WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 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 : 571,645: 79,890 57,146 164,528 284,007 273,622 528,426 495,296: 43,219 76,349
Old : 390,435: 77,134 73,265 72,533 203,970 198,182 353,637 343,979: 36,798 46,456
Other: 181,210: 54,283 35,408 40,468 80,037 75,440 174,789 151,317: 6,421 29,893
: : :
: : Changes in Commitments from: September 26, 2006 :
: 47,351: 16,868 -6,424 7,174 16,220 36,996 40,262 37,746: 7,090 9,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 10.0 28.8 49.7 47.9 92.4 86.6: 7.6 13.4
Old : 100.0: 19.8 18.8 18.6 52.2 50.8 90.6 88.1: 9.4 11.9
Other: 100.0: 30.0 19.5 22.3 44.2 41.6 96.5 83.5: 3.5 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 119 100 143 71 105 284 280:
Old : 333: 114 108 108 62 89 251 239:
Other: 230: 72 58 68 38 83 137 188:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 17.4 29.5 27.4 19.5 11.5 28.1 16.5
Old : 27.0 22.9 38.1 35.6 27.0 21.0 38.1 31.5
Other: 20.7 18.8 35.0 29.5 18.6 16.9 31.4 25.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 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 : 1,658,557: 297,525 94,251 464,733 697,282 777,716 1,459,540 1,336,700: 199,018 321,857
Old : 1,306,964: 228,197 131,571 308,013 607,250 610,011 1,143,460 1,049,595: 163,505 257,369
Other: 351,593: 126,672 20,024 99,376 90,032 167,704 316,080 287,105: 35,513 64,488
: : :
: : Changes in Commitments from: September 26, 2006 :
: 6,885: 5,601 -19,116 -4,832 3,427 26,153 4,196 2,205: 2,689 4,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 5.7 28.0 42.0 46.9 88.0 80.6: 12.0 19.4
Old : 100.0: 17.5 10.1 23.6 46.5 46.7 87.5 80.3: 12.5 19.7
Other: 100.0: 36.0 5.7 28.3 25.6 47.7 89.9 81.7: 10.1 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 733: 211 154 233 249 306 576 595:
Old : 723: 195 164 214 236 305 547 583:
Other: 440: 92 79 75 94 231 219 352:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 18.7 24.2 25.0 14.4 13.5 21.5 16.7
Old : 17.3 16.9 27.2 23.4 17.2 12.5 25.5 16.2
Other: 21.2 26.8 31.8 33.9 15.5 18.1 24.5 21.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 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 : 13,516: 6,325 322 764 3,371 10,040 10,460 11,126: 3,057 2,390
Old : 13,378: 6,310 322 764 3,351 9,936 10,425 11,022: 2,954 2,356
Other: 138: 15 0 0 20 104 35 104: 103 34
: : :
: : Changes in Commitments from: September 26, 2006 :
: 233: 352 162 61 -326 38 87 261: 146 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 2.4 5.7 24.9 74.3 77.4 82.3: 22.6 17.7
Old : 100.0: 47.2 2.4 5.7 25.0 74.3 77.9 82.4: 22.1 17.6
Other: 100.0: 10.9 0.0 0.0 14.5 75.4 25.4 75.4: 74.6 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 23 10 5 13 14 41 24:
Old : 52: 23 10 5 13 14 41 24:
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 : 26.5 51.0 42.0 68.6 26.5 46.3 42.0 62.0
Old : 26.8 50.8 42.4 68.6 26.8 46.1 42.4 62.1
Other: 25.4 75.4 25.4 75.4 24.6 74.6 24.6 74.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 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 : 470,218: 51,914 100,651 115,131 240,659 157,450 407,705 373,232: 62,513 96,986
Old : 437,915: 51,212 104,088 98,230 229,869 143,889 379,311 346,207: 58,603 91,708
Other: 32,303: 11,050 6,910 6,554 10,790 13,561 28,394 27,025: 3,909 5,278
: : :
: : Changes in Commitments from: September 26, 2006 :
: 19,293: 928 -352 7,667 9,267 9,530 17,862 16,846: 1,431 2,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 21.4 24.5 51.2 33.5 86.7 79.4: 13.3 20.6
Old : 100.0: 11.7 23.8 22.4 52.5 32.9 86.6 79.1: 13.4 20.9
Other: 100.0: 34.2 21.4 20.3 33.4 42.0 87.9 83.7: 12.1 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 113 146 153 106 113 306 347:
Old : 414: 118 145 144 105 111 297 340:
Other: 115: 30 30 15 21 41 59 78:
:----------------------------------------------------------------------------------------------------
: 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 13.8 31.6 21.7 16.6 8.2 24.7 13.1
Old : 21.4 13.1 32.7 20.9 19.4 8.9 28.3 14.1
Other: 44.6 40.6 59.7 54.6 38.1 31.8 48.6 39.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,027: 12,018 6,077 71 185 306 12,274 6,454: 3,753 9,573
Old : 14,416: 10,570 5,321 14 185 306 10,769 5,641: 3,647 8,775
Other: 1,611: 1,503 811 2 0 0 1,505 813: 106 798
: : :
: : Changes in Commitments from: September 26, 2006 :
: 210: -400 262 -29 0 -212 -429 21: 639 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 37.9 0.4 1.2 1.9 76.6 40.3: 23.4 59.7
Old : 100.0: 73.3 36.9 0.1 1.3 2.1 74.7 39.1: 25.3 60.9
Other: 100.0: 93.3 50.3 0.1 0.0 0.0 93.4 50.5: 6.6 49.5
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 12 3 1 1 10 15:
Old : 22: 7 13 2 1 1 9 15:
Other: 5: 3 2 1 0 0 3 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 : 68.2 22.7 75.4 34.0 67.9 22.6 75.0 33.9
Old : 68.4 19.6 74.6 32.2 68.4 19.5 74.6 32.1
Other: 93.4 50.5 93.4 50.5 93.3 50.3 93.3 50.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 283,318: 35,489 52,421 63,898 156,376 142,428 255,763 258,747: 27,555 24,570
Old : 258,785: 39,142 56,076 46,517 147,092 132,547 232,751 235,140: 26,034 23,644
Other: 24,533: 9,786 9,784 3,941 9,284 9,881 23,012 23,607: 1,521 926
: : :
: : Changes in Commitments from: September 26, 2006 :
: -3,903: -4,231 4,227 474 -1,079 -6,103 -4,836 -1,402: 933 -2,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 18.5 22.6 55.2 50.3 90.3 91.3: 9.7 8.7
Old : 100.0: 15.1 21.7 18.0 56.8 51.2 89.9 90.9: 10.1 9.1
Other: 100.0: 39.9 39.9 16.1 37.8 40.3 93.8 96.2: 6.2 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 44 70 49 60 53 136 155:
Old : 200: 47 71 47 60 52 132 153:
Other: 48: 12 15 11 14 11 32 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 26.0 30.0 37.1 18.6 21.6 26.5 30.0
Old : 20.2 26.5 29.6 38.1 19.7 21.7 27.0 30.9
Other: 51.0 53.7 72.9 75.6 45.7 49.7 65.1 68.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 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 : 1,048,389: 143,509 168,045 177,116 539,153 510,889 859,778 856,050: 188,611 192,339
Old : 1,048,389: 143,509 168,045 177,116 539,153 510,889 859,778 856,050: 188,611 192,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 16,365: -1,237 473 7,100 4,073 19,583 9,936 27,156: 6,429 -10,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.0 16.9 51.4 48.7 82.0 81.7: 18.0 18.3
Old : 100.0: 13.7 16.0 16.9 51.4 48.7 82.0 81.7: 18.0 18.3
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 : 185: 38 51 46 71 80 135 151:
Old : 185: 38 51 46 71 80 135 151:
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 : 18.8 24.4 29.2 35.0 15.5 18.8 21.1 23.8
Old : 18.8 24.4 29.2 35.0 15.5 18.8 21.1 23.8
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, October 3, 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 : 236,995: 24,976 57,847 47,604 128,008 107,122 200,588 212,572: 36,407 24,423
Old : 228,752: 26,216 56,510 43,771 123,284 105,111 193,271 205,391: 35,481 23,361
Other: 8,243: 1,119 3,696 1,474 4,724 2,011 7,317 7,181: 926 1,062
: : :
: : Changes in Commitments from: September 26, 2006 :
: -5,977: -1,100 -692 633 -9,121 -7,363 -9,588 -7,423: 3,611 1,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 24.4 20.1 54.0 45.2 84.6 89.7: 15.4 10.3
Old : 100.0: 11.5 24.7 19.1 53.9 45.9 84.5 89.8: 15.5 10.2
Other: 100.0: 13.6 44.8 17.9 57.3 24.4 88.8 87.1: 11.2 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 40 69 51 54 50 126 148:
Old : 179: 45 67 51 54 47 125 144:
Other: 38: 5 12 7 15 9 25 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 26.5 38.2 35.2 29.8 23.1 34.5 31.3
Old : 31.3 27.4 38.6 36.3 30.4 24.2 35.3 32.7
Other: 44.4 51.0 65.4 68.4 44.4 49.8 59.0 58.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 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 : 15,189: 3,239 1,041 2,178 6,654 10,720 12,071 13,940: 3,118 1,249
Old : 14,874: 3,256 1,033 2,146 6,375 10,517 11,776 13,696: 3,098 1,178
Other: 315: 3 28 13 279 203 295 244: 20 71
: : :
: : Changes in Commitments from: September 26, 2006 :
: 286: -177 -65 53 -64 326 -189 314: 474 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 6.9 14.3 43.8 70.6 79.5 91.8: 20.5 8.2
Old : 100.0: 21.9 6.9 14.4 42.9 70.7 79.2 92.1: 20.8 7.9
Other: 100.0: 1.0 8.9 4.1 88.6 64.5 93.6 77.5: 6.4 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 24 8 12 26 22 53 39:
Old : 66: 25 7 12 26 22 53 39:
Other: 15: 2 3 3 6 6 10 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 49.6 34.5 63.9 17.3 42.1 28.0 52.8
Old : 19.4 50.4 34.4 64.6 17.3 43.4 28.3 53.9
Other: 81.6 63.5 92.1 76.5 74.0 61.3 81.9 65.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 3, 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 : 711,388: 126,746 184,336 14,472 417,344 406,951 558,562 605,759: 152,825 105,629
Old : 711,388: 126,746 184,336 14,472 417,344 406,951 558,562 605,759: 152,825 105,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 18,284: 14,493 8,152 832 -830 18,951 14,494 27,935: 3,789 -9,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 25.9 2.0 58.7 57.2 78.5 85.2: 21.5 14.8
Old : 100.0: 17.8 25.9 2.0 58.7 57.2 78.5 85.2: 21.5 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 : 184: 50 32 15 73 71 129 112:
Old : 184: 50 32 15 73 71 129 112:
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 : 20.6 19.7 29.5 32.7 20.2 19.5 28.3 32.1
Old : 20.6 19.7 29.5 32.7 20.2 19.5 28.3 32.1
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, October 3, 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 : 2,921,056: 756,272 218,509 427,032 1,380,007 1,856,453 2,563,311 2,501,995: 357,745 419,062
Old : 2,921,056: 756,272 218,509 427,032 1,380,007 1,856,453 2,563,311 2,501,995: 357,745 419,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 55,137: 9,415 -62,097 72,965 -47,457 67,752 34,924 78,621: 20,213 -23,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 7.5 14.6 47.2 63.6 87.8 85.7: 12.2 14.3
Old : 100.0: 25.9 7.5 14.6 47.2 63.6 87.8 85.7: 12.2 14.3
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 : 304: 76 69 81 133 136 245 250:
Old : 304: 76 69 81 133 136 245 250:
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 : 18.8 25.9 28.7 35.6 15.1 24.0 22.1 30.6
Old : 18.8 25.9 28.7 35.6 15.1 24.0 22.1 30.6
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, October 3, 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 : 1,616,883: 238,432 200,643 152,830 926,560 993,541 1,317,823 1,347,014: 299,060 269,868
Old : 1,616,883: 238,432 200,643 152,830 926,560 993,541 1,317,823 1,347,014: 299,060 269,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 25,519: 33,721 31,456 8,383 -6,044 5,475 36,060 45,314: -10,541 -19,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 12.4 9.5 57.3 61.4 81.5 83.3: 18.5 16.7
Old : 100.0: 14.7 12.4 9.5 57.3 61.4 81.5 83.3: 18.5 16.7
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 : 201: 55 36 45 79 86 150 151:
Old : 201: 55 36 45 79 86 150 151:
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 31.0 35.2 38.9 22.7 30.1 28.7 35.3
Old : 26.4 31.0 35.2 38.9 22.7 30.1 28.7 35.3
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, October 3, 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 : 631,948: 85,744 77,565 238,682 279,424 278,244 603,850 594,492: 28,098 37,456
Old : 631,948: 85,744 77,565 238,682 279,424 278,244 603,850 594,492: 28,098 37,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -79,546: -33,741 -28,447 18,928 -61,256 -60,472 -76,069 -69,991: -3,478 -9,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 12.3 37.8 44.2 44.0 95.6 94.1: 4.4 5.9
Old : 100.0: 13.6 12.3 37.8 44.2 44.0 95.6 94.1: 4.4 5.9
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 : 140: 25 42 46 54 66 104 131:
Old : 140: 25 42 46 54 66 104 131:
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 17.7 42.2 29.8 18.7 9.5 25.6 14.7
Old : 27.4 17.7 42.2 29.8 18.7 9.5 25.6 14.7
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, October 3, 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 : 10,209: 1,726 1,887 265 2,316 5,819 4,307 7,971: 5,902 2,238
Old : 10,209: 1,726 1,887 265 2,316 5,819 4,307 7,971: 5,902 2,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 1,057: 39 945 50 -91 665 -2 1,660: 1,059 -603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 18.5 2.6 22.7 57.0 42.2 78.1: 57.8 21.9
Old : 100.0: 16.9 18.5 2.6 22.7 57.0 42.2 78.1: 57.8 21.9
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 : 21: 7 4 4 5 9 13 16:
Old : 21: 7 4 4 5 9 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 52.9 33.1 67.5 14.6 52.9 25.6 64.7
Old : 21.0 52.9 33.1 67.5 14.6 52.9 25.6 64.7
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, October 3, 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 : 40,477: 3,855 9,980 2,462 11,768 16,434 18,085 28,876: 22,393 11,601
Old : 40,477: 3,855 9,980 2,462 11,768 16,434 18,085 28,876: 22,393 11,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 2,350: 289 1,198 910 900 -1,858 2,099 251: 252 2,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 24.7 6.1 29.1 40.6 44.7 71.3: 55.3 28.7
Old : 100.0: 9.5 24.7 6.1 29.1 40.6 44.7 71.3: 55.3 28.7
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 : 51: 12 17 11 14 15 32 37:
Old : 51: 12 17 11 14 15 32 37:
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 : 17.7 25.7 28.4 37.9 16.1 25.1 24.7 36.0
Old : 17.7 25.7 28.4 37.9 16.1 25.1 24.7 36.0
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 61,756: 14,943 9,339 950 20,071 42,366 35,964 52,655: 25,792 9,101
Old : 61,756: 14,943 9,339 950 20,071 42,366 35,964 52,655: 25,792 9,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 4,146: 1,505 1,403 422 1,210 1,706 3,138 3,531: 1,008 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 15.1 1.5 32.5 68.6 58.2 85.3: 41.8 14.7
Old : 100.0: 24.2 15.1 1.5 32.5 68.6 58.2 85.3: 41.8 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 : 63: 20 13 9 18 16 41 35:
Old : 63: 20 13 9 18 16 41 35:
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 : 19.6 47.4 32.3 67.9 19.5 47.4 32.2 67.9
Old : 19.6 47.4 32.3 67.9 19.5 47.4 32.2 67.9
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, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 128,863: 33,183 20,380 4,297 82,897 50,487 120,377 75,164: 8,486 53,699
Old : 128,863: 33,183 20,380 4,297 82,897 50,487 120,377 75,164: 8,486 53,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 11,787: 3,572 873 712 7,411 8,125 11,695 9,710: 92 2,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 15.8 3.3 64.3 39.2 93.4 58.3: 6.6 41.7
Old : 100.0: 25.8 15.8 3.3 64.3 39.2 93.4 58.3: 6.6 41.7
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 : 107: 35 35 18 17 27 69 63:
Old : 107: 35 35 18 17 27 69 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 : 65.0 24.6 72.4 34.0 63.4 23.2 70.1 31.8
Old : 65.0 24.6 72.4 34.0 63.4 23.2 70.1 31.8
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, October 3, 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 : 38,690: 3,450 10,735 427 34,696 27,368 38,573 38,530: 117 160
Old : 38,690: 3,450 10,735 427 34,696 27,368 38,573 38,530: 117 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -8,122: -8,293 1,068 0 165 -9,164 -8,128 -8,096: 6 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 27.7 1.1 89.7 70.7 99.7 99.6: 0.3 0.4
Old : 100.0: 8.9 27.7 1.1 89.7 70.7 99.7 99.6: 0.3 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 : 39: 8 10 3 14 10 22 23:
Old : 39: 8 10 3 14 10 22 23:
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 : 83.6 85.6 93.5 95.9 83.6 85.6 93.1 95.1
Old : 83.6 85.6 93.5 95.9 83.6 85.6 93.1 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 6, 2006