WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 8, 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 : 467,379: 80,374 75,503 93,163 256,902 233,061 430,439 401,727: 36,940 65,652
Old : 357,508: 73,887 91,782 44,082 211,835 182,425 329,804 318,289: 27,704 39,219
Other: 109,871: 49,293 26,527 6,275 45,067 50,636 100,635 83,438: 9,236 26,433
: : :
: : Changes in Commitments from: August 1, 2006 :
: -14,709: 3,322 1,964 -10,964 -6,865 -4,917 -14,507 -13,917: -202 -792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 16.2 19.9 55.0 49.9 92.1 86.0: 7.9 14.0
Old : 100.0: 20.7 25.7 12.3 59.3 51.0 92.3 89.0: 7.7 11.0
Other: 100.0: 44.9 24.1 5.7 41.0 46.1 91.6 75.9: 8.4 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 92 125 148 64 95 283 290:
Old : 361: 94 142 108 51 85 238 262:
Other: 225: 74 62 33 26 73 116 155:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 20.5 36.9 28.9 24.4 16.1 35.6 21.3
Old : 31.2 25.4 45.7 35.9 31.2 24.0 45.7 33.4
Other: 27.1 14.7 44.2 25.0 27.0 14.6 42.6 23.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 8, 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 : 1,366,163: 304,999 120,810 290,087 601,025 678,082 1,196,111 1,088,979: 170,052 277,184
Old : 266,089: 62,612 123,837 2,282 168,615 110,629 233,509 236,748: 32,580 29,341
Other: 1,100,074: 358,251 112,837 171,941 432,410 567,453 962,602 852,231: 137,472 247,843
: : :
: : Changes in Commitments from: August 1, 2006 :
: -33,059: -2,677 2,778 -22,202 -5,431 -14,520 -30,310 -33,944: -2,749 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 8.8 21.2 44.0 49.6 87.6 79.7: 12.4 20.3
Old : 100.0: 23.5 46.5 0.9 63.4 41.6 87.8 89.0: 12.2 11.0
Other: 100.0: 32.6 10.3 15.6 39.3 51.6 87.5 77.5: 12.5 22.5
: : :
:# Traders : Number of Traders in Each Category :
All : 753: 190 145 197 243 309 542 590:
Old : 531: 94 125 7 148 187 249 312:
Other: 732: 216 138 134 185 301 453 538:
:----------------------------------------------------------------------------------------------------
: 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 14.5 26.1 20.2 17.3 13.9 25.8 17.7
Old : 35.8 17.0 47.2 27.3 35.8 17.0 47.2 27.3
Other: 16.5 16.3 23.5 21.3 16.4 15.8 22.5 19.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 8, 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 : 12,495: 5,859 334 547 2,915 9,849 9,321 10,730: 3,174 1,765
Old : 12,451: 5,846 334 541 2,914 9,837 9,301 10,712: 3,150 1,739
Other: 44: 15 2 4 1 12 20 18: 24 26
: : :
: : Changes in Commitments from: August 1, 2006 :
: -867: -422 -2 -317 274 -392 -465 -711: -402 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 2.7 4.4 23.3 78.8 74.6 85.9: 25.4 14.1
Old : 100.0: 47.0 2.7 4.3 23.4 79.0 74.7 86.0: 25.3 14.0
Other: 100.0: 34.1 4.5 9.1 2.3 27.3 45.5 40.9: 54.5 59.1
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 25 2 5 11 16 38 22:
Old : 48: 26 2 5 11 16 38 22:
Other: 4: 1 1 1 1 1 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 : 27.7 42.3 44.6 63.4 27.7 40.8 44.6 60.1
Old : 27.8 42.4 44.7 63.5 27.8 40.9 44.7 60.2
Other: 45.5 40.9 45.5 40.9 36.4 31.8 36.4 31.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 8, 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 : 340,431: 65,896 107,136 46,987 175,294 111,551 288,177 265,674: 52,254 74,757
Old : 322,119: 67,154 111,172 35,133 170,662 104,961 272,949 251,266: 49,170 70,853
Other: 18,312: 9,900 7,122 696 4,632 6,590 15,228 14,408: 3,084 3,904
: : :
: : Changes in Commitments from: August 1, 2006 :
: -2,089: 3,894 9,601 -4,891 -3,086 -6,524 -4,083 -1,814: 1,994 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 31.5 13.8 51.5 32.8 84.7 78.0: 15.3 22.0
Old : 100.0: 20.8 34.5 10.9 53.0 32.6 84.7 78.0: 15.3 22.0
Other: 100.0: 54.1 38.9 3.8 25.3 36.0 83.2 78.7: 16.8 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 95 137 104 87 114 253 307:
Old : 390: 102 136 91 87 114 244 301:
Other: 111: 23 28 8 10 51 38 83:
:----------------------------------------------------------------------------------------------------
: 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 13.4 33.1 20.7 21.8 12.7 31.9 19.0
Old : 23.1 13.3 34.7 20.7 23.1 13.1 33.8 19.8
Other: 40.1 38.0 57.1 48.4 40.1 35.2 56.9 45.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 8, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,774: 11,444 4,053 1,574 0 473 13,018 6,100: 2,756 9,674
Old : 14,168: 10,184 3,488 1,330 0 454 11,514 5,272: 2,654 8,896
Other: 1,606: 1,504 809 0 0 19 1,504 828: 102 778
: : :
: : Changes in Commitments from: August 1, 2006 :
: 512: -372 -885 1,356 0 3 984 474: -472 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 25.7 10.0 0.0 3.0 82.5 38.7: 17.5 61.3
Old : 100.0: 71.9 24.6 9.4 0.0 3.2 81.3 37.2: 18.7 62.8
Other: 100.0: 93.6 50.4 0.0 0.0 1.2 93.6 51.6: 6.4 48.4
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 13 8 0 2 13 18:
Old : 23: 8 13 6 0 2 12 17:
Other: 6: 4 1 0 0 1 4 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 : 67.3 19.2 77.3 28.8 66.6 14.3 72.5 20.6
Old : 68.2 19.8 77.0 28.2 66.4 13.7 71.9 20.0
Other: 93.6 51.6 93.6 51.6 93.6 51.6 93.6 51.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 8, 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 : 276,631: 83,475 11,125 39,412 122,112 207,532 244,999 258,069: 31,632 18,562
Old : 26,088: 7,044 5,893 1,548 12,540 16,434 21,132 23,875: 4,956 2,213
Other: 250,543: 83,613 12,414 30,682 109,572 191,098 223,867 234,194: 26,676 16,349
: : :
: : Changes in Commitments from: August 1, 2006 :
: -8,128: -2,184 -1,994 147 -4,321 -5,869 -6,358 -7,716: -1,770 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 4.0 14.2 44.1 75.0 88.6 93.3: 11.4 6.7
Old : 100.0: 27.0 22.6 5.9 48.1 63.0 81.0 91.5: 19.0 8.5
Other: 100.0: 33.4 5.0 12.2 43.7 76.3 89.4 93.5: 10.6 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 83 31 39 50 45 160 103:
Old : 93: 25 23 6 22 30 48 58:
Other: 187: 91 31 35 45 40 154 92:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 45.3 27.5 60.4 17.0 39.1 24.3 52.5
Old : 36.6 32.5 48.2 46.4 34.4 31.5 44.1 44.9
Other: 19.5 48.9 28.7 63.5 18.9 44.8 26.8 57.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 8, 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 : 808,424: 116,822 191,310 27,653 524,908 422,635 669,383 641,598: 139,041 166,826
Old : 808,424: 116,822 191,310 27,653 524,908 422,635 669,383 641,598: 139,041 166,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 34,302: -4,841 18,432 11,667 15,386 8,160 22,212 38,259: 12,090 -3,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 23.7 3.4 64.9 52.3 82.8 79.4: 17.2 20.6
Old : 100.0: 14.5 23.7 3.4 64.9 52.3 82.8 79.4: 17.2 20.6
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 : 186: 34 45 31 67 85 120 142:
Old : 186: 34 45 31 67 85 120 142:
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 : 24.1 26.4 35.0 35.6 19.9 20.9 28.9 27.4
Old : 24.1 26.4 35.0 35.6 19.9 20.9 28.9 27.4
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 - Futures Only, August 8, 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 : 224,073: 39,152 69,642 25,567 130,978 106,164 195,697 201,373: 28,376 22,700
Old : 42,723: 8,994 6,959 242 26,601 30,820 35,837 38,021: 6,886 4,702
Other: 181,350: 34,736 67,261 20,747 104,377 75,344 159,860 163,352: 21,490 17,998
: : :
: : Changes in Commitments from: August 1, 2006 :
: 5,856: 3,007 4,382 1,881 2,582 423 7,470 6,686: -1,614 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 31.1 11.4 58.5 47.4 87.3 89.9: 12.7 10.1
Old : 100.0: 21.1 16.3 0.6 62.3 72.1 83.9 89.0: 16.1 11.0
Other: 100.0: 19.2 37.1 11.4 57.6 41.5 88.1 90.1: 11.9 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 44 71 38 60 46 125 145:
Old : 105: 28 21 4 44 24 73 48:
Other: 189: 45 70 34 52 42 115 136:
:----------------------------------------------------------------------------------------------------
: 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 : 32.8 27.8 40.5 38.3 29.8 20.9 36.5 31.3
Old : 31.3 58.6 42.1 67.9 30.9 57.5 41.6 66.8
Other: 34.5 22.2 42.7 33.8 30.9 21.1 38.3 31.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 8, 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 : 13,520: 3,523 413 1,401 5,611 10,344 10,535 12,158: 2,985 1,362
Old : 13,520: 3,523 413 1,401 5,611 10,344 10,535 12,158: 2,985 1,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -145: -373 24 356 429 -219 412 161: -557 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 3.1 10.4 41.5 76.5 77.9 89.9: 22.1 10.1
Old : 100.0: 26.1 3.1 10.4 41.5 76.5 77.9 89.9: 22.1 10.1
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 : 61: 24 6 8 18 19 44 32:
Old : 61: 24 6 8 18 19 44 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 61.8 36.6 73.7 19.4 55.5 31.5 63.5
Old : 21.0 61.8 36.6 73.7 19.4 55.5 31.5 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 8, 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 : 667,585: 103,823 180,776 13,375 426,922 378,604 544,120 572,755: 123,465 94,830
Old : 667,585: 103,823 180,776 13,375 426,922 378,604 544,120 572,755: 123,465 94,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -8,112: -18,905 1,767 4,829 5,464 -1,297 -8,612 5,299: 500 -13,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 27.1 2.0 64.0 56.7 81.5 85.8: 18.5 14.2
Old : 100.0: 15.6 27.1 2.0 64.0 56.7 81.5 85.8: 18.5 14.2
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 : 170: 32 36 15 69 75 111 116:
Old : 170: 32 36 15 69 75 111 116:
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 : 23.0 24.2 36.1 36.6 22.9 23.7 35.9 34.4
Old : 23.0 24.2 36.1 36.6 22.9 23.7 35.9 34.4
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 - Futures Only, August 8, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,197,120: 607,675 346,460 111,212 1,169,727 1,355,541 1,888,614 1,813,213: 308,506 383,907
Old : 2,197,120: 607,675 346,460 111,212 1,169,727 1,355,541 1,888,614 1,813,213: 308,506 383,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 78,144: 62,029 -1,535 26,021 -40,004 44,895 48,046 69,381: 30,098 8,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 15.8 5.1 53.2 61.7 86.0 82.5: 14.0 17.5
Old : 100.0: 27.7 15.8 5.1 53.2 61.7 86.0 82.5: 14.0 17.5
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 : 292: 63 69 55 109 125 198 223:
Old : 292: 63 69 55 109 125 198 223:
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 : 24.3 30.5 34.9 38.2 21.4 28.8 31.0 35.7
Old : 24.3 30.5 34.9 38.2 21.4 28.8 31.0 35.7
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 - Futures Only, August 8, 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 : 1,378,288: 230,712 283,862 54,184 843,468 764,780 1,128,364 1,102,826: 249,924 275,462
Old : 1,378,288: 230,712 283,862 54,184 843,468 764,780 1,128,364 1,102,826: 249,924 275,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 28,259: -29,669 41,175 -4,161 39,373 -22,910 5,543 14,104: 22,716 14,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 20.6 3.9 61.2 55.5 81.9 80.0: 18.1 20.0
Old : 100.0: 16.7 20.6 3.9 61.2 55.5 81.9 80.0: 18.1 20.0
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 : 204: 38 48 25 80 83 130 144:
Old : 204: 38 48 25 80 83 130 144:
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 : 27.2 19.6 36.5 28.4 23.3 17.7 30.9 25.0
Old : 27.2 19.6 36.5 28.4 23.3 17.7 30.9 25.0
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 - Futures Only, August 8, 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 : 529,177: 103,054 115,258 121,313 258,216 243,561 482,583 480,132: 46,594 49,045
Old : 529,177: 103,054 115,258 121,313 258,216 243,561 482,583 480,132: 46,594 49,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -52,669: 22,570 -14,527 -12,332 -13,750 -6,119 -3,512 -32,978: -49,157 -19,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 21.8 22.9 48.8 46.0 91.2 90.7: 8.8 9.3
Old : 100.0: 19.5 21.8 22.9 48.8 46.0 91.2 90.7: 8.8 9.3
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 : 153: 24 47 43 63 65 116 129:
Old : 153: 24 47 43 63 65 116 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 20.8 30.9 30.9 16.7 11.9 24.8 18.2
Old : 19.4 20.8 30.9 30.9 16.7 11.9 24.8 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders - Futures Only, August 8, 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 : 27,939: 5,843 1,374 1,206 5,826 18,640 12,875 21,220: 15,064 6,719
Old : 27,939: 5,843 1,374 1,206 5,826 18,640 12,875 21,220: 15,064 6,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 3,427: -237 -95 1,148 1,440 2,986 2,351 4,039: 1,076 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 4.9 4.3 20.9 66.7 46.1 76.0: 53.9 24.0
Old : 100.0: 20.9 4.9 4.3 20.9 66.7 46.1 76.0: 53.9 24.0
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 : 35: 12 5 3 9 14 23 20:
Old : 35: 12 5 3 9 14 23 20:
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 : 23.9 41.7 33.5 58.4 23.5 40.9 31.0 57.5
Old : 23.9 41.7 33.5 58.4 23.5 40.9 31.0 57.5
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 - Futures Only, August 8, 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 : 58,077: 11,077 3,505 8 20,639 47,795 31,724 51,308: 26,353 6,769
Old : 58,077: 11,077 3,505 8 20,639 47,795 31,724 51,308: 26,353 6,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 475: 367 -20 3 -506 -257 -136 -274: 611 749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 6.0 0.0 35.5 82.3 54.6 88.3: 45.4 11.7
Old : 100.0: 19.1 6.0 0.0 35.5 82.3 54.6 88.3: 45.4 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 16 9 2 19 14 35 25:
Old : 57: 16 9 2 19 14 35 25:
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 : 19.9 53.1 30.6 76.1 19.9 53.1 30.6 76.1
Old : 19.9 53.1 30.6 76.1 19.9 53.1 30.6 76.1
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 - Futures Only, August 8, 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 : 97,120: 22,966 21,495 338 65,476 21,086 88,780 42,919: 8,340 54,201
Old : 97,120: 22,966 21,495 338 65,476 21,086 88,780 42,919: 8,340 54,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 2,071: 1,376 103 13 -734 35 655 151: 1,416 1,920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 22.1 0.3 67.4 21.7 91.4 44.2: 8.6 55.8
Old : 100.0: 23.6 22.1 0.3 67.4 21.7 91.4 44.2: 8.6 55.8
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 : 83: 23 25 3 22 17 47 43:
Old : 83: 23 25 3 22 17 47 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 18.4 73.6 25.0 65.7 18.2 73.6 24.8
Old : 65.7 18.4 73.6 25.0 65.7 18.2 73.6 24.8
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 - Futures Only, August 8, 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 : 22,315: 9,863 6,721 557 11,620 14,876 22,040 22,154: 275 161
Old : 22,315: 9,863 6,721 557 11,620 14,876 22,040 22,154: 275 161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 606: -181 1,349 100 635 -807 554 642: 52 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 30.1 2.5 52.1 66.7 98.8 99.3: 1.2 0.7
Old : 100.0: 44.2 30.1 2.5 52.1 66.7 98.8 99.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 7 14 4 14 9 23 25:
Old : 39: 7 14 4 14 9 23 25:
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 : 60.3 76.1 80.1 91.3 60.3 73.2 80.1 86.3
Old : 60.3 76.1 80.1 91.3 60.3 73.2 80.1 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 11, 2006