WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 5, 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 : 446,047: 61,605 71,348 98,280 256,733 217,151 416,618 386,779: 29,429 59,268
Old : 329,261: 61,011 103,112 29,266 214,659 161,148 304,936 293,526: 24,325 35,735
Other: 116,786: 64,738 32,380 4,870 42,074 56,003 111,682 93,253: 5,104 23,533
: : :
: : Changes in Commitments from: August 29, 2006 :
: -3,616: -1,599 -11,636 3,227 -4,180 9,955 -2,552 1,546: -1,064 -5,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 16.0 22.0 57.6 48.7 93.4 86.7: 6.6 13.3
Old : 100.0: 18.5 31.3 8.9 65.2 48.9 92.6 89.1: 7.4 10.9
Other: 100.0: 55.4 27.7 4.2 36.0 48.0 95.6 79.8: 4.4 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 82 119 128 67 95 249 276:
Old : 328: 84 128 77 56 79 202 235:
Other: 217: 63 64 34 21 75 99 161:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 20.1 36.7 28.3 25.3 16.2 36.5 21.2
Old : 34.2 25.4 48.4 36.5 34.2 24.7 48.4 35.4
Other: 25.9 17.0 43.3 28.2 25.7 17.0 43.0 27.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 5, 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 : 1,310,702: 294,120 170,951 257,020 601,482 617,198 1,152,622 1,045,169: 158,080 265,533
Old : 1,054,317: 231,479 217,950 148,414 541,344 476,921 921,237 843,285: 133,080 211,032
Other: 256,385: 143,757 34,117 27,490 60,138 140,277 231,385 201,884: 25,000 54,501
: : :
: : Changes in Commitments from: August 29, 2006 :
: -7,203: 6,424 -5,469 2,424 -14,489 -7,098 -5,641 -10,143: -1,562 2,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 13.0 19.6 45.9 47.1 87.9 79.7: 12.1 20.3
Old : 100.0: 22.0 20.7 14.1 51.3 45.2 87.4 80.0: 12.6 20.0
Other: 100.0: 56.1 13.3 10.7 23.5 54.7 90.2 78.7: 9.8 21.3
: : :
:# Traders : Number of Traders in Each Category :
All : 751: 192 183 190 203 290 498 583:
Old : 741: 167 203 166 187 286 464 566:
Other: 433: 105 60 28 73 225 186 307:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.3 15.3 27.9 20.3 18.3 14.5 27.0 18.2
Old : 21.7 13.7 31.9 19.3 21.7 13.4 31.5 18.0
Other: 21.4 25.7 36.2 34.0 20.0 23.2 34.7 31.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 5, 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 : 10,749: 5,474 284 206 2,166 8,829 7,846 9,319: 2,903 1,430
Old : 10,663: 5,459 284 204 2,165 8,767 7,828 9,255: 2,835 1,408
Other: 86: 15 0 2 1 62 18 64: 68 22
: : :
: : Changes in Commitments from: August 29, 2006 :
: 305: 229 -36 -78 -3 753 148 639: 157 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 2.6 1.9 20.2 82.1 73.0 86.7: 27.0 13.3
Old : 100.0: 51.2 2.7 1.9 20.3 82.2 73.4 86.8: 26.6 13.2
Other: 100.0: 17.4 0.0 2.3 1.2 72.1 20.9 74.4: 79.1 25.6
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 22 4 2 6 14 29 19:
Old : 43: 22 4 2 5 14 28 19:
Other: 4: 1 0 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 : 32.0 49.0 51.6 69.0 32.0 49.0 51.6 68.0
Old : 32.3 48.8 52.0 69.0 32.3 48.8 52.0 68.0
Other: 20.9 74.4 20.9 74.4 18.6 72.1 18.6 72.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 5, 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 : 358,095: 68,266 108,450 51,363 189,034 121,302 308,663 281,115: 49,432 76,980
Old : 338,045: 67,845 112,844 38,860 185,445 113,269 292,150 264,973: 45,895 73,072
Other: 20,050: 11,335 6,520 1,589 3,589 8,033 16,513 16,142: 3,537 3,908
: : :
: : Changes in Commitments from: August 29, 2006 :
: -2,386: 3,871 4,279 -6,521 968 -2,222 -1,682 -4,464: -704 2,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 30.3 14.3 52.8 33.9 86.2 78.5: 13.8 21.5
Old : 100.0: 20.1 33.4 11.5 54.9 33.5 86.4 78.4: 13.6 21.6
Other: 100.0: 56.5 32.5 7.9 17.9 40.1 82.4 80.5: 17.6 19.5
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 103 148 102 85 101 259 300:
Old : 403: 106 149 88 84 101 251 292:
Other: 111: 24 30 9 12 49 41 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 : 22.5 13.1 34.9 20.5 21.5 11.5 32.3 18.0
Old : 23.2 12.8 36.3 20.2 22.8 12.0 33.5 18.6
Other: 34.9 45.1 53.8 53.8 34.9 40.0 51.6 48.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 5, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,379: 12,033 5,078 898 185 718 13,116 6,694: 3,263 9,685
Old : 14,781: 11,352 5,113 53 185 652 11,590 5,818: 3,191 8,963
Other: 1,598: 1,525 809 1 0 66 1,526 876: 72 722
: : :
: : Changes in Commitments from: August 29, 2006 :
: -758: -130 13 -965 185 2 -910 -950: 152 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 31.0 5.5 1.1 4.4 80.1 40.9: 19.9 59.1
Old : 100.0: 76.8 34.6 0.4 1.3 4.4 78.4 39.4: 21.6 60.6
Other: 100.0: 95.4 50.6 0.1 0.0 4.1 95.5 54.8: 4.5 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 9 9 4 1 3 11 15:
Old : 22: 8 10 2 1 3 10 14:
Other: 7: 4 1 1 0 2 4 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 19.9 77.7 33.6 65.5 18.9 72.5 30.1
Old : 70.0 21.3 77.0 33.6 70.0 20.9 77.0 33.3
Other: 95.5 54.8 95.5 54.8 95.4 54.8 95.4 54.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 5, 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 : 254,328: 62,601 33,169 37,698 130,096 163,601 230,395 234,468: 23,933 19,860
Old : 231,541: 68,390 37,627 20,612 120,286 154,215 209,288 212,454: 22,253 19,087
Other: 22,787: 8,511 9,842 2,786 9,810 9,386 21,107 22,014: 1,680 773
: : :
: : Changes in Commitments from: August 29, 2006 :
: -8,295: -1,143 1,939 -4,026 -3,242 -5,929 -8,411 -8,016: 116 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 13.0 14.8 51.2 64.3 90.6 92.2: 9.4 7.8
Old : 100.0: 29.5 16.3 8.9 52.0 66.6 90.4 91.8: 9.6 8.2
Other: 100.0: 37.4 43.2 12.2 43.1 41.2 92.6 96.6: 7.4 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 59 49 36 52 50 132 123:
Old : 183: 64 50 33 52 49 129 120:
Other: 42: 7 16 5 12 10 23 27:
:----------------------------------------------------------------------------------------------------
: 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 34.5 30.4 50.3 19.3 30.6 27.1 40.5
Old : 20.8 35.8 29.5 52.6 20.4 32.3 28.4 45.1
Other: 60.5 51.7 81.7 75.2 55.6 47.4 73.7 66.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 5, 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 : 794,591: 146,306 202,111 27,444 460,260 385,136 634,010 614,691: 160,581 179,900
Old : 794,591: 146,306 202,111 27,444 460,260 385,136 634,010 614,691: 160,581 179,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -38,698: 2,587 -239 -10,794 -27,160 -14,889 -35,367 -25,922: -3,331 -12,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 25.4 3.5 57.9 48.5 79.8 77.4: 20.2 22.6
Old : 100.0: 18.4 25.4 3.5 57.9 48.5 79.8 77.4: 20.2 22.6
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 : 172: 40 40 16 59 73 105 123:
Old : 172: 40 40 16 59 73 105 123:
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 : 25.9 27.0 35.6 36.0 20.9 19.5 28.0 26.0
Old : 25.9 27.0 35.6 36.0 20.9 19.5 28.0 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, September 5, 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 : 236,120: 38,111 69,487 32,401 134,765 111,192 205,277 213,080: 30,843 23,040
Old : 229,174: 39,941 68,854 28,554 130,507 109,363 199,002 206,771: 30,172 22,403
Other: 6,946: 1,296 3,759 721 4,258 1,829 6,275 6,309: 671 637
: : :
: : Changes in Commitments from: August 29, 2006 :
: 2,857: 2,075 -2,606 -2,427 1,794 7,411 1,442 2,378: 1,415 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 29.4 13.7 57.1 47.1 86.9 90.2: 13.1 9.8
Old : 100.0: 17.4 30.0 12.5 56.9 47.7 86.8 90.2: 13.2 9.8
Other: 100.0: 18.7 54.1 10.4 61.3 26.3 90.3 90.8: 9.7 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 45 59 38 62 50 133 138:
Old : 191: 49 60 38 62 47 133 134:
Other: 32: 6 8 6 13 8 21 20:
:----------------------------------------------------------------------------------------------------
: 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 : 29.3 26.0 37.6 35.8 25.8 19.0 31.8 27.8
Old : 29.5 26.7 37.6 36.7 26.3 20.1 32.1 29.2
Other: 54.0 56.5 71.5 72.5 54.0 56.4 69.0 69.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 5, 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 : 14,922: 3,306 1,812 1,610 7,259 10,036 12,175 13,458: 2,747 1,464
Old : 14,814: 3,299 1,823 1,599 7,172 9,963 12,070 13,385: 2,744 1,429
Other: 108: 18 0 0 87 73 105 73: 3 35
: : :
: : Changes in Commitments from: August 29, 2006 :
: 81: -705 1,001 -148 1,017 -824 164 29: -83 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 12.1 10.8 48.6 67.3 81.6 90.2: 18.4 9.8
Old : 100.0: 22.3 12.3 10.8 48.4 67.3 81.5 90.4: 18.5 9.6
Other: 100.0: 16.7 0.0 0.0 80.6 67.6 97.2 67.6: 2.8 32.4
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 18 10 8 22 20 44 36:
Old : 61: 18 11 8 22 20 44 36:
Other: 11: 5 0 0 3 3 8 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 : 23.6 48.5 39.3 64.9 19.4 36.6 31.3 49.5
Old : 23.3 48.9 39.1 65.3 19.2 37.0 31.3 49.9
Other: 87.0 67.6 97.2 67.6 87.0 67.6 97.2 67.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 5, 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 : 700,935: 93,601 158,564 26,283 439,245 412,711 559,129 597,558: 141,806 103,377
Old : 700,935: 93,601 158,564 26,283 439,245 412,711 559,129 597,558: 141,806 103,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -48,462: -17,164 -43,074 -9,195 -9,261 41,154 -35,620 -11,115: -12,842 -37,347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 22.6 3.7 62.7 58.9 79.8 85.3: 20.2 14.7
Old : 100.0: 13.4 22.6 3.7 62.7 58.9 79.8 85.3: 20.2 14.7
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 : 173: 36 34 18 72 81 117 124:
Old : 173: 36 34 18 72 81 117 124:
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 20.1 32.5 31.6 23.6 19.0 31.2 29.6
Old : 23.9 20.1 32.5 31.6 23.6 19.0 31.2 29.6
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, September 5, 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 : 2,270,848: 705,841 316,436 48,982 1,195,932 1,519,591 1,950,755 1,885,009: 320,093 385,839
Old : 2,270,848: 705,841 316,436 48,982 1,195,932 1,519,591 1,950,755 1,885,009: 320,093 385,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -77,333: 7,804 48,929 -89,245 59,937 -22,739 -21,504 -63,055: -55,829 -14,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 13.9 2.2 52.7 66.9 85.9 83.0: 14.1 17.0
Old : 100.0: 31.1 13.9 2.2 52.7 66.9 85.9 83.0: 14.1 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 61 74 43 116 109 193 210:
Old : 283: 61 74 43 116 109 193 210:
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 37.0 33.8 44.9 20.1 35.4 29.5 42.2
Old : 23.9 37.0 33.8 44.9 20.1 35.4 29.5 42.2
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, September 5, 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 : 1,373,728: 239,426 234,410 23,803 848,785 836,980 1,112,014 1,095,193: 261,714 278,535
Old : 1,373,728: 239,426 234,410 23,803 848,785 836,980 1,112,014 1,095,193: 261,714 278,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -119,253: -24,777 -8,315 -64,634 -24,195 -38,228 -113,606 -111,177: -5,647 -8,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 17.1 1.7 61.8 60.9 80.9 79.7: 19.1 20.3
Old : 100.0: 17.4 17.1 1.7 61.8 60.9 80.9 79.7: 19.1 20.3
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 : 195: 47 33 17 80 85 132 130:
Old : 195: 47 33 17 80 85 132 130:
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 : 28.5 23.4 38.2 33.6 22.4 21.0 29.5 28.5
Old : 28.5 23.4 38.2 33.6 22.4 21.0 29.5 28.5
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 - Futures Only, September 5, 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 : 481,737: 121,418 85,160 119,366 214,361 232,832 455,145 437,358: 26,592 44,379
Old : 481,737: 121,418 85,160 119,366 214,361 232,832 455,145 437,358: 26,592 44,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -76,675: 3,568 -2,866 -13,501 -45,627 -54,835 -55,560 -71,202: -21,115 -5,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 17.7 24.8 44.5 48.3 94.5 90.8: 5.5 9.2
Old : 100.0: 25.2 17.7 24.8 44.5 48.3 94.5 90.8: 5.5 9.2
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 : 119: 25 29 37 47 57 91 107:
Old : 119: 25 29 37 47 57 91 107:
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 : 36.5 23.4 48.6 34.2 25.4 13.1 33.3 19.8
Old : 36.5 23.4 48.6 34.2 25.4 13.1 33.3 19.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders - Futures Only, September 5, 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 : 33,795: 10,447 2,215 928 4,283 21,812 15,658 24,955: 18,137 8,840
Old : 33,795: 10,447 2,215 928 4,283 21,812 15,658 24,955: 18,137 8,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: -543: 4,954 -3,503 -1,538 -3,355 3,105 61 -1,936: -604 1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 6.6 2.7 12.7 64.5 46.3 73.8: 53.7 26.2
Old : 100.0: 30.9 6.6 2.7 12.7 64.5 46.3 73.8: 53.7 26.2
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 : 45: 19 4 5 7 16 27 24:
Old : 45: 19 4 5 7 16 27 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 : 17.9 34.1 29.1 51.1 17.0 34.1 28.1 51.1
Old : 17.9 34.1 29.1 51.1 17.0 34.1 28.1 51.1
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, September 5, 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 : 61,234: 12,283 5,268 228 21,802 48,341 34,313 53,837: 26,921 7,397
Old : 61,234: 12,283 5,268 228 21,802 48,341 34,313 53,837: 26,921 7,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 891: -489 659 217 1,118 -84 846 792: 45 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 8.6 0.4 35.6 78.9 56.0 87.9: 44.0 12.1
Old : 100.0: 20.1 8.6 0.4 35.6 78.9 56.0 87.9: 44.0 12.1
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: 15 14 5 19 13 36 30:
Old : 59: 15 14 5 19 13 36 30:
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 : 20.0 51.3 31.4 73.1 20.0 51.2 31.4 73.0
Old : 20.0 51.3 31.4 73.1 20.0 51.2 31.4 73.0
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, September 5, 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 : 107,183: 29,882 24,528 1,216 67,519 26,349 98,617 52,093: 8,566 55,090
Old : 107,183: 29,882 24,528 1,216 67,519 26,349 98,617 52,093: 8,566 55,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 4,886: 3,153 -338 541 1,645 3,278 5,339 3,481: -453 1,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 22.9 1.1 63.0 24.6 92.0 48.6: 8.0 51.4
Old : 100.0: 27.9 22.9 1.1 63.0 24.6 92.0 48.6: 8.0 51.4
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 : 96: 29 28 7 21 24 55 54:
Old : 96: 29 28 7 21 24 55 54:
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 : 58.9 14.7 68.9 23.3 58.9 14.3 68.9 22.8
Old : 58.9 14.7 68.9 23.3 58.9 14.3 68.9 22.8
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, September 5, 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 : 30,717: 10,884 7,446 1,879 17,504 21,172 30,267 30,497: 450 220
Old : 30,717: 10,884 7,446 1,879 17,504 21,172 30,267 30,497: 450 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2006 :
: 495: -549 -263 1,522 -647 -830 326 429: 169 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 24.2 6.1 57.0 68.9 98.5 99.3: 1.5 0.7
Old : 100.0: 35.4 24.2 6.1 57.0 68.9 98.5 99.3: 1.5 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 : 37: 7 12 4 15 11 24 25:
Old : 37: 7 12 4 15 11 24 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 : 67.3 71.0 85.3 93.4 47.7 49.5 60.5 61.6
Old : 67.3 71.0 85.3 93.4 47.7 49.5 60.5 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 8, 2006