WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 524,294: 63,022 63,570 157,354 267,788 236,626 488,164 457,550: 36,129 66,743
Old : 372,469: 66,625 96,425 65,965 210,168 170,470 342,758 332,860: 29,710 39,609
Other: 151,825: 66,109 36,856 21,678 57,619 66,157 145,406 124,691: 6,419 27,134
: : :
: : Changes in Commitments from: September 19, 2006 :
: 16,974: 4,542 -4,246 10,395 2,214 10,000 17,151 16,149: -177 825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 12.1 30.0 51.1 45.1 93.1 87.3: 6.9 12.7
Old : 100.0: 17.9 25.9 17.7 56.4 45.8 92.0 89.4: 8.0 10.6
Other: 100.0: 43.5 24.3 14.3 38.0 43.6 95.8 82.1: 4.2 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 87 113 147 67 101 265 287:
Old : 327: 84 132 112 60 85 232 252:
Other: 229: 85 52 58 36 79 137 176:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 16.5 31.6 25.6 21.3 11.7 29.9 15.9
Old : 29.1 20.8 41.2 32.6 29.1 18.9 41.0 28.4
Other: 21.8 19.4 37.2 29.2 20.3 18.1 33.1 27.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 1,651,672: 291,924 113,367 469,565 693,855 751,563 1,455,343 1,334,495: 196,329 317,177
Old : 1,306,058: 224,925 152,267 312,233 608,502 587,500 1,145,660 1,052,001: 160,398 254,057
Other: 345,614: 127,048 21,149 97,283 85,353 164,063 309,683 282,495: 35,931 63,120
: : :
: : Changes in Commitments from: September 19, 2006 :
: 12,591: 23,105 -37,017 2,341 -3,784 49,824 21,662 15,148: -9,071 -2,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 6.9 28.4 42.0 45.5 88.1 80.8: 11.9 19.2
Old : 100.0: 17.2 11.7 23.9 46.6 45.0 87.7 80.5: 12.3 19.5
Other: 100.0: 36.8 6.1 28.1 24.7 47.5 89.6 81.7: 10.4 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 750: 207 163 241 255 313 581 620:
Old : 741: 191 172 221 243 311 554 605:
Other: 444: 91 81 78 92 229 221 353:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 17.7 24.2 24.3 14.3 12.9 21.6 16.0
Old : 17.3 15.9 26.6 22.6 17.2 11.8 25.5 15.7
Other: 21.9 26.7 32.7 33.5 16.3 17.5 25.2 21.5
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 13,283: 5,973 160 703 3,697 10,002 10,372 10,865: 2,911 2,418
Old : 13,150: 5,958 160 703 3,677 9,898 10,337 10,761: 2,813 2,389
Other: 133: 15 0 0 20 104 35 104: 98 29
: : :
: : Changes in Commitments from: September 19, 2006 :
: 533: 138 -208 -62 590 339 665 69: -132 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 1.2 5.3 27.8 75.3 78.1 81.8: 21.9 18.2
Old : 100.0: 45.3 1.2 5.3 28.0 75.3 78.6 81.8: 21.4 18.2
Other: 100.0: 11.3 0.0 0.0 15.0 78.2 26.3 78.2: 73.7 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 21 7 5 15 14 40 22:
Old : 48: 21 7 5 15 14 40 22:
Other: 6: 1 0 0 3 3 4 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 : 27.6 49.1 45.3 65.8 27.6 46.2 45.3 60.5
Old : 27.9 48.8 45.8 65.6 27.9 46.0 45.8 60.5
Other: 26.3 78.2 26.3 78.2 25.6 77.4 25.6 77.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 450,924: 50,986 101,002 107,464 231,393 147,920 389,843 356,386: 61,081 94,538
Old : 421,325: 50,865 104,600 92,058 221,515 134,963 364,438 331,621: 56,887 89,704
Other: 29,600: 10,240 6,522 5,288 9,878 12,956 25,405 24,766: 4,194 4,834
: : :
: : Changes in Commitments from: September 19, 2006 :
: 4,497: -4,340 -3,801 585 7,554 6,683 3,799 3,467: 698 1,029
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 22.4 23.8 51.3 32.8 86.5 79.0: 13.5 21.0
Old : 100.0: 12.1 24.8 21.8 52.6 32.0 86.5 78.7: 13.5 21.3
Other: 100.0: 34.6 22.0 17.9 33.4 43.8 85.8 83.7: 14.2 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 108 144 147 106 118 297 346:
Old : 413: 111 148 135 105 117 288 339:
Other: 115: 26 29 15 19 47 54 83:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 12.9 31.2 20.3 16.8 8.3 25.1 13.3
Old : 21.5 12.0 32.4 19.6 19.5 8.7 28.6 14.1
Other: 44.8 40.1 57.8 54.4 40.0 33.4 50.8 42.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,817: 12,418 5,815 100 185 518 12,703 6,433: 3,114 9,384
Old : 14,214: 10,938 5,039 64 185 499 11,187 5,602: 3,027 8,612
Other: 1,603: 1,515 811 1 0 19 1,516 831: 87 772
: : :
: : Changes in Commitments from: September 19, 2006 :
: 370: 1,085 1,432 -759 0 7 326 680: 44 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 36.8 0.6 1.2 3.3 80.3 40.7: 19.7 59.3
Old : 100.0: 77.0 35.5 0.5 1.3 3.5 78.7 39.4: 21.3 60.6
Other: 100.0: 94.5 50.6 0.1 0.0 1.2 94.6 51.8: 5.4 48.2
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 14 4 1 2 12 18:
Old : 26: 8 15 3 1 2 11 18:
Other: 6: 3 2 1 0 1 3 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 : 70.6 21.6 77.5 31.1 70.3 21.5 77.2 30.7
Old : 70.4 18.3 77.0 28.9 70.4 18.2 77.0 28.4
Other: 94.6 51.8 94.6 51.8 94.5 51.8 94.5 51.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 287,221: 39,720 48,193 63,425 157,455 148,532 260,599 260,149: 26,622 27,071
Old : 263,436: 42,948 51,365 47,031 148,226 138,849 238,205 237,245: 25,232 26,191
Other: 23,784: 9,295 9,351 3,870 9,229 9,682 22,394 22,904: 1,390 880
: : :
: : Changes in Commitments from: September 19, 2006 :
: -7,885: -7,175 2,160 -5,705 3,636 -10,243 -9,243 -13,788: 1,358 5,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 16.8 22.1 54.8 51.7 90.7 90.6: 9.3 9.4
Old : 100.0: 16.3 19.5 17.9 56.3 52.7 90.4 90.1: 9.6 9.9
Other: 100.0: 39.1 39.3 16.3 38.8 40.7 94.2 96.3: 5.8 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 52 63 49 65 56 144 151:
Old : 200: 51 67 48 65 55 142 149:
Other: 43: 12 11 11 14 11 31 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.0 25.4 29.6 37.9 18.2 20.1 25.8 28.2
Old : 19.5 25.8 28.7 38.9 19.1 20.0 26.8 28.4
Other: 54.2 55.0 75.8 77.5 48.7 50.9 68.7 69.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 1,032,023: 144,746 167,572 170,016 535,080 491,306 849,842 828,894: 182,182 203,129
Old : 1,032,023: 144,746 167,572 170,016 535,080 491,306 849,842 828,894: 182,182 203,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 66,358: 9,496 40 24,193 34,578 31,702 68,267 55,936: -1,909 10,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 16.2 16.5 51.8 47.6 82.3 80.3: 17.7 19.7
Old : 100.0: 14.0 16.2 16.5 51.8 47.6 82.3 80.3: 17.7 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 34 50 47 72 83 137 149:
Old : 181: 34 50 47 72 83 137 149:
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 26.0 29.5 36.1 16.1 19.6 21.8 25.1
Old : 19.3 26.0 29.5 36.1 16.1 19.6 21.8 25.1
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 26, 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 : 242,971: 26,076 58,539 46,971 137,128 114,485 210,176 219,995: 32,796 22,976
Old : 235,422: 27,701 57,573 43,144 132,702 112,621 203,548 213,338: 31,875 22,084
Other: 7,549: 1,060 3,651 1,142 4,426 1,864 6,628 6,657: 921 892
: : :
: : Changes in Commitments from: September 19, 2006 :
: -22,912: -5,040 -8,145 -7,366 -8,396 -4,998 -20,802 -20,509: -2,110 -2,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 24.1 19.3 56.4 47.1 86.5 90.5: 13.5 9.5
Old : 100.0: 11.8 24.5 18.3 56.4 47.8 86.5 90.6: 13.5 9.4
Other: 100.0: 14.0 48.4 15.1 58.6 24.7 87.8 88.2: 12.2 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 45 63 52 55 50 128 150:
Old : 184: 49 60 52 55 48 127 147:
Other: 37: 4 12 7 16 9 26 22:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 27.0 37.4 35.7 26.9 21.2 31.4 29.1
Old : 28.9 27.8 37.4 36.6 27.4 22.2 32.2 30.4
Other: 45.1 54.6 64.2 70.8 45.1 54.5 59.1 63.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 14,904: 3,416 1,107 2,126 6,717 10,394 12,260 13,627: 2,644 1,277
Old : 14,681: 3,382 1,136 2,083 6,585 10,223 12,050 13,443: 2,630 1,238
Other: 223: 71 7 6 132 171 209 184: 14 39
: : :
: : Changes in Commitments from: September 19, 2006 :
: -514: 68 -15 313 -476 -486 -96 -189: -418 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 7.4 14.3 45.1 69.7 82.3 91.4: 17.7 8.6
Old : 100.0: 23.0 7.7 14.2 44.9 69.6 82.1 91.6: 17.9 8.4
Other: 100.0: 31.8 3.1 2.7 59.2 76.6 93.7 82.5: 6.3 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 26 8 12 27 20 56 37:
Old : 66: 24 10 12 27 20 56 37:
Other: 15: 5 1 2 4 6 9 9:
:----------------------------------------------------------------------------------------------------
: 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 50.3 34.5 64.1 18.2 42.8 29.6 53.5
Old : 19.3 50.9 34.2 64.6 18.1 43.6 29.7 54.1
Other: 73.5 74.9 93.3 81.6 65.0 70.8 83.4 72.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 693,104: 112,253 176,184 13,640 418,174 388,000 544,068 577,824: 149,036 115,280
Old : 693,104: 112,253 176,184 13,640 418,174 388,000 544,068 577,824: 149,036 115,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -2,584: 19,975 -14,344 -1,728 -24,053 10,516 -5,806 -5,556: 3,222 2,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 25.4 2.0 60.3 56.0 78.5 83.4: 21.5 16.6
Old : 100.0: 16.2 25.4 2.0 60.3 56.0 78.5 83.4: 21.5 16.6
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 : 183: 44 38 19 74 72 130 117:
Old : 183: 44 38 19 74 72 130 117:
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 : 21.6 21.0 30.9 34.2 21.6 20.5 29.9 33.4
Old : 21.6 21.0 30.9 34.2 21.6 20.5 29.9 33.4
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 26, 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 : 2,865,919: 746,856 280,606 354,067 1,427,465 1,788,701 2,528,388 2,423,373: 337,532 442,546
Old : 2,865,919: 746,856 280,606 354,067 1,427,465 1,788,701 2,528,388 2,423,373: 337,532 442,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -75,031: -54,860 -2,954 12,602 -12,942 -88,903 -55,201 -79,256: -19,831 4,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 9.8 12.4 49.8 62.4 88.2 84.6: 11.8 15.4
Old : 100.0: 26.1 9.8 12.4 49.8 62.4 88.2 84.6: 11.8 15.4
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 : 293: 69 65 70 131 135 228 242:
Old : 293: 69 65 70 131 135 228 242:
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 : 21.4 25.4 31.7 35.0 17.6 23.6 25.5 29.9
Old : 21.4 25.4 31.7 35.0 17.6 23.6 25.5 29.9
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 26, 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 : 1,591,363: 204,712 169,187 144,447 932,604 988,066 1,281,763 1,301,700: 309,600 289,663
Old : 1,591,363: 204,712 169,187 144,447 932,604 988,066 1,281,763 1,301,700: 309,600 289,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 124,103: 5,775 -39,240 29,179 68,713 141,425 103,667 131,365: 20,435 -7,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 10.6 9.1 58.6 62.1 80.5 81.8: 19.5 18.2
Old : 100.0: 12.9 10.6 9.1 58.6 62.1 80.5 81.8: 19.5 18.2
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 : 192: 49 36 41 78 83 141 146:
Old : 192: 49 36 41 78 83 141 146:
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 : 26.4 28.8 34.6 36.7 21.6 27.8 27.3 33.0
Old : 26.4 28.8 34.6 36.7 21.6 27.8 27.3 33.0
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 26, 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 : 711,494: 119,485 106,012 219,754 340,680 338,717 679,919 664,483: 31,576 47,012
Old : 711,494: 119,485 106,012 219,754 340,680 338,717 679,919 664,483: 31,576 47,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 2,573: -54,647 -8,861 6,424 42,829 2,784 -5,394 348: 7,967 2,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 14.9 30.9 47.9 47.6 95.6 93.4: 4.4 6.6
Old : 100.0: 16.8 14.9 30.9 47.9 47.6 95.6 93.4: 4.4 6.6
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 : 144: 28 41 45 58 70 109 134:
Old : 144: 28 41 45 58 70 109 134:
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 : 26.3 15.7 41.3 27.0 20.0 10.1 28.2 16.9
Old : 26.3 15.7 41.3 27.0 20.0 10.1 28.2 16.9
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 with Delta-adjusted Options and Futures Combined, September 26, 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 : 9,152: 1,687 942 215 2,407 5,154 4,309 6,311: 4,843 2,841
Old : 9,152: 1,687 942 215 2,407 5,154 4,309 6,311: 4,843 2,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -515: 235 -1,334 -156 -88 242 -9 -1,248: -505 733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 10.3 2.3 26.3 56.3 47.1 69.0: 52.9 31.0
Old : 100.0: 18.4 10.3 2.3 26.3 56.3 47.1 69.0: 52.9 31.0
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 : 20: 8 2 3 5 9 13 14:
Old : 20: 8 2 3 5 9 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 : 24.5 46.7 36.5 62.1 16.9 46.7 27.6 55.3
Old : 24.5 46.7 36.5 62.1 16.9 46.7 27.6 55.3
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 26, 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 : 38,127: 3,566 8,782 1,552 10,868 18,292 15,986 28,625: 22,141 9,502
Old : 38,127: 3,566 8,782 1,552 10,868 18,292 15,986 28,625: 22,141 9,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -5,673: -106 -3,501 -1,145 -6,157 1,175 -7,408 -3,471: 1,735 -2,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 23.0 4.1 28.5 48.0 41.9 75.1: 58.1 24.9
Old : 100.0: 9.4 23.0 4.1 28.5 48.0 41.9 75.1: 58.1 24.9
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 : 44: 10 13 7 12 15 25 32:
Old : 44: 10 13 7 12 15 25 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 : 18.2 31.6 28.2 46.2 14.3 30.5 22.1 40.2
Old : 18.2 31.6 28.2 46.2 14.3 30.5 22.1 40.2
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 26, 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 : 57,610: 13,437 7,936 527 18,861 40,660 32,826 49,124: 24,784 8,487
Old : 57,610: 13,437 7,936 527 18,861 40,660 32,826 49,124: 24,784 8,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 1,315: 1,479 478 13 -353 -63 1,139 428: 176 887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 13.8 0.9 32.7 70.6 57.0 85.3: 43.0 14.7
Old : 100.0: 23.3 13.8 0.9 32.7 70.6 57.0 85.3: 43.0 14.7
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 : 55: 18 10 9 16 14 38 29:
Old : 55: 18 10 9 16 14 38 29:
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 : 20.0 50.7 33.4 73.3 20.0 50.7 33.4 73.3
Old : 20.0 50.7 33.4 73.3 20.0 50.7 33.4 73.3
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 26, 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 : 117,076: 29,611 19,507 3,585 75,486 42,362 108,683 65,454: 8,394 51,622
Old : 117,076: 29,611 19,507 3,585 75,486 42,362 108,683 65,454: 8,394 51,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 12,771: 3,603 3,987 402 9,554 6,777 13,559 11,166: -788 1,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 16.7 3.1 64.5 36.2 92.8 55.9: 7.2 44.1
Old : 100.0: 25.3 16.7 3.1 64.5 36.2 92.8 55.9: 7.2 44.1
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 : 96: 27 32 15 17 27 58 60:
Old : 96: 27 32 15 17 27 58 60:
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 : 66.8 22.3 74.3 31.3 65.6 20.8 71.9 28.9
Old : 66.8 22.3 74.3 31.3 65.6 20.8 71.9 28.9
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 26, 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 : 46,812: 11,743 9,667 427 34,531 36,532 46,701 46,626: 111 186
Old : 46,812: 11,743 9,667 427 34,531 36,532 46,701 46,626: 111 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 17,838: -2,310 801 0 20,132 17,040 17,822 17,841: 16 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 20.7 0.9 73.8 78.0 99.8 99.6: 0.2 0.4
Old : 100.0: 25.1 20.7 0.9 73.8 78.0 99.8 99.6: 0.2 0.4
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 : 36: 8 9 3 13 10 21 22:
Old : 36: 8 9 3 13 10 21 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 : 86.4 88.6 95.2 97.1 86.4 88.6 94.8 96.5
Old : 86.4 88.6 95.2 97.1 86.4 88.6 94.8 96.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2006