WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 566,127: 83,421 45,398 168,743 271,670 283,378 523,833 497,519: 42,294 68,608
Old : 406,466: 67,955 54,608 105,324 200,323 206,038 373,603 365,971: 32,863 40,496
Other: 159,661: 40,777 16,102 38,107 71,346 77,340 150,231 131,549: 9,430 28,112
: : :
: : Changes in Commitments from: October 24, 2006 :
: -35,755: -7,639 -133 -19,906 -8,254 -14,527 -35,799 -34,565: 44 -1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 8.0 29.8 48.0 50.1 92.5 87.9: 7.5 12.1
Old : 100.0: 16.7 13.4 25.9 49.3 50.7 91.9 90.0: 8.1 10.0
Other: 100.0: 25.5 10.1 23.9 44.7 48.4 94.1 82.4: 5.9 17.6
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 119 101 130 73 110 286 268:
Old : 341: 115 102 111 62 97 253 248:
Other: 209: 57 53 60 43 87 131 173:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 20.6 31.1 29.4 19.1 13.5 27.8 19.1
Old : 26.1 22.8 36.4 32.9 26.1 20.7 34.8 28.8
Other: 28.1 20.6 43.3 29.6 23.8 15.3 35.4 21.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 1,931,056: 314,140 48,608 604,641 800,763 938,967 1,719,544 1,592,216: 211,513 338,841
Old : 1,508,090: 223,350 66,360 432,660 677,999 742,288 1,334,009 1,241,308: 174,082 266,782
Other: 422,966: 129,870 21,328 132,901 122,764 196,678 385,535 350,907: 37,431 72,058
: : :
: : Changes in Commitments from: October 24, 2006 :
: 25,991: -12,511 7,328 8,748 31,674 2,709 27,911 18,785: -1,920 7,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 2.5 31.3 41.5 48.6 89.0 82.5: 11.0 17.5
Old : 100.0: 14.8 4.4 28.7 45.0 49.2 88.5 82.3: 11.5 17.7
Other: 100.0: 30.7 5.0 31.4 29.0 46.5 91.2 83.0: 8.8 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 762: 230 120 230 283 341 615 612:
Old : 750: 218 126 210 271 337 589 593:
Other: 478: 81 88 71 108 268 229 390:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 19.5 23.5 25.4 12.0 12.6 18.2 16.0
Old : 15.5 18.4 25.9 24.4 14.5 12.2 21.7 15.9
Other: 19.3 26.1 31.3 33.8 13.0 15.3 21.5 18.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 16,744: 6,029 127 1,004 6,228 13,069 13,261 14,199: 3,483 2,545
Old : 16,145: 5,962 131 982 5,960 12,608 12,904 13,721: 3,241 2,424
Other: 599: 72 1 16 269 461 357 478: 242 121
: : :
: : Changes in Commitments from: October 24, 2006 :
: 1,013: -361 15 138 1,088 661 866 815: 147 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 0.8 6.0 37.2 78.1 79.2 84.8: 20.8 15.2
Old : 100.0: 36.9 0.8 6.1 36.9 78.1 79.9 85.0: 20.1 15.0
Other: 100.0: 12.1 0.2 2.6 44.9 77.0 59.6 79.8: 40.4 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 23 7 5 16 18 43 26:
Old : 55: 23 7 5 15 18 42 26:
Other: 15: 4 2 2 5 6 10 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 50.1 42.6 68.9 25.1 39.3 36.7 56.3
Old : 29.8 50.7 43.4 68.9 26.1 40.6 38.1 57.4
Other: 47.9 72.3 59.3 79.7 40.7 64.5 45.8 66.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 456,696: 68,056 35,703 109,027 218,544 221,399 395,627 366,128: 61,069 90,568
Old : 402,965: 59,558 46,402 80,596 208,685 194,206 348,839 321,205: 54,127 81,761
Other: 53,731: 26,001 6,802 10,929 9,858 27,193 46,788 44,924: 6,943 8,807
: : :
: : Changes in Commitments from: October 24, 2006 :
: -38,612: -1,758 -7,272 -21,021 -9,532 -6,376 -32,311 -34,668: -6,301 -3,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 7.8 23.9 47.9 48.5 86.6 80.2: 13.4 19.8
Old : 100.0: 14.8 11.5 20.0 51.8 48.2 86.6 79.7: 13.4 20.3
Other: 100.0: 48.4 12.7 20.3 18.3 50.6 87.1 83.6: 12.9 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 125 89 138 102 132 306 310:
Old : 388: 123 90 125 101 125 293 294:
Other: 165: 32 43 20 27 77 71 128:
:----------------------------------------------------------------------------------------------------
: 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 21.9 31.6 30.9 16.7 14.4 24.0 19.0
Old : 21.0 21.6 34.0 29.2 19.6 15.4 28.9 20.1
Other: 39.3 40.1 56.5 55.4 33.3 30.0 44.3 38.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 13,691: 8,598 3,061 1,979 0 197 10,577 5,237: 3,114 8,454
Old : 11,703: 7,418 2,961 1,419 0 187 8,837 4,567: 2,866 7,136
Other: 1,988: 1,739 659 1 0 10 1,740 670: 248 1,318
: : :
: : Changes in Commitments from: October 24, 2006 :
: -3,642: -482 -4,079 1,421 -235 -143 704 -2,801: -4,346 -841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 22.4 14.5 0.0 1.4 77.3 38.3: 22.7 61.7
Old : 100.0: 63.4 25.3 12.1 0.0 1.6 75.5 39.0: 24.5 61.0
Other: 100.0: 87.5 33.1 0.1 0.0 0.5 87.5 33.7: 12.5 66.3
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 11 8 8 0 1 15 13:
Old : 19: 11 7 8 0 1 15 12:
Other: 10: 6 3 1 0 1 6 5:
:----------------------------------------------------------------------------------------------------
: 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 : 55.0 24.5 67.5 33.4 50.8 19.6 59.2 23.6
Old : 53.7 27.9 65.6 36.4 52.0 22.1 60.6 26.9
Other: 72.8 33.7 87.5 33.7 72.8 33.7 87.5 33.7
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 296,845: 50,562 14,536 62,971 147,423 197,197 260,956 274,705: 35,889 22,140
Old : 273,127: 49,276 14,975 48,913 140,181 188,627 238,370 252,515: 34,757 20,612
Other: 23,718: 10,830 9,106 4,514 7,242 8,570 22,586 22,190: 1,132 1,528
: : :
: : Changes in Commitments from: October 24, 2006 :
: 12,763: 3,767 1,034 -555 6,294 10,001 9,506 10,480: 3,256 2,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 4.9 21.2 49.7 66.4 87.9 92.5: 12.1 7.5
Old : 100.0: 18.0 5.5 17.9 51.3 69.1 87.3 92.5: 12.7 7.5
Other: 100.0: 45.7 38.4 19.0 30.5 36.1 95.2 93.6: 4.8 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 62 33 49 64 52 161 109:
Old : 175: 63 33 46 64 51 158 106:
Other: 48: 12 12 11 16 13 34 31:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 38.8 30.2 50.0 16.3 33.5 22.7 40.9
Old : 21.1 40.2 30.1 52.0 17.0 35.1 23.0 42.5
Other: 45.7 55.7 71.2 75.8 39.9 49.3 63.1 64.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 1,028,414: 114,578 146,062 169,268 578,587 516,652 862,433 831,982: 165,981 196,432
Old : 1,028,414: 114,578 146,062 169,268 578,587 516,652 862,433 831,982: 165,981 196,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 39,391: 42,216 -16,752 -12,362 -1,537 56,346 28,317 27,233: 11,073 12,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 14.2 16.5 56.3 50.2 83.9 80.9: 16.1 19.1
Old : 100.0: 11.1 14.2 16.5 56.3 50.2 83.9 80.9: 16.1 19.1
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 : 183: 38 44 44 75 81 138 144:
Old : 183: 38 44 44 75 81 138 144:
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 : 19.5 26.3 30.2 37.0 16.4 20.7 22.2 25.9
Old : 19.5 26.3 30.2 37.0 16.4 20.7 22.2 25.9
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 31, 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 : 233,442: 42,799 20,994 48,990 101,093 142,717 192,881 212,701: 40,561 20,741
Old : 221,880: 45,101 18,172 43,635 94,116 140,459 182,851 202,265: 39,029 19,614
Other: 11,562: 966 6,090 2,087 6,977 2,258 10,030 10,435: 1,532 1,127
: : :
: : Changes in Commitments from: October 24, 2006 :
: 8,020: 8,893 -7,964 2,824 -5,456 13,341 6,261 8,201: 1,759 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 9.0 21.0 43.3 61.1 82.6 91.1: 17.4 8.9
Old : 100.0: 20.3 8.2 19.7 42.4 63.3 82.4 91.2: 17.6 8.8
Other: 100.0: 8.4 52.7 18.1 60.3 19.5 86.7 90.3: 13.3 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 53 33 50 58 55 146 120:
Old : 168: 59 33 49 58 52 146 115:
Other: 48: 10 13 13 18 11 36 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 : 23.6 40.4 31.4 49.3 22.5 38.0 28.8 45.9
Old : 23.8 42.5 31.7 51.1 22.8 41.3 29.1 48.8
Other: 36.7 50.4 58.2 67.1 36.2 50.4 55.9 61.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 15,403: 2,598 1,722 2,235 7,632 9,876 12,466 13,833: 2,937 1,570
Old : 14,821: 2,543 1,721 2,194 7,310 9,418 12,048 13,333: 2,774 1,488
Other: 582: 76 22 20 322 458 418 500: 164 82
: : :
: : Changes in Commitments from: October 24, 2006 :
: -152: -93 128 136 87 -168 130 96: -282 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 11.2 14.5 49.5 64.1 80.9 89.8: 19.1 10.2
Old : 100.0: 17.2 11.6 14.8 49.3 63.5 81.3 90.0: 18.7 10.0
Other: 100.0: 13.1 3.8 3.4 55.4 78.7 71.9 85.9: 28.1 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 17 13 10 28 23 51 40:
Old : 66: 15 15 10 28 23 51 40:
Other: 19: 5 3 3 5 8 11 13:
:----------------------------------------------------------------------------------------------------
: 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 43.6 36.9 59.2 20.2 38.2 32.6 49.7
Old : 21.2 44.3 36.7 59.5 20.4 39.1 32.8 50.3
Other: 54.5 62.1 68.6 80.8 41.4 59.5 51.5 66.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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 : 683,452: 134,964 158,937 12,937 390,905 393,506 538,806 565,379: 144,647 118,073
Old : 683,452: 134,964 158,937 12,937 390,905 393,506 538,806 565,379: 144,647 118,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -15,922: -11,510 -13,290 -3,270 1,427 14,834 -13,352 -1,726: -2,569 -14,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 23.3 1.9 57.2 57.6 78.8 82.7: 21.2 17.3
Old : 100.0: 19.7 23.3 1.9 57.2 57.6 78.8 82.7: 21.2 17.3
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 : 168: 38 30 18 69 72 114 113:
Old : 168: 38 30 18 69 72 114 113:
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 : 22.8 18.5 34.1 31.1 22.6 18.3 33.0 29.9
Old : 22.8 18.5 34.1 31.1 22.6 18.3 33.0 29.9
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 31, 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 : 3,029,766: 735,890 336,086 364,551 1,588,691 1,892,309 2,689,132 2,592,946: 340,634 436,820
Old : 3,029,766: 735,890 336,086 364,551 1,588,691 1,892,309 2,689,132 2,592,946: 340,634 436,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -186,491: -14,560 401 -52,528 -142,931 -146,517 -210,019 -198,643: 23,528 12,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 11.1 12.0 52.4 62.5 88.8 85.6: 11.2 14.4
Old : 100.0: 24.3 11.1 12.0 52.4 62.5 88.8 85.6: 11.2 14.4
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 : 321: 68 80 78 142 143 245 266:
Old : 321: 68 80 78 142 143 245 266:
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 : 20.3 26.4 31.6 36.5 16.4 24.5 23.7 30.7
Old : 20.3 26.4 31.6 36.5 16.4 24.5 23.7 30.7
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 31, 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 : 1,578,402: 190,761 193,146 109,806 1,007,441 972,095 1,308,009 1,275,048: 270,393 303,355
Old : 1,578,402: 190,761 193,146 109,806 1,007,441 972,095 1,308,009 1,275,048: 270,393 303,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -87,982: 28,747 4,525 -77,782 -59,378 -34,175 -108,413 -107,432: 20,432 19,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 12.2 7.0 63.8 61.6 82.9 80.8: 17.1 19.2
Old : 100.0: 12.1 12.2 7.0 63.8 61.6 82.9 80.8: 17.1 19.2
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 : 193: 43 35 36 84 93 138 153:
Old : 193: 43 35 36 84 93 138 153:
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 : 27.8 27.6 38.6 35.7 23.6 26.5 30.1 31.5
Old : 27.8 27.6 38.6 35.7 23.6 26.5 30.1 31.5
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 31, 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 : 676,761: 60,952 75,955 256,503 330,167 303,944 647,621 636,402: 29,139 40,359
Old : 676,761: 60,952 75,955 256,503 330,167 303,944 647,621 636,402: 29,139 40,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -23,591: -7,114 -9,256 -21,674 12,227 7,502 -16,561 -23,428: -7,030 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 11.2 37.9 48.8 44.9 95.7 94.0: 4.3 6.0
Old : 100.0: 9.0 11.2 37.9 48.8 44.9 95.7 94.0: 4.3 6.0
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 : 150: 28 44 50 58 73 113 141:
Old : 150: 28 44 50 58 73 113 141:
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 : 23.2 17.8 39.0 28.4 20.3 9.4 26.5 15.0
Old : 23.2 17.8 39.0 28.4 20.3 9.4 26.5 15.0
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 31, 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 : 51,532: 15,271 3,501 4,377 10,058 32,794 29,707 40,672: 21,824 10,859
Old : 51,532: 15,271 3,501 4,377 10,058 32,794 29,707 40,672: 21,824 10,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 3,829: 7,883 -2,144 1,511 -4,420 5,357 4,974 4,724: -1,145 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 6.8 8.5 19.5 63.6 57.6 78.9: 42.4 21.1
Old : 100.0: 29.6 6.8 8.5 19.5 63.6 57.6 78.9: 42.4 21.1
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 : 59: 24 10 9 15 21 43 36:
Old : 59: 24 10 9 15 21 43 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 : 17.3 36.0 26.2 53.2 13.3 35.8 21.8 47.7
Old : 17.3 36.0 26.2 53.2 13.3 35.8 21.8 47.7
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 31, 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 : 64,747: 18,467 12,358 910 20,694 42,749 40,071 56,017: 24,676 8,730
Old : 64,747: 18,467 12,358 910 20,694 42,749 40,071 56,017: 24,676 8,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -597: 837 229 41 345 -285 1,223 -16: -1,820 -581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 19.1 1.4 32.0 66.0 61.9 86.5: 38.1 13.5
Old : 100.0: 28.5 19.1 1.4 32.0 66.0 61.9 86.5: 38.1 13.5
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 : 75: 28 17 10 19 15 49 40:
Old : 75: 28 17 10 19 15 49 40:
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 : 17.8 45.1 30.1 65.3 17.8 45.1 30.1 65.3
Old : 17.8 45.1 30.1 65.3 17.8 45.1 30.1 65.3
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 31, 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 : 140,872: 41,516 26,322 2,885 85,506 61,266 129,907 90,473: 10,965 50,399
Old : 140,872: 41,516 26,322 2,885 85,506 61,266 129,907 90,473: 10,965 50,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: -5,032: 852 -1,242 -150 -5,392 2,159 -4,691 767: -341 -5,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 18.7 2.0 60.7 43.5 92.2 64.2: 7.8 35.8
Old : 100.0: 29.5 18.7 2.0 60.7 43.5 92.2 64.2: 7.8 35.8
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 : 109: 35 34 16 17 33 63 72:
Old : 109: 35 34 16 17 33 63 72:
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 : 57.6 22.2 68.0 31.0 56.0 21.8 66.3 29.8
Old : 57.6 22.2 68.0 31.0 56.0 21.8 66.3 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 31, 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 : 43,126: 1,874 14,967 508 40,504 27,412 42,886 42,887: 240 239
Old : 43,126: 1,874 14,967 508 40,504 27,412 42,886 42,887: 240 239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2006 :
: 1,171: 163 2,578 -1,278 2,193 -225 1,078 1,075: 93 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 34.7 1.2 93.9 63.6 99.4 99.4: 0.6 0.6
Old : 100.0: 4.3 34.7 1.2 93.9 63.6 99.4 99.4: 0.6 0.6
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 : 39: 7 12 4 14 10 23 24:
Old : 39: 7 12 4 14 10 23 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 : 83.2 82.1 94.2 95.4 83.2 81.8 93.9 94.5
Old : 83.2 82.1 94.2 95.4 83.2 81.8 93.9 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2006