WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 612,748: 88,825 47,489 189,880 284,567 297,715 563,273 535,085: 49,476 77,664
Old : 453,147: 72,337 54,412 125,659 215,697 224,151 413,693 404,222: 39,454 48,925
Other: 159,601: 40,485 17,073 40,224 68,870 73,564 149,580 130,862: 10,021 28,739
: : :
: : Changes in Commitments from: October 10, 2006 :
: 27,139: 3,363 -2,862 23,898 -1,122 9,090 26,139 30,126: 1,000 -2,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 7.8 31.0 46.4 48.6 91.9 87.3: 8.1 12.7
Old : 100.0: 16.0 12.0 27.7 47.6 49.5 91.3 89.2: 8.7 10.8
Other: 100.0: 25.4 10.7 25.2 43.2 46.1 93.7 82.0: 6.3 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 113 97 121 78 110 271 260:
Old : 323: 100 107 101 67 97 243 235:
Other: 205: 49 54 58 44 89 122 176:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 19.8 31.0 29.7 17.8 12.6 26.1 17.9
Old : 23.5 22.4 36.0 33.5 23.5 19.7 32.5 26.7
Other: 25.0 19.1 40.9 28.5 21.2 13.7 33.7 20.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 1,834,478: 315,028 52,407 552,411 748,572 895,958 1,616,011 1,500,776: 218,468 333,702
Old : 1,452,438: 230,900 68,333 397,033 642,412 716,967 1,270,344 1,182,332: 182,094 270,106
Other: 382,040: 124,132 24,079 115,374 106,160 178,992 345,666 318,445: 36,374 63,596
: : :
: : Changes in Commitments from: October 10, 2006 :
: 129,814: 13,234 -18,395 53,019 50,844 87,056 117,097 121,680: 12,717 8,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 2.9 30.1 40.8 48.8 88.1 81.8: 11.9 18.2
Old : 100.0: 15.9 4.7 27.3 44.2 49.4 87.5 81.4: 12.5 18.6
Other: 100.0: 32.5 6.3 30.2 27.8 46.9 90.5 83.4: 9.5 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 735: 229 117 216 261 325 584 581:
Old : 726: 222 126 188 251 322 555 561:
Other: 459: 83 82 70 106 254 223 376:
:----------------------------------------------------------------------------------------------------
: 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 20.8 24.7 26.7 12.7 13.3 19.1 16.8
Old : 16.1 19.6 27.3 25.9 15.1 12.9 22.5 16.5
Other: 20.7 26.1 32.2 34.1 15.1 16.3 24.4 19.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 15,166: 6,435 105 827 4,680 12,069 11,943 13,001: 3,223 2,166
Old : 14,986: 6,420 105 827 4,651 11,944 11,899 12,876: 3,087 2,111
Other: 180: 15 0 0 29 125 44 125: 136 55
: : :
: : Changes in Commitments from: October 10, 2006 :
: 598: -415 -103 91 1,085 620 761 609: -163 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 0.7 5.5 30.9 79.6 78.7 85.7: 21.3 14.3
Old : 100.0: 42.8 0.7 5.5 31.0 79.7 79.4 85.9: 20.6 14.1
Other: 100.0: 8.3 0.0 0.0 16.1 69.4 24.4 69.4: 75.6 30.6
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 24 7 4 14 15 42 22:
Old : 52: 24 7 4 14 15 42 22:
Other: 7: 1 0 0 3 4 4 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 52.6 39.9 73.1 23.4 44.9 35.4 62.0
Old : 26.5 52.5 40.3 73.2 23.7 44.7 35.9 62.1
Other: 24.4 69.4 24.4 69.4 23.9 68.9 23.9 68.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 506,020: 62,600 60,149 137,575 234,827 212,096 435,001 409,820: 71,019 96,201
Old : 464,173: 56,731 68,976 113,621 228,131 191,881 398,482 374,478: 65,691 89,695
Other: 41,847: 22,371 7,675 7,452 6,696 20,215 36,519 35,342: 5,329 6,505
: : :
: : Changes in Commitments from: October 10, 2006 :
: 33,767: 8,645 -19,088 27,865 -3,950 26,206 32,560 34,982: 1,208 -1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 11.9 27.2 46.4 41.9 86.0 81.0: 14.0 19.0
Old : 100.0: 12.2 14.9 24.5 49.1 41.3 85.8 80.7: 14.2 19.3
Other: 100.0: 53.5 18.3 17.8 16.0 48.3 87.3 84.5: 12.7 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 117 129 158 105 122 320 339:
Old : 410: 128 122 149 103 120 309 331:
Other: 131: 26 39 19 18 55 55 102:
:----------------------------------------------------------------------------------------------------
: 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 20.7 31.5 27.7 14.8 10.3 20.8 14.4
Old : 21.6 19.5 33.5 26.6 16.6 11.1 24.3 15.3
Other: 42.1 39.5 61.1 55.4 38.9 35.2 50.9 45.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,333: 9,080 7,140 558 235 340 9,873 8,038: 7,460 9,295
Old : 15,641: 7,982 6,740 149 235 340 8,366 7,229: 7,275 8,412
Other: 1,692: 1,507 809 0 0 0 1,507 809: 185 883
: : :
: : Changes in Commitments from: October 10, 2006 :
: -134: -3,499 367 81 0 10 -3,418 458: 3,284 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 41.2 3.2 1.4 2.0 57.0 46.4: 43.0 53.6
Old : 100.0: 51.0 43.1 1.0 1.5 2.2 53.5 46.2: 46.5 53.8
Other: 100.0: 89.1 47.8 0.0 0.0 0.0 89.1 47.8: 10.9 52.2
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 12 3 1 1 11 16:
Old : 23: 10 11 3 1 1 11 15:
Other: 5: 3 2 0 0 0 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 25.2 52.9 36.5 42.3 25.2 49.7 36.4
Old : 41.2 28.0 49.3 40.0 40.5 28.0 48.6 40.0
Other: 89.1 47.8 89.1 47.8 89.1 47.8 89.1 47.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 288,196: 39,970 33,264 63,084 156,957 169,302 260,010 265,650: 28,185 22,546
Old : 265,410: 44,683 38,839 44,176 149,704 161,111 238,563 244,126: 26,848 21,285
Other: 22,785: 10,051 9,189 4,144 7,253 8,191 21,448 21,524: 1,338 1,261
: : :
: : Changes in Commitments from: October 10, 2006 :
: 6,324: 5,119 -11,725 1,462 -2,264 16,983 4,318 6,720: 2,007 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 11.5 21.9 54.5 58.7 90.2 92.2: 9.8 7.8
Old : 100.0: 16.8 14.6 16.6 56.4 60.7 89.9 92.0: 10.1 8.0
Other: 100.0: 44.1 40.3 18.2 31.8 36.0 94.1 94.5: 5.9 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 46 53 53 60 51 144 134:
Old : 184: 50 53 51 60 50 141 132:
Other: 51: 14 14 11 15 12 35 32:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 34.8 34.2 45.6 17.8 26.1 25.3 33.3
Old : 24.1 36.2 35.3 47.4 19.5 26.7 26.8 34.7
Other: 46.9 54.3 72.7 73.7 41.4 49.5 64.7 65.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 985,213: 101,215 157,609 174,780 554,339 476,507 830,333 808,895: 154,880 176,317
Old : 985,213: 101,215 157,609 174,780 554,339 476,507 830,333 808,895: 154,880 176,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -3,100: -12,568 -1,341 15,943 15,642 -12,449 19,018 2,153: -22,118 -5,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 16.0 17.7 56.3 48.4 84.3 82.1: 15.7 17.9
Old : 100.0: 10.3 16.0 17.7 56.3 48.4 84.3 82.1: 15.7 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 : 187: 39 48 47 74 82 141 149:
Old : 187: 39 48 47 74 82 141 149:
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 : 18.6 23.7 28.1 34.0 14.3 18.4 19.7 23.6
Old : 18.6 23.7 28.1 34.0 14.3 18.4 19.7 23.6
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 17, 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 : 222,487: 31,797 32,731 44,187 108,084 121,886 184,068 198,804: 38,419 23,683
Old : 212,291: 33,251 30,083 39,632 102,225 120,060 175,108 189,775: 37,183 22,516
Other: 10,196: 1,704 5,806 1,397 5,859 1,826 8,960 9,029: 1,236 1,167
: : :
: : Changes in Commitments from: October 10, 2006 :
: -7,405: 5,487 -16,629 -1,310 -14,532 11,245 -10,355 -6,694: 2,950 -712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 14.7 19.9 48.6 54.8 82.7 89.4: 17.3 10.6
Old : 100.0: 15.7 14.2 18.7 48.2 56.6 82.5 89.4: 17.5 10.6
Other: 100.0: 16.7 56.9 13.7 57.5 17.9 87.9 88.6: 12.1 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 46 42 46 59 55 133 131:
Old : 170: 53 40 45 59 53 132 127:
Other: 41: 6 14 7 16 9 29 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 : 25.8 33.9 33.3 44.4 25.0 30.9 30.4 40.0
Old : 26.4 35.5 34.1 45.9 25.8 33.7 31.3 42.4
Other: 36.1 53.1 59.3 70.5 36.1 53.1 58.2 62.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 15,064: 2,880 1,194 1,818 7,306 10,533 12,004 13,545: 3,060 1,519
Old : 14,681: 2,879 1,198 1,788 7,036 10,246 11,702 13,231: 2,979 1,450
Other: 383: 18 13 14 270 287 302 314: 81 69
: : :
: : Changes in Commitments from: October 10, 2006 :
: -869: -479 163 -121 733 -268 132 -226: -1,001 -642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 7.9 12.1 48.5 69.9 79.7 89.9: 20.3 10.1
Old : 100.0: 19.6 8.2 12.2 47.9 69.8 79.7 90.1: 20.3 9.9
Other: 100.0: 4.8 3.4 3.6 70.6 75.0 78.9 82.0: 21.1 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 23 9 10 28 22 54 38:
Old : 67: 22 10 10 28 22 54 38:
Other: 18: 6 2 3 5 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 : 19.7 49.4 33.6 62.0 18.8 41.9 30.2 53.2
Old : 19.5 50.1 33.1 62.4 19.0 43.0 30.2 53.9
Other: 69.3 65.3 76.6 78.1 61.7 65.3 66.5 70.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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 : 702,761: 128,152 179,164 15,036 401,723 388,568 544,912 582,768: 157,849 119,993
Old : 702,761: 128,152 179,164 15,036 401,723 388,568 544,912 582,768: 157,849 119,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 10,759: 4,960 4,530 -33 -4,541 -11,262 386 -6,765: 10,374 17,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 25.5 2.1 57.2 55.3 77.5 82.9: 22.5 17.1
Old : 100.0: 18.2 25.5 2.1 57.2 55.3 77.5 82.9: 22.5 17.1
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 : 174: 43 31 18 72 72 122 114:
Old : 174: 43 31 18 72 72 122 114:
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 : 21.7 18.5 31.2 30.3 21.6 18.3 30.3 29.0
Old : 21.7 18.5 31.2 30.3 21.6 18.3 30.3 29.0
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 17, 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 : 3,120,114: 727,705 282,618 418,214 1,636,386 1,989,088 2,782,306 2,689,920: 337,809 430,194
Old : 3,120,114: 727,705 282,618 418,214 1,636,386 1,989,088 2,782,306 2,689,920: 337,809 430,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 91,533: -17,484 33,162 -1,633 146,029 81,010 126,913 112,539: -35,379 -21,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 9.1 13.4 52.4 63.8 89.2 86.2: 10.8 13.8
Old : 100.0: 23.3 9.1 13.4 52.4 63.8 89.2 86.2: 10.8 13.8
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 : 322: 73 75 88 148 144 260 268:
Old : 322: 73 75 88 148 144 260 268:
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 : 21.8 28.4 31.8 37.1 17.2 26.6 24.7 32.6
Old : 21.8 28.4 31.8 37.1 17.2 26.6 24.7 32.6
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 17, 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 : 1,645,544: 186,943 183,015 186,728 1,000,663 1,002,575 1,374,334 1,372,318: 271,211 273,227
Old : 1,645,544: 186,943 183,015 186,728 1,000,663 1,002,575 1,374,334 1,372,318: 271,211 273,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -20,791: -45,021 -7,258 19,928 17,496 -7,713 -7,596 4,958: -13,195 -25,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 11.1 11.3 60.8 60.9 83.5 83.4: 16.5 16.6
Old : 100.0: 11.4 11.1 11.3 60.8 60.9 83.5 83.4: 16.5 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 : 190: 48 34 43 84 88 146 151:
Old : 190: 48 34 43 84 88 146 151:
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 : 26.3 32.6 37.6 40.6 22.6 30.0 29.7 35.9
Old : 26.3 32.6 37.6 40.6 22.6 30.0 29.7 35.9
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 17, 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 : 671,284: 75,873 86,265 259,628 305,617 290,162 641,118 636,056: 30,166 35,228
Old : 671,284: 75,873 86,265 259,628 305,617 290,162 641,118 636,056: 30,166 35,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 19,991: -1,291 6,098 2,119 16,949 16,963 17,778 25,180: 2,213 -5,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 12.9 38.7 45.5 43.2 95.5 94.8: 4.5 5.2
Old : 100.0: 11.3 12.9 38.7 45.5 43.2 95.5 94.8: 4.5 5.2
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 : 149: 29 47 50 53 68 109 139:
Old : 149: 29 47 50 53 68 109 139:
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 18.0 41.8 30.3 18.3 8.4 25.3 13.8
Old : 26.4 18.0 41.8 30.3 18.3 8.4 25.3 13.8
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 17, 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 : 43,420: 5,782 6,289 3,205 14,459 24,724 23,446 34,217: 19,974 9,203
Old : 43,420: 5,782 6,289 3,205 14,459 24,724 23,446 34,217: 19,974 9,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -1,192: 853 -3,632 -424 -3,023 4,393 -2,593 337: 1,401 -1,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 14.5 7.4 33.3 56.9 54.0 78.8: 46.0 21.2
Old : 100.0: 13.3 14.5 7.4 33.3 56.9 54.0 78.8: 46.0 21.2
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 : 54: 17 15 11 14 16 36 37:
Old : 54: 17 15 11 14 16 36 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 : 19.1 37.4 29.6 47.9 15.7 35.3 23.4 44.5
Old : 19.1 37.4 29.6 47.9 15.7 35.3 23.4 44.5
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 17, 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 : 64,472: 17,313 12,065 960 20,249 42,109 38,521 55,134: 25,951 9,339
Old : 64,472: 17,313 12,065 960 20,249 42,109 38,521 55,134: 25,951 9,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 824: 224 1,698 -47 31 -267 208 1,384: 616 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 18.7 1.5 31.4 65.3 59.7 85.5: 40.3 14.5
Old : 100.0: 26.9 18.7 1.5 31.4 65.3 59.7 85.5: 40.3 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 21 19 8 17 15 41 39:
Old : 69: 21 19 8 17 15 41 39:
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 : 18.4 44.9 31.4 63.3 18.4 44.9 31.3 63.3
Old : 18.4 44.9 31.4 63.3 18.4 44.9 31.3 63.3
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 17, 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 : 144,277: 36,250 21,787 4,605 92,778 62,909 133,633 89,301: 10,643 54,975
Old : 144,277: 36,250 21,787 4,605 92,778 62,909 133,633 89,301: 10,643 54,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 2,316: 37 1,088 135 2,313 332 2,484 1,555: -168 761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 15.1 3.2 64.3 43.6 92.6 61.9: 7.4 38.1
Old : 100.0: 25.1 15.1 3.2 64.3 43.6 92.6 61.9: 7.4 38.1
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 : 104: 29 34 19 21 30 64 69:
Old : 104: 29 34 19 21 30 64 69:
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 : 62.7 25.9 70.8 35.5 60.2 25.6 67.9 32.8
Old : 62.7 25.9 70.8 35.5 60.2 25.6 67.9 32.8
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 17, 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 : 40,494: 2,952 12,811 624 36,580 26,702 40,156 40,137: 338 357
Old : 40,494: 2,952 12,811 624 36,580 26,702 40,156 40,137: 338 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 2,291: -498 2,108 -253 3,247 667 2,496 2,522: -205 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 31.6 1.5 90.3 65.9 99.2 99.1: 0.8 0.9
Old : 100.0: 7.3 31.6 1.5 90.3 65.9 99.2 99.1: 0.8 0.9
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 : 38: 8 10 4 15 10 24 23:
Old : 38: 8 10 4 15 10 24 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 : 78.6 84.5 91.4 95.0 77.4 84.1 90.1 93.2
Old : 78.6 84.5 91.4 95.0 77.4 84.1 90.1 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 20, 2006