WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 14, 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 : 432,131: 81,229 60,329 72,268 240,707 237,267 394,204 369,864: 37,927 62,267
Old : 285,257: 64,423 63,865 24,662 167,603 162,298 256,688 250,825: 28,569 34,432
Other: 146,874: 47,071 26,729 17,341 73,104 74,969 137,516 119,039: 9,358 27,835
: : :
: : Changes in Commitments from: November 7, 2006 :
: -25,360: -861 -2,307 -14,312 -8,605 -8,071 -23,778 -24,690: -1,582 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 14.0 16.7 55.7 54.9 91.2 85.6: 8.8 14.4
Old : 100.0: 22.6 22.4 8.6 58.8 56.9 90.0 87.9: 10.0 12.1
Other: 100.0: 32.0 18.2 11.8 49.8 51.0 93.6 81.0: 6.4 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 117 88 108 73 100 267 240:
Old : 324: 115 88 76 57 84 220 212:
Other: 204: 54 55 35 41 83 116 155:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 22.1 38.4 32.1 24.5 16.0 36.4 23.2
Old : 36.3 26.1 49.5 38.2 36.3 25.7 48.2 36.6
Other: 33.3 23.2 47.6 33.4 31.9 19.1 43.0 27.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 14, 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 : 1,412,250: 334,613 91,634 214,096 694,925 829,754 1,243,634 1,135,484: 168,616 276,766
Old : 1,062,202: 245,031 119,472 120,183 559,111 615,643 924,325 855,298: 137,877 206,904
Other: 350,048: 152,776 35,356 30,719 135,814 214,111 319,309 280,186: 30,739 69,862
: : :
: : Changes in Commitments from: November 7, 2006 :
: 4,111: 10,533 -1,478 -9,200 16,434 31,971 17,767 21,293: -13,656 -17,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 6.5 15.2 49.2 58.8 88.1 80.4: 11.9 19.6
Old : 100.0: 23.1 11.2 11.3 52.6 58.0 87.0 80.5: 13.0 19.5
Other: 100.0: 43.6 10.1 8.8 38.8 61.2 91.2 80.0: 8.8 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 772: 233 122 183 248 333 568 566:
Old : 755: 216 126 155 235 325 531 540:
Other: 521: 99 84 41 99 285 217 395:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 14.4 24.8 20.8 14.5 13.4 22.7 18.1
Old : 18.3 13.7 27.0 20.6 17.9 12.3 25.9 17.8
Other: 27.5 25.2 39.7 31.3 27.0 22.6 39.1 28.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 14, 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 : 14,702: 5,629 133 420 5,365 12,414 11,414 12,967: 3,288 1,735
Old : 13,212: 5,536 245 299 4,530 11,066 10,365 11,610: 2,847 1,602
Other: 1,490: 205 0 9 835 1,348 1,049 1,357: 441 133
: : :
: : Changes in Commitments from: November 7, 2006 :
: -133: -196 16 74 -26 -177 -148 -87: 15 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 0.9 2.9 36.5 84.4 77.6 88.2: 22.4 11.8
Old : 100.0: 41.9 1.9 2.3 34.3 83.8 78.5 87.9: 21.5 12.1
Other: 100.0: 13.8 0.0 0.6 56.0 90.5 70.4 91.1: 29.6 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 25 4 7 15 15 42 24:
Old : 49: 25 4 7 14 15 41 24:
Other: 19: 7 0 3 7 7 14 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 : 26.6 54.3 40.3 75.1 25.1 45.6 36.8 62.2
Old : 27.5 53.1 42.3 75.3 27.0 44.9 40.0 65.1
Other: 46.9 82.0 64.2 90.8 46.7 79.5 58.7 83.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 14, 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 : 394,104: 87,271 47,278 53,991 202,189 209,729 343,451 310,998: 50,653 83,106
Old : 340,929: 72,635 61,516 29,279 195,887 177,671 297,801 268,466: 43,128 72,463
Other: 53,175: 36,686 7,812 2,662 6,302 32,058 45,650 42,532: 7,525 10,643
: : :
: : Changes in Commitments from: November 7, 2006 :
: 8,875: 9,379 3,285 -5,867 6,270 6,103 9,782 3,521: -907 5,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 12.0 13.7 51.3 53.2 87.1 78.9: 12.9 21.1
Old : 100.0: 21.3 18.0 8.6 57.5 52.1 87.3 78.7: 12.7 21.3
Other: 100.0: 69.0 14.7 5.0 11.9 60.3 85.8 80.0: 14.2 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 122 83 91 88 128 264 262:
Old : 364: 117 84 77 84 123 245 247:
Other: 162: 36 34 11 19 80 62 118:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 19.6 31.1 28.7 18.8 16.1 27.0 22.0
Old : 23.0 19.7 35.9 28.1 22.3 17.2 32.0 22.6
Other: 41.1 38.2 58.6 52.2 41.1 37.7 56.8 49.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, November 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,112: 13,027 5,181 1,344 370 336 14,741 6,861: 2,371 10,251
Old : 14,609: 10,807 5,042 1,307 370 319 12,484 6,668: 2,125 7,941
Other: 2,503: 2,255 174 2 0 17 2,257 193: 246 2,310
: : :
: : Changes in Commitments from: November 7, 2006 :
: 1,551: 2,178 1,101 -227 370 63 2,321 937: -770 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 30.3 7.9 2.2 2.0 86.1 40.1: 13.9 59.9
Old : 100.0: 74.0 34.5 8.9 2.5 2.2 85.5 45.6: 14.5 54.4
Other: 100.0: 90.1 7.0 0.1 0.0 0.7 90.2 7.7: 9.8 92.3
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 20 13 9 1 1 24 20:
Old : 35: 19 14 8 1 1 24 19:
Other: 10: 8 1 2 0 1 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 : 46.0 17.4 61.7 26.0 46.0 17.4 60.1 25.4
Old : 44.1 20.4 60.4 30.2 44.1 20.4 58.7 29.3
Other: 77.7 7.7 90.2 7.7 77.6 7.6 90.1 7.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 14, 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 : 280,304: 85,612 10,806 37,947 120,089 211,041 243,648 259,794: 36,656 20,510
Old : 255,492: 82,039 11,245 23,959 114,134 201,223 220,132 236,427: 35,360 19,065
Other: 24,812: 13,605 9,593 3,956 5,955 9,818 23,516 23,367: 1,296 1,445
: : :
: : Changes in Commitments from: November 7, 2006 :
: 13,220: 12,134 -1,832 155 282 15,317 12,571 13,640: 649 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 3.9 13.5 42.8 75.3 86.9 92.7: 13.1 7.3
Old : 100.0: 32.1 4.4 9.4 44.7 78.8 86.2 92.5: 13.8 7.5
Other: 100.0: 54.8 38.7 15.9 24.0 39.6 94.8 94.2: 5.2 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 84 24 44 55 51 164 105:
Old : 186: 85 26 39 55 51 159 102:
Other: 52: 16 12 7 15 12 37 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 : 18.3 43.2 27.2 55.2 17.3 40.7 24.4 48.9
Old : 19.0 45.4 27.3 57.7 18.9 43.0 25.8 52.3
Other: 41.4 55.8 67.7 75.4 36.2 48.9 62.2 64.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 14, 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 : 806,422: 133,589 203,154 16,244 487,289 428,215 637,122 647,613: 169,300 158,809
Old : 806,422: 133,589 203,154 16,244 487,289 428,215 637,122 647,613: 169,300 158,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 33,438: 10,470 3,313 4,665 6,138 23,817 21,273 31,795: 12,165 1,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 25.2 2.0 60.4 53.1 79.0 80.3: 21.0 19.7
Old : 100.0: 16.6 25.2 2.0 60.4 53.1 79.0 80.3: 21.0 19.7
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 : 179: 42 38 24 70 71 123 122:
Old : 179: 42 38 24 70 71 123 122:
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 : 22.9 27.8 33.0 40.4 20.7 23.5 28.7 32.7
Old : 22.9 27.8 33.0 40.4 20.7 23.5 28.7 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, November 14, 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 : 215,492: 53,977 21,853 25,874 97,991 149,749 177,842 197,476: 37,650 18,016
Old : 203,066: 53,774 19,424 20,673 92,640 146,194 167,087 186,291: 35,979 16,775
Other: 12,426: 3,221 5,447 2,183 5,351 3,555 10,755 11,185: 1,671 1,241
: : :
: : Changes in Commitments from: November 7, 2006 :
: -2,784: 3,284 2,834 -7,975 1,587 2,361 -3,104 -2,780: 320 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 10.1 12.0 45.5 69.5 82.5 91.6: 17.5 8.4
Old : 100.0: 26.5 9.6 10.2 45.6 72.0 82.3 91.7: 17.7 8.3
Other: 100.0: 25.9 43.8 17.6 43.1 28.6 86.6 90.0: 13.4 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 66 32 48 54 49 154 110:
Old : 175: 71 30 46 53 46 152 104:
Other: 54: 12 15 10 18 14 38 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 44.7 33.1 55.5 24.0 43.1 31.5 53.3
Old : 25.9 47.3 34.0 57.7 25.0 46.4 32.7 56.3
Other: 34.6 46.2 53.7 63.2 34.2 42.9 51.6 53.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 14, 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 : 14,483: 3,105 1,160 1,380 7,183 10,946 11,668 13,486: 2,815 997
Old : 13,701: 3,000 1,224 1,273 6,786 10,312 11,059 12,809: 2,642 892
Other: 782: 181 12 31 397 634 609 677: 173 105
: : :
: : Changes in Commitments from: November 7, 2006 :
: 31: 171 1 -37 50 102 184 66: -153 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 8.0 9.5 49.6 75.6 80.6 93.1: 19.4 6.9
Old : 100.0: 21.9 8.9 9.3 49.5 75.3 80.7 93.5: 19.3 6.5
Other: 100.0: 23.1 1.5 4.0 50.8 81.1 77.9 86.6: 22.1 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 19 7 8 23 18 45 30:
Old : 57: 18 7 6 22 18 41 30:
Other: 20: 7 1 3 6 9 13 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 : 23.2 51.8 40.6 68.4 22.4 46.3 35.8 60.4
Old : 24.3 53.1 40.6 68.9 22.9 48.2 36.5 62.0
Other: 46.5 56.8 68.2 82.1 37.1 51.8 47.8 58.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 14, 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 : 673,096: 114,665 157,350 5,655 415,289 386,705 535,609 549,710: 137,487 123,386
Old : 673,096: 114,665 157,350 5,655 415,289 386,705 535,609 549,710: 137,487 123,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 12,066: -14,072 10,886 2,287 24,255 -3,830 12,470 9,343: -404 2,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 23.4 0.8 61.7 57.5 79.6 81.7: 20.4 18.3
Old : 100.0: 17.0 23.4 0.8 61.7 57.5 79.6 81.7: 20.4 18.3
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 : 167: 36 36 12 67 69 109 111:
Old : 167: 36 36 12 67 69 109 111:
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 19.4 34.4 32.0 24.1 18.6 33.0 30.2
Old : 24.2 19.4 34.4 32.0 24.1 18.6 33.0 30.2
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, November 14, 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 : 2,371,687: 697,897 358,164 100,453 1,229,574 1,512,103 2,027,924 1,970,720: 343,763 400,967
Old : 2,371,687: 697,897 358,164 100,453 1,229,574 1,512,103 2,027,924 1,970,720: 343,763 400,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -15,991: -8,084 2,879 4,233 -33,297 -42,532 -37,148 -35,420: 21,157 19,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 15.1 4.2 51.8 63.8 85.5 83.1: 14.5 16.9
Old : 100.0: 29.4 15.1 4.2 51.8 63.8 85.5 83.1: 14.5 16.9
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 : 313: 67 79 48 122 126 215 227:
Old : 313: 67 79 48 122 126 215 227:
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 : 21.0 27.7 31.5 36.3 16.4 26.6 26.3 33.8
Old : 21.0 27.7 31.5 36.3 16.4 26.6 26.3 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, November 14, 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 : 1,455,635: 215,226 236,552 24,588 928,517 912,443 1,168,331 1,173,583: 287,304 282,052
Old : 1,455,635: 215,226 236,552 24,588 928,517 912,443 1,168,331 1,173,583: 287,304 282,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 69,224: 49,057 25,469 4,871 3,913 38,754 57,841 69,094: 11,383 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 16.3 1.7 63.8 62.7 80.3 80.6: 19.7 19.4
Old : 100.0: 14.8 16.3 1.7 63.8 62.7 80.3 80.6: 19.7 19.4
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 : 197: 44 39 22 78 82 131 135:
Old : 197: 44 39 22 78 82 131 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 30.0 38.9 38.2 24.6 28.3 31.9 34.2
Old : 27.7 30.0 38.9 38.2 24.6 28.3 31.9 34.2
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, November 14, 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 : 393,863: 69,121 77,374 93,316 205,927 187,597 368,364 358,287: 25,499 35,576
Old : 393,863: 69,121 77,374 93,316 205,927 187,597 368,364 358,287: 25,499 35,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 9,672: 5,006 6,607 432 1,585 -1,079 7,023 5,960: 2,649 3,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 19.6 23.7 52.3 47.6 93.5 91.0: 6.5 9.0
Old : 100.0: 17.5 19.6 23.7 52.3 47.6 93.5 91.0: 6.5 9.0
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 : 124: 28 35 39 44 54 90 111:
Old : 124: 28 35 39 44 54 90 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 18.4 42.5 30.1 23.8 10.5 29.8 18.9
Old : 27.3 18.4 42.5 30.1 23.8 10.5 29.8 18.9
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, November 14, 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 : 10,681: 4,301 0 36 1,348 7,548 5,685 7,584: 4,996 3,097
Old : 10,681: 4,301 0 36 1,348 7,548 5,685 7,584: 4,996 3,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 0.0 0.3 12.6 70.7 53.2 71.0: 46.8 29.0
Old : 100.0: 40.3 0.0 0.3 12.6 70.7 53.2 71.0: 46.8 29.0
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 : 23: 10 0 3 3 12 13 15:
Old : 23: 10 0 3 3 12 13 15:
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 : 28.8 46.4 44.0 63.4 27.0 43.4 37.5 57.7
Old : 28.8 46.4 44.0 63.4 27.0 43.4 37.5 57.7
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, November 14, 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 : 52,263: 14,190 6,109 4,606 7,299 30,590 26,095 41,305: 26,168 10,958
Old : 52,263: 14,190 6,109 4,606 7,299 30,590 26,095 41,305: 26,168 10,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -101: -3,843 1,739 531 1,158 -1,857 -2,154 413: 2,053 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 11.7 8.8 14.0 58.5 49.9 79.0: 50.1 21.0
Old : 100.0: 27.2 11.7 8.8 14.0 58.5 49.9 79.0: 50.1 21.0
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 : 62: 23 14 10 11 19 38 40:
Old : 62: 23 14 10 11 19 38 40:
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 : 18.9 30.4 27.7 47.8 11.7 27.6 19.8 40.5
Old : 18.9 30.4 27.7 47.8 11.7 27.6 19.8 40.5
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, November 14, 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 : 62,320: 17,479 13,005 24 19,063 41,355 36,566 54,384: 25,754 7,936
Old : 62,320: 17,479 13,005 24 19,063 41,355 36,566 54,384: 25,754 7,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -867: -100 1,062 -1 -25 -800 -126 261: -741 -1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 20.9 0.0 30.6 66.4 58.7 87.3: 41.3 12.7
Old : 100.0: 28.0 20.9 0.0 30.6 66.4 58.7 87.3: 41.3 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 : 75: 25 19 1 19 15 44 35:
Old : 75: 25 19 1 19 15 44 35:
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 : 17.6 46.6 29.9 67.2 17.5 46.6 29.8 67.2
Old : 17.6 46.6 29.9 67.2 17.5 46.6 29.8 67.2
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, November 14, 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 : 130,109: 47,120 24,406 577 72,630 54,539 120,327 79,522: 9,782 50,587
Old : 130,109: 47,120 24,406 577 72,630 54,539 120,327 79,522: 9,782 50,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -1,230: 4,896 1,511 56 -5,060 -2,786 -108 -1,219: -1,122 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 18.8 0.4 55.8 41.9 92.5 61.1: 7.5 38.9
Old : 100.0: 36.2 18.8 0.4 55.8 41.9 92.5 61.1: 7.5 38.9
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 : 113: 38 34 3 16 31 57 65:
Old : 113: 38 34 3 16 31 57 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 : 57.4 22.4 66.6 30.2 57.4 22.3 66.6 30.2
Old : 57.4 22.4 66.6 30.2 57.4 22.3 66.6 30.2
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, November 14, 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 : 43,281: 1,900 15,606 658 40,598 26,884 43,156 43,148: 125 133
Old : 43,281: 1,900 15,606 658 40,598 26,884 43,156 43,148: 125 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 33: 62 229 0 -17 -157 45 72: -12 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 36.1 1.5 93.8 62.1 99.7 99.7: 0.3 0.3
Old : 100.0: 4.4 36.1 1.5 93.8 62.1 99.7 99.7: 0.3 0.3
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 : 38: 7 12 4 14 9 23 23:
Old : 38: 7 12 4 14 9 23 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 : 82.2 82.6 93.8 95.2 82.2 82.0 93.5 94.1
Old : 82.2 82.6 93.8 95.2 82.2 82.0 93.5 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2006