WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 10, 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 : 469,824: 78,425 69,896 76,502 273,044 253,667 427,971 400,065: 41,853 69,759
Old : 321,517: 67,691 69,345 24,402 198,016 188,181 290,109 281,928: 31,408 39,589
Other: 148,307: 42,496 32,313 20,338 75,028 65,486 137,862 118,137: 10,445 30,170
: : :
: : Changes in Commitments from: October 3, 2006 :
: -26,004: -522 -2,792 -27,999 -817 4,029 -29,338 -26,762: 3,334 758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 14.9 16.3 58.1 54.0 91.1 85.2: 8.9 14.8
Old : 100.0: 21.1 21.6 7.6 61.6 58.5 90.2 87.7: 9.8 12.3
Other: 100.0: 28.7 21.8 13.7 50.6 44.2 93.0 79.7: 7.0 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 101 101 102 67 98 246 236:
Old : 306: 104 90 71 56 83 216 197:
Other: 200: 36 66 32 41 80 98 161:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 20.6 35.6 30.8 23.6 13.5 34.5 19.7
Old : 33.0 28.6 46.4 41.1 33.0 27.3 46.4 37.7
Other: 24.2 19.5 41.4 29.3 21.3 15.5 37.5 22.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 10, 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 : 1,278,905: 297,166 111,180 217,913 603,684 673,522 1,118,763 1,002,615: 160,142 276,290
Old : 1,022,743: 231,770 158,668 114,892 541,353 530,278 888,015 803,838: 134,728 218,905
Other: 256,162: 135,620 22,736 32,797 62,331 143,244 230,748 198,777: 25,414 57,385
: : :
: : Changes in Commitments from: October 3, 2006 :
: -10,000: 1,796 -8,002 -10,352 -3,468 8,618 -12,024 -9,736: 2,024 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 8.7 17.0 47.2 52.7 87.5 78.4: 12.5 21.6
Old : 100.0: 22.7 15.5 11.2 52.9 51.8 86.8 78.6: 13.2 21.4
Other: 100.0: 52.9 8.9 12.8 24.3 55.9 90.1 77.6: 9.9 22.4
: : :
:# Traders : Number of Traders in Each Category :
All : 685: 177 144 145 198 284 463 506:
Old : 674: 165 160 121 177 278 427 484:
Other: 430: 86 67 42 88 230 191 325:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 16.3 27.9 22.4 18.0 15.4 26.8 18.9
Old : 21.4 14.9 31.9 21.7 21.4 14.5 31.8 19.3
Other: 24.4 25.5 36.4 33.1 22.5 23.4 34.5 29.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,031: 6,859 190 58 2,974 10,840 9,891 11,088: 3,140 1,943
Old : 12,876: 6,844 190 58 2,948 10,729 9,850 10,977: 3,026 1,899
Other: 155: 15 0 0 26 111 41 111: 114 44
: : :
: : Changes in Commitments from: October 3, 2006 :
: 962: 423 -44 -30 241 1,199 634 1,125: 328 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 1.5 0.4 22.8 83.2 75.9 85.1: 24.1 14.9
Old : 100.0: 53.2 1.5 0.5 22.9 83.3 76.5 85.3: 23.5 14.7
Other: 100.0: 9.7 0.0 0.0 16.8 71.6 26.5 71.6: 73.5 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 28 4 2 11 14 41 18:
Old : 50: 28 4 2 11 14 41 18:
Other: 6: 1 0 0 3 3 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 : 27.2 56.8 42.6 76.1 27.2 54.9 42.6 71.3
Old : 27.5 56.7 43.1 76.2 27.5 54.7 43.1 71.5
Other: 26.5 71.6 26.5 71.6 25.8 71.0 25.8 71.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 10, 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 : 378,618: 68,192 85,959 50,234 204,912 163,969 323,338 300,162: 55,280 78,456
Old : 352,249: 64,192 89,937 38,987 197,853 150,011 301,032 278,935: 51,217 73,314
Other: 26,369: 13,342 5,364 1,905 7,059 13,958 22,306 21,227: 4,063 5,142
: : :
: : Changes in Commitments from: October 3, 2006 :
: -567: 4,105 -16,524 -9,477 -489 24,975 -5,861 -1,026: 5,294 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 22.7 13.3 54.1 43.3 85.4 79.3: 14.6 20.7
Old : 100.0: 18.2 25.5 11.1 56.2 42.6 85.5 79.2: 14.5 20.8
Other: 100.0: 50.6 20.3 7.2 26.8 52.9 84.6 80.5: 15.4 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 106 122 100 84 106 258 288:
Old : 385: 114 122 87 82 103 248 277:
Other: 113: 19 31 7 16 51 40 85:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 17.8 34.9 26.0 20.0 12.9 28.7 18.7
Old : 24.6 17.0 37.1 25.6 22.2 13.8 33.0 19.3
Other: 49.3 42.5 66.7 54.0 48.3 41.5 62.5 49.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,467: 12,579 6,773 477 235 330 13,291 7,580: 4,176 9,887
Old : 15,830: 11,613 6,396 43 235 330 11,891 6,769: 3,939 9,061
Other: 1,637: 1,400 811 0 0 0 1,400 811: 237 826
: : :
: : Changes in Commitments from: October 3, 2006 :
: 1,440: 561 696 406 50 24 1,017 1,126: 423 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 38.8 2.7 1.3 1.9 76.1 43.4: 23.9 56.6
Old : 100.0: 73.4 40.4 0.3 1.5 2.1 75.1 42.8: 24.9 57.2
Other: 100.0: 85.5 49.5 0.0 0.0 0.0 85.5 49.5: 14.5 50.5
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 11 12 5 1 1 13 17:
Old : 25: 12 11 4 1 1 13 16:
Other: 5: 2 3 0 0 0 2 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 : 64.8 24.9 71.5 35.3 62.3 24.9 68.9 34.6
Old : 64.4 27.4 71.3 37.5 64.3 27.4 71.1 37.5
Other: 85.5 49.5 85.5 49.5 85.5 49.5 85.5 49.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 10, 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 : 253,913: 50,488 45,979 38,010 140,848 147,967 229,346 231,956: 24,567 21,957
Old : 230,391: 54,173 50,205 19,983 132,939 139,292 207,095 209,480: 23,296 20,911
Other: 23,522: 10,667 10,126 3,675 7,909 8,675 22,251 22,476: 1,271 1,046
: : :
: : Changes in Commitments from: October 3, 2006 :
: -482: -598 -7,084 -1,609 2,781 9,685 574 992: -1,056 -1,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 18.1 15.0 55.5 58.3 90.3 91.4: 9.7 8.6
Old : 100.0: 23.5 21.8 8.7 57.7 60.5 89.9 90.9: 10.1 9.1
Other: 100.0: 45.3 43.0 15.6 33.6 36.9 94.6 95.6: 5.4 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 49 50 35 54 47 124 125:
Old : 180: 50 53 32 54 46 120 122:
Other: 49: 16 11 7 15 11 34 26:
:----------------------------------------------------------------------------------------------------
: 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 33.3 33.4 45.3 20.2 27.7 28.6 36.5
Old : 23.9 34.8 34.3 46.9 22.0 28.7 29.8 38.4
Other: 49.2 56.0 73.7 75.0 43.9 51.0 66.4 67.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 10, 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 : 733,744: 135,106 174,644 4,406 437,912 394,123 577,424 573,173: 156,320 160,571
Old : 733,744: 135,106 174,644 4,406 437,912 394,123 577,424 573,173: 156,320 160,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -39,763: -27,051 -30,314 2,086 -2,167 -8,840 -27,132 -37,068: -12,631 -2,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 23.8 0.6 59.7 53.7 78.7 78.1: 21.3 21.9
Old : 100.0: 18.4 23.8 0.6 59.7 53.7 78.7 78.1: 21.3 21.9
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 : 168: 44 30 17 58 75 106 118:
Old : 168: 44 30 17 58 75 106 118:
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 : 24.4 27.6 34.2 37.8 19.7 20.3 26.7 28.3
Old : 24.4 27.6 34.2 37.8 19.7 20.3 26.7 28.3
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, October 10, 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 : 209,122: 31,959 49,081 31,216 113,183 105,806 176,358 186,103: 32,764 23,019
Old : 200,108: 33,168 46,420 27,268 107,681 104,197 168,117 177,885: 31,991 22,223
Other: 9,014: 1,209 5,079 1,530 5,502 1,609 8,241 8,218: 773 796
: : :
: : Changes in Commitments from: October 3, 2006 :
: -6,003: -327 -8,566 149 -5,570 2,629 -5,748 -5,788: -255 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 23.5 14.9 54.1 50.6 84.3 89.0: 15.7 11.0
Old : 100.0: 16.6 23.2 13.6 53.8 52.1 84.0 88.9: 16.0 11.1
Other: 100.0: 13.4 56.3 17.0 61.0 17.9 91.4 91.2: 8.6 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 41 47 40 57 46 122 126:
Old : 167: 47 47 39 57 44 121 122:
Other: 39: 6 11 7 17 7 29 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 : 30.8 31.3 38.7 40.8 30.3 29.0 36.1 37.8
Old : 31.7 32.7 39.4 42.2 31.1 30.9 37.6 39.4
Other: 42.4 60.1 65.7 77.0 42.4 60.1 61.9 67.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 10, 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 : 14,488: 3,372 1,093 1,077 6,374 10,293 10,823 12,463: 3,665 2,025
Old : 14,127: 3,351 1,074 1,071 6,106 10,026 10,528 12,171: 3,599 1,956
Other: 361: 22 20 5 268 267 295 292: 66 69
: : :
: : Changes in Commitments from: October 3, 2006 :
: 771: 144 58 -258 -41 84 -155 -116: 926 887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 7.5 7.4 44.0 71.0 74.7 86.0: 25.3 14.0
Old : 100.0: 23.7 7.6 7.6 43.2 71.0 74.5 86.2: 25.5 13.8
Other: 100.0: 6.1 5.5 1.4 74.2 74.0 81.7 80.9: 18.3 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 21 10 7 23 20 48 33:
Old : 64: 21 10 7 23 20 48 33:
Other: 17: 5 2 1 6 7 11 10:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 51.2 32.0 62.8 18.6 44.8 30.0 56.2
Old : 18.8 52.1 32.0 63.4 18.8 46.0 30.4 57.1
Other: 72.0 65.9 79.5 79.2 65.1 64.0 72.0 71.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 10, 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 : 673,821: 120,403 173,035 4,598 402,783 396,277 527,784 573,910: 146,037 99,911
Old : 673,821: 120,403 173,035 4,598 402,783 396,277 527,784 573,910: 146,037 99,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -22,472: -7,513 -9,522 -916 -10,174 -9,243 -18,603 -19,681: -3,869 -2,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 25.7 0.7 59.8 58.8 78.3 85.2: 21.7 14.8
Old : 100.0: 17.9 25.7 0.7 59.8 58.8 78.3 85.2: 21.7 14.8
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 : 174: 44 32 8 69 66 116 103:
Old : 174: 44 32 8 69 66 116 103:
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 : 21.6 20.8 31.3 33.7 21.5 20.6 30.4 32.8
Old : 21.6 20.8 31.3 33.7 21.5 20.6 30.4 32.8
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, October 10, 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 : 2,347,937: 739,566 278,522 88,938 1,175,715 1,573,911 2,004,219 1,941,371: 343,718 406,566
Old : 2,347,937: 739,566 278,522 88,938 1,175,715 1,573,911 2,004,219 1,941,371: 343,718 406,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 106,828: -42,892 16,935 -5,006 144,804 74,294 96,906 86,223: 9,922 20,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 11.9 3.8 50.1 67.0 85.4 82.7: 14.6 17.3
Old : 100.0: 31.5 11.9 3.8 50.1 67.0 85.4 82.7: 14.6 17.3
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 : 294: 65 74 43 114 111 208 199:
Old : 294: 65 74 43 114 111 208 199:
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 : 23.8 34.1 34.7 42.9 20.7 32.5 29.6 39.6
Old : 23.8 34.1 34.7 42.9 20.7 32.5 29.6 39.6
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, October 10, 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 : 1,423,060: 235,797 194,564 21,857 894,716 924,891 1,152,370 1,141,312: 270,690 281,748
Old : 1,423,060: 235,797 194,564 21,857 894,716 924,891 1,152,370 1,141,312: 270,690 281,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 4,043: -25,250 -27,539 -7,703 50,355 13,631 17,402 -21,611: -13,359 25,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 13.7 1.5 62.9 65.0 81.0 80.2: 19.0 19.8
Old : 100.0: 16.6 13.7 1.5 62.9 65.0 81.0 80.2: 19.0 19.8
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 : 189: 49 33 19 74 73 126 122:
Old : 189: 49 33 19 74 73 126 122:
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 : 28.0 33.2 39.0 43.1 26.5 31.7 34.4 38.5
Old : 28.0 33.2 39.0 43.1 26.5 31.7 34.4 38.5
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, October 10, 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 : 484,569: 76,447 85,107 126,399 255,538 234,753 458,384 446,259: 26,185 38,310
Old : 484,569: 76,447 85,107 126,399 255,538 234,753 458,384 446,259: 26,185 38,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 7,925: -12,070 -663 13,671 6,772 -7,595 8,373 5,413: -448 2,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 17.6 26.1 52.7 48.4 94.6 92.1: 5.4 7.9
Old : 100.0: 15.8 17.6 26.1 52.7 48.4 94.6 92.1: 5.4 7.9
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 : 131: 26 38 35 48 56 92 114:
Old : 131: 26 38 35 48 56 92 114:
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 : 32.3 20.2 46.2 31.5 23.9 12.2 32.9 18.6
Old : 32.3 20.2 46.2 31.5 23.9 12.2 32.9 18.6
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, October 10, 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 : 42,577: 5,125 10,161 2,213 17,070 19,851 24,408 32,225: 18,169 10,352
Old : 42,577: 5,125 10,161 2,213 17,070 19,851 24,408 32,225: 18,169 10,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 3,572: 1,168 72 745 5,573 3,721 7,486 4,538: -3,914 -966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 23.9 5.2 40.1 46.6 57.3 75.7: 42.7 24.3
Old : 100.0: 12.0 23.9 5.2 40.1 46.6 57.3 75.7: 42.7 24.3
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 : 57: 15 20 5 14 14 30 38:
Old : 57: 15 20 5 14 14 30 38:
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 : 21.2 31.2 34.6 42.5 19.4 31.2 28.1 41.2
Old : 21.2 31.2 34.6 42.5 19.4 31.2 28.1 41.2
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, October 10, 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 : 61,300: 16,474 9,920 5 19,838 42,272 36,317 52,197: 24,983 9,103
Old : 61,300: 16,474 9,920 5 19,838 42,272 36,317 52,197: 24,983 9,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 1,491: 1,907 879 -2 64 23 1,969 900: -478 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 16.2 0.0 32.4 69.0 59.2 85.2: 40.8 14.8
Old : 100.0: 26.9 16.2 0.0 32.4 69.0 59.2 85.2: 40.8 14.8
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 : 64: 20 15 1 16 15 36 31:
Old : 64: 20 15 1 16 15 36 31:
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 : 20.2 47.4 34.4 66.7 20.2 47.4 34.4 66.7
Old : 20.2 47.4 34.4 66.7 20.2 47.4 34.4 66.7
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, October 10, 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 : 129,447: 36,445 18,776 407 82,179 57,330 119,031 76,513: 10,416 52,934
Old : 129,447: 36,445 18,776 407 82,179 57,330 119,031 76,513: 10,416 52,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 10,867: 2,893 -579 -5 5,712 11,317 8,600 10,733: 2,267 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 14.5 0.3 63.5 44.3 92.0 59.1: 8.0 40.9
Old : 100.0: 28.2 14.5 0.3 63.5 44.3 92.0 59.1: 8.0 40.9
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 : 99: 32 27 3 18 28 51 57:
Old : 99: 32 27 3 18 28 51 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 27.7 73.8 36.5 66.9 27.7 73.8 36.5
Old : 66.9 27.7 73.8 36.5 66.9 27.7 73.8 36.5
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, October 10, 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 : 38,203: 3,450 10,703 877 33,333 26,035 37,660 37,615: 543 588
Old : 38,203: 3,450 10,703 877 33,333 26,035 37,660 37,615: 543 588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -487: 0 -32 450 -1,363 -1,333 -913 -915: 426 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 28.0 2.3 87.3 68.1 98.6 98.5: 1.4 1.5
Old : 100.0: 9.0 28.0 2.3 87.3 68.1 98.6 98.5: 1.4 1.5
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 : 37: 8 10 4 15 9 24 22:
Old : 37: 8 10 4 15 9 24 22:
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 : 79.2 84.5 91.4 95.0 79.2 82.8 91.0 92.5
Old : 79.2 84.5 91.4 95.0 79.2 82.8 91.0 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 13, 2006