WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 456,239: 82,258 61,883 82,493 254,188 250,674 418,939 395,050: 37,300 61,189
Old : 317,634: 67,798 68,702 35,490 185,687 178,901 288,975 283,093: 28,659 34,541
Other: 138,605: 45,200 23,921 16,263 68,501 71,773 129,964 111,957: 8,641 26,648
: : :
: : Changes in Commitments from: October 24, 2006 :
: -13,417: -3,120 -1,605 -1,891 -8,294 -8,893 -13,305 -12,389: -112 -1,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 13.6 18.1 55.7 54.9 91.8 86.6: 8.2 13.4
Old : 100.0: 21.3 21.6 11.2 58.5 56.3 91.0 89.1: 9.0 10.9
Other: 100.0: 32.6 17.3 11.7 49.4 51.8 93.8 80.8: 6.2 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 107 93 110 66 103 258 246:
Old : 324: 107 94 82 52 86 220 217:
Other: 197: 45 58 39 37 79 107 155:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 22.5 36.2 31.9 23.7 15.4 34.6 22.5
Old : 33.3 25.9 44.4 37.5 33.3 25.4 44.4 36.1
Other: 32.2 22.0 48.7 31.3 28.9 17.3 41.7 24.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 31, 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 : 1,374,941: 316,392 97,394 227,746 670,587 764,563 1,214,725 1,089,703: 160,216 285,238
Old : 1,077,158: 227,502 129,933 135,519 582,067 589,500 945,088 854,952: 132,070 222,206
Other: 297,783: 148,353 26,924 32,764 88,520 175,063 269,637 234,751: 28,146 63,032
: : :
: : Changes in Commitments from: October 24, 2006 :
: 33,405: -3,461 3,114 17,022 18,419 9,249 31,980 29,385: 1,425 4,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 7.1 16.6 48.8 55.6 88.3 79.3: 11.7 20.7
Old : 100.0: 21.1 12.1 12.6 54.0 54.7 87.7 79.4: 12.3 20.6
Other: 100.0: 49.8 9.0 11.0 29.7 58.8 90.5 78.8: 9.5 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 732: 202 125 169 222 308 515 539:
Old : 716: 186 135 145 203 296 477 511:
Other: 462: 88 70 39 88 255 193 350:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 16.0 25.9 22.2 16.3 14.1 24.5 18.2
Old : 19.6 14.2 30.5 21.5 19.6 12.8 29.3 18.4
Other: 22.2 26.2 35.1 32.5 22.0 23.5 33.9 28.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 31, 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 : 14,878: 6,073 135 181 5,298 12,369 11,552 12,685: 3,326 2,193
Old : 14,311: 6,021 134 166 5,040 11,908 11,227 12,208: 3,084 2,103
Other: 567: 67 16 0 258 461 325 477: 242 90
: : :
: : Changes in Commitments from: October 24, 2006 :
: 912: -267 -65 140 874 684 747 759: 165 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 0.9 1.2 35.6 83.1 77.6 85.3: 22.4 14.7
Old : 100.0: 42.1 0.9 1.2 35.2 83.2 78.5 85.3: 21.5 14.7
Other: 100.0: 11.8 2.8 0.0 45.5 81.3 57.3 84.1: 42.7 15.9
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 25 3 5 15 17 42 23:
Old : 51: 25 3 5 13 17 40 23:
Other: 13: 2 2 0 5 6 7 8:
:----------------------------------------------------------------------------------------------------
: 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 : 29.2 54.4 44.0 73.6 28.3 47.0 41.3 64.1
Old : 29.4 55.1 44.8 73.6 29.4 48.2 43.0 65.5
Other: 50.6 76.4 57.3 84.1 41.4 68.4 45.5 72.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 31, 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 : 375,802: 68,240 45,483 58,419 200,978 193,603 327,637 297,505: 48,165 78,297
Old : 332,845: 57,536 58,057 36,655 196,321 167,593 290,512 262,305: 42,333 70,540
Other: 42,957: 30,440 7,162 2,028 4,657 26,010 37,125 35,200: 5,832 7,757
: : :
: : Changes in Commitments from: October 24, 2006 :
: -8,972: -12,592 -4,567 -395 6,427 -2,348 -6,560 -7,310: -2,412 -1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 12.1 15.5 53.5 51.5 87.2 79.2: 12.8 20.8
Old : 100.0: 17.3 17.4 11.0 59.0 50.4 87.3 78.8: 12.7 21.2
Other: 100.0: 70.9 16.7 4.7 10.8 60.5 86.4 81.9: 13.6 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 105 89 111 80 125 260 284:
Old : 367: 107 88 98 79 118 249 265:
Other: 155: 30 40 9 15 74 50 118:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 19.7 33.5 28.6 19.9 16.3 28.2 21.4
Old : 24.1 19.9 37.6 27.4 23.1 16.8 34.5 22.6
Other: 47.8 40.3 64.8 55.5 47.8 40.0 62.7 53.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,691: 8,598 3,061 1,979 0 197 10,577 5,237: 3,114 8,454
Old : 11,703: 7,418 2,961 1,419 0 187 8,837 4,567: 2,866 7,136
Other: 1,988: 1,739 659 1 0 10 1,740 670: 248 1,318
: : :
: : Changes in Commitments from: October 24, 2006 :
: -3,642: -482 -4,079 1,421 -235 -143 704 -2,801: -4,346 -841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 22.4 14.5 0.0 1.4 77.3 38.3: 22.7 61.7
Old : 100.0: 63.4 25.3 12.1 0.0 1.6 75.5 39.0: 24.5 61.0
Other: 100.0: 87.5 33.1 0.1 0.0 0.5 87.5 33.7: 12.5 66.3
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 8 8 0 1 15 13:
Old : 19: 11 7 8 0 1 15 12:
Other: 10: 6 3 1 0 1 6 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 : 55.0 24.5 67.5 33.4 50.8 19.6 59.2 23.6
Old : 53.7 27.9 65.6 36.4 52.0 22.1 60.6 26.9
Other: 72.8 33.7 87.5 33.7 72.8 33.7 87.5 33.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 31, 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 : 261,414: 65,286 15,814 35,307 126,752 189,404 227,345 240,525: 34,069 20,889
Old : 237,963: 63,151 15,577 22,143 119,718 180,882 205,012 218,602: 32,951 19,361
Other: 23,451: 11,039 9,141 4,260 7,034 8,522 22,333 21,923: 1,118 1,528
: : :
: : Changes in Commitments from: October 24, 2006 :
: 8,171: 5,751 433 -3,826 3,435 9,258 5,360 5,865: 2,811 2,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 6.0 13.5 48.5 72.5 87.0 92.0: 13.0 8.0
Old : 100.0: 26.5 6.5 9.3 50.3 76.0 86.2 91.9: 13.8 8.1
Other: 100.0: 47.1 39.0 18.2 30.0 36.3 95.2 93.5: 4.8 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 71 22 33 55 49 146 95:
Old : 171: 72 22 29 55 48 143 91:
Other: 48: 12 12 7 16 12 33 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 : 21.1 42.3 30.4 54.7 18.5 39.2 25.3 48.3
Old : 22.0 44.3 30.1 57.3 19.5 41.0 26.6 50.7
Other: 46.0 56.3 71.2 76.6 40.1 49.8 63.3 65.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 31, 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 : 763,166: 117,406 177,189 11,409 485,775 398,176 614,590 586,774: 148,576 176,392
Old : 763,166: 117,406 177,189 11,409 485,775 398,176 614,590 586,774: 148,576 176,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 42,071: 15,802 7,702 -40 11,429 23,684 27,191 31,346: 14,880 10,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 23.2 1.5 63.7 52.2 80.5 76.9: 19.5 23.1
Old : 100.0: 15.4 23.2 1.5 63.7 52.2 80.5 76.9: 19.5 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 39 35 17 70 71 117 115:
Old : 173: 39 35 17 70 71 117 115:
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 : 24.7 27.5 33.5 38.8 22.1 21.9 29.2 30.4
Old : 24.7 27.5 33.5 38.8 22.1 21.9 29.2 30.4
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 31, 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 : 209,182: 46,806 22,829 32,786 92,689 134,187 172,281 189,802: 36,901 19,380
Old : 197,671: 49,122 19,992 27,457 85,723 131,969 162,302 179,418: 35,369 18,253
Other: 11,511: 973 6,126 2,040 6,966 2,218 9,979 10,384: 1,532 1,127
: : :
: : Changes in Commitments from: October 24, 2006 :
: 7,186: 8,106 -6,589 1,989 -4,427 11,832 5,668 7,232: 1,518 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 10.9 15.7 44.3 64.1 82.4 90.7: 17.6 9.3
Old : 100.0: 24.9 10.1 13.9 43.4 66.8 82.1 90.8: 17.9 9.2
Other: 100.0: 8.5 53.2 17.7 60.5 19.3 86.7 90.2: 13.3 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 55 27 41 56 47 141 103:
Old : 162: 61 27 39 56 44 141 97:
Other: 48: 8 15 8 18 11 32 29:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 43.3 33.0 52.8 23.6 41.2 31.1 49.6
Old : 24.7 45.9 33.5 54.8 23.9 45.2 31.6 53.1
Other: 36.7 50.7 58.3 67.4 36.7 50.7 56.4 61.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 31, 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 : 14,422: 2,568 1,576 1,769 7,415 9,628 11,752 12,973: 2,670 1,449
Old : 13,847: 2,567 1,630 1,680 7,093 9,170 11,340 12,480: 2,507 1,367
Other: 575: 77 22 13 322 458 412 493: 163 82
: : :
: : Changes in Commitments from: October 24, 2006 :
: 241: -359 51 557 304 -163 502 445: -261 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 10.9 12.3 51.4 66.8 81.5 90.0: 18.5 10.0
Old : 100.0: 18.5 11.8 12.1 51.2 66.2 81.9 90.1: 18.1 9.9
Other: 100.0: 13.4 3.8 2.3 56.0 79.7 71.7 85.7: 28.3 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 16 14 9 25 21 48 37:
Old : 64: 17 13 7 25 21 46 37:
Other: 19: 5 3 3 5 8 11 13:
:----------------------------------------------------------------------------------------------------
: 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 46.2 39.0 61.3 21.5 40.5 34.8 52.8
Old : 22.4 47.0 38.9 61.7 21.8 41.5 35.1 53.5
Other: 55.1 62.8 68.9 81.4 41.9 60.2 52.2 67.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 31, 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 : 671,383: 137,333 159,333 3,120 387,180 391,778 527,633 554,231: 143,750 117,152
Old : 671,383: 137,333 159,333 3,120 387,180 391,778 527,633 554,231: 143,750 117,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -5,830: -4,741 -11,383 945 522 17,917 -3,274 7,479: -2,556 -13,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 23.7 0.5 57.7 58.4 78.6 82.6: 21.4 17.4
Old : 100.0: 20.5 23.7 0.5 57.7 58.4 78.6 82.6: 21.4 17.4
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 : 165: 34 32 7 67 70 104 106:
Old : 165: 34 32 7 67 70 104 106:
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 : 23.2 18.8 34.7 31.6 23.0 18.6 33.6 30.4
Old : 23.2 18.8 34.7 31.6 23.0 18.6 33.6 30.4
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 31, 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 : 2,413,564: 740,137 364,629 72,116 1,283,711 1,562,980 2,095,964 1,999,725: 317,600 413,839
Old : 2,413,564: 740,137 364,629 72,116 1,283,711 1,562,980 2,095,964 1,999,725: 317,600 413,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -105,092: -36,311 13,179 -1,713 -98,692 -146,330 -136,716 -134,864: 31,624 29,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 15.1 3.0 53.2 64.8 86.8 82.9: 13.2 17.1
Old : 100.0: 30.7 15.1 3.0 53.2 64.8 86.8 82.9: 13.2 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 : 301: 56 79 37 124 121 203 214:
Old : 301: 56 79 37 124 121 203 214:
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 : 23.9 31.5 35.8 39.7 20.5 30.2 30.5 37.2
Old : 23.9 31.5 35.8 39.7 20.5 30.2 30.5 37.2
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, October 31, 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 : 1,407,654: 212,173 206,776 17,384 922,121 897,473 1,151,678 1,121,633: 255,976 286,021
Old : 1,407,654: 212,173 206,776 17,384 922,121 897,473 1,151,678 1,121,633: 255,976 286,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -2,109: 23,373 7,224 -674 -45,303 -27,236 -22,604 -20,686: 20,495 18,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 14.7 1.2 65.5 63.8 81.8 79.7: 18.2 20.3
Old : 100.0: 15.1 14.7 1.2 65.5 63.8 81.8 79.7: 18.2 20.3
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 : 191: 41 36 15 76 81 122 127:
Old : 191: 41 36 15 76 81 122 127:
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 : 28.7 30.7 40.1 39.5 26.1 29.7 33.5 35.2
Old : 28.7 30.7 40.1 39.5 26.1 29.7 33.5 35.2
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, October 31, 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 : 472,463: 55,742 74,915 121,765 267,876 239,589 445,383 436,269: 27,080 36,194
Old : 472,463: 55,742 74,915 121,765 267,876 239,589 445,383 436,269: 27,080 36,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -13,011: -4,541 -13,648 -8,801 7,772 9,605 -5,570 -12,844: -7,441 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 15.9 25.8 56.7 50.7 94.3 92.3: 5.7 7.7
Old : 100.0: 11.8 15.9 25.8 56.7 50.7 94.3 92.3: 5.7 7.7
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 : 134: 28 37 35 48 62 91 119:
Old : 134: 28 37 35 48 62 91 119:
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 : 31.4 19.3 46.7 31.2 28.7 13.5 34.8 20.9
Old : 31.4 19.3 46.7 31.2 28.7 13.5 34.8 20.9
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 31, 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 : 49,533: 15,370 3,545 3,259 9,808 32,559 28,437 39,363: 21,096 10,170
Old : 49,533: 15,370 3,545 3,259 9,808 32,559 28,437 39,363: 21,096 10,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 4,642: 8,025 -2,211 2,176 -4,195 5,776 6,006 5,741: -1,364 -1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 7.2 6.6 19.8 65.7 57.4 79.5: 42.6 20.5
Old : 100.0: 31.0 7.2 6.6 19.8 65.7 57.4 79.5: 42.6 20.5
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 : 58: 23 10 5 13 20 38 33:
Old : 58: 23 10 5 13 20 38 33:
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 : 18.0 37.4 27.2 55.2 13.8 37.3 22.6 49.6
Old : 18.0 37.4 27.2 55.2 13.8 37.3 22.6 49.6
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 31, 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 : 62,777: 18,080 12,167 23 20,344 42,654 38,447 54,844: 24,330 7,933
Old : 62,777: 18,080 12,167 23 20,344 42,654 38,447 54,844: 24,330 7,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -664: 811 252 7 329 -300 1,147 -41: -1,811 -623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 19.4 0.0 32.4 67.9 61.2 87.4: 38.8 12.6
Old : 100.0: 28.8 19.4 0.0 32.4 67.9 61.2 87.4: 38.8 12.6
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 : 75: 28 17 3 18 15 47 34:
Old : 75: 28 17 3 18 15 47 34:
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 : 18.4 46.5 31.1 67.3 18.4 46.5 31.0 67.3
Old : 18.4 46.5 31.1 67.3 18.4 46.5 31.0 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, October 31, 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 : 131,463: 41,290 24,022 573 79,061 57,374 120,924 81,969: 10,539 49,494
Old : 131,463: 41,290 24,022 573 79,061 57,374 120,924 81,969: 10,539 49,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -4,884: 832 -1,419 -44 -5,232 2,254 -4,444 791: -440 -5,675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 18.3 0.4 60.1 43.6 92.0 62.4: 8.0 37.6
Old : 100.0: 31.4 18.3 0.4 60.1 43.6 92.0 62.4: 8.0 37.6
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 : 103: 30 33 3 15 31 47 65:
Old : 103: 30 33 3 15 31 47 65:
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 : 58.7 23.4 69.5 31.2 58.7 23.4 69.5 31.2
Old : 58.7 23.4 69.5 31.2 58.7 23.4 69.5 31.2
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 31, 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 : 43,126: 1,874 14,967 508 40,504 27,412 42,886 42,887: 240 239
Old : 43,126: 1,874 14,967 508 40,504 27,412 42,886 42,887: 240 239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 1,171: 163 2,578 -1,278 2,193 -225 1,078 1,075: 93 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 34.7 1.2 93.9 63.6 99.4 99.4: 0.6 0.6
Old : 100.0: 4.3 34.7 1.2 93.9 63.6 99.4 99.4: 0.6 0.6
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 : 39: 7 12 4 14 10 23 24:
Old : 39: 7 12 4 14 10 23 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 : 83.2 82.1 94.2 95.4 83.2 81.8 93.9 94.5
Old : 83.2 82.1 94.2 95.4 83.2 81.8 93.9 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2006