WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 601,882: 91,060 45,531 188,649 279,924 297,904 559,633 532,085: 42,250 69,798
Old : 444,243: 74,610 55,750 124,793 211,824 221,771 411,227 402,313: 33,016 41,930
Other: 157,639: 41,820 15,151 38,486 68,100 76,134 148,406 129,771: 9,233 27,868
: : :
: : Changes in Commitments from: October 17, 2006 :
: -10,866: 2,234 -1,958 -1,231 -4,644 189 -3,640 -3,000: -7,226 -7,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 7.6 31.3 46.5 49.5 93.0 88.4: 7.0 11.6
Old : 100.0: 16.8 12.5 28.1 47.7 49.9 92.6 90.6: 7.4 9.4
Other: 100.0: 26.5 9.6 24.4 43.2 48.3 94.1 82.3: 5.9 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 128 94 124 76 113 284 266:
Old : 340: 117 100 109 67 102 260 244:
Other: 204: 60 44 57 41 88 124 170:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 20.0 31.6 30.0 18.1 12.7 26.4 18.1
Old : 23.9 22.3 36.1 33.5 23.9 19.2 32.7 26.8
Other: 26.6 20.8 42.1 30.0 22.6 15.2 34.9 21.3
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 1,905,066: 326,650 41,280 595,894 769,089 936,258 1,691,633 1,573,431: 213,433 331,635
Old : 1,491,947: 233,155 59,003 427,919 654,585 741,358 1,315,658 1,228,279: 176,288 263,668
Other: 413,119: 132,400 21,181 129,071 114,504 194,900 375,975 345,152: 37,144 67,967
: : :
: : Changes in Commitments from: October 17, 2006 :
: 70,587: 11,622 -11,128 43,483 20,517 40,299 75,623 72,655: -5,035 -2,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 2.2 31.3 40.4 49.1 88.8 82.6: 11.2 17.4
Old : 100.0: 15.6 4.0 28.7 43.9 49.7 88.2 82.3: 11.8 17.7
Other: 100.0: 32.0 5.1 31.2 27.7 47.2 91.0 83.5: 9.0 16.5
: : :
:# Traders : Number of Traders in Each Category :
All : 734: 233 108 214 267 331 586 584:
Old : 721: 225 115 188 256 327 558 560:
Other: 467: 78 89 71 107 261 223 387:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 20.9 24.5 27.0 12.1 13.2 18.3 16.7
Old : 16.4 19.3 26.8 26.1 14.5 12.5 21.8 16.2
Other: 20.1 27.3 32.2 35.2 13.6 17.0 22.6 20.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 15,731: 6,390 111 865 5,140 12,408 12,395 13,384: 3,336 2,347
Old : 15,452: 6,375 122 840 5,087 12,243 12,302 13,204: 3,150 2,247
Other: 279: 25 0 15 53 165 93 180: 186 99
: : :
: : Changes in Commitments from: October 17, 2006 :
: 565: -45 7 38 460 339 452 384: 112 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 0.7 5.5 32.7 78.9 78.8 85.1: 21.2 14.9
Old : 100.0: 41.3 0.8 5.4 32.9 79.2 79.6 85.5: 20.4 14.5
Other: 100.0: 9.1 0.0 5.4 19.0 59.1 33.4 64.4: 66.6 35.6
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 24 7 4 15 16 43 23:
Old : 54: 24 7 4 15 16 43 23:
Other: 9: 2 0 1 4 6 6 7:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 51.7 39.0 71.0 22.6 43.9 34.4 59.5
Old : 26.1 52.0 39.7 71.2 23.0 44.1 35.1 60.0
Other: 32.0 60.1 33.4 64.4 25.5 56.2 25.5 56.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 495,308: 69,814 42,974 130,047 228,076 227,775 427,937 400,796: 67,370 94,511
Old : 448,605: 61,297 52,846 104,778 220,702 203,763 386,777 361,387: 61,828 87,218
Other: 46,703: 25,056 6,667 8,730 7,374 24,012 41,160 39,409: 5,543 7,294
: : :
: : Changes in Commitments from: October 17, 2006 :
: -10,713: 7,214 -17,175 -7,527 -6,751 15,679 -7,064 -9,023: -3,649 -1,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 8.7 26.3 46.0 46.0 86.4 80.9: 13.6 19.1
Old : 100.0: 13.7 11.8 23.4 49.2 45.4 86.2 80.6: 13.8 19.4
Other: 100.0: 53.6 14.3 18.7 15.8 51.4 88.1 84.4: 11.9 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 130 114 152 113 133 332 337:
Old : 411: 137 114 144 112 130 322 328:
Other: 150: 31 38 19 22 68 63 115:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 21.6 31.0 29.7 15.1 11.5 21.2 15.9
Old : 20.9 20.6 33.3 28.4 17.2 12.2 24.3 16.8
Other: 41.7 40.5 60.4 56.1 38.2 35.3 49.6 44.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 284,082: 46,794 13,502 63,527 141,129 187,196 251,449 264,225: 32,633 19,857
Old : 261,282: 50,789 18,968 44,797 134,348 178,959 229,935 242,723: 31,347 18,558
Other: 22,801: 10,551 9,080 4,184 6,780 8,237 21,515 21,502: 1,286 1,299
: : :
: : Changes in Commitments from: October 17, 2006 :
: -4,113: 6,825 -19,762 443 -15,828 17,894 -8,561 -1,425: 4,448 -2,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 4.8 22.4 49.7 65.9 88.5 93.0: 11.5 7.0
Old : 100.0: 19.4 7.3 17.1 51.4 68.5 88.0 92.9: 12.0 7.1
Other: 100.0: 46.3 39.8 18.4 29.7 36.1 94.4 94.3: 5.6 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 64 37 49 60 55 155 121:
Old : 181: 67 38 46 60 55 152 119:
Other: 51: 14 14 11 15 13 35 33:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.8 39.3 30.7 50.9 18.1 34.9 25.0 42.4
Old : 20.7 40.9 30.4 52.9 19.4 36.1 26.0 44.4
Other: 46.7 58.2 72.4 77.4 40.6 53.3 64.7 67.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 989,023: 72,362 162,814 181,629 580,124 460,306 834,115 804,750: 154,908 184,274
Old : 989,023: 72,362 162,814 181,629 580,124 460,306 834,115 804,750: 154,908 184,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 3,810: -28,853 5,205 6,850 25,785 -16,200 3,782 -4,146: 28 7,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 16.5 18.4 58.7 46.5 84.3 81.4: 15.7 18.6
Old : 100.0: 7.3 16.5 18.4 58.7 46.5 84.3 81.4: 15.7 18.6
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 : 184: 36 49 49 78 81 143 150:
Old : 184: 36 49 49 78 81 143 150:
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 : 20.5 23.0 30.5 33.3 16.1 16.8 21.1 22.0
Old : 20.5 23.0 30.5 33.3 16.1 16.8 21.1 22.0
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 24, 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 : 225,422: 33,906 28,958 46,165 106,549 129,376 186,620 204,499: 38,802 20,923
Old : 214,519: 35,760 26,040 41,301 99,989 127,187 177,050 194,528: 37,469 19,991
Other: 10,903: 1,428 6,200 1,582 6,560 2,189 9,570 9,971: 1,333 932
: : :
: : Changes in Commitments from: October 17, 2006 :
: 2,935: 2,108 -3,773 1,978 -1,534 7,489 2,552 5,695: 383 -2,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 12.8 20.5 47.3 57.4 82.8 90.7: 17.2 9.3
Old : 100.0: 16.7 12.1 19.3 46.6 59.3 82.5 90.7: 17.5 9.3
Other: 100.0: 13.1 56.9 14.5 60.2 20.1 87.8 91.5: 12.2 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 49 39 45 56 56 134 123:
Old : 165: 56 35 44 56 54 133 119:
Other: 45: 6 13 7 19 12 32 25:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 37.4 33.8 47.5 25.0 34.4 31.0 42.9
Old : 26.3 39.2 34.5 49.3 25.6 37.5 31.8 45.6
Other: 35.5 52.8 57.9 70.3 35.4 52.8 57.2 63.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 15,555: 2,691 1,594 2,099 7,545 10,044 12,335 13,737: 3,219 1,818
Old : 15,086: 2,667 1,587 2,044 7,227 9,715 11,938 13,346: 3,148 1,741
Other: 468: 66 49 13 318 329 397 391: 72 77
: : :
: : Changes in Commitments from: October 17, 2006 :
: 491: -189 400 281 239 -489 331 192: 160 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 10.2 13.5 48.5 64.6 79.3 88.3: 20.7 11.7
Old : 100.0: 17.7 10.5 13.5 47.9 64.4 79.1 88.5: 20.9 11.5
Other: 100.0: 14.0 10.5 2.8 67.9 70.2 84.7 83.6: 15.3 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 23 11 10 28 22 54 40:
Old : 69: 22 12 10 28 22 54 40:
Other: 18: 5 3 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 44.9 34.7 58.0 18.4 36.4 30.1 47.5
Old : 19.6 45.7 34.4 58.4 18.6 37.4 30.1 48.2
Other: 66.8 60.0 81.7 78.6 59.6 60.0 74.1 73.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 699,374: 146,473 172,227 16,206 389,479 378,672 552,158 567,105: 147,216 132,269
Old : 699,374: 146,473 172,227 16,206 389,479 378,672 552,158 567,105: 147,216 132,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -3,387: 18,321 -6,937 1,170 -12,244 -9,896 7,246 -15,663: -10,633 12,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 24.6 2.3 55.7 54.1 79.0 81.1: 21.0 18.9
Old : 100.0: 20.9 24.6 2.3 55.7 54.1 79.0 81.1: 21.0 18.9
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 : 173: 40 35 19 69 70 118 115:
Old : 173: 40 35 19 69 70 118 115:
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 : 21.9 17.5 32.5 28.7 21.7 17.5 31.9 27.8
Old : 21.9 17.5 32.5 28.7 21.7 17.5 31.9 27.8
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 24, 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 : 3,216,257: 750,450 335,685 417,079 1,731,622 2,038,825 2,899,151 2,791,589: 317,106 424,667
Old : 3,216,257: 750,450 335,685 417,079 1,731,622 2,038,825 2,899,151 2,791,589: 317,106 424,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 96,143: 22,745 53,067 -1,135 95,236 49,737 116,845 101,669: -20,703 -5,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 10.4 13.0 53.8 63.4 90.1 86.8: 9.9 13.2
Old : 100.0: 23.3 10.4 13.0 53.8 63.4 90.1 86.8: 9.9 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 68 72 81 151 146 251 267:
Old : 319: 68 72 81 151 146 251 267:
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 : 22.0 30.4 32.1 38.8 18.2 29.2 26.0 35.4
Old : 22.0 30.4 32.1 38.8 18.2 29.2 26.0 35.4
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 24, 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 : 1,666,384: 162,014 188,621 187,589 1,066,819 1,006,270 1,416,422 1,382,480: 249,962 283,905
Old : 1,666,384: 162,014 188,621 187,589 1,066,819 1,006,270 1,416,422 1,382,480: 249,962 283,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 20,840: -24,929 5,606 861 66,156 3,694 42,089 10,162: -21,249 10,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.3 11.3 64.0 60.4 85.0 83.0: 15.0 17.0
Old : 100.0: 9.7 11.3 11.3 64.0 60.4 85.0 83.0: 15.0 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 40 38 40 88 89 145 150:
Old : 191: 40 38 40 88 89 145 150:
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 : 27.6 30.4 39.0 38.5 23.6 28.2 31.2 34.1
Old : 27.6 30.4 39.0 38.5 23.6 28.2 31.2 34.1
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 24, 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 : 700,352: 68,066 85,212 278,176 317,940 296,442 664,182 659,830: 36,170 40,522
Old : 700,352: 68,066 85,212 278,176 317,940 296,442 664,182 659,830: 36,170 40,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 29,068: -7,807 -1,054 18,548 12,323 6,280 23,064 23,774: 6,004 5,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 12.2 39.7 45.4 42.3 94.8 94.2: 5.2 5.8
Old : 100.0: 9.7 12.2 39.7 45.4 42.3 94.8 94.2: 5.2 5.8
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 : 153: 29 48 52 57 70 115 142:
Old : 153: 29 48 52 57 70 115 142:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 18.5 40.9 29.8 19.1 8.9 26.0 14.1
Old : 24.4 18.5 40.9 29.8 19.1 8.9 26.0 14.1
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 24, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 9,623: 2,525 551 332 1,819 6,278 4,676 7,161: 4,947 2,462
Old : 9,623: 2,525 551 332 1,819 6,278 4,676 7,161: 4,947 2,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 5.7 3.4 18.9 65.2 48.6 74.4: 51.4 25.6
Old : 100.0: 26.2 5.7 3.4 18.9 65.2 48.6 74.4: 51.4 25.6
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 : 20: 8 3 3 4 7 13 12:
Old : 20: 8 3 3 4 7 13 12:
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 55.0 39.8 67.8 19.4 53.1 30.1 61.8
Old : 27.0 55.0 39.8 67.8 19.4 53.1 30.1 61.8
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 24, 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 : 47,703: 7,388 5,646 2,866 14,479 27,436 24,733 35,948: 22,970 11,755
Old : 47,703: 7,388 5,646 2,866 14,479 27,436 24,733 35,948: 22,970 11,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 4,283: 1,607 -643 -339 20 2,713 1,287 1,730: 2,995 2,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 11.8 6.0 30.4 57.5 51.8 75.4: 48.2 24.6
Old : 100.0: 15.5 11.8 6.0 30.4 57.5 51.8 75.4: 48.2 24.6
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 : 60: 22 14 12 16 18 41 41:
Old : 60: 22 14 12 16 18 41 41:
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 : 15.3 37.1 26.2 48.6 14.5 36.8 22.4 45.7
Old : 15.3 37.1 26.2 48.6 14.5 36.8 22.4 45.7
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 24, 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 : 65,344: 17,630 12,129 869 20,349 43,034 38,848 56,032: 26,496 9,312
Old : 65,344: 17,630 12,129 869 20,349 43,034 38,848 56,032: 26,496 9,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 872: 318 64 -91 100 926 327 899: 545 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 18.6 1.3 31.1 65.9 59.5 85.7: 40.5 14.3
Old : 100.0: 27.0 18.6 1.3 31.1 65.9 59.5 85.7: 40.5 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 : 71: 24 17 8 19 15 45 38:
Old : 71: 24 17 8 19 15 45 38:
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 : 17.4 44.6 30.2 64.0 17.4 44.6 30.2 64.0
Old : 17.4 44.6 30.2 64.0 17.4 44.6 30.2 64.0
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 24, 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 : 145,904: 40,665 27,564 3,035 90,898 59,108 134,598 89,707: 11,306 56,197
Old : 145,904: 40,665 27,564 3,035 90,898 59,108 134,598 89,707: 11,306 56,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 1,627: 4,415 5,777 -1,570 -1,880 -3,801 964 406: 663 1,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 18.9 2.1 62.3 40.5 92.3 61.5: 7.7 38.5
Old : 100.0: 27.9 18.9 2.1 62.3 40.5 92.3 61.5: 7.7 38.5
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 : 108: 29 39 17 20 30 64 71:
Old : 108: 29 39 17 20 30 64 71:
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 : 57.3 22.5 66.6 31.3 55.6 22.5 64.9 29.8
Old : 57.3 22.5 66.6 31.3 55.6 22.5 64.9 29.8
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 24, 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 : 41,955: 1,711 12,389 1,786 38,311 27,637 41,808 41,812: 147 143
Old : 41,955: 1,711 12,389 1,786 38,311 27,637 41,808 41,812: 147 143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 1,461: -1,241 -422 1,162 1,731 935 1,652 1,675: -191 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 29.5 4.3 91.3 65.9 99.6 99.7: 0.4 0.3
Old : 100.0: 4.1 29.5 4.3 91.3 65.9 99.6 99.7: 0.4 0.3
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 : 37: 7 11 4 14 10 22 24:
Old : 37: 7 11 4 14 10 22 24:
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 : 80.2 83.4 92.7 95.1 79.6 80.1 90.5 91.2
Old : 80.2 83.4 92.7 95.1 79.6 80.1 90.5 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2006