WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 500,500: 62,983 61,905 139,789 264,259 234,285 467,031 435,979: 33,470 64,522
Old : 376,495: 62,457 94,695 65,006 220,877 176,618 348,341 336,319: 28,154 40,176
Other: 124,005: 63,852 30,536 11,456 43,382 57,668 118,690 99,660: 5,316 24,345
: : :
: : Changes in Commitments from: August 29, 2006 :
: 5,363: -2,898 -16,625 13,406 -4,481 12,324 6,027 9,106: -663 -3,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 12.4 27.9 52.8 46.8 93.3 87.1: 6.7 12.9
Old : 100.0: 16.6 25.2 17.3 58.7 46.9 92.5 89.3: 7.5 10.7
Other: 100.0: 51.5 24.6 9.2 35.0 46.5 95.7 80.4: 4.3 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 89 127 150 74 104 273 300:
Old : 346: 87 140 111 68 90 239 268:
Other: 221: 78 53 55 23 77 116 173:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 19.6 33.0 28.0 22.6 15.4 32.6 20.2
Old : 29.9 24.1 42.4 35.2 29.9 22.9 42.4 32.3
Other: 25.0 16.0 41.8 27.1 23.8 16.0 40.1 26.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 1,635,746: 283,122 153,888 465,055 694,823 703,651 1,443,000 1,322,593: 192,746 313,153
Old : 1,304,002: 219,097 189,030 310,533 612,441 551,321 1,142,072 1,050,884: 161,931 253,118
Other: 331,744: 133,641 34,473 84,906 82,382 152,330 300,928 271,709: 30,816 60,035
: : :
: : Changes in Commitments from: August 29, 2006 :
: 10,021: 9,072 -4,865 12,665 -12,523 1,103 9,214 8,902: 807 1,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 9.4 28.4 42.5 43.0 88.2 80.9: 11.8 19.1
Old : 100.0: 16.8 14.5 23.8 47.0 42.3 87.6 80.6: 12.4 19.4
Other: 100.0: 40.3 10.4 25.6 24.8 45.9 90.7 81.9: 9.3 18.1
: : :
:# Traders : Number of Traders in Each Category :
All : 790: 216 188 265 256 316 600 659:
Old : 782: 196 203 246 243 314 574 644:
Other: 452: 104 74 65 88 235 218 349:
:----------------------------------------------------------------------------------------------------
: 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 15.5 24.2 21.4 14.8 11.3 22.0 14.4
Old : 17.8 14.1 26.8 19.8 17.7 10.6 25.7 14.4
Other: 20.5 24.1 32.7 31.9 16.2 15.6 26.7 21.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 12,033: 5,252 357 882 2,865 9,311 8,999 10,550: 3,034 1,483
Old : 11,947: 5,237 357 880 2,864 9,249 8,981 10,486: 2,966 1,461
Other: 86: 15 0 2 1 62 18 64: 68 22
: : :
: : Changes in Commitments from: August 29, 2006 :
: 369: 336 -38 -95 -43 876 198 743: 171 -374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 3.0 7.3 23.8 77.4 74.8 87.7: 25.2 12.3
Old : 100.0: 43.8 3.0 7.4 24.0 77.4 75.2 87.8: 24.8 12.2
Other: 100.0: 17.4 0.0 2.3 1.2 72.1 20.9 74.4: 79.1 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 19 8 5 11 15 34 24:
Old : 46: 19 8 5 11 15 34 24:
Other: 4: 1 0 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 : 28.6 44.0 46.1 62.8 28.6 40.6 46.1 58.7
Old : 28.8 43.8 46.4 62.7 28.8 40.4 46.4 58.6
Other: 20.9 74.4 20.9 74.4 18.6 72.1 18.6 72.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 435,205: 57,453 102,677 103,578 214,176 135,508 375,207 341,763: 59,998 93,442
Old : 411,585: 57,649 106,752 88,903 209,090 126,909 355,642 322,564: 55,943 89,021
Other: 23,620: 9,915 6,035 4,565 5,085 8,599 19,565 19,199: 4,055 4,421
: : :
: : Changes in Commitments from: August 29, 2006 :
: 1,634: 2,415 2,390 -1,052 1,320 -700 2,683 638: -1,049 996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 23.6 23.8 49.2 31.1 86.2 78.5: 13.8 21.5
Old : 100.0: 14.0 25.9 21.6 50.8 30.8 86.4 78.4: 13.6 21.6
Other: 100.0: 42.0 25.6 19.3 21.5 36.4 82.8 81.3: 17.2 18.7
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 116 157 160 103 111 311 354:
Old : 426: 115 161 151 103 111 303 350:
Other: 116: 28 30 14 14 50 49 87:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 13.1 30.5 20.1 17.7 9.0 26.5 14.2
Old : 19.5 12.5 31.4 19.5 18.7 9.5 27.5 14.9
Other: 31.7 41.4 48.6 54.8 28.4 32.4 42.0 38.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 16,379: 12,033 5,078 898 185 718 13,116 6,694: 3,263 9,685
Old : 14,781: 11,352 5,113 53 185 652 11,590 5,818: 3,191 8,963
Other: 1,598: 1,525 809 1 0 66 1,526 876: 72 722
: : :
: : Changes in Commitments from: August 29, 2006 :
: -758: -130 13 -965 185 2 -910 -950: 152 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 31.0 5.5 1.1 4.4 80.1 40.9: 19.9 59.1
Old : 100.0: 76.8 34.6 0.4 1.3 4.4 78.4 39.4: 21.6 60.6
Other: 100.0: 95.4 50.6 0.1 0.0 4.1 95.5 54.8: 4.5 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 9 9 4 1 3 11 15:
Old : 22: 8 10 2 1 3 10 14:
Other: 7: 4 1 1 0 2 4 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 : 69.0 19.9 77.7 33.6 65.5 18.9 72.5 30.1
Old : 70.0 21.3 77.0 33.6 70.0 20.9 77.0 33.3
Other: 95.5 54.8 95.5 54.8 95.4 54.8 95.4 54.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 279,157: 52,019 33,933 55,586 146,114 168,602 253,720 258,121: 25,437 21,037
Old : 256,327: 57,509 38,129 38,759 136,302 159,175 232,570 236,063: 23,757 20,264
Other: 22,830: 8,509 9,803 2,828 9,812 9,427 21,150 22,057: 1,681 773
: : :
: : Changes in Commitments from: August 29, 2006 :
: -6,569: -1,685 2,268 -2,992 -2,228 -5,555 -6,905 -6,279: 336 -291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 12.2 19.9 52.3 60.4 90.9 92.5: 9.1 7.5
Old : 100.0: 22.4 14.9 15.1 53.2 62.1 90.7 92.1: 9.3 7.9
Other: 100.0: 37.3 42.9 12.4 43.0 41.3 92.6 96.6: 7.4 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 56 57 48 55 54 143 136:
Old : 189: 61 58 45 55 53 140 133:
Other: 43: 7 17 7 12 11 24 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 : 19.5 32.2 29.7 46.8 18.3 25.9 25.3 34.2
Old : 18.8 33.2 28.2 48.6 18.7 26.3 26.4 37.5
Other: 60.4 51.6 81.6 75.0 55.3 47.3 73.4 66.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 993,017: 140,622 180,475 150,205 523,274 458,401 814,101 789,081: 178,916 203,936
Old : 993,017: 140,622 180,475 150,205 523,274 458,401 814,101 789,081: 178,916 203,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -38,574: 13,286 12,471 -24,469 -23,743 -12,806 -34,926 -24,804: -3,648 -13,770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 18.2 15.1 52.7 46.2 82.0 79.5: 18.0 20.5
Old : 100.0: 14.2 18.2 15.1 52.7 46.2 82.0 79.5: 18.0 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 : 185: 43 47 49 71 80 138 152:
Old : 185: 43 47 49 71 80 138 152:
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 : 21.3 23.7 30.3 31.5 17.0 17.4 22.6 21.7
Old : 21.3 23.7 30.3 31.5 17.0 17.4 22.6 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 260,297: 30,469 69,545 51,085 145,767 115,658 227,321 236,287: 32,976 24,010
Old : 253,351: 32,299 68,912 47,238 141,509 113,829 221,046 229,978: 32,305 23,373
Other: 6,946: 1,296 3,759 721 4,258 1,829 6,275 6,309: 671 637
: : :
: : Changes in Commitments from: August 29, 2006 :
: 3,119: 1,699 -2,778 -2,090 1,701 7,415 1,310 2,547: 1,809 572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 26.7 19.6 56.0 44.4 87.3 90.8: 12.7 9.2
Old : 100.0: 12.7 27.2 18.6 55.9 44.9 87.2 90.8: 12.8 9.2
Other: 100.0: 18.7 54.1 10.4 61.3 26.3 90.3 90.8: 9.7 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 45 63 51 67 58 141 160:
Old : 199: 49 64 51 67 56 141 157:
Other: 32: 6 8 6 13 8 21 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 23.7 36.4 32.6 24.8 16.8 30.4 24.8
Old : 28.9 24.3 36.4 33.5 25.3 17.7 30.6 25.9
Other: 54.0 56.5 71.5 72.5 54.0 56.4 69.0 69.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 16,500: 3,054 1,869 2,584 7,801 10,410 13,439 14,862: 3,061 1,637
Old : 16,392: 3,043 1,876 2,577 7,714 10,337 13,334 14,789: 3,058 1,602
Other: 108: 18 0 0 87 73 105 73: 3 35
: : :
: : Changes in Commitments from: August 29, 2006 :
: 120: -709 1,101 -206 1,103 -813 187 81: -67 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 11.3 15.7 47.3 63.1 81.4 90.1: 18.6 9.9
Old : 100.0: 18.6 11.4 15.7 47.1 63.1 81.3 90.2: 18.7 9.8
Other: 100.0: 16.7 0.0 0.0 80.6 67.6 97.2 67.6: 2.8 32.4
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 22 10 11 25 21 50 39:
Old : 63: 20 12 11 25 21 50 39:
Other: 11: 5 0 0 3 3 8 3:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 44.7 38.2 62.1 17.6 32.5 28.3 44.2
Old : 22.7 45.0 38.0 62.4 17.4 32.9 28.2 44.5
Other: 87.0 67.6 97.2 67.6 87.0 67.6 97.2 67.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 710,275: 91,117 160,743 31,300 443,289 413,456 565,707 605,500: 144,568 104,776
Old : 710,275: 91,117 160,743 31,300 443,289 413,456 565,707 605,500: 144,568 104,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -47,428: -15,324 -41,896 -9,685 -8,730 41,076 -33,740 -10,505: -13,688 -36,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 22.6 4.4 62.4 58.2 79.6 85.2: 20.4 14.8
Old : 100.0: 12.8 22.6 4.4 62.4 58.2 79.6 85.2: 20.4 14.8
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 : 175: 37 34 22 74 82 121 128:
Old : 175: 37 34 22 74 82 121 128:
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 : 23.6 19.8 32.1 31.2 23.3 18.7 30.7 29.2
Old : 23.6 19.8 32.1 31.2 23.3 18.7 30.7 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 2,856,693: 691,285 278,413 337,136 1,488,059 1,828,204 2,516,479 2,443,754: 340,213 412,939
Old : 2,856,693: 691,285 278,413 337,136 1,488,059 1,828,204 2,516,479 2,443,754: 340,213 412,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -14,552: 14,296 30,283 -61,520 84,513 23,655 37,288 -7,582: -51,840 -6,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 9.7 11.8 52.1 64.0 88.1 85.5: 11.9 14.5
Old : 100.0: 24.2 9.7 11.8 52.1 64.0 88.1 85.5: 11.9 14.5
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 : 298: 61 78 80 132 134 232 253:
Old : 298: 61 78 80 132 134 232 253:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 30.2 29.9 39.1 15.9 28.6 24.0 34.7
Old : 21.0 30.2 29.9 39.1 15.9 28.6 24.0 34.7
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, September 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 : 1,509,875: 221,828 224,635 104,249 913,978 893,565 1,240,056 1,222,449: 269,819 287,426
Old : 1,509,875: 221,828 224,635 104,249 913,978 893,565 1,240,056 1,222,449: 269,819 287,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -102,734: -23,767 -11,545 -52,840 -19,446 -29,686 -96,053 -94,071: -6,681 -8,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 14.9 6.9 60.5 59.2 82.1 81.0: 17.9 19.0
Old : 100.0: 14.7 14.9 6.9 60.5 59.2 82.1 81.0: 17.9 19.0
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 : 199: 44 39 38 90 88 152 147:
Old : 199: 44 39 38 90 88 152 147:
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 : 27.4 21.3 37.0 30.9 20.3 18.9 27.2 25.8
Old : 27.4 21.3 37.0 30.9 20.3 18.9 27.2 25.8
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 with Delta-adjusted Options and Futures Combined, September 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 : 566,718: 118,863 81,882 187,099 232,341 252,103 538,303 521,084: 28,415 45,634
Old : 566,718: 118,863 81,882 187,099 232,341 252,103 538,303 521,084: 28,415 45,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -214,727: 1,657 -5,138 -81,618 -113,458 -120,788 -193,419 -207,544: -21,308 -7,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 14.4 33.0 41.0 44.5 95.0 91.9: 5.0 8.1
Old : 100.0: 21.0 14.4 33.0 41.0 44.5 95.0 91.9: 5.0 8.1
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 : 124: 25 32 40 49 61 96 113:
Old : 124: 25 32 40 49 61 96 113:
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 : 33.2 21.0 45.4 31.6 23.0 11.1 29.8 16.9
Old : 33.2 21.0 45.4 31.6 23.0 11.1 29.8 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 35,244: 10,352 2,218 1,655 4,409 21,888 16,416 25,761: 18,828 9,483
Old : 35,244: 10,352 2,218 1,655 4,409 21,888 16,416 25,761: 18,828 9,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -530: 4,885 -3,526 -1,471 -3,272 3,126 142 -1,870: -672 1,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 6.3 4.7 12.5 62.1 46.6 73.1: 53.4 26.9
Old : 100.0: 29.4 6.3 4.7 12.5 62.1 46.6 73.1: 53.4 26.9
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 : 46: 19 5 8 9 16 30 27:
Old : 46: 19 5 8 9 16 30 27:
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 : 17.2 32.8 28.2 49.1 16.3 32.8 26.9 49.1
Old : 17.2 32.8 28.2 49.1 16.3 32.8 26.9 49.1
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, September 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 : 63,049: 12,185 5,059 1,176 22,189 48,513 35,549 54,748: 27,500 8,301
Old : 63,049: 12,185 5,059 1,176 22,189 48,513 35,549 54,748: 27,500 8,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 1,231: -485 641 413 1,191 -78 1,119 976: 112 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 8.0 1.9 35.2 76.9 56.4 86.8: 43.6 13.2
Old : 100.0: 19.3 8.0 1.9 35.2 76.9 56.4 86.8: 43.6 13.2
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 : 59: 14 15 10 20 13 40 32:
Old : 59: 14 15 10 20 13 40 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 : 19.4 49.9 30.5 71.0 19.4 49.8 30.5 70.9
Old : 19.4 49.9 30.5 71.0 19.4 49.8 30.5 70.9
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, September 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 : 116,024: 29,650 27,050 3,991 73,534 28,860 107,175 59,900: 8,849 56,123
Old : 116,024: 29,650 27,050 3,991 73,534 28,860 107,175 59,900: 8,849 56,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 6,151: 3,169 118 699 2,745 3,584 6,613 4,401: -462 1,751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 23.3 3.4 63.4 24.9 92.4 51.6: 7.6 48.4
Old : 100.0: 25.6 23.3 3.4 63.4 24.9 92.4 51.6: 7.6 48.4
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 : 98: 29 30 22 21 27 66 63:
Old : 98: 29 30 22 21 27 66 63:
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 : 54.6 16.7 66.6 24.6 54.4 15.2 64.4 23.0
Old : 54.6 16.7 66.6 24.6 54.4 15.2 64.4 23.0
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 with Delta-adjusted Options and Futures Combined, September 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 : 30,717: 10,884 7,446 1,879 17,504 21,172 30,267 30,497: 450 220
Old : 30,717: 10,884 7,446 1,879 17,504 21,172 30,267 30,497: 450 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 495: -549 -263 1,522 -647 -830 326 429: 169 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 24.2 6.1 57.0 68.9 98.5 99.3: 1.5 0.7
Old : 100.0: 35.4 24.2 6.1 57.0 68.9 98.5 99.3: 1.5 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 : 37: 7 12 4 15 11 24 25:
Old : 37: 7 12 4 15 11 24 25:
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 : 67.3 71.0 85.3 93.4 47.7 49.5 60.5 61.6
Old : 67.3 71.0 85.3 93.4 47.7 49.5 60.5 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 8, 2006