WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 21, 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 : 421,762: 75,624 55,991 70,475 238,712 237,335 384,811 363,801: 36,951 57,961
Old : 273,139: 56,873 61,799 21,372 167,962 159,475 246,207 242,646: 26,932 30,493
Other: 148,623: 52,632 28,073 15,222 70,750 77,860 138,604 121,155: 10,019 27,468
: : :
: : Changes in Commitments from: November 14, 2006 :
: -10,369: -5,605 -4,338 -1,793 -1,995 68 -9,393 -6,063: -976 -4,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 13.3 16.7 56.6 56.3 91.2 86.3: 8.8 13.7
Old : 100.0: 20.8 22.6 7.8 61.5 58.4 90.1 88.8: 9.9 11.2
Other: 100.0: 35.4 18.9 10.2 47.6 52.4 93.3 81.5: 6.7 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 107 88 103 67 99 248 230:
Old : 296: 102 85 58 53 84 190 199:
Other: 207: 55 54 43 39 82 121 159:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 21.4 39.9 32.1 25.2 15.3 37.3 22.6
Old : 38.2 26.1 52.2 38.7 38.2 25.0 50.6 35.8
Other: 33.6 24.2 47.3 34.4 31.4 19.4 42.5 27.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 21, 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 : 1,393,660: 350,232 70,977 212,812 691,667 854,699 1,254,711 1,138,488: 138,949 255,172
Old : 1,029,117: 239,670 89,940 127,799 555,417 625,433 922,886 843,172: 106,231 185,945
Other: 364,543: 165,327 35,802 30,248 136,250 229,266 331,825 295,316: 32,718 69,227
: : :
: : Changes in Commitments from: November 14, 2006 :
: -18,590: 15,619 -20,657 -1,284 -3,258 24,945 11,077 3,004: -29,667 -21,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 5.1 15.3 49.6 61.3 90.0 81.7: 10.0 18.3
Old : 100.0: 23.3 8.7 12.4 54.0 60.8 89.7 81.9: 10.3 18.1
Other: 100.0: 45.4 9.8 8.3 37.4 62.9 91.0 81.0: 9.0 19.0
: : :
:# Traders : Number of Traders in Each Category :
All : 739: 221 101 166 245 341 535 554:
Old : 722: 203 109 145 232 331 503 529:
Other: 527: 100 80 40 102 294 223 397:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 15.3 25.6 21.7 15.2 14.2 23.6 19.2
Old : 19.3 14.3 28.3 21.2 19.3 12.8 27.7 18.3
Other: 27.2 26.2 39.2 32.4 26.6 23.4 38.4 29.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 21, 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 : 14,092: 5,571 520 296 5,604 12,083 11,471 12,899: 2,621 1,193
Old : 11,987: 5,237 572 237 4,470 10,129 9,944 10,938: 2,043 1,049
Other: 2,105: 387 1 6 1,134 1,954 1,527 1,961: 578 144
: : :
: : Changes in Commitments from: November 14, 2006 :
: -610: -58 387 -124 239 -331 57 -68: -667 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 3.7 2.1 39.8 85.7 81.4 91.5: 18.6 8.5
Old : 100.0: 43.7 4.8 2.0 37.3 84.5 83.0 91.2: 17.0 8.8
Other: 100.0: 18.4 0.0 0.3 53.9 92.8 72.5 93.2: 27.5 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 24 5 5 14 15 41 22:
Old : 48: 22 5 5 13 15 39 22:
Other: 17: 5 1 2 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 : 28.4 57.0 42.4 77.6 27.0 49.1 39.2 65.6
Old : 30.3 56.3 46.7 77.8 29.2 49.7 43.5 70.5
Other: 51.6 77.7 68.4 93.1 51.4 77.7 67.4 90.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 21, 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 : 393,988: 85,926 50,031 56,016 205,394 204,846 347,336 310,893: 46,652 83,095
Old : 337,721: 70,154 64,702 30,323 198,214 170,945 298,691 265,970: 39,030 71,751
Other: 56,267: 38,471 8,028 2,994 7,180 33,901 48,645 44,923: 7,622 11,344
: : :
: : Changes in Commitments from: November 14, 2006 :
: -116: -1,345 2,753 2,025 3,205 -4,883 3,885 -105: -4,001 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 12.7 14.2 52.1 52.0 88.2 78.9: 11.8 21.1
Old : 100.0: 20.8 19.2 9.0 58.7 50.6 88.4 78.8: 11.6 21.2
Other: 100.0: 68.4 14.3 5.3 12.8 60.3 86.5 79.8: 13.5 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 115 84 97 91 133 267 275:
Old : 375: 116 88 81 86 129 247 262:
Other: 178: 42 36 12 22 85 71 126:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 18.2 31.0 27.4 19.0 15.3 27.2 20.9
Old : 23.3 18.9 36.1 27.1 22.6 16.9 32.2 23.1
Other: 37.2 38.8 56.0 52.3 37.2 38.3 53.8 49.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, November 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,514: 11,264 5,318 1,428 420 390 13,112 7,136: 3,402 9,378
Old : 13,778: 8,870 5,221 1,336 420 373 10,626 6,930: 3,152 6,848
Other: 2,736: 2,471 174 15 0 17 2,486 206: 250 2,530
: : :
: : Changes in Commitments from: November 14, 2006 :
: -598: -1,763 137 84 50 54 -1,629 275: 1,031 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 32.2 8.6 2.5 2.4 79.4 43.2: 20.6 56.8
Old : 100.0: 64.4 37.9 9.7 3.0 2.7 77.1 50.3: 22.9 49.7
Other: 100.0: 90.3 6.4 0.5 0.0 0.6 90.9 7.5: 9.1 92.5
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 18 9 8 1 1 21 16:
Old : 29: 16 11 7 1 1 21 15:
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 : 51.6 24.3 61.7 34.3 50.0 24.3 58.6 33.5
Old : 48.2 27.9 58.0 39.7 46.4 27.8 55.7 38.8
Other: 78.6 7.5 90.9 7.5 78.4 7.0 90.3 7.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 21, 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 : 286,622: 83,743 9,426 44,175 126,152 214,165 254,070 267,766: 32,552 18,856
Old : 262,009: 80,535 10,834 29,272 121,026 204,452 230,833 244,558: 31,176 17,451
Other: 24,613: 14,304 9,688 3,807 5,126 9,713 23,237 23,208: 1,376 1,405
: : :
: : Changes in Commitments from: November 14, 2006 :
: 6,318: -1,869 -1,380 6,228 6,063 3,124 10,422 7,972: -4,104 -1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 3.3 15.4 44.0 74.7 88.6 93.4: 11.4 6.6
Old : 100.0: 30.7 4.1 11.2 46.2 78.0 88.1 93.3: 11.9 6.7
Other: 100.0: 58.1 39.4 15.5 20.8 39.5 94.4 94.3: 5.6 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 90 18 46 54 51 166 108:
Old : 189: 89 22 40 54 51 161 104:
Other: 54: 17 12 8 15 13 36 30:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 44.2 26.9 55.9 17.0 41.3 24.4 49.2
Old : 18.7 46.2 27.1 57.9 18.6 42.9 25.4 51.8
Other: 41.4 57.6 67.5 75.3 35.8 51.0 61.3 63.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 21, 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 : 780,202: 127,238 215,057 30,780 504,495 407,579 662,513 653,416: 117,689 126,786
Old : 780,202: 127,238 215,057 30,780 504,495 407,579 662,513 653,416: 117,689 126,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -26,220: -6,351 11,903 14,536 17,206 -20,636 25,391 5,803: -51,611 -32,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 27.6 3.9 64.7 52.2 84.9 83.7: 15.1 16.3
Old : 100.0: 16.3 27.6 3.9 64.7 52.2 84.9 83.7: 15.1 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 34 42 25 68 69 115 125:
Old : 172: 34 42 25 68 69 115 125:
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 27.9 34.8 39.9 21.9 23.4 30.5 32.9
Old : 24.2 27.9 34.8 39.9 21.9 23.4 30.5 32.9
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 21, 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 : 212,685: 50,028 16,381 28,403 99,130 149,538 177,561 194,322: 35,124 18,363
Old : 199,679: 49,063 13,895 23,046 94,031 145,480 166,140 182,421: 33,539 17,258
Other: 13,006: 4,272 5,793 2,050 5,099 4,058 11,421 11,901: 1,585 1,105
: : :
: : Changes in Commitments from: November 14, 2006 :
: -2,807: -3,949 -5,472 2,529 1,139 -211 -281 -3,154: -2,526 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 7.7 13.4 46.6 70.3 83.5 91.4: 16.5 8.6
Old : 100.0: 24.6 7.0 11.5 47.1 72.9 83.2 91.4: 16.8 8.6
Other: 100.0: 32.8 44.5 15.8 39.2 31.2 87.8 91.5: 12.2 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 69 23 50 51 47 151 106:
Old : 166: 73 22 48 50 44 149 100:
Other: 53: 14 13 9 18 14 38 31:
:----------------------------------------------------------------------------------------------------
: 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 : 26.2 44.4 33.9 56.6 24.8 42.9 31.8 54.6
Old : 26.6 47.0 34.8 59.0 25.7 46.1 32.9 57.7
Other: 37.2 44.1 56.6 61.7 36.7 42.0 55.0 52.7
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 21, 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 : 14,726: 3,260 1,185 1,393 7,358 11,292 12,011 13,870: 2,715 856
Old : 13,617: 3,182 1,230 1,219 6,635 10,389 11,036 12,838: 2,581 779
Other: 1,109: 235 112 17 723 903 975 1,032: 134 77
: : :
: : Changes in Commitments from: November 14, 2006 :
: 243: 155 25 13 175 346 343 384: -100 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 8.0 9.5 50.0 76.7 81.6 94.2: 18.4 5.8
Old : 100.0: 23.4 9.0 9.0 48.7 76.3 81.0 94.3: 19.0 5.7
Other: 100.0: 21.2 10.1 1.5 65.2 81.4 87.9 93.1: 12.1 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 22 8 10 21 19 47 33:
Old : 62: 22 7 8 20 19 43 33:
Other: 25: 7 5 2 6 10 14 16:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 53.2 39.7 69.8 21.9 46.1 35.5 61.1
Old : 23.3 54.0 39.5 70.0 23.3 49.8 36.9 64.6
Other: 60.0 63.4 79.6 83.9 29.4 33.2 40.0 43.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 21, 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 : 733,055: 90,255 170,273 41,716 469,749 401,965 601,720 613,954: 131,335 119,101
Old : 733,055: 90,255 170,273 41,716 469,749 401,965 601,720 613,954: 131,335 119,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 59,959: -24,410 12,923 36,061 54,460 15,260 66,111 64,244: -6,152 -4,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 23.2 5.7 64.1 54.8 82.1 83.8: 17.9 16.2
Old : 100.0: 12.3 23.2 5.7 64.1 54.8 82.1 83.8: 17.9 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 30 34 18 73 69 111 113:
Old : 160: 30 34 18 73 69 111 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 19.9 33.2 30.5 21.9 18.5 31.2 27.9
Old : 22.1 19.9 33.2 30.5 21.9 18.5 31.2 27.9
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 21, 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 : 2,300,386: 679,802 283,779 141,429 1,205,822 1,481,156 2,027,053 1,906,364: 273,333 394,022
Old : 2,300,386: 679,802 283,779 141,429 1,205,822 1,481,156 2,027,053 1,906,364: 273,333 394,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -71,301: -18,095 -74,385 40,976 -23,752 -30,947 -871 -64,356: -70,430 -6,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 12.3 6.1 52.4 64.4 88.1 82.9: 11.9 17.1
Old : 100.0: 29.6 12.3 6.1 52.4 64.4 88.1 82.9: 11.9 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 71 61 49 117 121 210 210:
Old : 292: 71 61 49 117 121 210 210:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 24.4 32.5 33.7 14.9 23.1 24.5 30.4
Old : 19.0 24.4 32.5 33.7 14.9 23.1 24.5 30.4
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 21, 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 : 1,510,926: 157,348 198,712 63,170 1,060,434 1,008,352 1,280,952 1,270,234: 229,974 240,692
Old : 1,510,926: 157,348 198,712 63,170 1,060,434 1,008,352 1,280,952 1,270,234: 229,974 240,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 55,291: -57,878 -37,840 38,582 131,917 95,909 112,621 96,651: -57,330 -41,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 13.2 4.2 70.2 66.7 84.8 84.1: 15.2 15.9
Old : 100.0: 10.4 13.2 4.2 70.2 66.7 84.8 84.1: 15.2 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 38 29 28 74 80 121 129:
Old : 175: 38 29 28 74 80 121 129:
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 : 32.0 30.3 43.5 39.7 23.8 26.2 31.4 31.8
Old : 32.0 30.3 43.5 39.7 23.8 26.2 31.4 31.8
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 21, 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 : 380,593: 63,901 66,626 88,724 207,897 192,019 360,522 347,369: 20,071 33,224
Old : 380,593: 63,901 66,626 88,724 207,897 192,019 360,522 347,369: 20,071 33,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -13,270: -5,220 -10,748 -4,592 1,970 4,422 -7,842 -10,918: -5,428 -2,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 17.5 23.3 54.6 50.5 94.7 91.3: 5.3 8.7
Old : 100.0: 16.8 17.5 23.3 54.6 50.5 94.7 91.3: 5.3 8.7
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 : 124: 26 36 44 43 55 91 114:
Old : 124: 26 36 44 43 55 91 114:
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 : 27.7 15.3 43.8 27.6 24.4 10.7 31.5 18.5
Old : 27.7 15.3 43.8 27.6 24.4 10.7 31.5 18.5
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 21, 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 : 11,009: 4,448 195 735 1,027 6,942 6,210 7,872: 4,799 3,137
Old : 11,009: 4,448 195 735 1,027 6,942 6,210 7,872: 4,799 3,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 328: 147 195 699 -321 -606 525 288: -197 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 1.8 6.7 9.3 63.1 56.4 71.5: 43.6 28.5
Old : 100.0: 40.4 1.8 6.7 9.3 63.1 56.4 71.5: 43.6 28.5
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 : 25: 11 1 4 4 11 15 16:
Old : 25: 11 1 4 4 11 15 16:
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 : 30.2 39.6 44.7 59.8 25.3 38.8 35.6 54.6
Old : 30.2 39.6 44.7 59.8 25.3 38.8 35.6 54.6
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, November 21, 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 : 54,178: 15,249 4,597 5,319 7,879 33,140 28,447 43,056: 25,731 11,122
Old : 54,178: 15,249 4,597 5,319 7,879 33,140 28,447 43,056: 25,731 11,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 1,915: 1,059 -1,512 713 580 2,550 2,352 1,751: -437 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 8.5 9.8 14.5 61.2 52.5 79.5: 47.5 20.5
Old : 100.0: 28.1 8.5 9.8 14.5 61.2 52.5 79.5: 47.5 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 : 62: 24 15 12 11 19 40 41:
Old : 62: 24 15 12 11 19 40 41:
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 : 15.0 29.2 24.4 47.7 11.3 28.3 19.7 43.4
Old : 15.0 29.2 24.4 47.7 11.3 28.3 19.7 43.4
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 21, 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 : 61,842: 18,471 13,084 49 18,547 40,487 37,067 53,620: 24,775 8,222
Old : 61,842: 18,471 13,084 49 18,547 40,487 37,067 53,620: 24,775 8,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -478: 992 79 25 -516 -868 501 -764: -979 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 21.2 0.1 30.0 65.5 59.9 86.7: 40.1 13.3
Old : 100.0: 29.9 21.2 0.1 30.0 65.5 59.9 86.7: 40.1 13.3
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 : 71: 23 18 3 20 13 44 33:
Old : 71: 23 18 3 20 13 44 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 : 17.8 47.4 29.8 66.8 17.7 47.4 29.7 66.8
Old : 17.8 47.4 29.8 66.8 17.7 47.4 29.7 66.8
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 21, 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 : 128,710: 45,860 23,508 515 72,127 53,348 118,502 77,371: 10,208 51,339
Old : 128,710: 45,860 23,508 515 72,127 53,348 118,502 77,371: 10,208 51,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -1,399: -1,260 -898 -62 -503 -1,191 -1,825 -2,151: 426 752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 18.3 0.4 56.0 41.4 92.1 60.1: 7.9 39.9
Old : 100.0: 35.6 18.3 0.4 56.0 41.4 92.1 60.1: 7.9 39.9
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 : 105: 36 25 3 19 32 56 59:
Old : 105: 36 25 3 19 32 56 59:
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 : 54.2 23.0 64.8 32.2 54.2 23.0 64.8 32.1
Old : 54.2 23.0 64.8 32.2 54.2 23.0 64.8 32.1
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 21, 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 : 43,983: 2,282 16,066 738 40,828 26,750 43,848 43,554: 135 429
Old : 43,983: 2,282 16,066 738 40,828 26,750 43,848 43,554: 135 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 702: 382 460 80 230 -134 692 406: 10 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 36.5 1.7 92.8 60.8 99.7 99.0: 0.3 1.0
Old : 100.0: 5.2 36.5 1.7 92.8 60.8 99.7 99.0: 0.3 1.0
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 : 40: 9 12 4 14 10 25 24:
Old : 40: 9 12 4 14 10 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.0 81.5 92.3 94.3 80.8 80.5 91.8 92.8
Old : 81.0 81.5 92.3 94.3 80.8 80.5 91.8 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 27, 2006