WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, December 5, 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 : 424,124: 84,061 57,231 69,322 234,077 239,511 387,460 366,064: 36,664 58,060
Old : 264,122: 60,595 69,255 12,845 166,920 153,756 240,360 235,856: 23,762 28,266
Other: 160,002: 64,198 28,708 15,745 67,157 85,755 147,100 130,208: 12,902 29,794
: : :
: : Changes in Commitments from: November 28, 2006 :
: 7,725: 7,084 174 1,237 1,387 6,833 9,708 8,244: -1,983 -519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 13.5 16.3 55.2 56.5 91.4 86.3: 8.6 13.7
Old : 100.0: 22.9 26.2 4.9 63.2 58.2 91.0 89.3: 9.0 10.7
Other: 100.0: 40.1 17.9 9.8 42.0 53.6 91.9 81.4: 8.1 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 114 95 92 63 97 247 228:
Old : 306: 103 99 37 47 79 179 188:
Other: 219: 68 51 41 40 83 128 160:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 22.1 38.6 32.3 25.9 16.9 37.1 23.7
Old : 40.6 26.2 53.6 39.3 40.6 26.0 53.6 37.0
Other: 28.9 24.3 43.8 33.1 28.0 19.8 38.6 27.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, December 5, 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 : 1,374,454: 346,879 67,334 188,820 686,764 865,728 1,222,463 1,121,882: 151,991 252,572
Old : 968,421: 224,876 90,302 97,378 530,916 603,675 853,170 791,355: 115,251 177,066
Other: 406,033: 184,238 39,267 29,207 155,848 262,053 369,293 330,527: 36,740 75,506
: : :
: : Changes in Commitments from: November 28, 2006 :
: -22,948: -891 1,746 -2,117 -5,354 -11,110 -8,362 -11,481: -14,586 -11,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 4.9 13.7 50.0 63.0 88.9 81.6: 11.1 18.4
Old : 100.0: 23.2 9.3 10.1 54.8 62.3 88.1 81.7: 11.9 18.3
Other: 100.0: 45.4 9.7 7.2 38.4 64.5 91.0 81.4: 9.0 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 743: 215 102 159 222 341 507 556:
Old : 718: 191 115 127 209 325 463 519:
Other: 549: 111 81 40 108 301 237 409:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 17.7 27.0 24.1 16.6 16.4 25.1 21.7
Old : 20.8 16.7 30.5 23.6 20.8 14.8 30.5 20.5
Other: 26.9 27.4 39.8 33.5 26.0 25.1 38.8 30.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,590: 4,778 538 195 5,356 11,283 10,329 12,016: 3,261 1,574
Old : 10,541: 4,121 645 81 3,752 8,439 7,954 9,165: 2,587 1,376
Other: 3,049: 765 1 6 1,604 2,844 2,375 2,851: 674 198
: : :
: : Changes in Commitments from: November 28, 2006 :
: -112: -493 -14 -101 559 64 -35 -51: -77 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 4.0 1.4 39.4 83.0 76.0 88.4: 24.0 11.6
Old : 100.0: 39.1 6.1 0.8 35.6 80.1 75.5 86.9: 24.5 13.1
Other: 100.0: 25.1 0.0 0.2 52.6 93.3 77.9 93.5: 22.1 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 25 4 5 12 14 39 21:
Old : 46: 19 7 4 9 14 32 21:
Other: 19: 7 1 2 6 7 13 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 54.4 40.8 74.0 28.4 51.6 40.5 68.1
Old : 29.8 54.5 45.4 74.2 29.8 54.1 45.4 72.8
Other: 54.1 77.0 70.1 93.4 54.0 75.9 69.4 91.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, December 5, 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 : 418,234: 92,076 43,689 67,518 203,073 221,247 362,667 332,454: 55,567 85,780
Old : 352,416: 72,436 61,971 36,472 196,421 181,326 305,329 279,769: 47,087 72,647
Other: 65,818: 45,755 7,833 4,931 6,652 39,921 57,338 52,685: 8,480 13,133
: : :
: : Changes in Commitments from: November 28, 2006 :
: 7,663: -3,736 -3,864 2,586 3,563 5,834 2,413 4,556: 5,250 3,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 10.4 16.1 48.6 52.9 86.7 79.5: 13.3 20.5
Old : 100.0: 20.6 17.6 10.3 55.7 51.5 86.6 79.4: 13.4 20.6
Other: 100.0: 69.5 11.9 7.5 10.1 60.7 87.1 80.0: 12.9 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 118 72 100 92 132 270 270:
Old : 364: 115 77 86 86 127 247 258:
Other: 175: 44 35 12 21 80 73 120:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 19.6 29.7 30.1 18.2 16.5 26.4 22.6
Old : 22.6 19.8 34.6 28.5 22.0 17.4 30.9 23.7
Other: 35.4 39.0 58.2 52.8 35.4 38.7 54.6 48.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, December 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,939: 11,704 5,567 1,290 420 465 13,414 7,322: 3,525 9,617
Old : 13,750: 8,879 5,467 1,204 420 447 10,503 7,118: 3,247 6,632
Other: 3,189: 2,899 174 12 0 18 2,911 204: 278 2,985
: : :
: : Changes in Commitments from: November 28, 2006 :
: 1,168: 1,245 1,079 -156 0 20 1,089 943: 79 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 32.9 7.6 2.5 2.7 79.2 43.2: 20.8 56.8
Old : 100.0: 64.6 39.8 8.8 3.1 3.3 76.4 51.8: 23.6 48.2
Other: 100.0: 90.9 5.5 0.4 0.0 0.6 91.3 6.4: 8.7 93.6
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 16 11 8 1 1 19 18:
Old : 29: 15 12 8 1 1 19 18:
Other: 11: 9 1 2 0 1 9 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 : 47.7 25.0 61.2 33.3 45.9 24.9 57.6 32.3
Old : 44.0 29.5 57.8 39.7 41.9 29.4 54.3 38.4
Other: 78.1 6.4 91.3 6.4 77.7 6.0 90.9 6.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, December 5, 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 : 283,039: 78,291 12,933 43,989 127,422 208,209 249,702 265,131: 33,337 17,908
Old : 258,249: 75,416 14,902 28,467 122,585 198,047 226,468 241,416: 31,781 16,833
Other: 24,790: 13,996 9,152 4,401 4,837 10,162 23,234 23,715: 1,556 1,075
: : :
: : Changes in Commitments from: November 28, 2006 :
: -9,278: -324 3,930 -4,065 -2,347 -6,895 -6,736 -7,030: -2,542 -2,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 4.6 15.5 45.0 73.6 88.2 93.7: 11.8 6.3
Old : 100.0: 29.2 5.8 11.0 47.5 76.7 87.7 93.5: 12.3 6.5
Other: 100.0: 56.5 36.9 17.8 19.5 41.0 93.7 95.7: 6.3 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 84 26 49 55 52 170 109:
Old : 196: 87 26 44 55 52 167 106:
Other: 56: 14 13 9 17 15 36 34:
:----------------------------------------------------------------------------------------------------
: 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 42.9 27.6 55.3 17.8 41.2 25.3 47.9
Old : 19.4 44.9 28.2 57.2 19.4 43.3 26.7 50.8
Other: 41.1 57.6 66.9 75.9 35.8 51.3 60.3 65.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, December 5, 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 : 847,924: 143,583 192,404 26,820 502,899 464,772 673,302 683,996: 174,622 163,928
Old : 847,924: 143,583 192,404 26,820 502,899 464,772 673,302 683,996: 174,622 163,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -52,023: 19,935 18,659 -22,742 -34,581 -43,721 -37,388 -47,804: -14,635 -4,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 22.7 3.2 59.3 54.8 79.4 80.7: 20.6 19.3
Old : 100.0: 16.9 22.7 3.2 59.3 54.8 79.4 80.7: 20.6 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 29 48 18 68 73 108 129:
Old : 175: 29 48 18 68 73 108 129:
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 : 23.3 28.6 33.8 38.5 21.6 24.5 29.5 32.0
Old : 23.3 28.6 33.8 38.5 21.6 24.5 29.5 32.0
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, December 5, 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 : 211,205: 38,571 22,001 28,131 109,433 140,091 176,135 190,223: 35,070 20,982
Old : 197,114: 39,388 20,783 20,957 103,665 135,989 164,010 177,729: 33,104 19,385
Other: 14,091: 4,331 6,366 2,026 5,768 4,102 12,125 12,494: 1,966 1,597
: : :
: : Changes in Commitments from: November 28, 2006 :
: -6,300: -9,889 4,658 -1,304 8,024 -11,278 -3,169 -7,924: -3,131 1,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 10.4 13.3 51.8 66.3 83.4 90.1: 16.6 9.9
Old : 100.0: 20.0 10.5 10.6 52.6 69.0 83.2 90.2: 16.8 9.8
Other: 100.0: 30.7 45.2 14.4 40.9 29.1 86.0 88.7: 14.0 11.3
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 55 37 49 48 48 138 112:
Old : 165: 62 36 45 47 45 135 107:
Other: 55: 12 15 9 20 15 39 32:
:----------------------------------------------------------------------------------------------------
: 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 : 31.7 42.4 38.9 54.6 30.5 40.9 37.1 52.4
Old : 32.6 45.0 40.3 56.8 31.6 44.0 38.7 55.4
Other: 35.1 40.6 53.4 57.8 33.9 40.6 51.3 52.3
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, December 5, 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 : 14,351: 3,440 1,275 810 7,288 11,364 11,538 13,449: 2,813 902
Old : 13,159: 3,261 1,265 783 6,518 10,303 10,562 12,351: 2,597 808
Other: 1,192: 183 14 23 770 1,061 976 1,098: 216 94
: : :
: : Changes in Commitments from: November 28, 2006 :
: -595: 75 51 -505 -58 87 -488 -367: -107 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 8.9 5.6 50.8 79.2 80.4 93.7: 19.6 6.3
Old : 100.0: 24.8 9.6 6.0 49.5 78.3 80.3 93.9: 19.7 6.1
Other: 100.0: 15.4 1.2 1.9 64.6 89.0 81.9 92.1: 18.1 7.9
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 22 7 7 22 21 47 32:
Old : 62: 21 7 6 20 21 44 31:
Other: 23: 7 2 4 6 11 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 : 23.6 53.6 38.7 69.6 23.6 49.4 37.3 65.1
Old : 25.1 54.0 40.5 69.5 25.1 53.5 39.1 68.9
Other: 61.9 68.5 77.9 86.2 27.7 33.6 35.6 44.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, December 5, 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 : 754,838: 136,055 181,026 26,557 419,935 400,875 582,547 608,458: 172,291 146,380
Old : 754,838: 136,055 181,026 26,557 419,935 400,875 582,547 608,458: 172,291 146,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -38,175: 37,021 1,146 -29,412 -43,373 -24,913 -35,764 -53,179: -2,411 15,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 24.0 3.5 55.6 53.1 77.2 80.6: 22.8 19.4
Old : 100.0: 18.0 24.0 3.5 55.6 53.1 77.2 80.6: 22.8 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 : 171: 39 36 14 65 67 110 111:
Old : 171: 39 36 14 65 67 110 111:
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 : 25.3 19.5 35.5 31.7 24.3 17.3 32.4 26.9
Old : 25.3 19.5 35.5 31.7 24.3 17.3 32.4 26.9
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, December 5, 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 : 2,269,869: 631,622 316,676 105,410 1,178,562 1,425,856 1,915,594 1,847,942: 354,275 421,927
Old : 2,269,869: 631,622 316,676 105,410 1,178,562 1,425,856 1,915,594 1,847,942: 354,275 421,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -290,777: -14,245 35,569 -71,747 -77,145 -128,506 -163,137 -164,684: -127,640 -126,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 14.0 4.6 51.9 62.8 84.4 81.4: 15.6 18.6
Old : 100.0: 27.8 14.0 4.6 51.9 62.8 84.4 81.4: 15.6 18.6
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 : 291: 68 61 41 114 119 199 204:
Old : 291: 68 61 41 114 119 199 204:
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 : 22.6 25.2 34.7 35.7 16.7 24.1 26.3 32.5
Old : 22.6 25.2 34.7 35.7 16.7 24.1 26.3 32.5
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, December 5, 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 : 1,517,112: 266,718 261,687 65,686 879,708 920,489 1,212,112 1,247,862: 305,000 269,250
Old : 1,517,112: 266,718 261,687 65,686 879,708 920,489 1,212,112 1,247,862: 305,000 269,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -189,368: 71,635 24,009 -124,249 -120,797 -57,567 -173,411 -157,807: -15,957 -31,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 17.2 4.3 58.0 60.7 79.9 82.3: 20.1 17.7
Old : 100.0: 17.6 17.2 4.3 58.0 60.7 79.9 82.3: 20.1 17.7
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 : 185: 48 32 19 78 77 133 121:
Old : 185: 48 32 19 78 77 133 121:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 31.8 34.8 42.6 18.0 30.6 24.8 36.8
Old : 22.4 31.8 34.8 42.6 18.0 30.6 24.8 36.8
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, December 5, 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 : 360,489: 98,127 95,730 63,173 171,466 172,084 332,766 330,987: 27,723 29,502
Old : 360,489: 98,127 95,730 63,173 171,466 172,084 332,766 330,987: 27,723 29,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -27,701: 12,819 14,187 -16,089 -31,409 -23,335 -34,679 -25,237: 6,978 -2,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 26.6 17.5 47.6 47.7 92.3 91.8: 7.7 8.2
Old : 100.0: 27.2 26.6 17.5 47.6 47.7 92.3 91.8: 7.7 8.2
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 : 121: 23 38 34 42 50 86 102:
Old : 121: 23 38 34 42 50 86 102:
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 : 30.4 19.2 47.1 32.0 27.1 15.9 40.9 25.9
Old : 30.4 19.2 47.1 32.0 27.1 15.9 40.9 25.9
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, December 5, 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 : 11,327: 4,026 186 203 579 6,979 4,808 7,368: 6,519 3,959
Old : 11,327: 4,026 186 203 579 6,979 4,808 7,368: 6,519 3,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -505: -519 186 -821 -220 -744 -1,560 -1,379: 1,055 874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 1.6 1.8 5.1 61.6 42.4 65.0: 57.6 35.0
Old : 100.0: 35.5 1.6 1.8 5.1 61.6 42.4 65.0: 57.6 35.0
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: 9 2 2 3 11 13 14:
Old : 23: 9 2 2 3 11 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 36.7 34.9 54.7 25.9 35.5 34.2 51.6
Old : 26.0 36.7 34.9 54.7 25.9 35.5 34.2 51.6
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, December 5, 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 : 47,355: 17,332 6,720 1,428 3,594 29,848 22,354 37,996: 25,001 9,359
Old : 47,355: 17,332 6,720 1,428 3,594 29,848 22,354 37,996: 25,001 9,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: -3,300: 2,913 946 -1,631 -1,754 -2,299 -472 -2,984: -2,828 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 14.2 3.0 7.6 63.0 47.2 80.2: 52.8 19.8
Old : 100.0: 36.6 14.2 3.0 7.6 63.0 47.2 80.2: 52.8 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 29 15 7 7 16 38 36:
Old : 63: 29 15 7 7 16 38 36:
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 : 13.9 33.1 21.9 51.4 13.6 32.7 21.3 50.7
Old : 13.9 33.1 21.9 51.4 13.6 32.7 21.3 50.7
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, December 5, 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 : 65,253: 18,215 12,532 144 21,008 43,466 39,367 56,142: 25,886 9,111
Old : 65,253: 18,215 12,532 144 21,008 43,466 39,367 56,142: 25,886 9,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 3,289: 527 -637 92 2,678 2,561 3,297 2,016: -8 1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 19.2 0.2 32.2 66.6 60.3 86.0: 39.7 14.0
Old : 100.0: 27.9 19.2 0.2 32.2 66.6 60.3 86.0: 39.7 14.0
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 : 68: 24 15 3 20 14 44 32:
Old : 68: 24 15 3 20 14 44 32:
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 : 16.8 47.8 29.1 66.5 16.8 44.9 28.7 63.6
Old : 16.8 47.8 29.1 66.5 16.8 44.9 28.7 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, December 5, 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 : 121,384: 36,603 26,250 1,112 66,245 42,367 103,960 69,729: 17,424 51,655
Old : 121,384: 36,603 26,250 1,112 66,245 42,367 103,960 69,729: 17,424 51,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 182: -1,196 795 428 -5,454 -928 -6,222 295: 6,404 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 21.6 0.9 54.6 34.9 85.6 57.4: 14.4 42.6
Old : 100.0: 30.2 21.6 0.9 54.6 34.9 85.6 57.4: 14.4 42.6
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 : 102: 36 25 7 18 28 58 56:
Old : 102: 36 25 7 18 28 58 56:
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 : 48.8 18.7 59.1 29.0 48.8 18.7 58.7 29.0
Old : 48.8 18.7 59.1 29.0 48.8 18.7 58.7 29.0
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, December 5, 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 : 47,184: 2,161 14,162 5,271 39,669 27,631 47,101 47,064: 83 120
Old : 47,184: 2,161 14,162 5,271 39,669 27,631 47,101 47,064: 83 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 28, 2006 :
: 1,381: -184 -1,252 2,165 -507 571 1,474 1,484: -93 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 30.0 11.2 84.1 58.6 99.8 99.7: 0.2 0.3
Old : 100.0: 4.6 30.0 11.2 84.1 58.6 99.8 99.7: 0.2 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 : 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 : 77.2 82.3 90.5 95.4 70.5 72.8 80.0 81.3
Old : 77.2 82.3 90.5 95.4 70.5 72.8 80.0 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 8, 2006