WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 495,828: 78,947 72,688 104,501 273,861 249,638 457,309 426,827: 38,519 69,001
Old : 331,385: 74,026 83,589 28,502 196,295 178,714 298,823 290,805: 32,562 40,580
Other: 164,443: 58,444 42,622 22,476 77,566 70,924 158,486 136,022: 5,957 28,421
: : :
: : Changes in Commitments from: September 26, 2006 :
: 32,509: 17,626 103 -7,277 16,260 31,958 26,609 24,784: 5,900 7,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 14.7 21.1 55.2 50.3 92.2 86.1: 7.8 13.9
Old : 100.0: 22.3 25.2 8.6 59.2 53.9 90.2 87.8: 9.8 12.2
Other: 100.0: 35.5 25.9 13.7 47.2 43.1 96.4 82.7: 3.6 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 110 98 122 66 98 264 258:
Old : 319: 109 102 71 53 81 220 205:
Other: 224: 58 68 45 35 78 115 175:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 18.1 33.0 28.3 22.5 11.8 32.3 17.5
Old : 31.8 24.5 44.8 37.9 31.8 23.3 44.8 35.9
Other: 21.6 20.5 37.3 31.3 20.9 18.4 35.2 27.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 3, 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 : 1,288,905: 295,370 119,182 228,265 607,152 664,904 1,130,787 1,012,351: 158,118 276,554
Old : 1,026,491: 229,146 169,862 124,612 542,352 513,359 896,110 807,833: 130,381 218,658
Other: 262,414: 139,027 22,123 30,850 64,800 151,545 234,677 204,518: 27,737 57,896
: : :
: : Changes in Commitments from: September 26, 2006 :
: -12,962: 7,067 -10,836 -21,571 1,257 16,671 -13,247 -15,736: 285 2,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 9.2 17.7 47.1 51.6 87.7 78.5: 12.3 21.5
Old : 100.0: 22.3 16.5 12.1 52.8 50.0 87.3 78.7: 12.7 21.3
Other: 100.0: 53.0 8.4 11.8 24.7 57.8 89.4 77.9: 10.6 22.1
: : :
:# Traders : Number of Traders in Each Category :
All : 697: 181 152 166 205 281 478 532:
Old : 683: 158 170 142 189 278 440 516:
Other: 426: 96 66 37 80 220 189 310:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 16.8 27.9 22.7 18.1 15.9 27.0 19.2
Old : 21.6 14.8 32.2 21.3 21.5 14.4 31.9 18.8
Other: 23.5 27.6 35.2 35.1 21.5 25.5 33.3 31.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 3, 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 : 12,069: 6,436 234 88 2,733 9,641 9,257 9,963: 2,812 2,106
Old : 11,931: 6,421 234 88 2,713 9,537 9,222 9,859: 2,709 2,072
Other: 138: 15 0 0 20 104 35 104: 103 34
: : :
: : Changes in Commitments from: September 26, 2006 :
: 113: 323 138 32 -284 125 71 295: 42 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 1.9 0.7 22.6 79.9 76.7 82.6: 23.3 17.4
Old : 100.0: 53.8 2.0 0.7 22.7 79.9 77.3 82.6: 22.7 17.4
Other: 100.0: 10.9 0.0 0.0 14.5 75.4 25.4 75.4: 74.6 24.6
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 26 5 2 10 14 37 20:
Old : 49: 26 5 2 9 14 36 20:
Other: 6: 1 0 0 3 3 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 : 29.7 56.8 47.0 73.7 29.7 55.0 47.0 70.8
Old : 30.0 56.6 47.6 73.7 30.0 54.8 47.6 70.9
Other: 25.4 75.4 25.4 75.4 24.6 74.6 24.6 74.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 3, 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 : 379,185: 64,087 102,483 59,711 205,401 138,994 329,199 301,188: 49,986 77,997
Old : 352,429: 63,400 107,891 44,801 197,299 126,131 305,500 278,823: 46,929 73,606
Other: 26,756: 13,209 7,114 2,388 8,102 12,863 23,699 22,365: 3,057 4,391
: : :
: : Changes in Commitments from: September 26, 2006 :
: 12,458: 54 -4,604 7,188 5,264 8,433 12,506 11,017: -48 1,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 27.0 15.7 54.2 36.7 86.8 79.4: 13.2 20.6
Old : 100.0: 18.0 30.6 12.7 56.0 35.8 86.7 79.1: 13.3 20.9
Other: 100.0: 49.4 26.6 8.9 30.3 48.1 88.6 83.6: 11.4 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 99 135 95 87 99 253 288:
Old : 388: 108 133 84 84 96 243 278:
Other: 107: 27 28 11 16 40 48 74:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 13.4 35.5 21.4 20.4 11.4 30.5 17.9
Old : 26.2 12.8 37.3 20.9 24.0 12.1 34.9 19.0
Other: 50.4 43.9 66.3 55.9 49.8 38.6 63.4 50.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,027: 12,018 6,077 71 185 306 12,274 6,454: 3,753 9,573
Old : 14,416: 10,570 5,321 14 185 306 10,769 5,641: 3,647 8,775
Other: 1,611: 1,503 811 2 0 0 1,505 813: 106 798
: : :
: : Changes in Commitments from: September 26, 2006 :
: 210: -400 262 -29 0 -212 -429 21: 639 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 37.9 0.4 1.2 1.9 76.6 40.3: 23.4 59.7
Old : 100.0: 73.3 36.9 0.1 1.3 2.1 74.7 39.1: 25.3 60.9
Other: 100.0: 93.3 50.3 0.1 0.0 0.0 93.4 50.5: 6.6 49.5
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 12 3 1 1 10 15:
Old : 22: 7 13 2 1 1 9 15:
Other: 5: 3 2 1 0 0 3 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 : 68.2 22.7 75.4 34.0 67.9 22.6 75.0 33.9
Old : 68.4 19.6 74.6 32.2 68.4 19.5 74.6 32.1
Other: 93.4 50.5 93.4 50.5 93.3 50.3 93.3 50.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 3, 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 : 254,395: 51,086 53,063 39,619 138,067 138,282 228,772 230,964: 25,623 23,431
Old : 230,107: 54,477 56,613 22,553 128,974 128,436 206,004 207,602: 24,103 22,505
Other: 24,288: 9,943 9,784 3,732 9,093 9,846 22,768 23,362: 1,520 926
: : :
: : Changes in Commitments from: September 26, 2006 :
: -4,341: -2,789 4,684 -568 -1,565 -5,983 -4,922 -1,867: 581 -2,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 20.9 15.6 54.3 54.4 89.9 90.8: 10.1 9.2
Old : 100.0: 23.7 24.6 9.8 56.0 55.8 89.5 90.2: 10.5 9.8
Other: 100.0: 40.9 40.3 15.4 37.4 40.5 93.7 96.2: 6.3 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 48 65 34 55 48 125 140:
Old : 196: 51 65 32 55 47 121 137:
Other: 48: 14 13 7 14 10 31 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 : 20.5 28.4 31.4 40.8 20.5 27.0 29.1 36.3
Old : 22.2 29.3 31.2 42.0 22.2 27.7 30.2 38.0
Other: 50.7 54.2 72.9 76.4 45.5 50.2 65.1 69.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 3, 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 : 773,507: 162,157 204,958 2,320 440,079 402,963 604,556 610,241: 168,951 163,266
Old : 773,507: 162,157 204,958 2,320 440,079 402,963 604,556 610,241: 168,951 163,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 6,680: 1,783 3,431 -1,989 675 15,977 469 17,419: 6,211 -10,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 26.5 0.3 56.9 52.1 78.2 78.9: 21.8 21.1
Old : 100.0: 21.0 26.5 0.3 56.9 52.1 78.2 78.9: 21.8 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 : 173: 42 36 20 59 76 108 126:
Old : 173: 42 36 20 59 76 108 126:
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 : 25.0 27.7 34.1 37.9 21.0 20.9 28.0 28.8
Old : 25.0 27.7 34.1 37.9 21.0 20.9 28.0 28.8
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, October 3, 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 : 215,125: 32,286 57,647 31,067 118,753 103,177 182,106 191,891: 33,019 23,234
Old : 206,882: 33,526 56,310 27,234 114,029 101,166 174,789 184,710: 32,093 22,172
Other: 8,243: 1,119 3,696 1,474 4,724 2,011 7,317 7,181: 926 1,062
: : :
: : Changes in Commitments from: September 26, 2006 :
: -6,734: -1,153 -506 321 -8,284 -7,879 -9,116 -8,064: 2,382 1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 26.8 14.4 55.2 48.0 84.7 89.2: 15.3 10.8
Old : 100.0: 16.2 27.2 13.2 55.1 48.9 84.5 89.3: 15.5 10.7
Other: 100.0: 13.6 44.8 17.9 57.3 24.4 88.8 87.1: 11.2 12.9
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 43 62 39 51 45 119 131:
Old : 173: 48 60 39 51 41 118 126:
Other: 38: 5 12 7 15 9 25 23:
:----------------------------------------------------------------------------------------------------
: 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 : 31.8 29.2 39.3 38.5 31.2 26.1 37.0 35.1
Old : 32.5 30.2 40.0 39.9 32.0 27.5 38.3 36.8
Other: 44.4 51.0 65.4 68.4 44.4 49.8 59.0 58.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 3, 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 : 13,717: 3,228 1,035 1,335 6,415 10,209 10,978 12,579: 2,739 1,138
Old : 13,408: 3,241 1,023 1,312 6,136 10,006 10,689 12,341: 2,719 1,067
Other: 309: 3 28 7 279 203 289 238: 20 71
: : :
: : Changes in Commitments from: September 26, 2006 :
: 266: -329 -117 147 -54 284 -236 314: 502 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 7.5 9.7 46.8 74.4 80.0 91.7: 20.0 8.3
Old : 100.0: 24.2 7.6 9.8 45.8 74.6 79.7 92.0: 20.3 8.0
Other: 100.0: 1.0 9.1 2.3 90.3 65.7 93.5 77.0: 6.5 23.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 21 9 9 23 20 47 35:
Old : 63: 22 8 9 23 20 47 35:
Other: 15: 2 3 2 6 6 10 9:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 53.5 35.4 67.1 19.2 46.0 31.1 57.8
Old : 20.5 54.6 35.4 68.0 19.2 47.5 31.4 59.1
Other: 83.2 64.7 92.6 76.7 75.4 62.5 83.5 67.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 3, 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 : 696,293: 127,916 182,557 5,514 412,957 405,520 546,387 593,591: 149,906 102,702
Old : 696,293: 127,916 182,557 5,514 412,957 405,520 546,387 593,591: 149,906 102,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 16,992: 14,002 7,941 1,392 -448 18,621 14,946 27,954: 2,046 -10,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 26.2 0.8 59.3 58.2 78.5 85.3: 21.5 14.7
Old : 100.0: 18.4 26.2 0.8 59.3 58.2 78.5 85.3: 21.5 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 : 183: 50 32 10 71 69 124 108:
Old : 183: 50 32 10 71 69 124 108:
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 : 21.1 20.1 30.2 33.1 20.6 19.9 29.0 32.5
Old : 21.1 20.1 30.2 33.1 20.6 19.9 29.0 32.5
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, October 3, 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 : 2,241,109: 782,458 261,587 93,944 1,030,911 1,499,617 1,907,313 1,855,148: 333,796 385,961
Old : 2,241,109: 782,458 261,587 93,944 1,030,911 1,499,617 1,907,313 1,855,148: 333,796 385,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 43,744: 6,140 -39,153 37,686 -17,918 70,094 25,908 68,627: 17,836 -24,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 11.7 4.2 46.0 66.9 85.1 82.8: 14.9 17.2
Old : 100.0: 34.9 11.7 4.2 46.0 66.9 85.1 82.8: 14.9 17.2
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 : 286: 62 75 48 108 108 202 199:
Old : 286: 62 75 48 108 108 202 199:
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 32.2 32.2 41.0 19.3 30.4 27.6 37.7
Old : 22.7 32.2 32.2 41.0 19.3 30.4 27.6 37.7
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, October 3, 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 : 1,419,017: 261,047 222,103 29,560 844,361 911,260 1,134,968 1,162,923: 284,049 256,094
Old : 1,419,017: 261,047 222,103 29,560 844,361 911,260 1,134,968 1,162,923: 284,049 256,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 4,872: 31,302 34,969 -6,228 -7,639 -1,521 17,435 27,220: -12,563 -22,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 15.7 2.1 59.5 64.2 80.0 82.0: 20.0 18.0
Old : 100.0: 18.4 15.7 2.1 59.5 64.2 80.0 82.0: 20.0 18.0
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 : 196: 57 32 17 73 73 133 119:
Old : 196: 57 32 17 73 73 133 119:
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 : 28.0 34.9 37.2 43.3 27.2 34.3 33.1 40.3
Old : 28.0 34.9 37.2 43.3 27.2 34.3 33.1 40.3
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, October 3, 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 : 476,644: 88,517 85,770 112,728 248,766 242,348 450,011 440,846: 26,633 35,798
Old : 476,644: 88,517 85,770 112,728 248,766 242,348 450,011 440,846: 26,633 35,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -82,756: -39,809 -34,607 22,392 -62,046 -60,142 -79,463 -72,357: -3,293 -10,399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 18.0 23.7 52.2 50.8 94.4 92.5: 5.6 7.5
Old : 100.0: 18.6 18.0 23.7 52.2 50.8 94.4 92.5: 5.6 7.5
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 : 130: 24 36 36 49 60 90 119:
Old : 130: 24 36 36 49 60 90 119:
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 : 32.4 20.7 44.1 31.7 24.3 12.5 32.5 19.3
Old : 32.4 20.7 44.1 31.7 24.3 12.5 32.5 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
Commitments of Traders - Futures Only, October 3, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 10,180: 1,729 1,887 261 2,316 5,819 4,306 7,967: 5,874 2,213
Old : 10,180: 1,729 1,887 261 2,316 5,819 4,306 7,967: 5,874 2,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 1,046: 44 945 49 -91 665 2 1,659: 1,044 -613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 18.5 2.6 22.8 57.2 42.3 78.3: 57.7 21.7
Old : 100.0: 17.0 18.5 2.6 22.8 57.2 42.3 78.3: 57.7 21.7
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 : 21: 7 4 3 5 9 13 15:
Old : 21: 7 4 3 5 9 13 15:
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 : 21.1 53.1 33.2 67.7 14.7 53.1 25.6 64.9
Old : 21.1 53.1 33.2 67.7 14.7 53.1 25.6 64.9
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, October 3, 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 : 39,005: 3,957 10,089 1,468 11,497 16,130 16,922 27,687: 22,083 11,318
Old : 39,005: 3,957 10,089 1,468 11,497 16,130 16,922 27,687: 22,083 11,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 1,757: 420 1,299 227 689 -2,135 1,336 -609: 421 2,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 25.9 3.8 29.5 41.4 43.4 71.0: 56.6 29.0
Old : 100.0: 10.1 25.9 3.8 29.5 41.4 43.4 71.0: 56.6 29.0
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 : 51: 13 16 5 11 15 27 33:
Old : 51: 13 16 5 11 15 27 33:
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 : 18.4 26.6 29.5 38.9 16.8 25.9 25.6 37.2
Old : 18.4 26.6 29.5 38.9 16.8 25.9 25.6 37.2
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, October 3, 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 : 59,809: 14,567 9,041 7 19,774 42,249 34,348 51,297: 25,461 8,512
Old : 59,809: 14,567 9,041 7 19,774 42,249 34,348 51,297: 25,461 8,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 3,958: 1,804 1,670 2 1,239 1,671 3,045 3,343: 913 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 15.1 0.0 33.1 70.6 57.4 85.8: 42.6 14.2
Old : 100.0: 24.4 15.1 0.0 33.1 70.6 57.4 85.8: 42.6 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 : 62: 20 12 2 17 16 37 30:
Old : 62: 20 12 2 17 16 37 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 : 20.2 48.9 33.3 70.1 20.2 48.9 33.3 70.1
Old : 20.2 48.9 33.3 70.1 20.2 48.9 33.3 70.1
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, October 3, 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 : 118,580: 33,552 19,355 412 76,467 46,013 110,431 65,780: 8,149 52,800
Old : 118,580: 33,552 19,355 412 76,467 46,013 110,431 65,780: 8,149 52,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: 10,564: 3,846 917 112 6,534 7,582 10,492 8,611: 72 1,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 16.3 0.3 64.5 38.8 93.1 55.5: 6.9 44.5
Old : 100.0: 28.3 16.3 0.3 64.5 38.8 93.1 55.5: 6.9 44.5
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 : 101: 36 28 4 15 25 54 54:
Old : 101: 36 28 4 15 25 54 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 : 68.9 25.2 75.8 34.6 68.9 25.2 75.8 34.6
Old : 68.9 25.2 75.8 34.6 68.9 25.2 75.8 34.6
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, October 3, 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 : 38,690: 3,450 10,735 427 34,696 27,368 38,573 38,530: 117 160
Old : 38,690: 3,450 10,735 427 34,696 27,368 38,573 38,530: 117 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2006 :
: -8,122: -8,293 1,068 0 165 -9,164 -8,128 -8,096: 6 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 27.7 1.1 89.7 70.7 99.7 99.6: 0.3 0.4
Old : 100.0: 8.9 27.7 1.1 89.7 70.7 99.7 99.6: 0.3 0.4
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 : 39: 8 10 3 14 10 22 23:
Old : 39: 8 10 3 14 10 22 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 : 83.6 85.6 93.5 95.9 83.6 85.6 93.1 95.1
Old : 83.6 85.6 93.5 95.9 83.6 85.6 93.1 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 6, 2006