WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 482,088: 77,052 73,539 104,127 263,767 237,978 444,946 415,644: 37,142 66,444
Old : 373,481: 73,208 90,449 55,370 217,193 188,425 345,771 334,244: 27,710 39,237
Other: 108,607: 46,065 25,311 6,536 46,574 49,553 99,175 81,400: 9,432 27,207
: : :
: : Changes in Commitments from: July 25, 2006 :
: 1,764: -4,278 5,401 4,556 -913 -12,833 -635 -2,876: 2,399 4,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 15.3 21.6 54.7 49.4 92.3 86.2: 7.7 13.8
Old : 100.0: 19.6 24.2 14.8 58.2 50.5 92.6 89.5: 7.4 10.5
Other: 100.0: 42.4 23.3 6.0 42.9 45.6 91.3 74.9: 8.7 25.1
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 85 127 142 59 91 270 280:
Old : 347: 87 142 104 48 81 227 253:
Other: 217: 73 58 31 25 72 112 150:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 20.1 35.7 28.2 23.7 15.7 34.5 20.7
Old : 29.9 24.7 43.9 34.9 29.9 23.4 43.9 32.6
Other: 27.2 14.8 44.9 25.2 27.1 14.6 43.2 23.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,399,222: 307,676 118,032 312,289 606,456 692,602 1,226,421 1,122,923: 172,801 276,299
Old : 364,646: 79,189 176,539 1,770 248,511 150,330 329,470 328,639: 35,176 36,007
Other: 1,034,576: 391,291 104,297 147,715 357,945 542,272 896,951 794,284: 137,625 240,292
: : :
: : Changes in Commitments from: July 25, 2006 :
: 6,030: 9,762 16,391 -1,004 -8,254 -9,746 504 5,641: 5,526 389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.4 22.3 43.3 49.5 87.7 80.3: 12.3 19.7
Old : 100.0: 21.7 48.4 0.5 68.2 41.2 90.4 90.1: 9.6 9.9
Other: 100.0: 37.8 10.1 14.3 34.6 52.4 86.7 76.8: 13.3 23.2
: : :
:# Traders : Number of Traders in Each Category :
All : 749: 185 145 210 234 296 548 578:
Old : 544: 99 136 7 133 195 236 334:
Other: 724: 225 132 132 186 287 462 512:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 15.3 25.4 21.1 16.8 14.6 25.2 18.1
Old : 41.4 14.9 54.4 26.9 41.4 14.8 54.4 26.5
Other: 14.9 17.9 22.4 23.2 14.6 17.3 20.3 21.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,362: 6,281 336 864 2,641 10,241 9,786 11,441: 3,576 1,921
Old : 13,320: 6,271 336 851 2,640 10,231 9,762 11,418: 3,558 1,902
Other: 42: 15 5 8 1 10 24 23: 18 19
: : :
: : Changes in Commitments from: July 25, 2006 :
: -317: -204 2 565 -685 -886 -324 -319: 7 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 2.5 6.5 19.8 76.6 73.2 85.6: 26.8 14.4
Old : 100.0: 47.1 2.5 6.4 19.8 76.8 73.3 85.7: 26.7 14.3
Other: 100.0: 35.7 11.9 19.0 2.4 23.8 57.1 54.8: 42.9 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 27 3 7 10 15 42 23:
Old : 51: 28 3 7 10 15 42 23:
Other: 5: 1 1 2 1 1 4 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 42.7 39.9 62.6 24.7 41.8 39.9 59.0
Old : 24.8 42.7 40.0 62.8 24.8 41.9 40.0 59.1
Other: 57.1 54.8 57.1 54.8 38.1 35.7 38.1 35.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 342,520: 62,002 97,535 51,878 178,380 118,075 292,260 267,488: 50,260 75,032
Old : 325,043: 62,964 101,614 40,875 173,731 111,477 277,570 253,966: 47,473 71,077
Other: 17,477: 9,670 6,553 371 4,649 6,598 14,690 13,522: 2,787 3,955
: : :
: : Changes in Commitments from: July 25, 2006 :
: 13,097: 3,041 20,565 1,946 8,270 -8,206 13,257 14,305: -160 -1,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 28.5 15.1 52.1 34.5 85.3 78.1: 14.7 21.9
Old : 100.0: 19.4 31.3 12.6 53.4 34.3 85.4 78.1: 14.6 21.9
Other: 100.0: 55.3 37.5 2.1 26.6 37.8 84.1 77.4: 15.9 22.6
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 93 135 114 78 115 249 318:
Old : 391: 93 139 103 78 115 241 313:
Other: 112: 23 30 6 8 53 35 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 13.6 33.9 20.8 22.1 12.4 31.7 18.2
Old : 23.2 13.2 34.6 20.8 23.2 12.8 33.3 18.9
Other: 42.9 38.3 58.4 47.5 42.9 36.8 58.2 46.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,262: 11,816 4,938 218 0 470 12,034 5,626: 3,228 9,636
Old : 13,667: 10,331 4,137 210 0 451 10,541 4,798: 3,126 8,869
Other: 1,595: 1,493 809 0 0 19 1,493 828: 102 767
: : :
: : Changes in Commitments from: July 25, 2006 :
: -117: 275 616 73 0 10 348 699: -465 -816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 32.4 1.4 0.0 3.1 78.8 36.9: 21.2 63.1
Old : 100.0: 75.6 30.3 1.5 0.0 3.3 77.1 35.1: 22.9 64.9
Other: 100.0: 93.6 50.7 0.0 0.0 1.2 93.6 51.9: 6.4 48.1
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 10 15 4 0 2 12 19:
Old : 27: 11 14 3 0 2 12 18:
Other: 6: 4 1 0 0 1 4 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 : 69.2 16.9 75.7 24.3 68.8 16.8 75.2 24.3
Old : 67.9 15.3 74.0 23.1 67.4 15.3 73.6 23.1
Other: 93.6 51.9 93.6 51.9 93.6 51.9 93.6 51.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 284,759: 85,659 13,119 39,265 126,433 213,401 251,357 265,785: 33,402 18,974
Old : 33,696: 9,376 7,142 1,830 16,671 21,381 27,877 30,353: 5,819 3,343
Other: 251,063: 84,335 14,029 29,383 109,762 192,020 223,480 235,432: 27,583 15,631
: : :
: : Changes in Commitments from: July 25, 2006 :
: 1,731: -5,116 -3,237 5,837 -2,810 -2,341 -2,089 259: 3,820 1,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 4.6 13.8 44.4 74.9 88.3 93.3: 11.7 6.7
Old : 100.0: 27.8 21.2 5.4 49.5 63.5 82.7 90.1: 17.3 9.9
Other: 100.0: 33.6 5.6 11.7 43.7 76.5 89.0 93.8: 11.0 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 89 25 42 50 45 165 102:
Old : 97: 33 20 8 24 29 61 54:
Other: 184: 91 30 32 46 39 154 86:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 47.6 29.1 62.0 16.7 39.7 24.0 52.8
Old : 42.4 37.1 50.8 50.3 41.4 33.0 48.8 45.3
Other: 20.0 51.6 29.1 65.1 19.4 47.2 27.4 59.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 774,122: 121,663 172,878 15,986 509,522 414,475 647,171 603,339: 126,951 170,783
Old : 774,122: 121,663 172,878 15,986 509,522 414,475 647,171 603,339: 126,951 170,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 8,760: 1,205 16,020 2,904 -743 -11,927 3,366 6,997: 5,394 1,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 22.3 2.1 65.8 53.5 83.6 77.9: 16.4 22.1
Old : 100.0: 15.7 22.3 2.1 65.8 53.5 83.6 77.9: 16.4 22.1
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: 38 45 31 71 87 126 146:
Old : 194: 38 45 31 71 87 126 146:
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 27.3 35.7 36.0 20.0 21.3 29.2 27.1
Old : 25.0 27.3 35.7 36.0 20.0 21.3 29.2 27.1
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 - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 218,217: 36,145 65,260 23,686 128,396 105,741 188,227 194,687: 29,990 23,530
Old : 49,514: 8,925 6,282 1,504 29,663 35,176 40,092 42,962: 9,422 6,552
Other: 168,703: 31,577 63,335 17,825 98,733 70,565 148,135 151,725: 20,568 16,978
: : :
: : Changes in Commitments from: July 25, 2006 :
: 12,428: -1,831 7,673 1,314 12,336 2,648 11,819 11,635: 609 793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 29.9 10.9 58.8 48.5 86.3 89.2: 13.7 10.8
Old : 100.0: 18.0 12.7 3.0 59.9 71.0 81.0 86.8: 19.0 13.2
Other: 100.0: 18.7 37.5 10.6 58.5 41.8 87.8 89.9: 12.2 10.1
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 43 68 38 56 48 121 146:
Old : 109: 31 18 9 43 29 78 55:
Other: 180: 41 72 26 48 41 107 127:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 28.0 39.2 39.3 29.0 22.0 35.4 32.1
Old : 28.2 53.0 39.9 64.0 27.2 53.0 38.5 63.8
Other: 34.5 23.5 42.8 35.5 31.0 22.4 38.4 33.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,665: 3,896 389 1,045 5,182 10,563 10,123 11,997: 3,542 1,668
Old : 13,665: 3,896 389 1,045 5,182 10,563 10,123 11,997: 3,542 1,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 329: -371 -7 404 462 -320 495 77: -166 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 2.8 7.6 37.9 77.3 74.1 87.8: 25.9 12.2
Old : 100.0: 28.5 2.8 7.6 37.9 77.3 74.1 87.8: 25.9 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 : 62: 26 6 8 18 20 46 32:
Old : 62: 26 6 8 18 20 46 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 : 18.4 60.2 33.0 71.1 17.3 54.9 29.4 64.0
Old : 18.4 60.2 33.0 71.1 17.3 54.9 29.4 64.0
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 - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 675,697: 122,728 179,009 8,546 421,458 379,901 552,732 567,456: 122,965 108,241
Old : 675,697: 122,728 179,009 8,546 421,458 379,901 552,732 567,456: 122,965 108,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 43,276: -13,020 45,950 -6,166 52,380 4,118 33,194 43,902: 10,082 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 26.5 1.3 62.4 56.2 81.8 84.0: 18.2 16.0
Old : 100.0: 18.2 26.5 1.3 62.4 56.2 81.8 84.0: 18.2 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 : 167: 35 34 15 68 73 109 116:
Old : 167: 35 34 15 68 73 109 116:
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 : 21.8 22.8 34.6 34.4 21.8 22.6 34.3 33.3
Old : 21.8 22.8 34.6 34.4 21.8 22.6 34.3 33.3
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 - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,118,976: 545,646 347,995 85,191 1,209,731 1,310,646 1,840,568 1,743,832: 278,408 375,144
Old : 2,118,976: 545,646 347,995 85,191 1,209,731 1,310,646 1,840,568 1,743,832: 278,408 375,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 95,880: 52,182 7,424 34,765 -2,758 60,368 84,189 102,557: 11,691 -6,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 16.4 4.0 57.1 61.9 86.9 82.3: 13.1 17.7
Old : 100.0: 25.8 16.4 4.0 57.1 61.9 86.9 82.3: 13.1 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 56 73 47 109 117 191 211:
Old : 287: 56 73 47 109 117 191 211:
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 : 24.1 30.0 36.7 38.5 21.7 28.3 33.6 35.8
Old : 24.1 30.0 36.7 38.5 21.7 28.3 33.6 35.8
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 - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,350,029: 260,381 242,687 58,345 804,095 787,690 1,122,821 1,088,722: 227,208 261,307
Old : 1,350,029: 260,381 242,687 58,345 804,095 787,690 1,122,821 1,088,722: 227,208 261,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 100,565: 2,851 5,919 16,801 61,759 89,306 81,411 112,026: 19,154 -11,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 18.0 4.3 59.6 58.3 83.2 80.6: 16.8 19.4
Old : 100.0: 19.3 18.0 4.3 59.6 58.3 83.2 80.6: 16.8 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 : 210: 43 44 30 86 87 142 148:
Old : 210: 43 44 30 86 87 142 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 20.1 35.6 29.6 22.9 18.9 30.6 27.0
Old : 26.6 20.1 35.6 29.6 22.9 18.9 30.6 27.0
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 - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 581,846: 80,484 129,785 133,645 271,966 249,680 486,095 513,110: 95,751 68,736
Old : 581,846: 80,484 129,785 133,645 271,966 249,680 486,095 513,110: 95,751 68,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 47,461: -61,461 -64,128 52,799 -1,673 25,824 -10,335 14,495: 57,796 32,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 22.3 23.0 46.7 42.9 83.5 88.2: 16.5 11.8
Old : 100.0: 13.8 22.3 23.0 46.7 42.9 83.5 88.2: 16.5 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 : 158: 33 34 44 70 68 127 128:
Old : 158: 33 34 44 70 68 127 128:
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 : 14.4 21.3 24.4 32.1 12.9 12.4 20.4 19.4
Old : 14.4 21.3 24.4 32.1 12.9 12.4 20.4 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,512: 6,080 1,469 58 4,386 15,654 10,524 17,181: 13,988 7,331
Old : 24,512: 6,080 1,469 58 4,386 15,654 10,524 17,181: 13,988 7,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -1,742: 1,445 -835 -623 -2,274 496 -1,452 -962: -290 -780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 6.0 0.2 17.9 63.9 42.9 70.1: 57.1 29.9
Old : 100.0: 24.8 6.0 0.2 17.9 63.9 42.9 70.1: 57.1 29.9
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: 11 4 1 7 10 18 15:
Old : 27: 11 4 1 7 10 18 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 : 24.8 44.6 35.0 60.8 24.8 43.3 34.8 59.3
Old : 24.8 44.6 35.0 60.8 24.8 43.3 34.8 59.3
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 - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 57,602: 10,710 3,525 5 21,145 48,052 31,860 51,582: 25,742 6,020
Old : 57,602: 10,710 3,525 5 21,145 48,052 31,860 51,582: 25,742 6,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 55: -1,259 144 -20 1,902 238 623 362: -568 -307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 6.1 0.0 36.7 83.4 55.3 89.5: 44.7 10.5
Old : 100.0: 18.6 6.1 0.0 36.7 83.4 55.3 89.5: 44.7 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 : 59: 17 10 2 19 14 36 26:
Old : 59: 17 10 2 19 14 36 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 : 20.0 53.9 30.8 77.1 20.0 53.9 30.8 77.1
Old : 20.0 53.9 30.8 77.1 20.0 53.9 30.8 77.1
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 - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 95,049: 21,590 21,392 325 66,210 21,051 88,125 42,768: 6,924 52,281
Old : 95,049: 21,590 21,392 325 66,210 21,051 88,125 42,768: 6,924 52,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -99: -39,898 -3,126 -103 41,730 4,182 1,729 953: -1,828 -1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 22.5 0.3 69.7 22.1 92.7 45.0: 7.3 55.0
Old : 100.0: 22.7 22.5 0.3 69.7 22.1 92.7 45.0: 7.3 55.0
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 : 83: 24 23 3 21 19 47 43:
Old : 83: 24 23 3 21 19 47 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 : 66.6 16.2 74.6 24.3 66.6 16.0 74.6 24.0
Old : 66.6 16.2 74.6 24.3 66.6 16.0 74.6 24.0
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 - Futures Only, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,709: 10,044 5,372 457 10,985 15,683 21,486 21,512: 223 197
Old : 21,709: 10,044 5,372 457 10,985 15,683 21,486 21,512: 223 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 4,538: 1,854 2,781 119 2,518 1,626 4,491 4,526: 47 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 24.7 2.1 50.6 72.2 99.0 99.1: 1.0 0.9
Old : 100.0: 46.3 24.7 2.1 50.6 72.2 99.0 99.1: 1.0 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 : 41: 8 14 4 14 10 24 26:
Old : 41: 8 14 4 14 10 24 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 : 61.4 81.6 79.3 90.6 61.4 78.7 79.3 85.7
Old : 61.4 81.6 79.3 90.6 61.4 78.7 79.3 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 4, 2006