WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 514,412: 74,225 70,779 131,735 268,583 241,341 474,543 443,855: 39,869 70,558
Old : 401,536: 71,169 90,549 76,775 222,942 189,639 370,886 356,963: 30,650 44,574
Other: 112,876: 49,123 26,297 8,893 45,641 51,702 103,657 86,892: 9,219 25,984
: : :
: : Changes in Commitments from: August 8, 2006 :
: -10,734: -6,775 4,287 -1,437 -649 -13,589 -8,861 -10,738: -1,873 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 13.8 25.6 52.2 46.9 92.2 86.3: 7.8 13.7
Old : 100.0: 17.7 22.6 19.1 55.5 47.2 92.4 88.9: 7.6 11.1
Other: 100.0: 43.5 23.3 7.9 40.4 45.8 91.8 77.0: 8.2 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 104 138 164 80 99 308 319:
Old : 380: 104 150 121 73 90 268 289:
Other: 220: 79 53 52 25 73 122 163:
:----------------------------------------------------------------------------------------------------
: 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 : 21.8 20.2 33.3 28.3 21.8 15.4 31.7 20.1
Old : 27.2 24.9 39.8 34.7 27.2 22.6 39.8 30.5
Other: 27.0 14.3 43.8 24.8 26.3 14.1 42.7 23.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 1,704,444: 273,137 135,056 502,824 733,304 741,158 1,509,265 1,379,038: 195,180 325,407
Old : 242,331: 38,961 44,588 75,252 90,906 95,105 205,120 214,945: 37,211 27,385
Other: 1,462,114: 272,579 128,871 389,169 642,398 646,053 1,304,145 1,164,092: 157,969 298,021
: : :
: : Changes in Commitments from: August 8, 2006 :
: 4,704: -23,075 33,962 -2,911 41,266 -26,838 15,279 4,213: -10,574 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 7.9 29.5 43.0 43.5 88.5 80.9: 11.5 19.1
Old : 100.0: 16.1 18.4 31.1 37.5 39.2 84.6 88.7: 15.4 11.3
Other: 100.0: 18.6 8.8 26.6 43.9 44.2 89.2 79.6: 10.8 20.4
: : :
:# Traders : Number of Traders in Each Category :
All : 774: 201 172 259 297 322 635 644:
Old : 509: 104 102 103 209 175 371 323:
Other: 754: 211 156 227 244 315 548 624:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 15.1 23.5 20.7 13.6 10.0 20.6 12.8
Old : 15.0 21.0 24.5 30.1 11.0 15.4 16.4 20.9
Other: 15.9 14.8 24.9 20.4 15.7 11.2 22.9 14.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 13,530: 4,945 307 1,363 3,865 9,680 10,173 11,349: 3,357 2,180
Old : 13,486: 4,932 307 1,357 3,864 9,663 10,153 11,326: 3,333 2,159
Other: 44: 15 2 4 1 17 20 23: 24 21
: : :
: : Changes in Commitments from: August 8, 2006 :
: -797: -625 -196 -85 -1 -697 -711 -977: -85 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 2.3 10.1 28.6 71.5 75.2 83.9: 24.8 16.1
Old : 100.0: 36.6 2.3 10.1 28.7 71.7 75.3 84.0: 24.7 16.0
Other: 100.0: 34.1 4.5 9.1 2.3 38.6 45.5 52.3: 54.5 47.7
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 17 5 7 13 15 35 22:
Old : 42: 17 5 7 13 15 35 22:
Other: 4: 1 1 1 1 1 3 2:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 36.6 43.5 58.5 25.7 34.5 42.0 52.3
Old : 25.8 36.6 43.7 58.5 25.8 34.5 42.2 52.4
Other: 45.5 52.3 45.5 52.3 36.4 43.2 36.4 43.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 426,421: 55,711 104,603 100,534 209,735 131,824 365,981 336,961: 60,440 89,461
Old : 404,385: 56,246 107,573 86,866 204,348 124,827 347,459 319,266: 56,925 85,119
Other: 22,036: 9,352 6,915 3,783 5,387 6,997 18,521 17,695: 3,515 4,341
: : :
: : Changes in Commitments from: August 8, 2006 :
: 7,984: -4,015 -324 6,696 8,578 2,369 11,259 8,741: -3,275 -756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 24.5 23.6 49.2 30.9 85.8 79.0: 14.2 21.0
Old : 100.0: 13.9 26.6 21.5 50.5 30.9 85.9 79.0: 14.1 21.0
Other: 100.0: 42.4 31.4 17.2 24.4 31.8 84.0 80.3: 16.0 19.7
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 110 139 152 114 121 314 343:
Old : 409: 113 142 146 114 121 308 340:
Other: 113: 22 31 14 12 51 43 88:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 12.2 31.2 20.3 17.1 8.6 25.8 14.0
Old : 19.6 12.1 31.8 19.8 18.1 8.8 26.5 14.6
Other: 37.1 39.6 53.8 50.2 34.6 29.1 47.7 36.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,228: 11,628 4,660 1,455 0 494 13,083 6,609: 3,145 9,619
Old : 14,616: 10,532 4,300 1,006 0 475 11,538 5,781: 3,078 8,835
Other: 1,612: 1,545 809 0 0 19 1,545 828: 67 784
: : :
: : Changes in Commitments from: August 8, 2006 :
: 454: 184 607 -119 0 21 65 509: 389 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 28.7 9.0 0.0 3.0 80.6 40.7: 19.4 59.3
Old : 100.0: 72.1 29.4 6.9 0.0 3.2 78.9 39.6: 21.1 60.4
Other: 100.0: 95.8 50.2 0.0 0.0 1.2 95.8 51.4: 4.2 48.6
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 12 6 0 2 10 17:
Old : 21: 7 12 4 0 2 9 16:
Other: 6: 4 1 0 0 1 4 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 21.7 77.8 32.4 65.7 16.9 71.7 24.3
Old : 66.9 22.6 77.7 32.2 66.2 18.8 72.1 25.9
Other: 95.8 51.4 95.8 51.4 95.8 51.4 95.8 51.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 287,874: 61,857 19,018 54,353 142,704 192,424 258,914 265,795: 28,961 22,079
Old : 26,506: 4,310 8,269 5,202 13,140 11,151 22,652 24,621: 3,855 1,885
Other: 261,368: 62,836 16,039 43,861 129,565 181,274 236,262 241,174: 25,106 20,194
: : :
: : Changes in Commitments from: August 8, 2006 :
: -11,906: -17,074 5,234 1,594 7,684 -21,149 -7,796 -14,321: -4,110 2,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 6.6 18.9 49.6 66.8 89.9 92.3: 10.1 7.7
Old : 100.0: 16.3 31.2 19.6 49.6 42.1 85.5 92.9: 14.5 7.1
Other: 100.0: 24.0 6.1 16.8 49.6 69.4 90.4 92.3: 9.6 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 60 43 46 54 50 146 119:
Old : 88: 17 24 12 25 32 48 62:
Other: 176: 70 39 44 52 42 143 107:
:----------------------------------------------------------------------------------------------------
: 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 39.2 27.3 54.2 16.2 32.5 23.9 42.1
Old : 27.5 38.1 45.3 51.7 25.2 32.3 40.4 42.1
Other: 19.3 42.7 28.9 56.2 17.9 36.5 26.3 45.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 1,115,917: 97,164 171,568 221,024 624,070 534,840 942,259 927,432: 173,658 188,484
Old : 1,115,917: 97,164 171,568 221,024 624,070 534,840 942,259 927,432: 173,658 188,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 16,943: -16,349 -1,440 7,835 6,859 20,006 -1,655 26,401: 18,598 -9,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 15.4 19.8 55.9 47.9 84.4 83.1: 15.6 16.9
Old : 100.0: 8.7 15.4 19.8 55.9 47.9 84.4 83.1: 15.6 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 : 210: 32 61 59 82 101 154 181:
Old : 210: 32 61 59 82 101 154 181:
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 : 19.9 20.3 29.4 28.8 13.9 13.6 19.5 17.9
Old : 19.9 20.3 29.4 28.8 13.9 13.6 19.5 17.9
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 253,540: 30,521 69,546 48,770 142,726 111,910 222,018 230,226: 31,522 23,314
Old : 41,278: 7,117 5,795 3,247 24,746 28,943 35,109 37,985: 6,169 3,293
Other: 212,262: 27,352 67,698 41,576 117,981 82,967 186,908 192,241: 25,354 20,021
: : :
: : Changes in Commitments from: August 8, 2006 :
: 7,383: -1,492 -629 6,866 1,517 1,750 6,891 7,987: 491 -605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 27.4 19.2 56.3 44.1 87.6 90.8: 12.4 9.2
Old : 100.0: 17.2 14.0 7.9 59.9 70.1 85.1 92.0: 14.9 8.0
Other: 100.0: 12.9 31.9 19.6 55.6 39.1 88.1 90.6: 11.9 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 45 71 52 60 51 136 161:
Old : 109: 29 25 15 42 23 77 57:
Other: 198: 46 75 48 54 48 128 153:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 24.7 38.7 34.7 27.9 18.1 33.7 27.2
Old : 29.0 57.5 40.4 67.5 29.0 57.0 40.2 66.8
Other: 33.4 19.3 41.0 29.9 29.6 17.9 36.0 26.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 16,864: 4,900 453 2,462 5,900 12,361 13,261 15,275: 3,602 1,589
Old : 16,800: 4,900 454 2,461 5,845 12,308 13,205 15,222: 3,594 1,578
Other: 64: 1 0 0 55 53 56 53: 8 11
: : :
: : Changes in Commitments from: August 8, 2006 :
: 2,025: 1,454 38 243 13 1,689 1,711 1,970: 314 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 2.7 14.6 35.0 73.3 78.6 90.6: 21.4 9.4
Old : 100.0: 29.2 2.7 14.6 34.8 73.3 78.6 90.6: 21.4 9.4
Other: 100.0: 1.6 0.0 0.0 85.9 82.8 87.5 82.8: 12.5 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 34 5 11 24 23 60 37:
Old : 72: 34 5 11 23 23 59 37:
Other: 5: 1 0 0 2 2 3 2:
:----------------------------------------------------------------------------------------------------
: 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 58.0 31.9 69.2 15.6 51.3 25.8 59.3
Old : 19.0 58.2 31.8 69.5 15.6 51.9 25.9 59.8
Other: 87.5 82.8 87.5 82.8 87.5 82.8 87.5 82.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 696,504: 106,281 201,927 16,894 421,301 351,569 544,476 570,390: 152,028 126,114
Old : 696,504: 106,281 201,927 16,894 421,301 351,569 544,476 570,390: 152,028 126,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 15,369: 3,043 19,388 -551 -10,845 -29,343 -8,353 -10,506: 23,722 25,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 29.0 2.4 60.5 50.5 78.2 81.9: 21.8 18.1
Old : 100.0: 15.3 29.0 2.4 60.5 50.5 78.2 81.9: 21.8 18.1
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 : 165: 35 37 19 65 71 111 116:
Old : 165: 35 37 19 65 71 111 116:
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 25.9 34.7 36.6 22.0 24.6 33.9 33.9
Old : 22.1 25.9 34.7 36.6 22.0 24.6 33.9 33.9
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 2,923,784: 606,868 276,127 456,517 1,497,319 1,776,945 2,560,704 2,509,590: 363,080 414,194
Old : 2,923,784: 606,868 276,127 456,517 1,497,319 1,776,945 2,560,704 2,509,590: 363,080 414,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 88,060: 7,998 -41,787 41,959 15,791 94,255 65,748 94,428: 22,312 -6,368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 9.4 15.6 51.2 60.8 87.6 85.8: 12.4 14.2
Old : 100.0: 20.8 9.4 15.6 51.2 60.8 87.6 85.8: 12.4 14.2
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 : 321: 73 73 93 145 150 260 274:
Old : 321: 73 73 93 145 150 260 274:
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 : 19.3 27.4 28.6 35.6 15.0 25.3 22.6 30.4
Old : 19.3 27.4 28.6 35.6 15.0 25.3 22.6 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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 1,571,101: 220,704 290,914 174,547 888,466 816,163 1,283,717 1,281,624: 287,385 289,477
Old : 1,571,101: 220,704 290,914 174,547 888,466 816,163 1,283,717 1,281,624: 287,385 289,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -7,400: -14,782 21,653 8,823 -19,852 -32,501 -25,811 -2,025: 18,411 -5,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 18.5 11.1 56.6 51.9 81.7 81.6: 18.3 18.4
Old : 100.0: 14.0 18.5 11.1 56.6 51.9 81.7 81.6: 18.3 18.4
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 : 218: 38 54 49 97 100 164 174:
Old : 218: 38 54 49 97 100 164 174:
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 : 25.0 17.4 32.9 26.5 20.0 15.7 26.0 22.1
Old : 25.0 17.4 32.9 26.5 20.0 15.7 26.0 22.1
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 696,216: 77,693 90,562 248,159 321,679 305,533 647,531 644,253: 48,685 51,963
Old : 696,216: 77,693 90,562 248,159 321,679 305,533 647,531 644,253: 48,685 51,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -3,834: -23,759 -30,104 32,781 -12,749 -6,196 -3,728 -3,519: -106 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 13.0 35.6 46.2 43.9 93.0 92.5: 7.0 7.5
Old : 100.0: 11.2 13.0 35.6 46.2 43.9 93.0 92.5: 7.0 7.5
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 : 152: 32 38 50 64 69 122 133:
Old : 152: 32 38 50 64 69 122 133:
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 : 19.8 21.0 35.0 33.6 12.3 8.0 17.4 13.4
Old : 19.8 21.0 35.0 33.6 12.3 8.0 17.4 13.4
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 33,329: 5,861 2,746 2,241 6,767 18,074 14,869 23,061: 18,460 10,268
Old : 33,329: 5,861 2,746 2,241 6,767 18,074 14,869 23,061: 18,460 10,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 4,117: 157 1,524 406 941 -619 1,503 1,311: 2,613 2,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 8.2 6.7 20.3 54.2 44.6 69.2: 55.4 30.8
Old : 100.0: 17.6 8.2 6.7 20.3 54.2 44.6 69.2: 55.4 30.8
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 : 34: 12 7 7 11 10 25 22:
Old : 34: 12 7 7 11 10 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 36.7 32.0 52.7 20.4 36.2 28.7 50.8
Old : 21.1 36.7 32.0 52.7 20.4 36.2 28.7 50.8
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 59,803: 12,135 4,146 785 20,931 48,058 33,851 52,990: 25,952 6,813
Old : 59,803: 12,135 4,146 785 20,931 48,058 33,851 52,990: 25,952 6,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: -300: 832 632 -137 18 -40 713 455: -1,013 -755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 6.9 1.3 35.0 80.4 56.6 88.6: 43.4 11.4
Old : 100.0: 20.3 6.9 1.3 35.0 80.4 56.6 88.6: 43.4 11.4
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 : 64: 20 11 7 20 15 42 31:
Old : 64: 20 11 7 20 15 42 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 51.5 30.2 73.8 19.7 51.5 30.2 73.8
Old : 19.7 51.5 30.2 73.8 19.7 51.5 30.2 73.8
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 with Delta-adjusted Options and Futures Combined, August 15, 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 : 107,995: 22,884 25,741 3,868 71,592 26,180 98,344 55,790: 9,651 52,205
Old : 107,995: 22,884 25,741 3,868 71,592 26,180 98,344 55,790: 9,651 52,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 3,340: -351 3,716 345 2,331 1,950 2,325 6,010: 1,014 -2,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 23.8 3.6 66.3 24.2 91.1 51.7: 8.9 48.3
Old : 100.0: 21.2 23.8 3.6 66.3 24.2 91.1 51.7: 8.9 48.3
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 : 90: 24 32 16 22 20 59 55:
Old : 90: 24 32 16 22 20 59 55:
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 : 56.3 19.7 67.5 28.0 56.3 17.5 65.2 24.5
Old : 56.3 19.7 67.5 28.0 56.3 17.5 65.2 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 23,640: 12,763 6,631 507 10,044 16,341 23,314 23,479: 326 161
Old : 23,640: 12,763 6,631 507 10,044 16,341 23,314 23,479: 326 161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2006 :
: 1,325: 2,900 -90 -50 -1,576 1,465 1,274 1,325: 51 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 28.0 2.1 42.5 69.1 98.6 99.3: 1.4 0.7
Old : 100.0: 54.0 28.0 2.1 42.5 69.1 98.6 99.3: 1.4 0.7
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 : 39: 7 14 4 14 10 23 26:
Old : 39: 7 14 4 14 10 23 26:
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 : 67.7 73.4 84.3 90.0 67.7 70.1 84.3 85.6
Old : 67.7 73.4 84.3 90.0 67.7 70.1 84.3 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2006