WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 29, 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 : 449,663: 63,204 82,984 95,053 260,913 207,196 419,170 385,233: 30,493 64,430
Old : 338,337: 61,897 107,062 32,947 219,038 157,306 313,882 297,315: 24,455 41,022
Other: 111,326: 57,222 31,837 6,191 41,875 49,890 105,288 87,918: 6,038 23,408
: : :
: : Changes in Commitments from: August 22, 2006 :
: 1,806: -6,615 -6,196 6,482 3,748 987 3,615 1,273: -1,809 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 18.5 21.1 58.0 46.1 93.2 85.7: 6.8 14.3
Old : 100.0: 18.3 31.6 9.7 64.7 46.5 92.8 87.9: 7.2 12.1
Other: 100.0: 51.4 28.6 5.6 37.6 44.8 94.6 79.0: 5.4 21.0
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 84 130 133 68 94 256 298:
Old : 352: 86 146 87 59 80 214 260:
Other: 224: 71 64 37 24 72 111 161:
:----------------------------------------------------------------------------------------------------
: 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 19.3 36.2 27.4 24.4 15.8 35.8 20.4
Old : 32.4 24.2 46.8 34.6 32.4 23.7 46.8 33.2
Other: 27.6 15.0 45.3 24.8 27.3 14.6 45.0 24.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 29, 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 : 1,317,905: 287,696 176,420 254,596 615,971 624,296 1,158,263 1,055,312: 159,642 262,593
Old : 54,268: 20,804 8,572 3 20,032 37,825 40,839 46,400: 13,429 7,868
Other: 1,263,637: 288,306 189,262 233,179 595,939 586,471 1,117,424 1,008,912: 146,213 254,725
: : :
: : Changes in Commitments from: August 22, 2006 :
: -13,741: 687 8,250 -338 -9,959 -16,774 -9,610 -8,862: -4,131 -4,879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 13.4 19.3 46.7 47.4 87.9 80.1: 12.1 19.9
Old : 100.0: 38.3 15.8 0.0 36.9 69.7 75.3 85.5: 24.7 14.5
Other: 100.0: 22.8 15.0 18.5 47.2 46.4 88.4 79.8: 11.6 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 751: 187 158 191 240 292 536 581:
Old : 323: 66 41 1 99 129 165 171:
Other: 746: 189 176 171 198 286 479 567:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 14.7 27.5 19.8 18.1 14.0 26.7 17.6
Old : 10.8 33.0 18.6 44.4 10.8 33.0 18.6 44.4
Other: 18.9 14.9 28.6 19.6 18.9 14.3 27.8 17.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 29, 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 : 10,444: 5,245 320 284 2,169 8,076 7,698 8,680: 2,746 1,764
Old : 10,367: 5,234 320 278 2,168 8,027 7,680 8,625: 2,687 1,742
Other: 77: 15 4 2 1 49 18 55: 59 22
: : :
: : Changes in Commitments from: August 22, 2006 :
: -821: -99 13 -79 -280 -548 -458 -614: -363 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 3.1 2.7 20.8 77.3 73.7 83.1: 26.3 16.9
Old : 100.0: 50.5 3.1 2.7 20.9 77.4 74.1 83.2: 25.9 16.8
Other: 100.0: 19.5 5.2 2.6 1.3 63.6 23.4 71.4: 76.6 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 23 2 3 8 13 32 17:
Old : 41: 23 2 3 7 13 31 17:
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 : 32.8 47.6 51.7 64.6 32.8 47.6 51.7 63.9
Old : 33.0 48.0 52.1 65.1 33.0 48.0 52.1 64.3
Other: 23.4 71.4 23.4 71.4 20.8 68.8 20.8 68.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 29, 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 : 360,481: 64,395 104,171 57,884 188,066 123,524 310,345 285,579: 50,136 74,902
Old : 340,480: 64,759 109,297 44,679 184,555 115,633 293,993 269,609: 46,487 70,871
Other: 20,001: 11,455 6,693 1,386 3,511 7,891 16,352 15,970: 3,649 4,031
: : :
: : Changes in Commitments from: August 22, 2006 :
: 6,101: 1,180 -469 1,756 3,935 2,916 6,871 4,203: -770 1,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 28.9 16.1 52.2 34.3 86.1 79.2: 13.9 20.8
Old : 100.0: 19.0 32.1 13.1 54.2 34.0 86.3 79.2: 13.7 20.8
Other: 100.0: 57.3 33.5 6.9 17.6 39.5 81.8 79.8: 18.2 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 99 138 110 88 103 267 307:
Old : 404: 106 137 97 88 103 261 298:
Other: 110: 22 30 8 12 50 38 84:
:----------------------------------------------------------------------------------------------------
: 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 12.7 33.8 19.7 21.1 10.9 31.6 17.2
Old : 22.9 12.3 35.2 19.4 22.0 11.4 32.8 17.9
Other: 35.0 43.4 54.9 52.7 35.0 38.6 53.0 47.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 29, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,137: 12,163 5,065 1,863 0 716 14,026 7,644: 3,111 9,493
Old : 15,539: 11,476 5,100 1,019 0 650 12,495 6,769: 3,044 8,770
Other: 1,598: 1,531 809 0 0 66 1,531 875: 67 723
: : :
: : Changes in Commitments from: August 22, 2006 :
: 679: 238 147 685 0 0 923 832: -244 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 29.6 10.9 0.0 4.2 81.8 44.6: 18.2 55.4
Old : 100.0: 73.9 32.8 6.6 0.0 4.2 80.4 43.6: 19.6 56.4
Other: 100.0: 95.8 50.6 0.0 0.0 4.1 95.8 54.8: 4.2 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 11 7 0 3 13 18:
Old : 24: 9 12 5 0 3 12 17:
Other: 7: 4 1 0 0 2 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 : 66.7 22.4 76.4 34.8 61.6 18.6 68.8 27.3
Old : 67.3 23.4 76.1 35.0 66.5 20.5 72.8 30.1
Other: 95.8 54.8 95.8 54.8 95.8 54.8 95.8 54.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 29, 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 : 262,623: 63,744 31,230 41,724 133,338 169,530 238,806 242,484: 23,817 20,139
Old : 9,709: 2,777 3,318 9 5,260 5,165 8,046 8,492: 1,663 1,217
Other: 252,914: 65,158 32,103 37,524 128,078 164,365 230,760 233,992: 22,154 18,922
: : :
: : Changes in Commitments from: August 22, 2006 :
: 298: -2,386 13,127 -3,020 4,607 -9,658 -799 449: 1,097 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 11.9 15.9 50.8 64.6 90.9 92.3: 9.1 7.7
Old : 100.0: 28.6 34.2 0.1 54.2 53.2 82.9 87.5: 17.1 12.5
Other: 100.0: 25.8 12.7 14.8 50.6 65.0 91.2 92.5: 8.8 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 59 42 38 52 49 134 122:
Old : 59: 17 9 2 14 20 31 31:
Other: 182: 61 50 34 49 46 129 117:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 35.8 29.0 50.5 17.9 31.8 26.1 40.6
Old : 38.7 39.0 58.6 58.3 38.7 39.0 58.6 58.3
Other: 19.8 36.3 30.1 51.2 18.6 33.1 27.0 41.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 29, 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 : 833,289: 143,719 202,350 38,238 487,420 400,025 669,377 640,613: 163,912 192,676
Old : 833,289: 143,719 202,350 38,238 487,420 400,025 669,377 640,613: 163,912 192,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -824: 23,213 1,540 -1,514 -34,419 -17,852 -12,720 -17,826: 11,896 17,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 24.3 4.6 58.5 48.0 80.3 76.9: 19.7 23.1
Old : 100.0: 17.2 24.3 4.6 58.5 48.0 80.3 76.9: 19.7 23.1
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 : 169: 39 35 30 61 74 115 126:
Old : 169: 39 35 30 61 74 115 126:
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 25.2 35.8 36.0 20.7 19.3 27.8 25.9
Old : 25.0 25.2 35.8 36.0 20.7 19.3 27.8 25.9
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 - Futures Only, August 29, 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 : 233,263: 36,036 72,093 34,828 132,971 103,781 203,835 210,702: 29,428 22,561
Old : 13,642: 4,499 2,124 0 6,834 9,741 11,333 11,865: 2,309 1,777
Other: 219,621: 36,120 74,552 30,245 126,137 94,040 192,502 198,837: 27,119 20,784
: : :
: : Changes in Commitments from: August 22, 2006 :
: -6,262: -2,020 -624 727 -2,257 -5,202 -3,550 -5,099: -2,712 -1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 30.9 14.9 57.0 44.5 87.4 90.3: 12.6 9.7
Old : 100.0: 33.0 15.6 0.0 50.1 71.4 83.1 87.0: 16.9 13.0
Other: 100.0: 16.4 33.9 13.8 57.4 42.8 87.7 90.5: 12.3 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 48 67 40 62 48 134 149:
Old : 72: 15 11 0 25 24 40 35:
Other: 202: 48 73 38 61 44 132 143:
:----------------------------------------------------------------------------------------------------
: 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 : 29.6 24.5 37.8 34.3 26.4 18.0 32.5 27.1
Old : 26.2 61.9 40.8 71.2 26.2 61.9 40.8 71.2
Other: 31.1 22.8 38.9 33.0 27.7 17.3 34.0 26.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 29, 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 : 14,841: 4,011 811 1,758 6,242 10,860 12,011 13,429: 2,830 1,412
Old : 14,746: 4,005 811 1,758 6,156 10,792 11,919 13,361: 2,827 1,385
Other: 95: 6 0 0 86 68 92 68: 3 27
: : :
: : Changes in Commitments from: August 22, 2006 :
: -895: -509 138 -57 321 -595 -245 -514: -650 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 5.5 11.8 42.1 73.2 80.9 90.5: 19.1 9.5
Old : 100.0: 27.2 5.5 11.9 41.7 73.2 80.8 90.6: 19.2 9.4
Other: 100.0: 6.3 0.0 0.0 90.5 71.6 96.8 71.6: 3.2 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 25 10 9 20 20 49 36:
Old : 68: 24 10 9 19 20 48 36:
Other: 11: 4 0 0 4 3 8 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 : 21.9 53.8 36.9 68.0 18.7 45.6 29.8 55.2
Old : 21.7 54.2 36.8 68.3 18.9 46.4 30.0 55.9
Other: 91.6 71.6 96.8 71.6 91.6 71.6 96.8 71.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 29, 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 : 749,397: 110,765 201,638 35,478 448,506 371,557 594,749 608,673: 154,648 140,724
Old : 749,397: 110,765 201,638 35,478 448,506 371,557 594,749 608,673: 154,648 140,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 19,292: -3,414 -12,029 9,517 957 -10,213 7,060 -12,725: 12,232 32,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 26.9 4.7 59.8 49.6 79.4 81.2: 20.6 18.8
Old : 100.0: 14.8 26.9 4.7 59.8 49.6 79.4 81.2: 20.6 18.8
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 : 168: 37 28 17 70 81 117 116:
Old : 168: 37 28 17 70 81 117 116:
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 : 21.3 24.0 32.1 35.1 21.1 23.2 31.1 32.7
Old : 21.3 24.0 32.1 35.1 21.1 23.2 31.1 32.7
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 29, 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 : 2,348,181: 698,037 267,507 138,227 1,135,995 1,542,330 1,972,259 1,948,064: 375,922 400,117
Old : 2,348,181: 698,037 267,507 138,227 1,135,995 1,542,330 1,972,259 1,948,064: 375,922 400,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 34,163: 23,034 -59,937 12,763 -25,111 59,071 10,686 11,897: 23,477 22,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 11.4 5.9 48.4 65.7 84.0 83.0: 16.0 17.0
Old : 100.0: 29.7 11.4 5.9 48.4 65.7 84.0 83.0: 16.0 17.0
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 : 282: 70 59 65 127 111 223 213:
Old : 282: 70 59 65 127 111 223 213:
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 37.5 31.9 45.9 18.2 35.8 26.8 42.4
Old : 21.8 37.5 31.9 45.9 18.2 35.8 26.8 42.4
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 29, 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 : 1,492,981: 264,203 242,725 88,437 872,980 875,208 1,225,620 1,206,370: 267,361 286,611
Old : 1,492,981: 264,203 242,725 88,437 872,980 875,208 1,225,620 1,206,370: 267,361 286,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 19,980: 9,831 -18,915 -4,336 23,760 39,186 29,255 15,935: -9,275 4,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 16.3 5.9 58.5 58.6 82.1 80.8: 17.9 19.2
Old : 100.0: 17.7 16.3 5.9 58.5 58.6 82.1 80.8: 17.9 19.2
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 : 206: 44 41 34 88 91 148 152:
Old : 206: 44 41 34 88 91 148 152:
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 : 27.9 21.3 37.7 30.7 21.8 19.9 27.8 26.9
Old : 27.9 21.3 37.7 30.7 21.8 19.9 27.8 26.9
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 29, 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 : 558,412: 117,850 88,026 132,867 259,988 287,667 510,705 508,560: 47,707 49,852
Old : 558,412: 117,850 88,026 132,867 259,988 287,667 510,705 508,560: 47,707 49,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 32,960: 14,805 1,125 -4,690 18,533 33,345 28,648 29,780: 4,312 3,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 15.8 23.8 46.6 51.5 91.5 91.1: 8.5 8.9
Old : 100.0: 21.1 15.8 23.8 46.6 51.5 91.5 91.1: 8.5 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 : 139: 34 31 40 60 64 108 122:
Old : 139: 34 31 40 60 64 108 122:
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 : 28.9 26.2 41.6 40.1 19.6 19.7 26.6 27.2
Old : 28.9 26.2 41.6 40.1 19.6 19.7 26.6 27.2
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 29, 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 : 34,338: 5,493 5,718 2,466 7,638 18,707 15,597 26,891: 18,741 7,447
Old : 34,338: 5,493 5,718 2,466 7,638 18,707 15,597 26,891: 18,741 7,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 3,116: -992 3,290 885 2,838 -682 2,731 3,493: 385 -377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 16.7 7.2 22.2 54.5 45.4 78.3: 54.6 21.7
Old : 100.0: 16.0 16.7 7.2 22.2 54.5 45.4 78.3: 54.6 21.7
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 : 42: 13 9 6 8 14 23 27:
Old : 42: 13 9 6 8 14 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 : 20.5 33.2 30.8 47.9 19.8 32.0 27.2 45.1
Old : 20.5 33.2 30.8 47.9 19.8 32.0 27.2 45.1
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 29, 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 : 60,343: 12,772 4,609 11 20,684 48,425 33,467 53,045: 26,876 7,298
Old : 60,343: 12,772 4,609 11 20,684 48,425 33,467 53,045: 26,876 7,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 614: 464 154 11 -278 168 197 333: 417 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 7.6 0.0 34.3 80.2 55.5 87.9: 44.5 12.1
Old : 100.0: 21.2 7.6 0.0 34.3 80.2 55.5 87.9: 44.5 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 : 58: 15 12 2 18 14 34 27:
Old : 58: 15 12 2 18 14 34 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 : 19.4 52.0 30.4 74.1 19.4 52.0 30.4 74.1
Old : 19.4 52.0 30.4 74.1 19.4 52.0 30.4 74.1
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 29, 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 : 102,297: 26,729 24,866 675 65,874 23,071 93,278 48,612: 9,019 53,685
Old : 102,297: 26,729 24,866 675 65,874 23,071 93,278 48,612: 9,019 53,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -2,048: 207 1,637 -45 -1,107 -2,429 -945 -837: -1,103 -1,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 24.3 0.7 64.4 22.6 91.2 47.5: 8.8 52.5
Old : 100.0: 26.1 24.3 0.7 64.4 22.6 91.2 47.5: 8.8 52.5
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 : 91: 29 25 5 22 20 54 47:
Old : 91: 29 25 5 22 20 54 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 : 59.9 17.8 68.5 25.2 59.9 17.4 68.5 24.8
Old : 59.9 17.8 68.5 25.2 59.9 17.4 68.5 24.8
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 29, 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 : 30,222: 11,433 7,709 357 18,151 22,002 29,941 30,068: 281 154
Old : 30,222: 11,433 7,709 357 18,151 22,002 29,941 30,068: 281 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -1,508: -1,000 2,127 0 -261 -3,369 -1,261 -1,242: -247 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 25.5 1.2 60.1 72.8 99.1 99.5: 0.9 0.5
Old : 100.0: 37.8 25.5 1.2 60.1 72.8 99.1 99.5: 0.9 0.5
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 : 39: 7 13 3 15 13 23 28:
Old : 39: 7 13 3 15 13 23 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 : 72.0 67.9 88.2 90.3 49.4 48.1 62.6 61.1
Old : 72.0 67.9 88.2 90.3 49.4 48.1 62.6 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 1, 2006