.0 70.7 54.0
Old : 58.6 39.7 74.9 54.9 56.0 39.0 70.7 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 33,351: 7,323 3,681 98 21,655 25,512 29,076 29,291: 4,275 4,060
Old : 33,351: 7,323 3,681 98 21,655 25,512 29,076 29,291: 4,275 4,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 3,322: 1,126 -1,427 30 1,708 5,267 2,864 3,870: 458 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 11.0 0.3 64.9 76.5 87.2 87.8: 12.8 12.2
Old : 100.0: 22.0 11.0 0.3 64.9 76.5 87.2 87.8: 12.8 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 7 4 1 20 21 27 26:
Old : 44: 7 4 1 20 21 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 44.4 70.2 61.2 52.3 44.3 66.1 60.8
Old : 55.0 44.4 70.2 61.2 52.3 44.3 66.1 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 60,225: 7,327 12,271 1,349 30,166 37,070 38,843 50,691: 21,383 9,535
Old : 60,225: 7,327 12,271 1,349 30,166 37,070 38,843 50,691: 21,383 9,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 3,296: -2,133 2,745 -255 1,470 1,301 -918 3,790: 4,214 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 20.4 2.2 50.1 61.6 64.5 84.2: 35.5 15.8
Old : 100.0: 12.2 20.4 2.2 50.1 61.6 64.5 84.2: 35.5 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 12 18 4 31 30 47 48:
Old : 81: 12 18 4 31 30 47 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 27.6 35.3 44.8 24.7 24.8 33.5 39.5
Old : 26.1 27.6 35.3 44.8 24.7 24.8 33.5 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 56,929: 9,460 9,527 1,604 28,696 35,769 39,760 46,900: 17,169 10,028
Old : 56,929: 9,460 9,527 1,604 28,696 35,769 39,760 46,900: 17,169 10,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -45: 3,942 -3,197 974 -1,316 852 3,600 -1,371: -3,644 1,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 16.7 2.8 50.4 62.8 69.8 82.4: 30.2 17.6
Old : 100.0: 16.6 16.7 2.8 50.4 62.8 69.8 82.4: 30.2 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 14 15 3 33 25 49 41:
Old : 78: 14 15 3 33 25 49 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 27.6 37.1 43.5 25.6 23.4 34.9 38.6
Old : 26.9 27.6 37.1 43.5 25.6 23.4 34.9 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 348,402: 99,242 156,668 3,877 223,465 107,756 326,584 268,301: 21,818 80,101
Old : 348,402: 99,242 156,668 3,877 223,465 107,756 326,584 268,301: 21,818 80,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 77,887: -6,748 75,258 787 94,900 -12,094 88,939 63,952: -11,052 13,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 45.0 1.1 64.1 30.9 93.7 77.0: 6.3 23.0
Old : 100.0: 28.5 45.0 1.1 64.1 30.9 93.7 77.0: 6.3 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 63 59 13 47 31 120 93:
Old : 189: 63 59 13 47 31 120 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 30.0 57.4 41.6 40.5 28.6 54.2 37.5
Old : 43.7 30.0 57.4 41.6 40.5 28.6 54.2 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 270,515: 105,990 81,409 3,090 128,565 119,850 237,645 204,349: 32,870 66,166
Old : 270,515: 105,990 81,409 3,090 128,565 119,850 237,645 204,349: 32,870 66,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 4,290: 17,481 -3,797 29 -31,771 15,836 -14,261 12,068: 18,551 -7,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 30.1 1.1 47.5 44.3 87.8 75.5: 12.2 24.5
Old : 100.0: 39.2 30.1 1.1 47.5 44.3 87.8 75.5: 12.2 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 66 60 13 38 37 110 104:
Old : 186: 66 60 13 38 37 110 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 19.8 45.8 31.4 27.4 14.4 39.7 24.1
Old : 32.9 19.8 45.8 31.4 27.4 14.4 39.7 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 60,703: 18,844 1,916 0 21,722 48,964 40,566 50,880: 20,137 9,823
Old : 60,703: 18,844 1,916 0 21,722 48,964 40,566 50,880: 20,137 9,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -9,568: -10,608 1,334 0 4,923 -11,580 -5,685 -10,246: -3,883 678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 3.2 0.0 35.8 80.7 66.8 83.8: 33.2 16.2
Old : 100.0: 31.0 3.2 0.0 35.8 80.7 66.8 83.8: 33.2 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 11 2 0 13 15 24 17:
Old : 37: 11 2 0 13 15 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 50.8 48.7 70.8 37.7 50.5 47.8 70.5
Old : 37.7 50.8 48.7 70.8 37.7 50.5 47.8 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 70,271: 29,452 582 0 16,799 60,544 46,251 61,126: 24,020 9,145
Old : 70,271: 29,452 582 0 16,799 60,544 46,251 61,126: 24,020 9,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 6,372: 5,925 0 0 96 6,432 6,021 6,432: 351 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 0.8 0.0 23.9 86.2 65.8 87.0: 34.2 13.0
Old : 100.0: 41.9 0.8 0.0 23.9 86.2 65.8 87.0: 34.2 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 16 1 0 9 13 25 14:
Old : 35: 16 1 0 9 13 25 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 55.4 51.8 76.6 43.9 55.2 51.7 76.4
Old : 43.9 55.4 51.8 76.6 43.9 55.2 51.7 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 33,843: 866 6,347 0 27,740 22,726 28,606 29,073: 5,236 4,770
Old : 33,843: 866 6,347 0 27,740 22,726 28,606 29,073: 5,236 4,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,611: 197 302 -0 995 1,151 1,192 1,453: 419 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 18.8 0.0 82.0 67.2 84.5 85.9: 15.5 14.1
Old : 100.0: 2.6 18.8 0.0 82.0 67.2 84.5 85.9: 15.5 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 1 14 1 31 28 32 43:
Old : 62: 1 14 1 31 28 32 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 31.5 63.6 47.3 54.4 29.8 63.5 45.5
Old : 54.5 31.5 63.6 47.3 54.4 29.8 63.5 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 32,231: 669 6,045 0 26,746 21,574 27,415 27,619: 4,817 4,612
Old : 32,231: 669 6,045 0 26,746 21,574 27,415 27,619: 4,817 4,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 601: -3 156 0 580 376 577 532: 24 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 18.8 0.0 83.0 66.9 85.1 85.7: 14.9 14.3
Old : 100.0: 2.1 18.8 0.0 83.0 66.9 85.1 85.7: 14.9 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 1 14 1 31 29 32 44:
Old : 64: 1 14 1 31 29 32 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 30.9 63.1 46.3 54.1 29.0 63.1 44.4
Old : 54.1 30.9 63.1 46.3 54.1 29.0 63.1 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 259,038: 12,064 56,611 4,009 231,160 178,592 247,233 239,211: 11,805 19,827
Old : 259,038: 12,064 56,611 4,009 231,160 178,592 247,233 239,211: 11,805 19,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 26,529: -4,918 3,683 2,592 26,077 16,450 23,751 22,725: 2,778 3,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 21.9 1.5 89.2 68.9 95.4 92.3: 4.6 7.7
Old : 100.0: 4.7 21.9 1.5 89.2 68.9 95.4 92.3: 4.6 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 28 43 21 36 48 71 105:
Old : 136: 28 43 21 36 48 71 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 34.8 76.8 49.4 61.9 33.7 70.2 44.6
Old : 64.6 34.8 76.8 49.4 61.9 33.7 70.2 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 232,510: 16,982 52,928 1,417 205,084 162,142 223,482 216,487: 9,027 16,023
Old : 232,510: 16,982 52,928 1,417 205,084 162,142 223,482 216,487: 9,027 16,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 10,069: 3,333 3,753 -161 5,218 3,956 8,390 7,547: 1,679 2,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 22.8 0.6 88.2 69.7 96.1 93.1: 3.9 6.9
Old : 100.0: 7.3 22.8 0.6 88.2 69.7 96.1 93.1: 3.9 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 21 51 18 37 48 70 105:
Old : 136: 21 51 18 37 48 70 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 38.1 73.7 53.2 60.6 37.6 68.0 48.3
Old : 62.3 38.1 73.7 53.2 60.6 37.6 68.0 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 60,986: 15,454 17,452 3,363 30,126 32,208 48,943 53,023: 12,043 7,963
Old : 60,986: 15,454 17,452 3,363 30,126 32,208 48,943 53,023: 12,043 7,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 4,782: 820 148 -176 4,564 2,710 5,208 2,682: -426 2,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 28.6 5.5 49.4 52.8 80.3 86.9: 19.7 13.1
Old : 100.0: 25.3 28.6 5.5 49.4 52.8 80.3 86.9: 19.7 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 27 19 6 20 23 50 47:
Old : 85: 27 19 6 20 23 50 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 41.7 43.6 50.3 27.0 41.7 40.7 50.0
Old : 29.7 41.7 43.6 50.3 27.0 41.7 40.7 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 56,203: 14,634 17,304 3,539 25,561 29,498 43,734 50,341: 12,469 5,862
Old : 56,203: 14,634 17,304 3,539 25,561 29,498 43,734 50,341: 12,469 5,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,154: -3,886 -2,076 1,566 2,810 2,043 490 1,533: 664 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 30.8 6.3 45.5 52.5 77.8 89.6: 22.2 10.4
Old : 100.0: 26.0 30.8 6.3 45.5 52.5 77.8 89.6: 22.2 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 28 18 5 19 23 48 46:
Old : 85: 28 18 5 19 23 48 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 44.3 43.1 53.1 27.6 43.9 39.1 52.2
Old : 30.7 44.3 43.1 53.1 27.6 43.9 39.1 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 40,021: 10,585 2,070 145 22,793 3,133 33,523 5,348: 6,498 34,673
Old : 40,021: 10,585 2,070 145 22,793 3,133 33,523 5,348: 6,498 34,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 5,008: 2,037 -1,049 -481 686 607 2,242 -923: 2,766 5,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 5.2 0.4 57.0 7.8 83.8 13.4: 16.2 86.6
Old : 100.0: 26.4 5.2 0.4 57.0 7.8 83.8 13.4: 16.2 86.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 15 3 1 8 6 24 9:
Old : 31: 15 3 1 8 6 24 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 9.4 66.4 12.8 54.8 9.0 64.5 11.0
Old : 56.8 9.4 66.4 12.8 54.8 9.0 64.5 11.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 35,013: 8,548 3,119 626 22,107 2,526 31,281 6,271: 3,732 28,742
Old : 35,013: 8,548 3,119 626 22,107 2,526 31,281 6,271: 3,732 28,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 1,307: -2,502 1,246 305 2,745 488 548 2,039: 759 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 8.9 1.8 63.1 7.2 89.3 17.9: 10.7 82.1
Old : 100.0: 24.4 8.9 1.8 63.1 7.2 89.3 17.9: 10.7 82.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 14 3 1 10 4 24 8:
Old : 30: 14 3 1 10 4 24 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 13.0 67.0 17.9 53.1 10.8 63.6 12.7
Old : 56.5 13.0 67.0 17.9 53.1 10.8 63.6 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 32,855: 1,609 2,719 0 15,931 27,335 17,540 30,054: 15,315 2,801
Old : 32,855: 1,609 2,719 0 15,931 27,335 17,540 30,054: 15,315 2,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -3,449: -210 -77 -150 -1,648 -1,808 -2,008 -2,035: -1,441 -1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 8.3 0.0 48.5 83.2 53.4 91.5: 46.6 8.5
Old : 100.0: 4.9 8.3 0.0 48.5 83.2 53.4 91.5: 46.6 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 10 0 16 24 19 34:
Old : 41: 3 10 0 16 24 19 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 43.1 41.1 67.9 14.7 35.8 18.9 45.9
Old : 27.6 43.1 41.1 67.9 14.7 35.8 18.9 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 36,303: 1,819 2,796 150 17,579 29,143 19,548 32,089: 16,755 4,214
Old : 36,303: 1,819 2,796 150 17,579 29,143 19,548 32,089: 16,755 4,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,820: -465 100 150 1,474 -1,569 1,159 -1,319: -2,979 -501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 7.7 0.4 48.4 80.3 53.8 88.4: 46.2 11.6
Old : 100.0: 5.0 7.7 0.4 48.4 80.3 53.8 88.4: 46.2 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 4 10 1 20 26 24 37:
Old : 46: 4 10 1 20 26 24 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 40.0 37.2 63.4 13.3 34.4 20.1 46.3
Old : 25.1 40.0 37.2 63.4 13.3 34.4 20.1 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 169,415: 63,424 11,617 31,962 34,320 107,180 129,706 150,759: 39,708 18,655
Old : 169,415: 63,424 11,617 31,962 34,320 107,180 129,706 150,759: 39,708 18,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 19,288: 6,774 -914 6,826 3,924 9,459 17,524 15,371: 1,764 3,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 6.9 18.9 20.3 63.3 76.6 89.0: 23.4 11.0
Old : 100.0: 37.4 6.9 18.9 20.3 63.3 76.6 89.0: 23.4 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 93 55 49 26 44 148 120:
Old : 198: 93 55 49 26 44 148 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 28.5 26.7 43.0 11.4 23.9 17.5 33.8
Old : 17.2 28.5 26.7 43.0 11.4 23.9 17.5 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER - COMMODITY EXCHANGE INC. Code-084691
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 150,126: 56,650 12,531 25,137 30,396 97,721 112,182 135,388: 37,944 14,738
Old : 150,126: 56,650 12,531 25,137 30,396 97,721 112,182 135,388: 37,944 14,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 11,647: 5,566 -898 3,426 2,047 7,237 11,039 9,765: 608 1,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 8.3 16.7 20.2 65.1 74.7 90.2: 25.3 9.8
Old : 100.0: 37.7 8.3 16.7 20.2 65.1 74.7 90.2: 25.3 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 100 46 49 26 41 146 117:
Old : 193: 100 46 49 26 41 146 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 30.0 27.4 45.1 11.6 25.0 17.4 36.6
Old : 17.3 30.0 27.4 45.1 11.6 25.0 17.4 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 116,028: 43,498 30,902 13,958 43,735 56,228 101,191 101,089: 14,837 14,939
Old : 116,028: 43,498 30,902 13,958 43,735 56,228 101,191 101,089: 14,837 14,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 4,274: 2,256 242 809 185 823 3,251 1,875: 1,024 2,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 26.6 12.0 37.7 48.5 87.2 87.1: 12.8 12.9
Old : 100.0: 37.5 26.6 12.0 37.7 48.5 87.2 87.1: 12.8 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 84 68 55 48 41 161 138:
Old : 209: 84 68 55 48 41 161 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 38.3 35.6 49.2 25.5 34.2 35.1 44.2
Old : 25.5 38.3 35.6 49.2 25.5 34.2 35.1 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COPPER-GRADE #1 - COMMODITY EXCHANGE INC. Code-085692
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25,000 POUNDS) :
: : :
All : 111,754: 41,241 30,660 13,149 43,550 55,405 97,940 99,214: 13,814 12,540
Old : 111,754: 41,241 30,660 13,149 43,550 55,405 97,940 99,214: 13,814 12,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 3,841: 3,570 3,093 -767 1,385 2,199 4,189 4,525: -348 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 27.4 11.8 39.0 49.6 87.6 88.8: 12.4 11.2
Old : 100.0: 36.9 27.4 11.8 39.0 49.6 87.6 88.8: 12.4 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 77 61 54 44 38 152 129:
Old : 197: 77 61 54 44 38 152 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 40.3 36.2 51.4 26.1 36.0 35.7 46.7
Old : 26.1 40.3 36.2 51.4 26.1 36.0 35.7 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 458,416: 238,480 49,318 72,697 78,945 306,511 390,122 428,525: 68,294 29,890
Old : 458,416: 238,480 49,318 72,697 78,945 306,511 390,122 428,525: 68,294 29,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 16,949: 5,239 -930 6,756 2,000 12,115 13,995 17,941: 2,954 -992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 10.8 15.9 17.2 66.9 85.1 93.5: 14.9 6.5
Old : 100.0: 52.0 10.8 15.9 17.2 66.9 85.1 93.5: 14.9 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 171 88 70 37 58 249 178:
Old : 323: 171 88 70 37 58 249 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 31.2 34.2 45.8 22.0 27.9 26.8 38.7
Old : 23.3 31.2 34.2 45.8 22.0 27.9 26.8 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD - COMMODITY EXCHANGE INC. Code-088691
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 441,466: 233,241 50,248 65,941 76,944 294,395 376,127 410,584: 65,340 30,882
Old : 441,466: 233,241 50,248 65,941 76,944 294,395 376,127 410,584: 65,340 30,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 5,863: 10,296 4,749 -2,862 406 9,111 7,840 10,998: -1,977 -5,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 11.4 14.9 17.4 66.7 85.2 93.0: 14.8 7.0
Old : 100.0: 52.8 11.4 14.9 17.4 66.7 85.2 93.0: 14.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 169 72 67 37 55 241 162:
Old : 304: 169 72 67 37 55 241 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 31.8 34.8 46.6 22.3 28.9 27.1 39.6
Old : 23.9 31.8 34.8 46.6 22.3 28.9 27.1 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 11,647: 5,190 1,443 1,052 2,719 7,652 8,961 10,147: 2,686 1,500
Old : 11,647: 5,190 1,443 1,052 2,719 7,652 8,961 10,147: 2,686 1,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,289: 269 -885 502 -69 1,230 702 847: 587 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 12.4 9.0 23.3 65.7 76.9 87.1: 23.1 12.9
Old : 100.0: 44.6 12.4 9.0 23.3 65.7 76.9 87.1: 23.1 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 19 3 16 6 6 39 23:
Old : 43: 19 3 16 6 6 39 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 68.5 56.6 81.2 37.3 56.9 46.7 65.3
Old : 44.2 68.5 56.6 81.2 37.3 56.9 46.7 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X VBI) :
: : :
All : 10,358: 4,921 2,328 550 2,788 6,422 8,259 9,300: 2,099 1,058
Old : 10,358: 4,921 2,328 550 2,788 6,422 8,259 9,300: 2,099 1,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 631: 407 132 0 19 151 426 283: 205 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 22.5 5.3 26.9 62.0 79.7 89.8: 20.3 10.2
Old : 100.0: 47.5 22.5 5.3 26.9 62.0 79.7 89.8: 20.3 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 19 3 12 6 6 35 21:
Old : 41: 19 3 12 6 6 35 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 76.9 64.3 85.1 45.6 65.3 54.1 72.3
Old : 52.4 76.9 64.3 85.1 45.6 65.3 54.1 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 126,941: 47,498 4,601 12,505 44,438 86,678 104,440 103,784: 22,501 23,157
Old : 107,635: 44,394 3,723 8,999 36,629 77,272 90,021 89,994: 17,614 17,641
Other: 19,306: 5,784 3,559 826 7,809 9,406 14,419 13,791: 4,887 5,516
: : :
: : Changes in Commitments from: October 4, 2005 :
: 820: 2,195 -769 231 339 2,500 2,765 1,962: -1,945 -1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 3.6 9.9 35.0 68.3 82.3 81.8: 17.7 18.2
Old : 100.0: 41.2 3.5 8.4 34.0 71.8 83.6 83.6: 16.4 16.4
Other: 100.0: 30.0 18.4 4.3 40.4 48.7 74.7 71.4: 25.3 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 62 21 28 55 64 132 102:
Old : 164: 64 20 21 46 63 121 93:
Other: 91: 24 14 15 21 40 50 64:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 32.3 26.6 43.0 14.4 23.5 21.8 30.1
Old : 17.0 35.6 26.8 45.3 15.6 31.1 24.5 38.1
Other: 39.2 36.6 49.4 47.4 38.6 36.3 47.7 46.9
WHEAT - KANSAS CITY BOARD OF TRADE Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 126,121: 45,303 5,371 12,273 44,099 84,178 101,675 101,822: 24,446 24,299
Old : 106,976: 41,105 3,752 8,596 37,645 75,087 87,346 87,436: 19,630 19,540
Other: 19,145: 7,384 4,805 490 6,454 9,091 14,329 14,387: 4,816 4,758
: : :
: : Changes in Commitments from: September 27, 2005 :
: 15,938: 6,648 2,528 1,787 5,595 8,996 14,030 13,311: 1,908 2,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 4.3 9.7 35.0 66.7 80.6 80.7: 19.4 19.3
Old : 100.0: 38.4 3.5 8.0 35.2 70.2 81.7 81.7: 18.3 18.3
Other: 100.0: 38.6 25.1 2.6 33.7 47.5 74.8 75.1: 25.2 24.9
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 65 22 30 54 65 134 105:
Old : 168: 68 19 24 46 63 124 96:
Other: 89: 21 15 12 19 41 44 64:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 33.0 26.7 43.2 13.8 23.9 20.5 30.0
Old : 17.6 36.1 26.6 45.0 15.0 30.5 23.3 37.0
Other: 40.0 41.4 50.3 52.8 39.6 41.1 48.8 52.6
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 35,095: 9,802 228 709 14,911 24,365 25,422 25,302: 9,673 9,793
Old : 34,413: 9,775 228 677 14,626 24,179 25,078 25,084: 9,336 9,329
Other: 682: 56 28 4 285 186 345 218: 337 464
: : :
: : Changes in Commitments from: October 4, 2005 :
: 950: 1,537 -286 -134 184 1,058 1,587 638: -637 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 0.6 2.0 42.5 69.4 72.4 72.1: 27.6 27.9
Old : 100.0: 28.4 0.7 2.0 42.5 70.3 72.9 72.9: 27.1 27.1
Other: 100.0: 8.2 4.1 0.6 41.8 27.3 50.5 32.0: 49.5 68.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 23 1 3 20 19 43 23:
Old : 51: 23 1 3 19 19 42 23:
Other: 12: 1 1 1 5 5 6 7:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 47.8 42.5 59.8 20.0 44.1 34.7 51.3
Old : 26.4 48.4 42.8 60.6 20.0 44.6 34.9 52.1
Other: 42.3 28.9 50.5 32.0 41.7 28.9 50.0 31.4
WHEAT - MINNEAPOLIS GRAIN EXCHANGE Code-001626
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 34,145: 8,265 514 843 14,727 23,307 23,835 24,664: 10,310 9,482
Old : 33,568: 8,246 505 768 14,550 23,161 23,564 24,434: 10,004 9,135
Other: 577: 56 46 38 177 146 271 230: 306 347
: : :
: : Changes in Commitments from: September 27, 2005 :
: 3,317: 2,458 -62 53 1,305 2,923 3,816 2,913: -499 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 1.5 2.5 43.1 68.3 69.8 72.2: 30.2 27.8
Old : 100.0: 24.6 1.5 2.3 43.3 69.0 70.2 72.8: 29.8 27.2
Other: 100.0: 9.8 8.0 6.6 30.7 25.3 47.0 39.9: 53.0 60.1
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 18 4 4 23 21 43 27:
Old : 52: 19 3 4 22 21 42 27:
Other: 11: 2 1 2 4 4 7 6:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 46.9 42.5 57.7 22.6 45.5 36.5 52.4
Old : 26.6 47.3 43.0 58.4 22.8 46.1 36.9 53.2
Other: 36.7 37.3 47.0 39.9 35.7 31.2 40.5 33.3
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 171,410: 25,095 8,324 49,197 78,355 103,072 152,647 160,592: 18,763 10,818
Old : 169,953: 25,162 8,545 48,712 77,403 101,955 151,278 159,212: 18,675 10,741
Other: 1,457: 305 152 112 952 1,116 1,370 1,380: 88 77
: : :
: : Changes in Commitments from: October 4, 2005 :
: 8,154: 2,202 -3,078 3,546 1,292 7,799 7,040 8,267: 1,114 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 4.9 28.7 45.7 60.1 89.1 93.7: 10.9 6.3
Old : 100.0: 14.8 5.0 28.7 45.5 60.0 89.0 93.7: 11.0 6.3
Other: 100.0: 21.0 10.4 7.7 65.3 76.6 94.0 94.7: 6.0 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 100 45 74 66 70 202 159:
Old : 237: 98 49 72 66 70 201 158:
Other: 35: 9 12 7 7 8 18 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 30.7 28.0 41.4 16.2 22.9 22.7 29.6
Old : 17.8 30.5 28.2 41.2 16.3 23.1 22.9 29.9
Other: 63.4 75.3 84.6 87.2 61.6 75.3 80.3 84.2
COTTON NO. 2 - NEW YORK BOARD OF TRADE Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 163,256: 22,893 11,402 45,651 77,063 95,273 145,607 152,326: 17,648 10,930
Old : 162,244: 22,983 11,490 45,393 76,358 94,553 144,734 151,436: 17,510 10,808
Other: 1,012: 146 148 22 705 720 873 890: 139 122
: : :
: : Changes in Commitments from: September 27, 2005 :
: 4,924: 2,327 -8,756 4,808 -1,341 10,132 5,794 6,184: -870 -1,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 7.0 28.0 47.2 58.4 89.2 93.3: 10.8 6.7
Old : 100.0: 14.2 7.1 28.0 47.1 58.3 89.2 93.3: 10.8 6.7
Other: 100.0: 14.5 14.6 2.2 69.7 71.2 86.3 87.9: 13.7 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 93 46 69 65 69 191 156:
Old : 228: 94 46 67 65 69 190 155:
Other: 25: 5 7 1 6 7 11 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 30.5 28.9 40.1 17.0 22.4 23.8 28.0
Old : 18.3 30.4 29.1 40.0 17.1 22.5 24.0 28.1
Other: 65.0 73.7 84.4 84.0 65.0 73.7 83.6 83.8
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 45,469: 11,433 1,829 12,373 16,331 28,456 40,137 42,659: 5,332 2,811
Old : 23,220: 9,727 2,691 4,566 5,862 14,479 20,155 21,736: 3,065 1,485
Other: 22,249: 3,841 1,273 5,673 10,469 13,977 19,982 20,923: 2,267 1,326
: : :
: : Changes in Commitments from: October 4, 2005 :
: 2,597: 1,475 228 877 328 1,170 2,680 2,276: -83 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 4.0 27.2 35.9 62.6 88.3 93.8: 11.7 6.2
Old : 100.0: 41.9 11.6 19.7 25.2 62.4 86.8 93.6: 13.2 6.4
Other: 100.0: 17.3 5.7 25.5 47.1 62.8 89.8 94.0: 10.2 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 52 24 24 24 22 94 54:
Old : 100: 47 25 18 21 19 81 49:
Other: 60: 27 9 18 20 15 52 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 45.7 40.4 61.2 16.8 33.3 23.3 41.3
Old : 23.6 44.3 36.7 63.4 16.5 33.9 26.6 46.7
Other: 33.0 55.2 50.2 70.4 22.2 37.4 30.5 44.2
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 42,873: 9,958 1,601 11,496 16,003 27,286 37,457 40,383: 5,416 2,489
Old : 22,544: 8,533 2,139 4,361 6,201 14,692 19,095 21,192: 3,448 1,352
Other: 20,329: 3,294 1,332 5,266 9,802 12,594 18,362 19,192: 1,967 1,137
: : :
: : Changes in Commitments from: September 27, 2005 :
: 3,211: 1,897 -859 1,717 -602 2,683 3,012 3,541: 199 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.7 26.8 37.3 63.6 87.4 94.2: 12.6 5.8
Old : 100.0: 37.9 9.5 19.3 27.5 65.2 84.7 94.0: 15.3 6.0
Other: 100.0: 16.2 6.6 25.9 48.2 62.0 90.3 94.4: 9.7 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 56 17 22 25 22 91 52:
Old : 97: 48 20 17 21 20 79 47:
Other: 59: 25 9 19 20 15 49 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 45.8 41.2 62.0 18.0 35.1 24.8 43.2
Old : 24.6 45.2 39.4 65.7 20.4 36.9 29.6 51.6
Other: 34.5 54.3 50.6 70.3 20.9 36.0 29.8 40.9
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 146,021: 24,535 29,903 12,714 98,672 95,636 135,922 138,253: 10,099 7,768
Old : 129,116: 24,709 30,092 12,184 82,481 79,193 119,374 121,468: 9,742 7,648
Other: 16,905: 189 175 167 16,191 16,443 16,547 16,785: 357 120
: : :
: : Changes in Commitments from: October 4, 2005 :
: 4,768: 1,120 1,172 -22 3,736 4,358 4,834 5,508: -65 -739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 20.5 8.7 67.6 65.5 93.1 94.7: 6.9 5.3
Old : 100.0: 19.1 23.3 9.4 63.9 61.3 92.5 94.1: 7.5 5.9
Other: 100.0: 1.1 1.0 1.0 95.8 97.3 97.9 99.3: 2.1 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 51 57 27 53 38 119 109:
Old : 168: 52 58 26 53 38 119 108:
Other: 28: 3 3 4 15 13 20 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 26.3 44.5 43.0 19.2 18.0 28.8 27.6
Old : 26.9 25.1 44.1 41.0 24.4 18.2 37.0 29.8
Other: 61.0 89.4 87.8 96.8 48.2 69.3 66.2 73.6
COCOA - NEW YORK BOARD OF TRADE Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 141,253: 23,416 28,731 12,736 94,937 91,279 131,088 132,746: 10,165 8,507
Old : 125,663: 23,610 28,902 12,211 79,983 76,062 115,803 117,175: 9,859 8,488
Other: 15,590: 172 196 158 14,954 15,217 15,285 15,571: 305 19
: : :
: : Changes in Commitments from: September 27, 2005 :
: -35: -1,463 -1,981 619 623 -934 -221 -2,297: 186 2,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 20.3 9.0 67.2 64.6 92.8 94.0: 7.2 6.0
Old : 100.0: 18.8 23.0 9.7 63.6 60.5 92.2 93.2: 7.8 6.8
Other: 100.0: 1.1 1.3 1.0 95.9 97.6 98.0 99.9: 2.0 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 49 56 30 53 39 121 111:
Old : 168: 49 60 29 53 39 121 110:
Other: 29: 4 3 4 15 13 20 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 27.3 45.9 42.4 20.4 19.2 30.6 28.2
Old : 28.1 26.5 45.3 39.6 24.8 18.6 36.7 29.4
Other: 62.1 89.3 85.8 97.3 45.3 67.5 62.7 72.3
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 630,947: 190,950 13,773 118,627 229,862 448,318 539,439 580,718: 91,508 50,229
Old : 630,947: 190,950 13,773 118,627 229,862 448,318 539,439 580,718: 91,508 50,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 16,256: 6,110 -2,344 12,452 6,040 16,917 24,602 27,025: -8,347 -10,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 2.2 18.8 36.4 71.1 85.5 92.0: 14.5 8.0
Old : 100.0: 30.3 2.2 18.8 36.4 71.1 85.5 92.0: 14.5 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 77 29 47 57 58 158 113:
Old : 177: 77 29 47 57 58 158 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 25.8 23.9 43.9 11.3 20.6 18.8 33.8
Old : 13.6 25.8 23.9 43.9 11.3 20.6 18.8 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 - NEW YORK BOARD OF TRADE Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 614,691: 184,840 16,118 106,174 223,822 431,401 514,837 553,693: 99,854 60,998
Old : 614,691: 184,840 16,118 106,174 223,822 431,401 514,837 553,693: 99,854 60,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 23,377: -4,123 -1,265 20,261 2,411 -3,231 18,549 15,765: 4,829 7,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 2.6 17.3 36.4 70.2 83.8 90.1: 16.2 9.9
Old : 100.0: 30.1 2.6 17.3 36.4 70.2 83.8 90.1: 16.2 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 75 26 47 56 60 154 114:
Old : 174: 75 26 47 56 60 154 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 24.9 21.9 41.7 11.1 20.5 18.5 34.1
Old : 12.7 24.9 21.9 41.7 11.1 20.5 18.5 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 127,051: 17,411 17,563 43,363 54,462 57,798 115,235 118,723: 11,816 8,328
Old : 125,425: 17,379 17,945 42,720 53,642 56,627 113,742 117,292: 11,684 8,133
Other: 1,626: 452 39 222 819 1,171 1,493 1,431: 133 195
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,986: 606 -2,529 1,975 -1,254 2,800 1,328 2,246: 659 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 13.8 34.1 42.9 45.5 90.7 93.4: 9.3 6.6
Old : 100.0: 13.9 14.3 34.1 42.8 45.1 90.7 93.5: 9.3 6.5
Other: 100.0: 27.8 2.4 13.6 50.4 72.0 91.8 88.0: 8.2 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 137 69 112 105 96 275 252:
Old : 336: 136 73 112 105 96 275 252:
Other: 45: 8 6 7 16 20 25 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 18.8 27.5 29.4 12.8 10.7 19.5 16.9
Old : 17.6 19.0 27.8 29.7 12.9 10.9 19.8 17.2
Other: 43.3 47.7 72.0 66.9 32.6 40.4 49.0 51.0
COFFEE C - NEW YORK BOARD OF TRADE Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 125,065: 16,804 20,092 41,388 55,715 54,998 113,908 116,478: 11,157 8,587
Old : 123,299: 16,812 20,513 40,638 54,884 53,804 112,334 114,956: 10,965 8,343
Other: 1,766: 496 83 245 832 1,193 1,574 1,522: 192 244
: : :
: : Changes in Commitments from: September 27, 2005 :
: 534: 1,097 173 306 -812 1,384 592 1,863: -58 -1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 16.1 33.1 44.5 44.0 91.1 93.1: 8.9 6.9
Old : 100.0: 13.6 16.6 33.0 44.5 43.6 91.1 93.2: 8.9 6.8
Other: 100.0: 28.1 4.7 13.9 47.1 67.6 89.1 86.2: 10.9 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 120 84 102 103 90 265 242:
Old : 330: 122 86 102 103 90 265 242:
Other: 46: 7 8 7 16 20 25 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 19.0 27.1 29.4 13.1 11.9 19.9 18.4
Old : 17.0 19.2 27.5 29.7 13.3 12.1 20.2 18.8
Other: 46.3 42.0 69.6 61.3 36.6 38.1 51.5 49.7
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 21,415: 13,710 5,190 3,570 1,186 10,650 18,466 19,410: 2,950 2,006
Old : 21,415: 13,710 5,190 3,570 1,186 10,650 18,466 19,410: 2,950 2,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,110: -247 2,501 1,161 760 -2,704 1,673 957: -563 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 24.2 16.7 5.5 49.7 86.2 90.6: 13.8 9.4
Old : 100.0: 64.0 24.2 16.7 5.5 49.7 86.2 90.6: 13.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 32 9 9 8 4 44 19:
Old : 53: 32 9 9 8 4 44 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 61.7 62.0 84.6 41.3 54.6 49.7 71.8
Old : 48.6 61.7 62.0 84.6 41.3 54.6 49.7 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 20,305: 13,958 2,689 2,409 426 13,355 16,792 18,452: 3,513 1,853
Old : 20,305: 13,958 2,689 2,409 426 13,355 16,792 18,452: 3,513 1,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 2,022: 1,255 -289 -4 -231 2,193 1,020 1,900: 1,002 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 13.2 11.9 2.1 65.8 82.7 90.9: 17.3 9.1
Old : 100.0: 68.7 13.2 11.9 2.1 65.8 82.7 90.9: 17.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 29 11 9 5 5 40 20:
Old : 51: 29 11 9 5 5 40 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 77.6 61.4 86.0 42.5 70.5 52.7 76.9
Old : 47.5 77.6 61.4 86.0 42.5 70.5 52.7 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 235,962: 21,151 22,567 58,881 109,635 122,553 189,667 204,001: 46,295 31,961
Old : 235,962: 21,151 22,567 58,881 109,635 122,553 189,667 204,001: 46,295 31,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 5,860: -1,216 5,466 -787 5,943 -967 3,940 3,712: 1,921 2,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 9.6 25.0 46.5 51.9 80.4 86.5: 19.6 13.5
Old : 100.0: 9.0 9.6 25.0 46.5 51.9 80.4 86.5: 19.6 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 40 21 41 64 68 119 117:
Old : 137: 40 21 41 64 68 119 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 20.4 26.4 28.2 10.9 12.5 16.0 18.0
Old : 16.3 20.4 26.4 28.2 10.9 12.5 16.0 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 230,102: 22,366 17,101 59,668 103,693 123,520 185,727 200,289: 44,374 29,812
Old : 230,102: 22,366 17,101 59,668 103,693 123,520 185,727 200,289: 44,374 29,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -6,256: 806 979 581 -3,180 -3,716 -1,793 -2,156: -4,463 -4,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.4 25.9 45.1 53.7 80.7 87.0: 19.3 13.0
Old : 100.0: 9.7 7.4 25.9 45.1 53.7 80.7 87.0: 19.3 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 39 21 42 64 68 119 118:
Old : 137: 39 21 42 64 68 119 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.6 20.8 27.0 28.9 10.7 11.2 15.5 16.5
Old : 16.6 20.8 27.0 28.9 10.7 11.2 15.5 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 902,036: 45,306 83,631 394,024 383,657 388,735 822,986 866,390: 79,049 35,646
Old : 902,036: 45,306 83,631 394,024 383,657 388,735 822,986 866,390: 79,049 35,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -2,660: -8,556 5,980 3,195 254 -3,904 -5,107 5,270: 2,447 -7,930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 9.3 43.7 42.5 43.1 91.2 96.0: 8.8 4.0
Old : 100.0: 5.0 9.3 43.7 42.5 43.1 91.2 96.0: 8.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 52 50 73 94 87 189 170:
Old : 202: 52 50 73 94 87 189 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 25.8 34.9 40.1 5.2 9.6 7.9 12.8
Old : 21.9 25.8 34.9 40.1 5.2 9.6 7.9 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10,000 MMBTU'S) :
: : :
All : 904,696: 53,862 77,651 390,829 383,403 392,640 828,093 861,120: 76,602 43,576
Old : 904,696: 53,862 77,651 390,829 383,403 392,640 828,093 861,120: 76,602 43,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 16,719: 4,713 -1,652 14,428 -1,564 -1,763 17,578 11,013: -859 5,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 8.6 43.2 42.4 43.4 91.5 95.2: 8.5 4.8
Old : 100.0: 6.0 8.6 43.2 42.4 43.4 91.5 95.2: 8.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 58 49 74 94 87 192 171:
Old : 205: 58 49 74 94 87 192 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 24.8 34.7 39.3 5.2 9.1 8.0 12.1
Old : 21.5 24.8 34.7 39.3 5.2 9.1 8.0 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 100,440: 9,262 3,244 3,208 78,008 83,586 90,478 90,038: 9,962 10,402
Old : 100,440: 9,262 3,244 3,208 78,008 83,586 90,478 90,038: 9,962 10,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,085: -419 0 143 1,392 388 1,116 531: -31 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 3.2 3.2 77.7 83.2 90.1 89.6: 9.9 10.4
Old : 100.0: 9.2 3.2 3.2 77.7 83.2 90.1 89.6: 9.9 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 1 5 25 26 31 31:
Old : 36: 5 1 5 25 26 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 35.2 63.4 58.1 45.5 32.7 56.0 52.4
Old : 49.8 35.2 63.4 58.1 45.5 32.7 56.0 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 99,355: 9,681 3,244 3,065 76,616 83,198 89,362 89,507: 9,993 9,848
Old : 99,355: 9,681 3,244 3,065 76,616 83,198 89,362 89,507: 9,993 9,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -12,580: 107 -886 1,072 -15,068 -17,653 -13,889 -17,467: 1,309 4,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 3.3 3.1 77.1 83.7 89.9 90.1: 10.1 9.9
Old : 100.0: 9.7 3.3 3.1 77.1 83.7 89.9 90.1: 10.1 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 1 5 25 26 31 31:
Old : 36: 5 1 5 25 26 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 34.7 63.2 58.0 46.2 31.8 55.6 52.7
Old : 49.5 34.7 63.2 58.0 46.2 31.8 55.6 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 68,381: 2 21,906 2,248 60,335 41,094 62,585 65,248: 5,796 3,133
Old : 68,381: 2 21,906 2,248 60,335 41,094 62,585 65,248: 5,796 3,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 3,209: 0 -1,776 733 2,904 5,218 3,637 4,175: -428 -966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 32.0 3.3 88.2 60.1 91.5 95.4: 8.5 4.6
Old : 100.0: 0.0 32.0 3.3 88.2 60.1 91.5 95.4: 8.5 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 4 4 17 18 21 23:
Old : 26: 1 4 4 17 18 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 55.5 66.6 72.6 37.4 50.5 54.3 62.9
Old : 45.4 55.5 66.6 72.6 37.4 50.5 54.3 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 65,172: 2 23,682 1,515 57,431 35,876 58,948 61,073: 6,224 4,099
Old : 65,172: 2 23,682 1,515 57,431 35,876 58,948 61,073: 6,224 4,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -3,508: -186 5,082 -1,160 -4,030 -8,366 -5,376 -4,444: 1,868 936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 36.3 2.3 88.1 55.0 90.4 93.7: 9.6 6.3
Old : 100.0: 0.0 36.3 2.3 88.1 55.0 90.4 93.7: 9.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 4 3 17 16 20 21:
Old : 25: 1 4 3 17 16 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 55.7 66.7 71.9 38.6 51.9 56.5 64.8
Old : 44.0 55.7 66.7 71.9 38.6 51.9 56.5 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 68,178: 22,069 12,926 3,840 34,694 45,337 60,603 62,103: 7,575 6,075
Old : 68,178: 22,069 12,926 3,840 34,694 45,337 60,603 62,103: 7,575 6,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 847: -3,116 -58 1,404 2,405 -119 693 1,227: 154 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 19.0 5.6 50.9 66.5 88.9 91.1: 11.1 8.9
Old : 100.0: 32.4 19.0 5.6 50.9 66.5 88.9 91.1: 11.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 5 4 16 16 22 22:
Old : 27: 3 5 4 16 16 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 41.0 75.0 58.0 47.4 39.8 58.6 53.6
Old : 57.0 41.0 75.0 58.0 47.4 39.8 58.6 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 67,331: 25,185 12,984 2,436 32,289 45,456 59,910 60,876: 7,421 6,455
Old : 67,331: 25,185 12,984 2,436 32,289 45,456 59,910 60,876: 7,421 6,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 889: 6,171 -935 -306 -7,009 2,766 -1,144 1,525: 2,033 -636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 19.3 3.6 48.0 67.5 89.0 90.4: 11.0 9.6
Old : 100.0: 37.4 19.3 3.6 48.0 67.5 89.0 90.4: 11.0 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 5 3 15 16 20 22:
Old : 26: 3 5 3 15 16 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 42.1 75.5 59.8 50.1 40.9 61.0 55.2
Old : 58.0 42.1 75.5 59.8 50.1 40.9 61.0 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 63,041: 0 5,905 337 59,972 47,211 60,309 53,453: 2,732 9,588
Old : 63,041: 0 5,905 337 59,972 47,211 60,309 53,453: 2,732 9,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 751: 0 1,326 -328 670 -368 342 630: 409 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.4 0.5 95.1 74.9 95.7 84.8: 4.3 15.2
Old : 100.0: 0.0 9.4 0.5 95.1 74.9 95.7 84.8: 4.3 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 14 16 15 17:
Old : 20: 0 1 1 14 16 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 39.9 82.2 65.7 60.5 39.3 70.0 57.3
Old : 65.5 39.9 82.2 65.7 60.5 39.3 70.0 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,290: 0 4,579 665 59,302 47,579 59,967 52,823: 2,323 9,467
Old : 62,290: 0 4,579 665 59,302 47,579 59,967 52,823: 2,323 9,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -2,508: 0 -1,812 148 -1,893 -3,940 -1,745 -5,604: -763 3,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.4 1.1 95.2 76.4 96.3 84.8: 3.7 15.2
Old : 100.0: 0.0 7.4 1.1 95.2 76.4 96.3 84.8: 3.7 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 15 17 16 18:
Old : 21: 0 1 1 15 17 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 38.6 81.9 64.4 60.1 37.5 69.6 55.7
Old : 65.6 38.6 81.9 64.4 60.1 37.5 69.6 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 64,605: 0 10,542 1,202 55,253 45,069 56,455 56,813: 8,150 7,792
Old : 64,605: 0 10,542 1,202 55,253 45,069 56,455 56,813: 8,150 7,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 2,359: 0 -1,013 827 1,704 1,683 2,531 1,497: -172 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.3 1.9 85.5 69.8 87.4 87.9: 12.6 12.1
Old : 100.0: 0.0 16.3 1.9 85.5 69.8 87.4 87.9: 12.6 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 19 13 21 15:
Old : 24: 0 2 2 19 13 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 56.0 55.7 79.4 26.0 46.0 41.1 58.8
Old : 32.5 56.0 55.7 79.4 26.0 46.0 41.1 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 62,246: 0 11,555 375 53,549 43,386 53,924 55,316: 8,322 6,930
Old : 62,246: 0 11,555 375 53,549 43,386 53,924 55,316: 8,322 6,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -3,955: 0 130 -659 -6,966 -5,000 -7,625 -5,529: 3,670 1,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.6 0.6 86.0 69.7 86.6 88.9: 13.4 11.1
Old : 100.0: 0.0 18.6 0.6 86.0 69.7 86.6 88.9: 13.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 19 13 21 15:
Old : 24: 0 2 2 19 13 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 52.2 57.8 78.5 27.7 41.9 42.5 58.1
Old : 34.1 52.2 57.8 78.5 27.7 41.9 42.5 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 43,851: 0 1,933 162 35,439 37,224 35,601 39,319: 8,250 4,532
Old : 43,851: 0 1,933 162 35,439 37,224 35,601 39,319: 8,250 4,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,376: 0 880 -300 0 338 -300 918: 1,676 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.4 80.8 84.9 81.2 89.7: 18.8 10.3
Old : 100.0: 0.0 4.4 0.4 80.8 84.9 81.2 89.7: 18.8 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 13 12 14 13:
Old : 20: 0 1 1 13 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 67.7 75.3 84.6 58.1 67.4 70.1 81.1
Old : 59.4 67.7 75.3 84.6 58.1 67.4 70.1 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 42,475: 0 1,053 462 35,439 36,886 35,901 38,401: 6,574 4,074
Old : 42,475: 0 1,053 462 35,439 36,886 35,901 38,401: 6,574 4,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 11: 0 -2,038 300 1,191 1,074 1,491 -664: -1,480 675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 1.1 83.4 86.8 84.5 90.4: 15.5 9.6
Old : 100.0: 0.0 2.5 1.1 83.4 86.8 84.5 90.4: 15.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 13 12 14 13:
Old : 20: 0 1 1 13 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 69.1 77.7 85.1 60.0 68.8 72.4 80.9
Old : 61.3 69.1 77.7 85.1 60.0 68.8 72.4 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 57,041: 7,551 1,398 4,464 37,481 44,421 49,496 50,283: 7,545 6,758
Old : 57,041: 7,551 1,398 4,464 37,481 44,421 49,496 50,283: 7,545 6,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 2,829: -1,922 190 1,798 3,071 837 2,947 2,825: -118 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 2.5 7.8 65.7 77.9 86.8 88.2: 13.2 11.8
Old : 100.0: 13.2 2.5 7.8 65.7 77.9 86.8 88.2: 13.2 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 3 15 19 18 23:
Old : 24: 2 2 3 15 19 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 40.8 76.0 59.9 31.7 24.4 40.8 34.8
Old : 56.8 40.8 76.0 59.9 31.7 24.4 40.8 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 54,212: 9,473 1,208 2,666 34,410 43,584 46,549 47,458: 7,663 6,754
Old : 54,212: 9,473 1,208 2,666 34,410 43,584 46,549 47,458: 7,663 6,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -13,602: -8,227 1,208 166 -6,976 -15,268 -15,037 -13,894: 1,435 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 2.2 4.9 63.5 80.4 85.9 87.5: 14.1 12.5
Old : 100.0: 17.5 2.2 4.9 63.5 80.4 85.9 87.5: 14.1 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 3 14 19 17 23:
Old : 24: 3 1 3 14 19 17 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 41.6 74.3 61.0 35.7 29.3 47.4 39.7
Old : 57.2 41.6 74.3 61.0 35.7 29.3 47.4 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,300,242: 348,086 77,257 222,243 710,948 989,597 1,281,277 1,289,097: 18,965 11,145
Old : 1,300,242: 348,086 77,257 222,243 710,948 989,597 1,281,277 1,289,097: 18,965 11,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 37,371: -3,489 1,836 16,703 22,282 20,357 35,496 38,896: 1,875 -1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 5.9 17.1 54.7 76.1 98.5 99.1: 1.5 0.9
Old : 100.0: 26.8 5.9 17.1 54.7 76.1 98.5 99.1: 1.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 26 13 32 86 80 121 116:
Old : 132: 26 13 32 86 80 121 116:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 26.0 38.3 42.2 18.4 18.9 26.9 30.6
Old : 24.5 26.0 38.3 42.2 18.4 18.9 26.9 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 1,262,871: 351,575 75,421 205,540 688,666 969,240 1,245,781 1,250,201: 17,090 12,670
Old : 1,262,871: 351,575 75,421 205,540 688,666 969,240 1,245,781 1,250,201: 17,090 12,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -67,320: -4,797 -1,398 -27,114 -33,231 -37,139 -65,142 -65,651: -2,178 -1,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 6.0 16.3 54.5 76.7 98.6 99.0: 1.4 1.0
Old : 100.0: 27.8 6.0 16.3 54.5 76.7 98.6 99.0: 1.4 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 26 12 29 86 81 120 114:
Old : 131: 26 12 29 86 81 120 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 25.7 39.6 42.2 19.5 18.8 28.5 30.4
Old : 25.6 25.7 39.6 42.2 19.5 18.8 28.5 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 229,697: 68,807 52,134 55,446 102,115 120,194 226,368 227,774: 3,329 1,923
Old : 229,697: 68,807 52,134 55,446 102,115 120,194 226,368 227,774: 3,329 1,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 15,996: 1,447 4,852 6,762 7,683 3,986 15,892 15,600: 104 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 22.7 24.1 44.5 52.3 98.6 99.2: 1.4 0.8
Old : 100.0: 30.0 22.7 24.1 44.5 52.3 98.6 99.2: 1.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 10 9 16 27 27 45 44:
Old : 48: 10 9 16 27 27 45 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 48.1 52.6 64.6 26.2 28.6 37.3 39.0
Old : 30.7 48.1 52.6 64.6 26.2 28.6 37.3 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2,500 MMBTU'S) :
: : :
All : 213,701: 67,360 47,282 48,684 94,432 116,208 210,476 212,174: 3,225 1,527
Old : 213,701: 67,360 47,282 48,684 94,432 116,208 210,476 212,174: 3,225 1,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -86,174: -5,110 -12,574 -60,948 -16,735 -11,343 -82,793 -84,865: -3,381 -1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 22.1 22.8 44.2 54.4 98.5 99.3: 1.5 0.7
Old : 100.0: 31.5 22.1 22.8 44.2 54.4 98.5 99.3: 1.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 11 8 15 27 26 44 43:
Old : 47: 11 8 15 27 26 44 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 50.3 53.8 66.9 29.7 32.0 40.1 44.0
Old : 32.2 50.3 53.8 66.9 29.7 32.0 40.1 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 86,581: 26,532 9,263 15,048 44,193 62,110 85,773 86,421: 808 160
Old : 86,581: 26,532 9,263 15,048 44,193 62,110 85,773 86,421: 808 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,301: -119 1,879 380 419 -999 681 1,261: 620 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 10.7 17.4 51.0 71.7 99.1 99.8: 0.9 0.2
Old : 100.0: 30.6 10.7 17.4 51.0 71.7 99.1 99.8: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 6 5 9 38 40 49 49:
Old : 51: 6 5 9 38 40 49 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 39.3 68.3 57.8 42.5 33.6 48.8 45.6
Old : 53.4 39.3 68.3 57.8 42.5 33.6 48.8 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 85,280: 26,650 7,384 14,668 43,774 63,109 85,092 85,160: 188 120
Old : 85,280: 26,650 7,384 14,668 43,774 63,109 85,092 85,160: 188 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -6,833: 1,808 391 -5,178 -2,802 -1,031 -6,172 -5,819: -661 -1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 8.7 17.2 51.3 74.0 99.8 99.9: 0.2 0.1
Old : 100.0: 31.3 8.7 17.2 51.3 74.0 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 6 9 38 40 48 49:
Old : 50: 4 6 9 38 40 48 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 40.9 69.4 59.4 42.4 36.4 49.1 46.7
Old : 54.1 40.9 69.4 59.4 42.4 36.4 49.1 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 27,030: 3,701 4,888 2,478 20,851 19,155 27,030 26,521: 0 509
Old : 27,030: 3,701 4,888 2,478 20,851 19,155 27,030 26,521: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 810: -462 -40 676 596 174 810 810: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 18.1 9.2 77.1 70.9 100.0 98.1: 0.0 1.9
Old : 100.0: 13.7 18.1 9.2 77.1 70.9 100.0 98.1: 0.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 3 6 19 22 26 28:
Old : 36: 4 3 6 19 22 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 54.7 78.0 74.7 56.4 51.1 72.8 68.7
Old : 59.5 54.7 78.0 74.7 56.4 51.1 72.8 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 26,220: 4,163 4,928 1,802 20,255 18,981 26,220 25,711: 0 509
Old : 26,220: 4,163 4,928 1,802 20,255 18,981 26,220 25,711: 0 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,255: 1,182 -168 -759 -1,657 -328 -1,234 -1,255: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 18.8 6.9 77.3 72.4 100.0 98.1: 0.0 1.9
Old : 100.0: 15.9 18.8 6.9 77.3 72.4 100.0 98.1: 0.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 3 5 21 21 28 26:
Old : 35: 4 3 5 21 21 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 55.9 75.0 76.3 54.6 52.5 70.2 66.7
Old : 57.9 55.9 75.0 76.3 54.6 52.5 70.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 8,798: 684 2,606 2,450 5,664 3,742 8,798 8,798: 0 0
Old : 8,798: 684 2,606 2,450 5,664 3,742 8,798 8,798: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -550: 0 -42 0 -42 0 -42 -42: -508 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 29.6 27.8 64.4 42.5 100.0 100.0: 0.0 0.0
Old : 100.0: 7.8 29.6 27.8 64.4 42.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 2 3 14 10 19 14:
Old : 24: 4 2 3 14 10 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 57.5 65.5 86.5 26.4 47.4 45.9 59.4
Old : 40.0 57.5 65.5 86.5 26.4 47.4 45.9 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS 0F 400 MEGAWATT HOURS) :
: : :
All : 9,348: 684 2,648 2,450 5,706 3,742 8,840 8,840: 508 508
Old : 9,348: 684 2,648 2,450 5,706 3,742 8,840 8,840: 508 508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,474: -378 -693 -126 -970 -655 -1,474 -1,474: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 28.3 26.2 61.0 40.0 94.6 94.6: 5.4 5.4
Old : 100.0: 7.3 28.3 26.2 61.0 40.0 94.6 94.6: 5.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 2 3 14 10 19 14:
Old : 24: 4 2 3 14 10 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 54.5 61.6 81.8 24.8 45.1 43.6 56.3
Old : 37.7 54.5 61.6 81.8 24.8 45.1 43.6 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 17,590: 3,140 3,988 1,852 12,218 11,440 17,210 17,280: 380 310
Old : 17,590: 3,140 3,988 1,852 12,218 11,440 17,210 17,280: 380 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 988: -332 448 172 1,288 528 1,128 1,148: -140 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 22.7 10.5 69.5 65.0 97.8 98.2: 2.2 1.8
Old : 100.0: 17.9 22.7 10.5 69.5 65.0 97.8 98.2: 2.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 4 7 20 20 27 27:
Old : 30: 3 4 7 20 20 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 56.3 70.9 79.1 41.9 46.0 57.9 61.0
Old : 47.1 56.3 70.9 79.1 41.9 46.0 57.9 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (40 MEGAWATT HOURS PER PEAK DAY) :
: : :
All : 16,602: 3,472 3,540 1,680 10,930 10,912 16,082 16,132: 520 470
Old : 16,602: 3,472 3,540 1,680 10,930 10,912 16,082 16,132: 520 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -1,340: -380 -140 -220 -800 -1,170 -1,400 -1,530: 60 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 21.3 10.1 65.8 65.7 96.9 97.2: 3.1 2.8
Old : 100.0: 20.9 21.3 10.1 65.8 65.7 96.9 97.2: 3.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 3 7 18 18 25 25:
Old : 29: 4 3 7 18 18 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 54.7 69.6 77.2 41.7 47.1 55.0 63.1
Old : 46.4 54.7 69.6 77.2 41.7 47.1 55.0 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 24,276: 11,410 120 1,480 10,358 22,424 23,248 24,024: 1,028 252
Old : 24,276: 11,410 120 1,480 10,358 22,424 23,248 24,024: 1,028 252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 60: 80 0 -80 -20 80 -20 0: 80 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 0.5 6.1 42.7 92.4 95.8 99.0: 4.2 1.0
Old : 100.0: 47.0 0.5 6.1 42.7 92.4 95.8 99.0: 4.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 3 21 25 24 28:
Old : 30: 2 1 3 21 25 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 54.5 79.3 76.3 60.2 51.1 69.8 68.4
Old : 68.1 54.5 79.3 76.3 60.2 51.1 69.8 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 24,216: 11,330 120 1,560 10,378 22,344 23,268 24,024: 948 192
Old : 24,216: 11,330 120 1,560 10,378 22,344 23,268 24,024: 948 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -140: -230 -120 -190 -30 170 -450 -140: 310 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 0.5 6.4 42.9 92.3 96.1 99.2: 3.9 0.8
Old : 100.0: 46.8 0.5 6.4 42.9 92.3 96.1 99.2: 3.9 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 3 20 24 23 27:
Old : 29: 2 1 3 20 24 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 54.6 79.9 76.5 60.0 51.2 70.3 68.7
Old : 68.3 54.6 79.9 76.5 60.0 51.2 70.3 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 9,146: 1,940 120 820 6,362 7,926 9,122 8,866: 24 280
Old : 9,146: 1,940 120 820 6,362 7,926 9,122 8,866: 24 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 546: -20 0 0 546 546 526 546: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 1.3 9.0 69.6 86.7 99.7 96.9: 0.3 3.1
Old : 100.0: 21.2 1.3 9.0 69.6 86.7 99.7 96.9: 0.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 15 10 17 13:
Old : 20: 2 1 2 15 10 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 73.1 86.0 90.8 52.9 68.1 69.4 71.1
Old : 64.0 73.1 86.0 90.8 52.9 68.1 69.4 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (2.5 MEGAWATTS PER OFF PEAK HRS) :
: : :
All : 8,600: 1,960 120 820 5,816 7,380 8,596 8,320: 4 280
Old : 8,600: 1,960 120 820 5,816 7,380 8,596 8,320: 4 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -74: -160 0 0 90 -114 -70 -114: -4 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 1.4 9.5 67.6 85.8 100.0 96.7: 0.0 3.3
Old : 100.0: 22.8 1.4 9.5 67.6 85.8 100.0 96.7: 0.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 13 9 15 12:
Old : 20: 2 1 2 13 9 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 72.9 91.2 90.8 56.0 71.9 73.8 75.4
Old : 67.9 72.9 91.2 90.8 56.0 71.9 73.8 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,537,960: 107,740 85,455 482,751 879,235 882,126 1,469,727 1,450,332: 68,234 87,628
Old : 1,537,960: 107,740 85,455 482,751 879,235 882,126 1,469,727 1,450,332: 68,234 87,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 1,809: -10,235 -3,718 -7,516 22,809 8,682 5,058 -2,552: -3,249 4,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 5.6 31.4 57.2 57.4 95.6 94.3: 4.4 5.7
Old : 100.0: 7.0 5.6 31.4 57.2 57.4 95.6 94.3: 4.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 82 102 128 80 83 231 250:
Old : 279: 82 102 128 80 83 231 250:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 18.1 33.2 29.3 10.3 6.8 14.5 10.7
Old : 22.5 18.1 33.2 29.3 10.3 6.8 14.5 10.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 1,000 BARRELS) :
: : :
All : 1,536,151: 117,975 89,173 490,267 856,427 873,444 1,464,669 1,452,884: 71,482 83,267
Old : 1,536,151: 117,975 89,173 490,267 856,427 873,444 1,464,669 1,452,884: 71,482 83,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 44,119: 6,028 4,158 31,641 2,185 5,007 39,854 40,806: 4,265 3,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 5.8 31.9 55.8 56.9 95.3 94.6: 4.7 5.4
Old : 100.0: 7.7 5.8 31.9 55.8 56.9 95.3 94.6: 4.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 94 94 126 81 87 235 255:
Old : 287: 94 94 126 81 87 235 255:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 18.4 32.2 28.8 9.5 6.5 13.6 10.2
Old : 21.8 18.4 32.2 28.8 9.5 6.5 13.6 10.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,116: 8,630 2,968 180 1,400 9,536 10,210 12,684: 2,906 432
Old : 13,116: 8,630 2,968 180 1,400 9,536 10,210 12,684: 2,906 432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -90: -282 -928 63 27 818 -192 -47: 102 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 22.6 1.4 10.7 72.7 77.8 96.7: 22.2 3.3
Old : 100.0: 65.8 22.6 1.4 10.7 72.7 77.8 96.7: 22.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 57 11 3 11 27 71 41:
Old : 109: 57 11 3 11 27 71 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 32.5 34.6 51.3 22.5 32.5 34.6 51.3
Old : 22.5 32.5 34.6 51.3 22.5 32.5 34.6 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 13,206: 8,912 3,896 117 1,373 8,718 10,402 12,731: 2,804 475
Old : 13,206: 8,912 3,896 117 1,373 8,718 10,402 12,731: 2,804 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -12: -42 -142 -19 -29 212 -90 51: 78 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 29.5 0.9 10.4 66.0 78.8 96.4: 21.2 3.6
Old : 100.0: 67.5 29.5 0.9 10.4 66.0 78.8 96.4: 21.2 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 62 10 3 9 26 72 39:
Old : 108: 62 10 3 9 26 72 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 34.8 32.9 54.3 21.7 34.8 32.9 54.3
Old : 21.7 34.8 32.9 54.3 21.7 34.8 32.9 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 13,456: 10,336 555 12 553 11,512 10,901 12,079: 2,555 1,377
Old : 13,456: 10,336 555 12 553 11,512 10,901 12,079: 2,555 1,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: 384: 278 86 12 31 278 321 376: 63 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 4.1 0.1 4.1 85.6 81.0 89.8: 19.0 10.2
Old : 100.0: 76.8 4.1 0.1 4.1 85.6 81.0 89.8: 19.0 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 29 5 1 12 22 41 28:
Old : 58: 29 5 1 12 22 41 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 45.5 55.6 69.6 38.7 43.9 55.6 68.0
Old : 38.7 45.5 55.6 69.6 38.7 43.9 55.6 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50 TROY OUNCES) :
: : :
All : 13,072: 10,058 469 0 522 11,234 10,580 11,703: 2,492 1,369
Old : 13,072: 10,058 469 0 522 11,234 10,580 11,703: 2,492 1,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: 187: 522 -137 -22 62 672 562 513: -375 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 3.6 0.0 4.0 85.9 80.9 89.5: 19.1 10.5
Old : 100.0: 76.9 3.6 0.0 4.0 85.9 80.9 89.5: 19.1 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 27 4 0 11 22 38 26:
Old : 55: 27 4 0 11 22 38 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 45.8 55.9 68.9 39.8 45.0 55.9 68.0
Old : 39.8 45.8 55.9 68.9 39.8 45.0 55.9 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 162,597: 25,831 3,770 30,931 89,373 116,344 146,135 151,046: 16,462 11,552
Old : 162,597: 25,831 3,770 30,931 89,373 116,344 146,135 151,046: 16,462 11,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2005 :
: -1,950: 2,031 -533 1,137 -5,787 -3,145 -2,619 -2,541: 669 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 2.3 19.0 55.0 71.6 89.9 92.9: 10.1 7.1
Old : 100.0: 15.9 2.3 19.0 55.0 71.6 89.9 92.9: 10.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 40 19 41 62 77 123 119:
Old : 145: 40 19 41 62 77 123 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 20.4 37.1 35.2 15.1 15.8 24.7 25.5
Old : 21.3 20.4 37.1 35.2 15.1 15.8 24.7 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 42,000 U.S. GALLONS) :
: : :
All : 164,547: 23,800 4,303 29,794 95,160 119,489 148,754 153,586: 15,793 10,961
Old : 164,547: 23,800 4,303 29,794 95,160 119,489 148,754 153,586: 15,793 10,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2005 :
: -10,114: 170 -764 -1,543 -7,058 -7,075 -8,431 -9,381: -1,682 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 2.6 18.1 57.8 72.6 90.4 93.3: 9.6 6.7
Old : 100.0: 14.5 2.6 18.1 57.8 72.6 90.4 93.3: 9.6 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 39 17 37 65 80 120 120:
Old : 143: 39 17 37 65 80 120 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 20.6 39.9 34.1 15.9 15.1 25.8 23.7
Old : 24.5 20.6 39.9 34.1 15.9 15.1 25.8 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2005