WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 585,610: 85,462 50,352 165,982 285,689 288,625 537,134 504,958: 48,476 80,651
Old : 417,207: 72,338 51,170 99,173 208,316 217,909 379,828 368,251: 37,380 48,956
Other: 168,403: 36,642 22,700 43,291 77,373 70,716 157,306 136,707: 11,096 31,695
: : :
: : Changes in Commitments from: October 3, 2006 :
: 13,965: 5,572 -6,795 1,454 1,682 15,003 8,708 9,662: 5,257 4,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 8.6 28.3 48.8 49.3 91.7 86.2: 8.3 13.8
Old : 100.0: 17.3 12.3 23.8 49.9 52.2 91.0 88.3: 9.0 11.7
Other: 100.0: 21.8 13.5 25.7 45.9 42.0 93.4 81.2: 6.6 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 112 99 121 70 108 261 260:
Old : 318: 100 101 108 60 94 239 233:
Other: 205: 54 51 57 44 86 120 176:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 18.7 31.0 28.7 19.0 12.3 27.7 17.8
Old : 25.5 24.0 36.9 35.7 25.5 22.2 35.8 30.9
Other: 22.3 17.5 37.7 27.4 18.2 14.1 31.3 20.5
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,704,664: 301,794 70,803 499,392 697,727 808,902 1,498,913 1,379,097: 205,751 325,567
Old : 1,356,541: 226,135 97,621 348,056 609,644 649,367 1,183,835 1,095,044: 172,706 261,497
Other: 348,123: 122,922 20,444 104,073 88,083 159,535 315,078 284,053: 33,045 64,070
: : :
: : Changes in Commitments from: October 3, 2006 :
: 46,107: 4,270 -23,448 34,659 446 31,186 39,374 42,397: 6,733 3,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 4.2 29.3 40.9 47.5 87.9 80.9: 12.1 19.1
Old : 100.0: 16.7 7.2 25.7 44.9 47.9 87.3 80.7: 12.7 19.3
Other: 100.0: 35.3 5.9 29.9 25.3 45.8 90.5 81.6: 9.5 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 718: 218 132 212 245 309 558 574:
Old : 709: 209 142 192 230 306 531 556:
Other: 443: 86 77 75 99 241 219 362:
:----------------------------------------------------------------------------------------------------
: 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 19.5 24.0 25.6 13.8 13.6 20.8 16.8
Old : 16.6 18.3 26.9 24.6 16.5 13.2 24.5 16.9
Other: 21.2 26.0 32.1 33.2 15.7 16.3 24.9 20.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 14,568: 6,850 207 736 3,595 11,448 11,182 12,392: 3,386 2,176
Old : 14,413: 6,835 207 736 3,569 11,337 11,141 12,281: 3,272 2,132
Other: 155: 15 0 0 26 111 41 111: 114 44
: : :
: : Changes in Commitments from: October 3, 2006 :
: 1,052: 526 -115 -28 224 1,408 722 1,266: 329 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 1.4 5.1 24.7 78.6 76.8 85.1: 23.2 14.9
Old : 100.0: 47.4 1.4 5.1 24.8 78.7 77.3 85.2: 22.7 14.8
Other: 100.0: 9.7 0.0 0.0 16.8 71.6 26.5 71.6: 73.5 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 26 8 4 15 15 45 23:
Old : 54: 26 8 4 15 15 45 23:
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 : 24.3 52.0 39.0 70.8 24.3 47.8 38.1 62.7
Old : 24.6 51.8 39.4 70.8 24.6 47.6 38.5 62.8
Other: 26.5 71.6 26.5 71.6 25.8 71.0 25.8 71.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 472,253: 53,955 79,237 109,710 238,777 185,890 402,442 374,837: 69,812 97,416
Old : 440,162: 51,790 83,113 94,433 229,209 171,183 375,432 348,729: 64,730 91,433
Other: 32,091: 11,507 5,467 5,934 9,568 14,707 27,010 26,108: 5,081 5,983
: : :
: : Changes in Commitments from: October 3, 2006 :
: 2,035: 2,041 -21,414 -5,421 -1,883 28,440 -5,264 1,606: 7,299 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 16.8 23.2 50.6 39.4 85.2 79.4: 14.8 20.6
Old : 100.0: 11.8 18.9 21.5 52.1 38.9 85.3 79.2: 14.7 20.8
Other: 100.0: 35.9 17.0 18.5 29.8 45.8 84.2 81.4: 15.8 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 120 132 158 108 117 316 343:
Old : 412: 127 130 145 107 115 305 334:
Other: 121: 24 32 12 21 52 51 90:
:----------------------------------------------------------------------------------------------------
: 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 18.1 32.0 25.7 16.1 9.2 23.1 13.7
Old : 22.1 17.2 33.3 24.9 17.8 9.9 26.5 14.4
Other: 43.3 39.8 59.7 54.1 36.0 34.1 46.6 40.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,467: 12,579 6,773 477 235 330 13,291 7,580: 4,176 9,887
Old : 15,830: 11,613 6,396 43 235 330 11,891 6,769: 3,939 9,061
Other: 1,637: 1,400 811 0 0 0 1,400 811: 237 826
: : :
: : Changes in Commitments from: October 3, 2006 :
: 1,440: 561 696 406 50 24 1,017 1,126: 423 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 38.8 2.7 1.3 1.9 76.1 43.4: 23.9 56.6
Old : 100.0: 73.4 40.4 0.3 1.5 2.1 75.1 42.8: 24.9 57.2
Other: 100.0: 85.5 49.5 0.0 0.0 0.0 85.5 49.5: 14.5 50.5
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 11 12 5 1 1 13 17:
Old : 25: 12 11 4 1 1 13 16:
Other: 5: 2 3 0 0 0 2 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 : 64.8 24.9 71.5 35.3 62.3 24.9 68.9 34.6
Old : 64.4 27.4 71.3 37.5 64.3 27.4 71.1 37.5
Other: 85.5 49.5 85.5 49.5 85.5 49.5 85.5 49.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 281,871: 34,850 44,989 61,622 159,221 152,319 255,693 258,930: 26,179 22,942
Old : 258,042: 39,081 49,546 42,995 151,059 143,606 233,135 236,147: 24,907 21,896
Other: 23,829: 10,435 10,109 3,961 8,162 8,713 22,557 22,783: 1,272 1,046
: : :
: : Changes in Commitments from: October 3, 2006 :
: -1,446: -639 -7,431 -2,277 2,845 9,891 -71 183: -1,376 -1,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 16.0 21.9 56.5 54.0 90.7 91.9: 9.3 8.1
Old : 100.0: 15.1 19.2 16.7 58.5 55.7 90.3 91.5: 9.7 8.5
Other: 100.0: 43.8 42.4 16.6 34.3 36.6 94.7 95.6: 5.3 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 188: 43 59 48 60 52 136 140:
Old : 185: 43 63 46 60 51 132 138:
Other: 49: 14 13 11 15 12 35 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 : 22.4 30.6 33.8 41.5 18.3 22.6 26.8 30.5
Old : 23.7 31.8 34.2 43.0 19.7 23.0 26.5 31.7
Other: 48.7 55.2 73.7 74.0 43.8 50.3 66.3 66.1
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 988,313: 113,783 158,951 158,836 538,696 488,956 811,315 806,743: 176,997 181,570
Old : 988,313: 113,783 158,951 158,836 538,696 488,956 811,315 806,743: 176,997 181,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -60,076: -29,726 -9,095 -18,280 -457 -21,933 -48,463 -49,308: -11,614 -10,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 16.1 16.1 54.5 49.5 82.1 81.6: 17.9 18.4
Old : 100.0: 11.5 16.1 16.1 54.5 49.5 82.1 81.6: 17.9 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 40 41 44 71 82 132 146:
Old : 178: 40 41 44 71 82 132 146:
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 : 18.8 23.5 29.0 34.0 14.6 17.1 19.9 22.2
Old : 18.8 23.5 29.0 34.0 14.6 17.1 19.9 22.2
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 10, 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 : 229,892: 26,311 49,359 45,497 122,615 110,641 194,423 205,497: 35,469 24,394
Old : 220,878: 27,520 46,698 41,549 117,113 109,032 186,182 197,279: 34,696 23,598
Other: 9,014: 1,209 5,079 1,530 5,502 1,609 8,241 8,218: 773 796
: : :
: : Changes in Commitments from: October 3, 2006 :
: -7,103: 1,334 -8,487 -2,107 -5,392 3,519 -6,165 -7,075: -938 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 21.5 19.8 53.3 48.1 84.6 89.4: 15.4 10.6
Old : 100.0: 12.5 21.1 18.8 53.0 49.4 84.3 89.3: 15.7 10.7
Other: 100.0: 13.4 56.3 17.0 61.0 17.9 91.4 91.2: 8.6 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 39 54 46 59 54 129 140:
Old : 175: 45 54 45 59 52 128 136:
Other: 39: 6 11 7 17 7 29 19:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 28.6 37.2 37.3 28.9 25.8 33.4 33.9
Old : 30.6 29.8 37.8 38.5 29.6 27.5 34.5 35.1
Other: 42.4 60.1 65.7 77.0 42.4 60.1 61.9 67.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 15,933: 3,360 1,031 1,939 6,573 10,801 11,872 13,771: 4,061 2,161
Old : 15,565: 3,351 1,024 1,915 6,305 10,534 11,571 13,473: 3,994 2,092
Other: 368: 21 20 12 268 267 301 299: 67 69
: : :
: : Changes in Commitments from: October 3, 2006 :
: 743: 121 -10 -239 -80 80 -199 -169: 942 912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.5 12.2 41.3 67.8 74.5 86.4: 25.5 13.6
Old : 100.0: 21.5 6.6 12.3 40.5 67.7 74.3 86.6: 25.7 13.4
Other: 100.0: 5.8 5.4 3.2 72.9 72.6 81.9 81.2: 18.1 18.8
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 25 8 10 25 22 53 37:
Old : 67: 25 8 10 25 22 53 37:
Other: 17: 5 2 3 6 7 11 12:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 47.6 31.5 60.7 16.9 41.4 27.3 51.8
Old : 17.4 48.4 31.4 61.2 17.0 42.5 27.6 52.5
Other: 70.7 64.7 79.4 77.8 63.9 62.8 70.6 70.4
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 692,002: 123,193 174,634 15,069 406,265 399,830 544,526 589,533: 147,475 102,469
Old : 692,002: 123,193 174,634 15,069 406,265 399,830 544,526 589,533: 147,475 102,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -19,386: -3,553 -9,702 597 -11,079 -7,121 -14,036 -16,226: -5,350 -3,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 25.2 2.2 58.7 57.8 78.7 85.2: 21.3 14.8
Old : 100.0: 17.8 25.2 2.2 58.7 57.8 78.7 85.2: 21.3 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 : 176: 47 30 17 71 68 124 109:
Old : 176: 47 30 17 71 68 124 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 20.3 30.5 32.8 20.9 20.1 29.6 32.0
Old : 21.1 20.3 30.5 32.8 20.9 20.1 29.6 32.0
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 10, 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 : 3,028,581: 745,189 249,455 419,847 1,490,357 1,908,079 2,655,393 2,577,381: 373,188 451,200
Old : 3,028,581: 745,189 249,455 419,847 1,490,357 1,908,079 2,655,393 2,577,381: 373,188 451,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 107,525: -11,083 30,947 -7,185 110,350 51,625 92,082 75,386: 15,443 32,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 8.2 13.9 49.2 63.0 87.7 85.1: 12.3 14.9
Old : 100.0: 24.6 8.2 13.9 49.2 63.0 87.7 85.1: 12.3 14.9
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 : 310: 80 68 86 135 138 251 256:
Old : 310: 80 68 86 135 138 251 256:
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 27.5 29.7 36.4 15.5 25.5 23.2 31.5
Old : 19.6 27.5 29.7 36.4 15.5 25.5 23.2 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 1,666,336: 231,964 190,273 166,799 983,167 1,010,288 1,381,930 1,367,360: 284,406 298,976
Old : 1,666,336: 231,964 190,273 166,799 983,167 1,010,288 1,381,930 1,367,360: 284,406 298,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 49,453: -6,469 -10,370 13,969 56,607 16,747 64,107 20,346: -14,654 29,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 11.4 10.0 59.0 60.6 82.9 82.1: 17.1 17.9
Old : 100.0: 13.9 11.4 10.0 59.0 60.6 82.9 82.1: 17.1 17.9
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 : 192: 55 28 42 83 89 147 150:
Old : 192: 55 28 42 83 89 147 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 29.9 36.0 39.1 22.5 28.2 28.9 33.9
Old : 25.5 29.9 36.0 39.1 22.5 28.2 28.9 33.9
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 10, 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 : 651,294: 77,164 80,167 257,509 288,667 273,199 623,341 610,876: 27,953 40,418
Old : 651,294: 77,164 80,167 257,509 288,667 273,199 623,341 610,876: 27,953 40,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 19,346: -8,580 2,602 18,827 9,243 -5,045 19,491 16,384: -145 2,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 12.3 39.5 44.3 41.9 95.7 93.8: 4.3 6.2
Old : 100.0: 11.8 12.3 39.5 44.3 41.9 95.7 93.8: 4.3 6.2
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 : 144: 28 44 48 53 65 107 132:
Old : 144: 28 44 48 53 65 107 132:
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 : 27.0 18.6 42.7 31.0 17.7 9.2 24.7 14.2
Old : 27.0 18.6 42.7 31.0 17.7 9.2 24.7 14.2
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 10, 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 : 44,612: 4,928 9,922 3,628 17,482 20,330 26,039 33,880: 18,574 10,732
Old : 44,612: 4,928 9,922 3,628 17,482 20,330 26,039 33,880: 18,574 10,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 4,135: 1,074 -59 1,166 5,714 3,896 7,954 5,004: -3,819 -869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 22.2 8.1 39.2 45.6 58.4 75.9: 41.6 24.1
Old : 100.0: 11.0 22.2 8.1 39.2 45.6 58.4 75.9: 41.6 24.1
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 : 58: 17 19 11 16 15 36 42:
Old : 58: 17 19 11 16 15 36 42:
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 : 20.2 29.8 33.0 40.6 18.5 29.8 26.8 39.4
Old : 20.2 29.8 33.0 40.6 18.5 29.8 26.8 39.4
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 10, 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 : 63,648: 17,088 10,368 1,007 20,218 42,375 38,313 53,750: 25,335 9,898
Old : 63,648: 17,088 10,368 1,007 20,218 42,375 38,313 53,750: 25,335 9,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 1,892: 2,146 1,028 57 147 10 2,349 1,095: -457 796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 16.3 1.6 31.8 66.6 60.2 84.4: 39.8 15.6
Old : 100.0: 26.8 16.3 1.6 31.8 66.6 60.2 84.4: 39.8 15.6
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 : 65: 20 16 8 17 15 40 36:
Old : 65: 20 16 8 17 15 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 45.7 33.1 64.3 19.4 45.7 33.1 64.3
Old : 19.4 45.7 33.1 64.3 19.4 45.7 33.1 64.3
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, October 10, 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 : 141,960: 36,213 20,699 4,470 90,466 62,577 131,149 87,746: 10,811 54,214
Old : 141,960: 36,213 20,699 4,470 90,466 62,577 131,149 87,746: 10,811 54,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: 13,098: 3,030 319 173 7,569 12,090 10,772 12,582: 2,326 516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 14.6 3.1 63.7 44.1 92.4 61.8: 7.6 38.2
Old : 100.0: 25.5 14.6 3.1 63.7 44.1 92.4 61.8: 7.6 38.2
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 : 106: 31 35 19 21 28 69 65:
Old : 106: 31 35 19 21 28 69 65:
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 : 62.8 26.5 70.3 35.6 61.0 25.3 67.8 33.4
Old : 62.8 26.5 70.3 35.6 61.0 25.3 67.8 33.4
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 10, 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 : 38,203: 3,450 10,703 877 33,333 26,035 37,660 37,615: 543 588
Old : 38,203: 3,450 10,703 877 33,333 26,035 37,660 37,615: 543 588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2006 :
: -487: 0 -32 450 -1,363 -1,333 -913 -915: 426 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 28.0 2.3 87.3 68.1 98.6 98.5: 1.4 1.5
Old : 100.0: 9.0 28.0 2.3 87.3 68.1 98.6 98.5: 1.4 1.5
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 : 37: 8 10 4 15 9 24 22:
Old : 37: 8 10 4 15 9 24 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 : 79.2 84.5 91.4 95.0 79.2 82.8 91.0 92.5
Old : 79.2 84.5 91.4 95.0 79.2 82.8 91.0 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 13, 2006