WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 15, 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 : 456,086: 75,287 78,043 91,116 254,865 220,874 421,268 390,033: 34,818 66,053
Old : 347,368: 69,677 95,192 41,569 210,495 170,044 321,741 306,805: 25,627 40,563
Other: 108,718: 50,102 27,343 5,055 44,370 50,830 99,527 83,228: 9,191 25,490
: : :
: : Changes in Commitments from: August 8, 2006 :
: -11,293: -5,087 2,540 -2,047 -2,037 -12,187 -9,171 -11,694: -2,122 401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 17.1 20.0 55.9 48.4 92.4 85.5: 7.6 14.5
Old : 100.0: 20.1 27.4 12.0 60.6 49.0 92.6 88.3: 7.4 11.7
Other: 100.0: 46.1 25.2 4.6 40.8 46.8 91.5 76.6: 8.5 23.4
: : :
:# Traders : Number of Traders in Each Category :
All : 386: 96 135 146 68 93 282 301:
Old : 366: 96 148 98 57 81 234 266:
Other: 219: 66 65 34 25 72 110 155:
:----------------------------------------------------------------------------------------------------
: 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 19.7 37.0 27.5 24.5 15.5 35.7 20.9
Old : 31.4 24.9 46.1 34.3 31.4 23.7 46.1 32.6
Other: 27.5 14.9 44.9 25.3 27.4 14.7 44.8 24.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 15, 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 : 1,342,389: 289,011 152,465 266,639 624,235 652,808 1,179,885 1,071,912: 162,504 270,477
Old : 158,285: 57,128 50,743 2,166 67,068 83,309 126,362 136,218: 31,923 22,067
Other: 1,184,104: 280,425 150,264 215,931 557,167 569,499 1,053,523 935,694: 130,581 248,410
: : :
: : Changes in Commitments from: August 8, 2006 :
: -23,774: -15,988 31,655 -23,448 23,210 -25,274 -16,226 -17,067: -7,548 -6,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 11.4 19.9 46.5 48.6 87.9 79.9: 12.1 20.1
Old : 100.0: 36.1 32.1 1.4 42.4 52.6 79.8 86.1: 20.2 13.9
Other: 100.0: 23.7 12.7 18.2 47.1 48.1 89.0 79.0: 11.0 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 735: 199 142 193 244 297 538 575:
Old : 468: 102 77 4 152 159 257 238:
Other: 713: 185 151 157 190 289 447 550:
:----------------------------------------------------------------------------------------------------
: 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 14.4 26.1 20.0 17.2 13.4 25.7 17.4
Old : 15.9 25.9 24.3 35.7 15.9 25.9 24.3 35.7
Other: 19.2 15.0 28.4 20.0 18.9 14.4 27.8 18.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 15, 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 : 11,704: 5,374 178 354 2,907 9,243 8,635 9,775: 3,069 1,929
Old : 11,660: 5,361 178 348 2,906 9,226 8,615 9,752: 3,045 1,908
Other: 44: 15 2 4 1 17 20 23: 24 21
: : :
: : Changes in Commitments from: August 8, 2006 :
: -791: -485 -156 -193 -8 -606 -686 -955: -105 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 1.5 3.0 24.8 79.0 73.8 83.5: 26.2 16.5
Old : 100.0: 46.0 1.5 3.0 24.9 79.1 73.9 83.6: 26.1 16.4
Other: 100.0: 34.1 4.5 9.1 2.3 38.6 45.5 52.3: 54.5 47.7
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 21 1 5 10 14 32 19:
Old : 40: 21 1 5 10 14 32 19:
Other: 4: 1 1 1 1 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 : 29.7 41.9 48.6 64.5 29.7 39.9 48.6 61.3
Old : 29.8 41.9 48.8 64.6 29.8 39.9 48.8 61.4
Other: 45.5 52.3 45.5 52.3 36.4 43.2 36.4 43.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 15, 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 : 343,399: 63,370 107,696 50,027 180,534 112,811 293,931 270,534: 49,468 72,865
Old : 324,591: 64,021 111,757 37,660 176,492 106,221 278,173 255,638: 46,418 68,953
Other: 18,808: 10,780 7,370 936 4,042 6,590 15,758 14,896: 3,050 3,912
: : :
: : Changes in Commitments from: August 8, 2006 :
: 2,968: -2,526 560 3,040 5,240 1,260 5,754 4,860: -2,786 -1,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 31.4 14.6 52.6 32.9 85.6 78.8: 14.4 21.2
Old : 100.0: 19.7 34.4 11.6 54.4 32.7 85.7 78.8: 14.3 21.2
Other: 100.0: 57.3 39.2 5.0 21.5 35.0 83.8 79.2: 16.2 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 94 132 103 95 109 261 296:
Old : 382: 101 130 94 94 109 254 291:
Other: 109: 21 29 8 10 50 37 82:
:----------------------------------------------------------------------------------------------------
: 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 12.6 33.6 20.1 21.2 11.4 31.3 18.2
Old : 22.4 12.1 34.8 20.0 22.4 11.7 33.1 18.9
Other: 42.1 39.5 59.2 49.5 42.1 35.7 58.5 45.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,228: 11,628 4,660 1,455 0 494 13,083 6,609: 3,145 9,619
Old : 14,616: 10,532 4,300 1,006 0 475 11,538 5,781: 3,078 8,835
Other: 1,612: 1,545 809 0 0 19 1,545 828: 67 784
: : :
: : Changes in Commitments from: August 8, 2006 :
: 454: 184 607 -119 0 21 65 509: 389 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 28.7 9.0 0.0 3.0 80.6 40.7: 19.4 59.3
Old : 100.0: 72.1 29.4 6.9 0.0 3.2 78.9 39.6: 21.1 60.4
Other: 100.0: 95.8 50.2 0.0 0.0 1.2 95.8 51.4: 4.2 48.6
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 12 6 0 2 10 17:
Old : 21: 7 12 4 0 2 9 16:
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 : 66.4 21.7 77.8 32.4 65.7 16.9 71.7 24.3
Old : 66.9 22.6 77.7 32.2 66.2 18.8 72.1 25.9
Other: 95.8 51.4 95.8 51.4 95.8 51.4 95.8 51.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 15, 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 : 263,369: 66,580 14,690 40,600 128,833 187,458 236,013 242,748: 27,356 20,621
Old : 19,880: 6,072 7,746 0 10,277 10,441 16,349 18,187: 3,531 1,693
Other: 243,489: 68,744 15,180 32,364 118,556 177,017 219,664 224,561: 23,825 18,928
: : :
: : Changes in Commitments from: August 8, 2006 :
: -13,262: -16,895 3,565 1,188 6,721 -20,074 -8,986 -15,321: -4,276 2,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 5.6 15.4 48.9 71.2 89.6 92.2: 10.4 7.8
Old : 100.0: 30.5 39.0 0.0 51.7 52.5 82.2 91.5: 17.8 8.5
Other: 100.0: 28.2 6.2 13.3 48.7 72.7 90.2 92.2: 9.8 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 64 37 38 52 45 139 109:
Old : 83: 17 23 0 23 23 40 46:
Other: 172: 73 34 34 49 39 135 97:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 42.0 28.2 57.1 17.5 36.8 25.4 47.7
Old : 31.1 35.3 47.6 48.4 31.1 35.3 47.5 48.4
Other: 19.9 45.0 29.4 59.4 19.0 40.1 27.4 50.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 15, 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 : 816,638: 98,393 191,402 35,251 527,122 429,780 660,766 656,433: 155,872 160,205
Old : 816,638: 98,393 191,402 35,251 527,122 429,780 660,766 656,433: 155,872 160,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 8,214: -18,429 92 7,598 2,214 7,145 -8,617 14,835: 16,831 -6,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 23.4 4.3 64.5 52.6 80.9 80.4: 19.1 19.6
Old : 100.0: 12.0 23.4 4.3 64.5 52.6 80.9 80.4: 19.1 19.6
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 : 194: 31 51 38 69 89 127 151:
Old : 194: 31 51 38 69 89 127 151:
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 : 24.3 25.2 33.5 34.3 19.4 19.2 27.1 25.0
Old : 24.3 25.2 33.5 34.3 19.4 19.2 27.1 25.0
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 15, 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 : 230,599: 38,570 69,252 31,246 131,978 107,886 201,794 208,384: 28,805 22,215
Old : 37,472: 9,394 5,748 0 22,665 28,654 32,059 34,402: 5,413 3,070
Other: 193,127: 33,232 67,560 27,190 109,313 79,232 169,735 173,982: 23,392 19,145
: : :
: : Changes in Commitments from: August 8, 2006 :
: 6,526: -582 -390 5,679 1,000 1,722 6,097 7,011: 429 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 30.0 13.5 57.2 46.8 87.5 90.4: 12.5 9.6
Old : 100.0: 25.1 15.3 0.0 60.5 76.5 85.6 91.8: 14.4 8.2
Other: 100.0: 17.2 35.0 14.1 56.6 41.0 87.9 90.1: 12.1 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 46 64 41 54 42 126 140:
Old : 103: 31 19 0 37 20 68 39:
Other: 188: 47 69 35 49 39 118 131:
:----------------------------------------------------------------------------------------------------
: 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 : 32.1 27.0 40.0 37.9 28.9 20.4 35.4 30.4
Old : 30.8 63.3 42.4 74.3 30.8 63.3 42.4 74.3
Other: 34.2 21.1 42.4 32.5 30.2 19.7 37.3 29.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 15, 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 : 15,080: 4,700 444 1,534 5,749 11,686 11,983 13,664: 3,097 1,416
Old : 15,016: 4,699 444 1,534 5,694 11,633 11,927 13,611: 3,089 1,405
Other: 64: 1 0 0 55 53 56 53: 8 11
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,560: 1,177 31 133 138 1,342 1,448 1,506: 112 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 2.9 10.2 38.1 77.5 79.5 90.6: 20.5 9.4
Old : 100.0: 31.3 3.0 10.2 37.9 77.5 79.4 90.6: 20.6 9.4
Other: 100.0: 1.6 0.0 0.0 85.9 82.8 87.5 82.8: 12.5 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 30 6 9 19 21 53 34:
Old : 69: 30 6 9 18 21 52 34:
Other: 5: 1 0 0 2 2 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 : 19.9 60.5 34.1 71.9 17.9 54.4 29.4 62.8
Old : 19.7 60.7 34.0 72.2 18.0 55.0 29.5 63.4
Other: 87.5 82.8 87.5 82.8 87.5 82.8 87.5 82.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 15, 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 : 683,223: 108,683 201,625 12,002 416,934 348,901 537,619 562,528: 145,604 120,695
Old : 683,223: 108,683 201,625 12,002 416,934 348,901 537,619 562,528: 145,604 120,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 15,638: 4,860 20,849 -1,373 -9,988 -29,703 -6,501 -10,227: 22,139 25,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 29.5 1.8 61.0 51.1 78.7 82.3: 21.3 17.7
Old : 100.0: 15.9 29.5 1.8 61.0 51.1 78.7 82.3: 21.3 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 : 164: 36 36 17 63 69 108 113:
Old : 164: 36 36 17 63 69 108 113:
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 : 22.5 26.4 35.4 37.2 22.5 25.0 34.6 34.5
Old : 22.5 26.4 35.4 37.2 22.5 25.0 34.6 34.5
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 15, 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 : 2,259,869: 623,077 310,585 123,590 1,178,963 1,445,694 1,925,630 1,879,869: 334,239 380,000
Old : 2,259,869: 623,077 310,585 123,590 1,178,963 1,445,694 1,925,630 1,879,869: 334,239 380,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 62,749: 15,402 -35,875 12,378 9,236 90,153 37,016 66,656: 25,733 -3,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 13.7 5.5 52.2 64.0 85.2 83.2: 14.8 16.8
Old : 100.0: 27.6 13.7 5.5 52.2 64.0 85.2 83.2: 14.8 16.8
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 : 308: 69 73 59 118 128 215 232:
Old : 308: 69 73 59 118 128 215 232:
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 : 22.2 34.7 32.1 41.4 19.6 32.8 28.3 38.2
Old : 22.2 34.7 32.1 41.4 19.6 32.8 28.3 38.2
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 15, 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 : 1,366,794: 218,390 299,932 66,364 813,851 730,855 1,098,605 1,097,151: 268,189 269,643
Old : 1,366,794: 218,390 299,932 66,364 813,851 730,855 1,098,605 1,097,151: 268,189 269,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -11,494: -12,322 16,070 12,180 -29,617 -33,925 -29,759 -5,675: 18,265 -5,819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 21.9 4.9 59.5 53.5 80.4 80.3: 19.6 19.7
Old : 100.0: 16.0 21.9 4.9 59.5 53.5 80.4 80.3: 19.6 19.7
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 : 208: 38 50 28 81 86 134 149:
Old : 208: 38 50 28 81 86 134 149:
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 : 27.3 18.7 35.4 27.7 22.9 17.3 29.4 24.4
Old : 27.3 18.7 35.4 27.7 22.9 17.3 29.4 24.4
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 15, 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 : 515,346: 90,148 95,524 136,918 240,646 233,310 467,712 465,752: 47,634 49,594
Old : 515,346: 90,148 95,524 136,918 240,646 233,310 467,712 465,752: 47,634 49,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -13,831: -12,906 -19,734 15,605 -17,570 -10,251 -14,871 -14,380: 1,040 549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 18.5 26.6 46.7 45.3 90.8 90.4: 9.2 9.6
Old : 100.0: 17.5 18.5 26.6 46.7 45.3 90.8 90.4: 9.2 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 : 146: 29 39 43 59 60 113 120:
Old : 146: 29 39 43 59 60 113 120:
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 : 22.0 21.8 34.9 33.3 15.4 12.1 23.1 20.2
Old : 22.0 21.8 34.9 33.3 15.4 12.1 23.1 20.2
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 15, 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 : 31,735: 5,721 2,746 1,863 6,762 17,947 14,346 22,556: 17,389 9,179
Old : 31,735: 5,721 2,746 1,863 6,762 17,947 14,346 22,556: 17,389 9,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 3,796: -122 1,372 657 936 -693 1,471 1,336: 2,325 2,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 8.7 5.9 21.3 56.6 45.2 71.1: 54.8 28.9
Old : 100.0: 18.0 8.7 5.9 21.3 56.6 45.2 71.1: 54.8 28.9
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 : 34: 12 7 3 10 10 24 18:
Old : 34: 12 7 3 10 10 24 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 : 22.2 38.1 33.7 54.9 21.4 37.6 30.1 53.0
Old : 22.2 38.1 33.7 54.9 21.4 37.6 30.1 53.0
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 15, 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 : 57,839: 11,777 4,048 13 20,636 47,781 32,426 51,842: 25,413 5,997
Old : 57,839: 11,777 4,048 13 20,636 47,781 32,426 51,842: 25,413 5,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -238: 700 543 5 -3 -14 702 534: -940 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 7.0 0.0 35.7 82.6 56.1 89.6: 43.9 10.4
Old : 100.0: 20.4 7.0 0.0 35.7 82.6 56.1 89.6: 43.9 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 : 60: 18 10 2 19 14 37 26:
Old : 60: 18 10 2 19 14 37 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 : 20.4 53.2 31.2 76.3 20.4 53.2 31.2 76.3
Old : 20.4 53.2 31.2 76.3 20.4 53.2 31.2 76.3
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 15, 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 : 99,707: 22,665 24,960 364 67,310 22,853 90,339 48,177: 9,368 51,530
Old : 99,707: 22,665 24,960 364 67,310 22,853 90,339 48,177: 9,368 51,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 2,587: -301 3,465 26 1,834 1,767 1,559 5,258: 1,028 -2,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 25.0 0.4 67.5 22.9 90.6 48.3: 9.4 51.7
Old : 100.0: 22.7 25.0 0.4 67.5 22.9 90.6 48.3: 9.4 51.7
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 : 87: 24 29 3 22 18 49 47:
Old : 87: 24 29 3 22 18 49 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 : 61.0 18.8 70.7 25.9 61.0 18.6 70.7 25.6
Old : 61.0 18.8 70.7 25.9 61.0 18.6 70.7 25.6
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 - Futures Only, August 15, 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 : 23,640: 12,763 6,631 507 10,044 16,341 23,314 23,479: 326 161
Old : 23,640: 12,763 6,631 507 10,044 16,341 23,314 23,479: 326 161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,325: 2,900 -90 -50 -1,576 1,465 1,274 1,325: 51 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 28.0 2.1 42.5 69.1 98.6 99.3: 1.4 0.7
Old : 100.0: 54.0 28.0 2.1 42.5 69.1 98.6 99.3: 1.4 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 : 39: 7 14 4 14 10 23 26:
Old : 39: 7 14 4 14 10 23 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 : 67.7 73.4 84.3 90.0 67.7 70.1 84.3 85.6
Old : 67.7 73.4 84.3 90.0 67.7 70.1 84.3 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2006