WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 12, 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 : 449,370: 63,379 73,158 102,800 253,190 213,202 419,369 389,160: 30,001 60,210
Old : 323,542: 63,387 103,870 28,732 206,488 153,849 298,607 286,451: 24,935 37,091
Other: 125,828: 66,911 36,207 7,149 46,702 59,353 120,762 102,709: 5,066 23,119
: : :
: : Changes in Commitments from: September 5, 2006 :
: 3,323: 1,774 1,810 4,520 -3,543 -3,949 2,751 2,381: 572 942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 16.3 22.9 56.3 47.4 93.3 86.6: 6.7 13.4
Old : 100.0: 19.6 32.1 8.9 63.8 47.6 92.3 88.5: 7.7 11.5
Other: 100.0: 53.2 28.8 5.7 37.1 47.2 96.0 81.6: 4.0 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 80 120 136 65 92 253 277:
Old : 324: 91 128 81 56 72 204 231:
Other: 226: 68 69 31 23 73 106 161:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 18.3 36.1 26.6 24.8 14.4 35.6 19.2
Old : 34.2 23.6 48.2 35.1 34.2 23.2 48.2 34.0
Other: 25.6 18.6 41.7 30.1 25.5 18.6 41.5 29.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 12, 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 : 1,320,852: 282,596 179,924 251,533 613,328 611,561 1,147,457 1,043,018: 173,395 277,834
Old : 1,057,676: 223,739 229,460 138,795 549,395 468,160 911,929 836,415: 145,747 221,261
Other: 263,176: 141,233 32,840 30,362 63,933 143,401 235,528 206,603: 27,648 56,573
: : :
: : Changes in Commitments from: September 5, 2006 :
: 10,150: -11,524 8,973 -5,487 11,846 -5,637 -5,165 -2,151: 15,315 12,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 13.6 19.0 46.4 46.3 86.9 79.0: 13.1 21.0
Old : 100.0: 21.2 21.7 13.1 51.9 44.3 86.2 79.1: 13.8 20.9
Other: 100.0: 53.7 12.5 11.5 24.3 54.5 89.5 78.5: 10.5 21.5
: : :
:# Traders : Number of Traders in Each Category :
All : 730: 188 161 173 206 281 484 555:
Old : 720: 163 186 147 188 277 446 537:
Other: 429: 100 62 28 78 222 187 305:
:----------------------------------------------------------------------------------------------------
: 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 15.8 27.5 20.8 18.1 14.7 26.6 18.4
Old : 21.5 14.3 31.6 19.9 21.5 13.8 31.2 18.3
Other: 21.9 25.2 35.1 32.7 20.3 22.7 33.3 30.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 12, 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 : 10,513: 5,431 306 106 2,307 8,484 7,844 8,896: 2,669 1,617
Old : 10,415: 5,416 307 104 2,300 8,411 7,820 8,822: 2,595 1,593
Other: 98: 16 0 1 7 73 24 74: 74 24
: : :
: : Changes in Commitments from: September 5, 2006 :
: -236: -43 22 -100 141 -345 -2 -423: -234 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 2.9 1.0 21.9 80.7 74.6 84.6: 25.4 15.4
Old : 100.0: 52.0 2.9 1.0 22.1 80.8 75.1 84.7: 24.9 15.3
Other: 100.0: 16.3 0.0 1.0 7.1 74.5 24.5 75.5: 75.5 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 21 4 2 8 13 30 18:
Old : 42: 21 4 2 8 13 30 18:
Other: 6: 2 0 1 2 3 4 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 52.6 53.6 69.4 32.5 52.3 53.6 67.6
Old : 32.8 52.4 54.1 69.3 32.8 52.2 54.1 67.6
Other: 24.5 75.5 24.5 75.5 22.4 73.5 22.4 73.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 12, 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 : 355,804: 68,463 111,954 45,409 193,104 122,924 306,976 280,287: 48,828 75,517
Old : 333,014: 67,662 115,138 33,162 186,965 112,987 287,789 261,287: 45,225 71,727
Other: 22,790: 11,246 7,261 1,802 6,139 9,937 19,187 19,000: 3,603 3,790
: : :
: : Changes in Commitments from: September 5, 2006 :
: -2,291: 197 3,504 -5,954 4,070 1,622 -1,687 -828: -604 -1,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 31.5 12.8 54.3 34.5 86.3 78.8: 13.7 21.2
Old : 100.0: 20.3 34.6 10.0 56.1 33.9 86.4 78.5: 13.6 21.5
Other: 100.0: 49.3 31.9 7.9 26.9 43.6 84.2 83.4: 15.8 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 95 138 89 95 100 252 285:
Old : 394: 102 136 76 94 99 246 275:
Other: 108: 20 27 10 14 50 40 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 : 22.6 13.4 35.1 20.4 21.4 11.8 31.4 18.6
Old : 24.1 12.7 36.1 20.0 22.9 12.5 33.5 19.6
Other: 48.1 48.5 65.4 58.5 48.0 43.2 62.6 52.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,372: 12,213 5,049 871 185 721 13,269 6,641: 3,103 9,731
Old : 14,767: 11,531 5,082 26 185 655 11,742 5,763: 3,025 9,004
Other: 1,605: 1,526 811 1 0 66 1,527 878: 78 727
: : :
: : Changes in Commitments from: September 5, 2006 :
: -7: 180 -29 -27 0 3 153 -53: -160 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 30.8 5.3 1.1 4.4 81.0 40.6: 19.0 59.4
Old : 100.0: 78.1 34.4 0.2 1.3 4.4 79.5 39.0: 20.5 61.0
Other: 100.0: 95.1 50.5 0.1 0.0 4.1 95.1 54.7: 4.9 45.3
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 11 4 1 3 11 17:
Old : 24: 8 12 2 1 3 10 16:
Other: 8: 4 2 1 0 2 4 5:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 22.5 78.8 31.7 67.7 20.1 74.7 28.2
Old : 70.5 22.5 78.3 31.4 70.5 22.3 78.3 31.3
Other: 95.1 54.6 95.1 54.7 95.1 54.6 95.1 54.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 12, 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 : 259,131: 59,198 40,335 42,665 133,298 156,411 235,161 239,411: 23,970 19,720
Old : 236,286: 63,176 44,103 26,423 124,385 146,619 213,984 217,145: 22,302 19,141
Other: 22,845: 8,909 9,119 3,355 8,913 9,792 21,177 22,266: 1,668 579
: : :
: : Changes in Commitments from: September 5, 2006 :
: 4,803: -3,403 7,166 4,967 3,202 -7,190 4,766 4,943: 37 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 15.6 16.5 51.4 60.4 90.7 92.4: 9.3 7.6
Old : 100.0: 26.7 18.7 11.2 52.6 62.1 90.6 91.9: 9.4 8.1
Other: 100.0: 39.0 39.9 14.7 39.0 42.9 92.7 97.5: 7.3 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 52 53 38 56 52 132 132:
Old : 189: 55 55 34 56 51 129 128:
Other: 42: 12 13 6 11 10 25 27:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 30.1 31.1 46.0 19.6 27.5 28.1 37.5
Old : 20.6 30.8 30.6 47.7 20.5 28.0 29.5 40.8
Other: 56.7 53.6 77.7 76.9 51.7 49.4 69.8 68.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 12, 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 : 764,360: 147,407 196,197 23,448 433,297 375,399 604,152 595,044: 160,208 169,316
Old : 764,360: 147,407 196,197 23,448 433,297 375,399 604,152 595,044: 160,208 169,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -30,231: 1,101 -5,914 -3,996 -26,963 -9,737 -29,858 -19,647: -373 -10,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 25.7 3.1 56.7 49.1 79.0 77.8: 21.0 22.2
Old : 100.0: 19.3 25.7 3.1 56.7 49.1 79.0 77.8: 21.0 22.2
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 : 170: 43 36 18 53 75 103 122:
Old : 170: 43 36 18 53 75 103 122:
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 : 24.0 27.2 33.2 36.2 19.2 20.1 26.4 26.7
Old : 24.0 27.2 33.2 36.2 19.2 20.1 26.4 26.7
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, September 12, 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 : 246,769: 39,375 78,020 33,403 142,788 111,426 215,566 222,849: 31,203 23,920
Old : 239,671: 41,234 77,124 29,611 138,547 109,788 209,392 216,523: 30,279 23,148
Other: 7,098: 1,129 3,884 804 4,241 1,638 6,174 6,326: 924 772
: : :
: : Changes in Commitments from: September 5, 2006 :
: 10,649: 1,264 8,533 1,002 8,023 234 10,289 9,769: 360 880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 31.6 13.5 57.9 45.2 87.4 90.3: 12.6 9.7
Old : 100.0: 17.2 32.2 12.4 57.8 45.8 87.4 90.3: 12.6 9.7
Other: 100.0: 15.9 54.7 11.3 59.7 23.1 87.0 89.1: 13.0 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 49 68 35 56 44 126 137:
Old : 192: 52 68 35 56 41 126 133:
Other: 34: 5 11 5 14 6 22 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.9 25.9 38.1 34.7 26.0 18.3 31.9 26.6
Old : 30.3 26.6 38.3 35.8 26.6 19.2 32.1 27.8
Other: 49.7 58.3 67.3 73.4 49.7 58.3 66.2 69.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 12, 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 : 14,165: 3,314 1,487 1,274 6,945 9,802 11,533 12,563: 2,632 1,602
Old : 14,028: 3,298 1,498 1,260 6,858 9,703 11,416 12,461: 2,612 1,567
Other: 137: 30 3 0 87 99 117 102: 20 35
: : :
: : Changes in Commitments from: September 5, 2006 :
: -757: 8 -325 -336 -314 -234 -642 -895: -115 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 10.5 9.0 49.0 69.2 81.4 88.7: 18.6 11.3
Old : 100.0: 23.5 10.7 9.0 48.9 69.2 81.4 88.8: 18.6 11.2
Other: 100.0: 21.9 2.2 0.0 63.5 72.3 85.4 74.5: 14.6 25.5
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 20 9 8 24 18 47 33:
Old : 61: 19 10 8 24 18 47 33:
Other: 11: 4 1 0 3 3 7 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 51.9 38.2 67.6 18.9 41.3 30.8 54.3
Old : 23.4 52.4 38.1 68.1 18.7 41.9 30.8 54.8
Other: 73.7 74.5 85.4 74.5 73.7 74.5 85.4 74.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 12, 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 : 683,184: 96,318 175,793 8,006 432,372 390,931 536,696 574,730: 146,488 108,454
Old : 683,184: 96,318 175,793 8,006 432,372 390,931 536,696 574,730: 146,488 108,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -17,751: 2,717 17,229 -18,277 -6,873 -21,780 -22,433 -22,828: 4,682 5,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 25.7 1.2 63.3 57.2 78.6 84.1: 21.4 15.9
Old : 100.0: 14.1 25.7 1.2 63.3 57.2 78.6 84.1: 21.4 15.9
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 : 171: 38 34 13 73 72 118 112:
Old : 171: 38 34 13 73 72 118 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 22.8 33.3 35.7 24.5 22.4 32.2 34.7
Old : 24.5 22.8 33.3 35.7 24.5 22.4 32.2 34.7
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, September 12, 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 : 2,270,413: 727,319 289,181 41,910 1,168,115 1,550,955 1,937,344 1,882,046: 333,069 388,367
Old : 2,270,413: 727,319 289,181 41,910 1,168,115 1,550,955 1,937,344 1,882,046: 333,069 388,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -435: 21,478 -27,255 -7,072 -27,817 31,364 -13,411 -2,963: 12,976 2,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 12.7 1.8 51.4 68.3 85.3 82.9: 14.7 17.1
Old : 100.0: 32.0 12.7 1.8 51.4 68.3 85.3 82.9: 14.7 17.1
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 : 292: 67 75 38 111 104 197 198:
Old : 292: 67 75 38 111 104 197 198:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 39.4 34.9 47.3 22.8 38.1 31.5 44.8
Old : 25.5 39.4 34.9 47.3 22.8 38.1 31.5 44.8
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, September 12, 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 : 1,324,162: 238,823 199,429 34,090 792,874 814,391 1,065,787 1,047,910: 258,375 276,252
Old : 1,324,162: 238,823 199,429 34,090 792,874 814,391 1,065,787 1,047,910: 258,375 276,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -49,566: -603 -34,981 10,287 -55,911 -22,589 -46,227 -47,283: -3,339 -2,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 15.1 2.6 59.9 61.5 80.5 79.1: 19.5 20.9
Old : 100.0: 18.0 15.1 2.6 59.9 61.5 80.5 79.1: 19.5 20.9
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 : 196: 48 34 15 79 82 131 127:
Old : 196: 48 34 15 79 82 131 127:
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 : 25.7 23.7 35.4 32.8 22.5 22.1 29.5 29.2
Old : 25.7 23.7 35.4 32.8 22.5 22.1 29.5 29.2
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, September 12, 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 : 534,287: 138,764 97,566 122,386 243,753 270,543 504,903 490,495: 29,384 43,792
Old : 534,287: 138,764 97,566 122,386 243,753 270,543 504,903 490,495: 29,384 43,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 52,550: 17,346 12,406 3,020 29,392 37,711 49,758 53,137: 2,792 -587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 18.3 22.9 45.6 50.6 94.5 91.8: 5.5 8.2
Old : 100.0: 26.0 18.3 22.9 45.6 50.6 94.5 91.8: 5.5 8.2
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 : 127: 22 36 37 50 62 93 116:
Old : 127: 22 36 37 50 62 93 116:
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 : 35.2 20.4 47.9 31.8 26.7 13.0 34.9 20.6
Old : 35.2 20.4 47.9 31.8 26.7 13.0 34.9 20.6
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, September 12, 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 : 36,419: 4,513 10,513 862 10,758 13,923 16,133 25,298: 20,286 11,121
Old : 36,419: 4,513 10,513 862 10,758 13,923 16,133 25,298: 20,286 11,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 2,624: -5,934 8,298 -66 6,475 -7,889 475 343: 2,149 2,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 28.9 2.4 29.5 38.2 44.3 69.5: 55.7 30.5
Old : 100.0: 12.4 28.9 2.4 29.5 38.2 44.3 69.5: 55.7 30.5
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 : 47: 12 15 5 11 12 25 30:
Old : 47: 12 15 5 11 12 25 30:
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 : 19.0 28.2 29.6 42.9 19.0 25.8 28.7 39.2
Old : 19.0 28.2 29.6 42.9 19.0 25.8 28.7 39.2
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, September 12, 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 : 77,243: 15,009 5,886 10,212 23,812 50,062 49,033 66,160: 28,210 11,083
Old : 77,243: 15,009 5,886 10,212 23,812 50,062 49,033 66,160: 28,210 11,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 16,009: 2,726 618 9,984 2,010 1,721 14,720 12,323: 1,289 3,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 7.6 13.2 30.8 64.8 63.5 85.7: 36.5 14.3
Old : 100.0: 19.4 7.6 13.2 30.8 64.8 63.5 85.7: 36.5 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 15 16 7 18 16 37 36:
Old : 61: 15 16 7 18 16 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 42.9 34.7 62.5 16.7 40.3 27.1 57.4
Old : 22.1 42.9 34.7 62.5 16.7 40.3 27.1 57.4
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, September 12, 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 : 149,818: 34,347 32,071 20,646 78,715 38,142 133,708 90,859: 16,110 58,959
Old : 149,818: 34,347 32,071 20,646 78,715 38,142 133,708 90,859: 16,110 58,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 42,635: 4,465 7,543 19,430 11,196 11,793 35,091 38,766: 7,544 3,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 21.4 13.8 52.5 25.5 89.2 60.6: 10.8 39.4
Old : 100.0: 22.9 21.4 13.8 52.5 25.5 89.2 60.6: 10.8 39.4
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 : 112: 35 33 20 29 31 75 74:
Old : 112: 35 33 20 29 31 75 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 21.7 60.2 29.8 42.5 12.4 51.5 18.8
Old : 46.1 21.7 60.2 29.8 42.5 12.4 51.5 18.8
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, September 12, 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 : 30,074: 5,434 7,973 2,733 21,636 19,164 29,803 29,870: 271 204
Old : 30,074: 5,434 7,973 2,733 21,636 19,164 29,803 29,870: 271 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -643: -5,450 527 854 4,132 -2,008 -464 -627: -179 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 26.5 9.1 71.9 63.7 99.1 99.3: 0.9 0.7
Old : 100.0: 18.1 26.5 9.1 71.9 63.7 99.1 99.3: 0.9 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 : 38: 7 12 4 16 10 25 24:
Old : 38: 7 12 4 16 10 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 81.5 85.3 94.1 44.4 51.2 57.2 59.0
Old : 65.5 81.5 85.3 94.1 44.4 51.2 57.2 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2006