WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 22, 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 : 447,857: 69,819 89,180 88,571 257,165 206,209 415,555 383,960: 32,302 63,897
Old : 342,740: 64,802 104,427 38,818 213,602 158,982 317,222 302,227: 25,518 40,513
Other: 105,117: 49,706 29,442 5,064 43,563 47,227 98,333 81,733: 6,784 23,384
: : :
: : Changes in Commitments from: August 15, 2006 :
: -8,229: -5,468 11,137 -2,545 2,300 -14,665 -5,713 -6,073: -2,516 -2,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 19.9 19.8 57.4 46.0 92.8 85.7: 7.2 14.3
Old : 100.0: 18.9 30.5 11.3 62.3 46.4 92.6 88.2: 7.4 11.8
Other: 100.0: 47.3 28.0 4.8 41.4 44.9 93.5 77.8: 6.5 22.2
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 89 136 135 67 92 261 295:
Old : 350: 95 143 87 58 80 217 259:
Other: 212: 63 63 30 24 69 107 146:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 19.6 38.1 27.2 25.1 15.1 36.6 20.1
Old : 32.0 24.7 47.0 33.8 32.0 23.3 47.0 32.2
Other: 29.1 14.6 47.7 24.9 28.9 14.3 47.5 23.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 22, 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 : 1,331,646: 287,009 168,170 254,934 625,930 641,070 1,167,873 1,064,174: 163,773 267,472
Old : 121,054: 49,202 33,666 1,304 42,300 70,058 92,806 105,028: 28,248 16,026
Other: 1,210,592: 269,638 166,335 221,799 583,630 571,012 1,075,067 959,146: 135,525 251,446
: : :
: : Changes in Commitments from: August 15, 2006 :
: -10,743: -2,002 15,705 -11,705 1,695 -11,738 -12,012 -7,738: 1,269 -3,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 12.6 19.1 47.0 48.1 87.7 79.9: 12.3 20.1
Old : 100.0: 40.6 27.8 1.1 34.9 57.9 76.7 86.8: 23.3 13.2
Other: 100.0: 22.3 13.7 18.3 48.2 47.2 88.8 79.2: 11.2 20.8
: : :
:# Traders : Number of Traders in Each Category :
All : 745: 195 157 198 246 295 547 582:
Old : 444: 101 72 5 148 142 250 219:
Other: 727: 189 162 161 192 287 459 557:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 14.4 26.7 20.0 17.6 13.4 26.1 17.3
Old : 13.9 27.5 22.3 37.1 13.9 27.5 22.3 37.1
Other: 19.4 14.8 29.2 19.9 19.4 14.2 28.5 17.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 22, 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 : 11,265: 5,344 307 363 2,449 8,624 8,156 9,294: 3,109 1,971
Old : 11,204: 5,331 307 359 2,448 8,587 8,138 9,253: 3,066 1,951
Other: 61: 15 2 2 1 37 18 41: 43 20
: : :
: : Changes in Commitments from: August 15, 2006 :
: -439: -30 129 9 -458 -619 -479 -481: 40 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 2.7 3.2 21.7 76.6 72.4 82.5: 27.6 17.5
Old : 100.0: 47.6 2.7 3.2 21.8 76.6 72.6 82.6: 27.4 17.4
Other: 100.0: 24.6 3.3 3.3 1.6 60.7 29.5 67.2: 70.5 32.8
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 22 3 5 9 14 32 21:
Old : 43: 22 3 5 8 14 31 21:
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 : 30.8 47.3 48.4 64.0 30.8 47.3 48.4 63.4
Old : 31.0 47.6 48.6 64.2 31.0 47.6 48.6 63.8
Other: 29.5 67.2 29.5 67.2 26.2 63.9 26.2 63.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 22, 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 : 354,380: 63,215 104,640 56,128 184,131 120,608 303,474 281,376: 50,906 73,004
Old : 334,526: 64,488 110,631 41,970 180,416 112,922 286,874 265,523: 47,652 69,003
Other: 19,854: 11,718 7,000 1,167 3,715 7,686 16,600 15,853: 3,254 4,001
: : :
: : Changes in Commitments from: August 15, 2006 :
: 10,981: -155 -3,056 6,101 3,597 7,797 9,543 10,842: 1,438 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 29.5 15.8 52.0 34.0 85.6 79.4: 14.4 20.6
Old : 100.0: 19.3 33.1 12.5 53.9 33.8 85.8 79.4: 14.2 20.6
Other: 100.0: 59.0 35.3 5.9 18.7 38.7 83.6 79.8: 16.4 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 98 142 106 92 107 265 306:
Old : 398: 102 144 95 91 106 258 298:
Other: 112: 22 27 10 12 52 40 85:
:----------------------------------------------------------------------------------------------------
: 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 12.5 33.3 19.6 20.9 11.2 31.0 17.5
Old : 22.1 12.2 34.5 19.6 22.1 11.5 32.6 18.2
Other: 37.8 40.8 57.0 51.0 37.8 36.7 55.8 46.5
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,458: 11,925 4,918 1,178 0 716 13,103 6,812: 3,355 9,646
Old : 14,843: 10,559 4,288 999 0 650 11,558 5,937: 3,285 8,906
Other: 1,615: 1,545 809 0 0 66 1,545 875: 70 740
: : :
: : Changes in Commitments from: August 15, 2006 :
: 230: 297 258 -277 0 222 20 203: 210 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 29.9 7.2 0.0 4.4 79.6 41.4: 20.4 58.6
Old : 100.0: 71.1 28.9 6.7 0.0 4.4 77.9 40.0: 22.1 60.0
Other: 100.0: 95.7 50.1 0.0 0.0 4.1 95.7 54.2: 4.3 45.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 10 9 7 0 3 13 16:
Old : 22: 10 9 5 0 3 12 15:
Other: 7: 4 1 0 0 2 4 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 24.0 73.8 35.4 63.7 21.3 70.2 29.3
Old : 64.6 25.9 73.0 35.7 63.1 22.2 69.0 29.4
Other: 95.7 54.2 95.7 54.2 95.7 54.2 95.7 54.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 22, 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 : 262,325: 66,130 18,103 44,744 128,731 179,188 239,605 242,035: 22,720 20,290
Old : 15,139: 6,531 7,676 214 5,233 5,160 11,978 13,050: 3,161 2,089
Other: 247,186: 67,602 18,430 36,527 123,498 174,028 227,627 228,985: 19,559 18,201
: : :
: : Changes in Commitments from: August 15, 2006 :
: -1,044: -450 3,413 4,144 -102 -8,270 3,592 -713: -4,636 -331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 6.9 17.1 49.1 68.3 91.3 92.3: 8.7 7.7
Old : 100.0: 43.1 50.7 1.4 34.6 34.1 79.1 86.2: 20.9 13.8
Other: 100.0: 27.3 7.5 14.8 50.0 70.4 92.1 92.6: 7.9 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 63 34 42 50 45 138 112:
Old : 78: 16 23 1 20 21 37 44:
Other: 174: 76 34 35 46 41 134 101:
:----------------------------------------------------------------------------------------------------
: 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 39.5 30.1 53.8 17.9 35.3 26.1 45.0
Old : 31.9 25.2 48.8 40.6 31.9 23.7 48.7 39.2
Other: 20.5 42.0 30.5 56.3 18.7 37.8 27.2 47.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 22, 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 : 834,113: 120,506 200,810 39,752 521,839 417,877 682,097 658,439: 152,016 175,674
Old : 834,113: 120,506 200,810 39,752 521,839 417,877 682,097 658,439: 152,016 175,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 17,475: 22,113 9,408 4,501 -5,283 -11,903 21,331 2,006: -3,856 15,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 24.1 4.8 62.6 50.1 81.8 78.9: 18.2 21.1
Old : 100.0: 14.4 24.1 4.8 62.6 50.1 81.8 78.9: 18.2 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 : 193: 36 49 37 72 85 132 147:
Old : 193: 36 49 37 72 85 132 147:
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 : 23.7 24.1 33.7 32.3 20.2 18.0 27.8 24.1
Old : 23.7 24.1 33.7 32.3 20.2 18.0 27.8 24.1
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 22, 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 : 239,525: 38,056 72,717 34,101 135,228 108,983 207,385 215,801: 32,140 23,724
Old : 31,446: 7,355 6,516 43 18,870 21,930 26,268 28,489: 5,178 2,957
Other: 208,079: 36,446 71,946 28,313 116,358 87,053 181,117 187,312: 26,962 20,767
: : :
: : Changes in Commitments from: August 15, 2006 :
: 8,926: -514 3,465 2,855 3,250 1,097 5,591 7,417: 3,335 1,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 30.4 14.2 56.5 45.5 86.6 90.1: 13.4 9.9
Old : 100.0: 23.4 20.7 0.1 60.0 69.7 83.5 90.6: 16.5 9.4
Other: 100.0: 17.5 34.6 13.6 55.9 41.8 87.0 90.0: 13.0 10.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 46 68 37 59 47 127 145:
Old : 98: 24 17 1 39 25 64 43:
Other: 197: 50 68 35 55 42 122 138:
:----------------------------------------------------------------------------------------------------
: 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 : 30.5 25.5 38.2 35.7 27.6 18.6 33.7 28.3
Old : 34.3 56.0 44.1 69.5 34.3 56.0 44.0 69.5
Other: 32.1 21.9 40.2 31.9 28.2 18.2 34.6 27.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 22, 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 : 15,736: 4,520 673 1,815 5,921 11,455 12,256 13,943: 3,480 1,793
Old : 15,660: 4,522 675 1,808 5,851 11,394 12,181 13,877: 3,479 1,783
Other: 76: 5 5 0 70 61 75 66: 1 10
: : :
: : Changes in Commitments from: August 15, 2006 :
: 656: -180 229 281 172 -231 273 279: 383 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 4.3 11.5 37.6 72.8 77.9 88.6: 22.1 11.4
Old : 100.0: 28.9 4.3 11.5 37.4 72.8 77.8 88.6: 22.2 11.4
Other: 100.0: 6.6 6.6 0.0 92.1 80.3 98.7 86.8: 1.3 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 27 9 10 20 21 51 37:
Old : 69: 27 9 10 19 21 50 37:
Other: 9: 3 1 0 2 3 5 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 55.8 34.5 67.1 17.1 49.7 28.2 58.0
Old : 20.0 56.1 34.3 67.4 17.2 50.4 28.3 58.6
Other: 97.4 86.8 98.7 86.8 97.4 86.8 98.7 86.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 22, 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 : 730,105: 114,179 213,667 25,961 447,549 381,770 587,689 621,398: 142,416 108,707
Old : 730,105: 114,179 213,667 25,961 447,549 381,770 587,689 621,398: 142,416 108,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 46,882: 5,496 12,042 13,959 30,615 32,869 50,070 58,870: -3,188 -11,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 29.3 3.6 61.3 52.3 80.5 85.1: 19.5 14.9
Old : 100.0: 15.6 29.3 3.6 61.3 52.3 80.5 85.1: 19.5 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 42 34 18 66 75 118 117:
Old : 175: 42 34 18 66 75 118 117:
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 : 22.7 26.1 35.0 37.3 22.6 24.7 34.0 34.6
Old : 22.7 26.1 35.0 37.3 22.6 24.7 34.0 34.6
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 22, 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 : 2,314,018: 675,003 327,444 125,464 1,161,106 1,483,259 1,961,573 1,936,167: 352,445 377,851
Old : 2,314,018: 675,003 327,444 125,464 1,161,106 1,483,259 1,961,573 1,936,167: 352,445 377,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 54,149: 51,926 16,859 1,874 -17,857 37,565 35,943 56,298: 18,206 -2,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 14.2 5.4 50.2 64.1 84.8 83.7: 15.2 16.3
Old : 100.0: 29.2 14.2 5.4 50.2 64.1 84.8 83.7: 15.2 16.3
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 : 306: 68 73 55 119 122 213 225:
Old : 306: 68 73 55 119 122 213 225:
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 35.8 30.5 42.5 18.4 33.8 26.8 39.6
Old : 21.0 35.8 30.5 42.5 18.4 33.8 26.8 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, August 22, 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 : 1,473,001: 254,372 261,640 92,773 849,220 836,022 1,196,365 1,190,435: 276,636 282,566
Old : 1,473,001: 254,372 261,640 92,773 849,220 836,022 1,196,365 1,190,435: 276,636 282,566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 106,207: 35,982 -38,292 26,409 35,369 105,167 97,760 93,284: 8,447 12,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 17.8 6.3 57.7 56.8 81.2 80.8: 18.8 19.2
Old : 100.0: 17.3 17.8 6.3 57.7 56.8 81.2 80.8: 18.8 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 : 217: 45 49 36 84 88 147 155:
Old : 217: 45 49 36 84 88 147 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 18.6 34.9 27.4 20.6 17.7 27.1 24.9
Old : 25.6 18.6 34.9 27.4 20.6 17.7 27.1 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, August 22, 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 : 525,452: 103,045 86,901 137,557 241,455 254,322 482,057 478,780: 43,395 46,672
Old : 525,452: 103,045 86,901 137,557 241,455 254,322 482,057 478,780: 43,395 46,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 10,106: 12,897 -8,623 639 809 21,012 14,345 13,028: -4,239 -2,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 16.5 26.2 46.0 48.4 91.7 91.1: 8.3 8.9
Old : 100.0: 19.6 16.5 26.2 46.0 48.4 91.7 91.1: 8.3 8.9
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 : 138: 29 36 40 59 60 108 117:
Old : 138: 29 36 40 59 60 108 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 27.6 40.5 39.8 17.7 17.7 26.1 25.0
Old : 26.6 27.6 40.5 39.8 17.7 17.7 26.1 25.0
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 - Futures Only, August 22, 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 : 31,222: 6,485 2,428 1,581 4,800 19,389 12,866 23,398: 18,356 7,824
Old : 31,222: 6,485 2,428 1,581 4,800 19,389 12,866 23,398: 18,356 7,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -513: 764 -318 -282 -1,962 1,442 -1,480 842: 967 -1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 7.8 5.1 15.4 62.1 41.2 74.9: 58.8 25.1
Old : 100.0: 20.8 7.8 5.1 15.4 62.1 41.2 74.9: 58.8 25.1
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 : 38: 13 6 4 11 14 25 23:
Old : 38: 13 6 4 11 14 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 40.4 27.0 56.3 15.5 39.8 23.9 51.9
Old : 16.4 40.4 27.0 56.3 15.5 39.8 23.9 51.9
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 22, 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 : 59,729: 12,308 4,455 0 20,962 48,257 33,270 52,712: 26,459 7,017
Old : 59,729: 12,308 4,455 0 20,962 48,257 33,270 52,712: 26,459 7,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 1,890: 531 407 -13 326 476 844 870: 1,046 1,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 7.5 0.0 35.1 80.8 55.7 88.3: 44.3 11.7
Old : 100.0: 20.6 7.5 0.0 35.1 80.8 55.7 88.3: 44.3 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 : 58: 16 12 0 18 13 34 25:
Old : 58: 16 12 0 18 13 34 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 52.7 31.0 75.0 19.9 52.7 31.0 75.0
Old : 19.9 52.7 31.0 75.0 19.9 52.7 31.0 75.0
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 - Futures Only, August 22, 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 : 104,345: 26,522 23,229 720 66,981 25,500 94,223 49,449: 10,122 54,896
Old : 104,345: 26,522 23,229 720 66,981 25,500 94,223 49,449: 10,122 54,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 4,638: 3,857 -1,731 356 -329 2,647 3,884 1,272: 754 3,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 22.3 0.7 64.2 24.4 90.3 47.4: 9.7 52.6
Old : 100.0: 25.4 22.3 0.7 64.2 24.4 90.3 47.4: 9.7 52.6
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 : 86: 26 24 3 20 21 47 47:
Old : 86: 26 24 3 20 21 47 47:
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 : 59.8 17.1 70.3 24.1 59.8 16.9 70.3 23.9
Old : 59.8 17.1 70.3 24.1 59.8 16.9 70.3 23.9
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 22, 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 : 31,730: 12,433 5,582 357 18,412 25,371 31,202 31,310: 528 420
Old : 31,730: 12,433 5,582 357 18,412 25,371 31,202 31,310: 528 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 8,090: -330 -1,049 -150 8,368 9,030 7,888 7,831: 202 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 17.6 1.1 58.0 80.0 98.3 98.7: 1.7 1.3
Old : 100.0: 39.2 17.6 1.1 58.0 80.0 98.3 98.7: 1.7 1.3
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 : 39: 7 13 3 14 12 22 27:
Old : 39: 7 13 3 14 12 22 27:
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 : 68.7 67.2 85.7 90.5 50.0 41.3 62.0 59.9
Old : 68.7 67.2 85.7 90.5 50.0 41.3 62.0 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2006