WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 19, 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 : 452,289: 58,296 76,658 104,711 256,946 209,489 419,953 390,858: 32,336 61,431
Old : 323,221: 61,035 106,495 27,934 207,548 151,133 296,517 285,562: 26,704 37,659
Other: 129,068: 65,220 38,122 8,818 49,398 58,356 123,436 105,296: 5,632 23,772
: : :
: : Changes in Commitments from: September 12, 2006 :
: 2,919: -5,083 3,500 1,911 3,756 -3,713 584 1,698: 2,335 1,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 16.9 23.2 56.8 46.3 92.9 86.4: 7.1 13.6
Old : 100.0: 18.9 32.9 8.6 64.2 46.8 91.7 88.3: 8.3 11.7
Other: 100.0: 50.5 29.5 6.8 38.3 45.2 95.6 81.6: 4.4 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 91 115 137 63 93 256 282:
Old : 333: 98 129 78 53 73 210 230:
Other: 229: 70 70 28 25 76 106 166:
:----------------------------------------------------------------------------------------------------
: 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 17.3 36.1 25.9 24.5 13.6 35.0 18.1
Old : 33.8 22.6 48.3 33.7 33.8 22.2 48.3 32.3
Other: 24.9 18.7 40.8 29.0 24.7 18.4 40.5 27.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 19, 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 : 1,298,052: 283,105 166,956 245,380 599,880 612,575 1,128,365 1,024,911: 169,687 273,141
Old : 1,036,509: 220,321 218,066 135,881 539,352 466,331 895,554 820,278: 140,955 216,231
Other: 261,543: 143,140 29,246 29,143 60,528 146,244 232,811 204,633: 28,732 56,910
: : :
: : Changes in Commitments from: September 12, 2006 :
: -22,800: 509 -12,968 -6,153 -13,448 1,014 -19,092 -18,107: -3,708 -4,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 12.9 18.9 46.2 47.2 86.9 79.0: 13.1 21.0
Old : 100.0: 21.3 21.0 13.1 52.0 45.0 86.4 79.1: 13.6 20.9
Other: 100.0: 54.7 11.2 11.1 23.1 55.9 89.0 78.2: 11.0 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 706: 185 150 161 204 276 467 535:
Old : 693: 167 167 137 191 270 435 514:
Other: 425: 95 65 31 79 218 186 304:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 15.9 27.5 21.1 17.9 14.7 26.6 18.4
Old : 21.4 13.9 31.8 19.7 21.4 13.4 31.4 18.0
Other: 22.7 26.8 35.1 34.6 20.8 24.6 32.8 31.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 19, 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 : 11,425: 5,915 287 162 2,446 9,127 8,523 9,576: 2,902 1,849
Old : 11,317: 5,900 288 160 2,439 9,046 8,499 9,494: 2,818 1,823
Other: 108: 16 0 1 7 81 24 82: 84 26
: : :
: : Changes in Commitments from: September 12, 2006 :
: 912: 484 -19 56 139 643 679 680: 233 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 2.5 1.4 21.4 79.9 74.6 83.8: 25.4 16.2
Old : 100.0: 52.1 2.5 1.4 21.6 79.9 75.1 83.9: 24.9 16.1
Other: 100.0: 14.8 0.0 0.9 6.5 75.0 22.2 75.9: 77.8 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 21 5 3 10 12 33 18:
Old : 43: 21 5 3 9 12 32 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 : 31.6 53.0 51.4 71.7 31.6 53.0 51.4 70.2
Old : 31.9 52.9 51.9 71.7 31.9 52.8 51.9 70.2
Other: 22.2 75.9 22.2 75.9 20.4 74.1 20.4 74.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 19, 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 : 360,125: 67,181 109,480 50,535 192,855 124,627 310,571 284,642: 49,554 75,483
Old : 334,910: 67,891 113,078 35,767 185,276 114,634 288,934 263,479: 45,976 71,431
Other: 25,215: 11,940 9,052 2,118 7,579 9,993 21,637 21,163: 3,578 4,052
: : :
: : Changes in Commitments from: September 12, 2006 :
: 4,321: -1,282 -2,474 5,126 -249 1,703 3,595 4,355: 726 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 30.4 14.0 53.6 34.6 86.2 79.0: 13.8 21.0
Old : 100.0: 20.3 33.8 10.7 55.3 34.2 86.3 78.7: 13.7 21.3
Other: 100.0: 47.4 35.9 8.4 30.1 39.6 85.8 83.9: 14.2 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 105 136 92 93 105 256 297:
Old : 402: 113 134 76 91 104 250 282:
Other: 114: 20 31 11 15 50 41 87:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 13.2 34.7 20.3 21.0 11.5 30.2 18.3
Old : 24.8 12.6 36.2 20.2 22.7 12.2 34.0 19.6
Other: 49.4 44.8 65.3 55.1 49.3 40.0 62.8 49.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,447: 11,333 4,383 859 185 511 12,377 5,753: 3,070 9,694
Old : 13,845: 10,646 4,416 14 185 492 10,845 4,922: 3,000 8,923
Other: 1,602: 1,531 811 1 0 19 1,532 831: 70 771
: : :
: : Changes in Commitments from: September 12, 2006 :
: -925: -880 -666 -12 0 -210 -892 -888: -33 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 28.4 5.6 1.2 3.3 80.1 37.2: 19.9 62.8
Old : 100.0: 76.9 31.9 0.1 1.3 3.6 78.3 35.6: 21.7 64.4
Other: 100.0: 95.6 50.6 0.1 0.0 1.2 95.6 51.9: 4.4 48.1
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 12 3 1 2 9 17:
Old : 23: 7 13 2 1 2 8 17:
Other: 7: 4 2 1 0 1 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 : 71.6 20.4 79.1 28.4 68.4 17.4 74.5 24.5
Old : 71.6 19.4 78.3 27.4 71.5 19.4 78.2 27.4
Other: 95.6 51.9 95.6 51.9 95.6 51.8 95.6 51.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 19, 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 : 264,603: 63,541 45,447 44,638 132,870 154,405 241,049 244,490: 23,554 20,113
Old : 241,661: 66,935 48,714 28,714 124,033 144,804 219,682 222,232: 21,979 19,429
Other: 22,942: 9,122 9,249 3,408 8,837 9,601 21,367 22,258: 1,575 684
: : :
: : Changes in Commitments from: September 12, 2006 :
: 5,472: 4,343 5,112 1,973 -428 -2,006 5,888 5,079: -416 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 17.2 16.9 50.2 58.4 91.1 92.4: 8.9 7.6
Old : 100.0: 27.7 20.2 11.9 51.3 59.9 90.9 92.0: 9.1 8.0
Other: 100.0: 39.8 40.3 14.9 38.5 41.8 93.1 97.0: 6.9 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 55 54 37 56 50 134 134:
Old : 198: 57 60 33 56 49 131 130:
Other: 43: 13 11 6 13 10 28 25:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 29.7 30.6 43.7 19.7 27.2 28.0 35.7
Old : 20.3 30.0 30.2 45.1 20.3 27.7 29.3 38.2
Other: 55.9 55.1 77.0 78.2 51.0 50.9 69.1 69.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 19, 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 : 747,208: 140,083 188,411 14,669 424,506 375,169 579,258 578,249: 167,950 168,959
Old : 747,208: 140,083 188,411 14,669 424,506 375,169 579,258 578,249: 167,950 168,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -17,152: -7,324 -7,786 -8,779 -8,791 -230 -24,894 -16,795: 7,742 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 25.2 2.0 56.8 50.2 77.5 77.4: 22.5 22.6
Old : 100.0: 18.7 25.2 2.0 56.8 50.2 77.5 77.4: 22.5 22.6
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 : 175: 44 36 19 60 72 114 118:
Old : 175: 44 36 19 60 72 114 118:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 28.5 33.0 38.5 19.5 21.6 26.8 29.1
Old : 24.2 28.5 33.0 38.5 19.5 21.6 26.8 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, September 19, 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 : 240,525: 39,530 66,551 34,354 133,897 115,441 207,781 216,346: 32,744 24,179
Old : 233,348: 41,042 65,546 30,751 129,647 113,547 201,440 209,844: 31,908 23,504
Other: 7,177: 1,070 3,587 1,021 4,250 1,894 6,341 6,502: 836 675
: : :
: : Changes in Commitments from: September 12, 2006 :
: -6,244: 155 -11,469 951 -8,891 4,015 -7,785 -6,503: 1,541 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 27.7 14.3 55.7 48.0 86.4 89.9: 13.6 10.1
Old : 100.0: 17.6 28.1 13.2 55.6 48.7 86.3 89.9: 13.7 10.1
Other: 100.0: 14.9 50.0 14.2 59.2 26.4 88.4 90.6: 11.6 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 49 62 36 56 46 129 133:
Old : 188: 57 59 36 56 43 129 129:
Other: 35: 4 12 7 14 9 24 22:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.9 28.1 36.0 37.3 24.9 21.0 30.4 29.8
Old : 28.4 28.9 36.2 38.4 25.3 22.0 30.8 31.1
Other: 46.0 56.4 66.2 71.9 46.0 56.2 61.6 66.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 13,912: 3,467 1,117 941 6,924 10,376 11,332 12,434: 2,580 1,478
Old : 13,730: 3,420 1,128 930 6,822 10,237 11,172 12,295: 2,558 1,435
Other: 182: 58 0 0 102 139 160 139: 22 43
: : :
: : Changes in Commitments from: September 12, 2006 :
: -253: 153 -370 -333 -21 574 -201 -129: -52 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 8.0 6.8 49.8 74.6 81.5 89.4: 18.5 10.6
Old : 100.0: 24.9 8.2 6.8 49.7 74.6 81.4 89.5: 18.6 10.5
Other: 100.0: 31.9 0.0 0.0 56.0 76.4 87.9 76.4: 12.1 23.6
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 20 9 7 26 19 49 32:
Old : 62: 20 9 7 26 19 49 32:
Other: 12: 5 0 0 3 4 8 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 : 23.1 55.5 38.1 68.7 19.2 45.4 31.6 56.5
Old : 22.8 56.2 37.9 69.3 19.1 46.3 31.7 57.3
Other: 74.7 76.4 87.9 76.4 74.7 76.4 87.9 76.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 19, 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 : 681,842: 92,177 186,398 8,248 437,539 376,130 537,964 570,776: 143,878 111,066
Old : 681,842: 92,177 186,398 8,248 437,539 376,130 537,964 570,776: 143,878 111,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -1,342: -4,141 10,605 242 5,167 -14,801 1,268 -3,954: -2,610 2,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 27.3 1.2 64.2 55.2 78.9 83.7: 21.1 16.3
Old : 100.0: 13.5 27.3 1.2 64.2 55.2 78.9 83.7: 21.1 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 37 39 16 68 72 113 119:
Old : 175: 37 39 16 68 72 113 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 22.2 33.6 35.0 24.3 22.0 32.5 34.3
Old : 24.4 22.2 33.6 35.0 24.3 22.0 32.5 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, September 19, 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 : 2,318,002: 801,299 322,689 40,346 1,140,186 1,541,500 1,981,831 1,904,535: 336,171 413,467
Old : 2,318,002: 801,299 322,689 40,346 1,140,186 1,541,500 1,981,831 1,904,535: 336,171 413,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 47,589: 73,980 33,508 -1,564 -27,929 -9,455 44,487 22,489: 3,102 25,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 13.9 1.7 49.2 66.5 85.5 82.2: 14.5 17.8
Old : 100.0: 34.6 13.9 1.7 49.2 66.5 85.5 82.2: 14.5 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 67 74 43 112 109 202 203:
Old : 298: 67 74 43 112 109 202 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 36.8 35.0 44.6 22.7 35.5 31.5 42.2
Old : 25.2 36.8 35.0 44.6 22.7 35.5 31.5 42.2
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, September 19, 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 : 1,296,472: 217,001 215,542 18,490 781,940 775,774 1,017,431 1,009,806: 279,041 286,666
Old : 1,296,472: 217,001 215,542 18,490 781,940 775,774 1,017,431 1,009,806: 279,041 286,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -27,690: -21,822 16,113 -15,600 -10,934 -38,617 -48,356 -38,104: 20,666 10,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 16.6 1.4 60.3 59.8 78.5 77.9: 21.5 22.1
Old : 100.0: 16.7 16.6 1.4 60.3 59.8 78.5 77.9: 21.5 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 42 40 11 75 82 120 130:
Old : 196: 42 40 11 75 82 120 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 25.1 36.7 33.7 25.2 23.5 31.9 29.9
Old : 26.9 25.1 36.7 33.7 25.2 23.5 31.9 29.9
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, September 19, 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 : 567,369: 175,340 119,769 100,830 268,783 302,374 544,953 522,973: 22,416 44,396
Old : 567,369: 175,340 119,769 100,830 268,783 302,374 544,953 522,973: 22,416 44,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 33,082: 36,576 22,203 -21,556 25,030 31,831 40,050 32,478: -6,968 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 21.1 17.8 47.4 53.3 96.0 92.2: 4.0 7.8
Old : 100.0: 30.9 21.1 17.8 47.4 53.3 96.0 92.2: 4.0 7.8
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 : 141: 27 39 40 56 67 103 128:
Old : 141: 27 39 40 56 67 103 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 20.1 50.0 32.3 30.4 16.1 39.1 24.7
Old : 35.3 20.1 50.0 32.3 30.4 16.1 39.1 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
Commitments of Traders - Futures Only, September 19, 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 TROY OUNCES) :
: : :
All : 9,607: 1,450 2,276 364 2,495 4,912 4,309 7,552: 5,298 2,055
Old : 9,607: 1,450 2,276 364 2,495 4,912 4,309 7,552: 5,298 2,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 23.7 3.8 26.0 51.1 44.9 78.6: 55.1 21.4
Old : 100.0: 15.1 23.7 3.8 26.0 51.1 44.9 78.6: 55.1 21.4
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 : 23: 6 6 3 6 10 13 18:
Old : 23: 6 6 3 6 10 13 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 : 22.4 44.5 35.1 62.7 16.6 44.1 25.4 57.4
Old : 22.4 44.5 35.1 62.7 16.6 44.1 25.4 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders - Futures Only, September 19, 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 : 41,036: 3,974 12,297 1,314 16,558 16,745 21,846 30,356: 19,190 10,680
Old : 41,036: 3,974 12,297 1,314 16,558 16,745 21,846 30,356: 19,190 10,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 4,617: -539 1,784 452 5,800 2,822 5,713 5,058: -1,096 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 30.0 3.2 40.3 40.8 53.2 74.0: 46.8 26.0
Old : 100.0: 9.7 30.0 3.2 40.3 40.8 53.2 74.0: 46.8 26.0
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 : 55: 13 17 7 16 16 32 37:
Old : 55: 13 17 7 16 16 32 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 31.1 32.9 43.4 20.8 29.2 32.0 41.1
Old : 20.8 31.1 32.9 43.4 20.8 29.2 32.0 41.1
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, September 19, 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 : 54,844: 11,533 7,244 0 18,958 40,637 30,491 47,881: 24,353 6,963
Old : 54,844: 11,533 7,244 0 18,958 40,637 30,491 47,881: 24,353 6,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -22,399: -3,476 1,358 -10,212 -4,854 -9,425 -18,542 -18,279: -3,857 -4,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 13.2 0.0 34.6 74.1 55.6 87.3: 44.4 12.7
Old : 100.0: 21.0 13.2 0.0 34.6 74.1 55.6 87.3: 44.4 12.7
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 : 51: 14 8 0 16 15 30 23:
Old : 51: 14 8 0 16 15 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 53.1 35.7 76.6 21.8 53.1 35.7 76.6
Old : 21.8 53.1 35.7 76.6 21.8 53.1 35.7 76.6
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 19, 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 : 97,220: 26,005 15,429 267 62,036 32,121 88,308 47,817: 8,912 49,403
Old : 97,220: 26,005 15,429 267 62,036 32,121 88,308 47,817: 8,912 49,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -52,598: -8,342 -16,642 -20,379 -16,679 -6,021 -45,400 -43,042: -7,198 -9,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 15.9 0.3 63.8 33.0 90.8 49.2: 9.2 50.8
Old : 100.0: 26.7 15.9 0.3 63.8 33.0 90.8 49.2: 9.2 50.8
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 : 90: 26 29 1 16 22 42 52:
Old : 90: 26 29 1 16 22 42 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 21.6 75.8 29.9 69.9 21.6 75.8 29.9
Old : 69.9 21.6 75.8 29.9 69.9 21.6 75.8 29.9
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 19, 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 : 28,974: 14,053 8,866 427 14,399 19,492 28,879 28,785: 95 189
Old : 28,974: 14,053 8,866 427 14,399 19,492 28,879 28,785: 95 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -1,100: 8,619 893 -2,306 -7,237 328 -924 -1,085: -176 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 30.6 1.5 49.7 67.3 99.7 99.3: 0.3 0.7
Old : 100.0: 48.5 30.6 1.5 49.7 67.3 99.7 99.3: 0.3 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 : 36: 7 10 3 13 11 20 24:
Old : 36: 7 10 3 13 11 20 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 : 76.6 81.9 91.8 95.2 76.6 81.4 91.3 94.1
Old : 76.6 81.9 91.8 95.2 76.6 81.4 91.3 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2006