WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 24, 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 : 469,656: 85,378 63,488 84,384 262,482 259,567 432,244 407,439: 37,412 62,217
Old : 332,686: 74,462 75,847 32,110 197,083 188,623 303,655 296,580: 29,031 36,106
Other: 136,970: 46,501 23,226 16,689 65,399 70,944 128,589 110,859: 8,381 26,111
: : :
: : Changes in Commitments from: October 17, 2006 :
: -4,273: 3,352 -4,641 2,571 -5,717 1,167 206 -903: -4,479 -3,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 13.5 18.0 55.9 55.3 92.0 86.8: 8.0 13.2
Old : 100.0: 22.4 22.8 9.7 59.2 56.7 91.3 89.1: 8.7 10.9
Other: 100.0: 33.9 17.0 12.2 47.7 51.8 93.9 80.9: 6.1 19.1
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 122 82 103 70 104 260 239:
Old : 324: 124 78 74 56 90 227 206:
Other: 194: 45 54 34 36 80 103 150:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 21.8 35.6 33.1 23.1 14.6 33.8 21.8
Old : 31.8 25.6 43.7 38.6 31.8 24.0 43.6 34.6
Other: 30.4 22.1 47.2 31.7 27.2 17.3 40.6 23.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 24, 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 : 1,341,536: 319,853 94,280 210,724 652,168 755,314 1,182,745 1,060,318: 158,791 281,218
Old : 1,051,365: 233,747 131,165 116,287 570,669 582,143 920,703 829,595: 130,662 221,770
Other: 290,171: 149,178 26,187 31,365 81,499 173,171 262,042 230,723: 28,129 59,448
: : :
: : Changes in Commitments from: October 17, 2006 :
: 44,541: 14,109 -9,033 16,817 18,463 35,465 49,389 43,249: -4,848 1,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 7.0 15.7 48.6 56.3 88.2 79.0: 11.8 21.0
Old : 100.0: 22.2 12.5 11.1 54.3 55.4 87.6 78.9: 12.4 21.1
Other: 100.0: 51.4 9.0 10.8 28.1 59.7 90.3 79.5: 9.7 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 707: 206 116 151 211 302 488 517:
Old : 692: 190 128 126 196 291 455 486:
Other: 450: 84 71 34 89 248 190 340:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 17.2 27.2 23.6 16.6 15.0 24.9 18.9
Old : 20.0 15.2 32.2 22.7 20.0 13.6 29.9 19.2
Other: 23.5 27.8 36.6 34.8 22.3 25.6 35.3 31.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 24, 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 : 13,966: 6,340 200 41 4,424 11,685 10,805 11,926: 3,161 2,040
Old : 13,712: 6,325 185 41 4,371 11,520 10,737 11,746: 2,975 1,966
Other: 254: 15 15 0 53 165 68 180: 186 74
: : :
: : Changes in Commitments from: October 17, 2006 :
: 598: -42 54 11 479 405 448 470: 150 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 1.4 0.3 31.7 83.7 77.4 85.4: 22.6 14.6
Old : 100.0: 46.1 1.3 0.3 31.9 84.0 78.3 85.7: 21.7 14.3
Other: 100.0: 5.9 5.9 0.0 20.9 65.0 26.8 70.9: 73.2 29.1
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 25 4 3 13 14 41 18:
Old : 49: 25 4 3 12 14 40 18:
Other: 9: 1 1 0 4 6 5 7:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 57.7 40.7 75.3 25.4 50.6 38.8 66.1
Old : 26.2 58.0 41.5 75.7 25.9 50.9 39.5 66.7
Other: 26.4 66.1 26.8 70.9 24.0 65.0 24.0 68.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 24, 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 : 384,774: 80,832 50,050 58,814 194,551 195,951 334,197 304,815: 50,577 79,959
Old : 345,852: 69,392 59,491 40,137 190,342 172,756 299,871 272,384: 45,981 73,468
Other: 38,922: 28,138 7,257 1,979 4,209 23,195 34,326 32,431: 4,596 6,491
: : :
: : Changes in Commitments from: October 17, 2006 :
: -11,553: 1,656 -18,099 -5,706 -3,648 12,181 -7,698 -11,624: -3,855 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 13.0 15.3 50.6 50.9 86.9 79.2: 13.1 20.8
Old : 100.0: 20.1 17.2 11.6 55.0 50.0 86.7 78.8: 13.3 21.2
Other: 100.0: 72.3 18.6 5.1 10.8 59.6 88.2 83.3: 11.8 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 121 98 109 92 121 281 289:
Old : 384: 130 98 101 89 117 272 277:
Other: 143: 26 39 10 15 67 48 109:
:----------------------------------------------------------------------------------------------------
: 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 20.6 32.7 29.6 19.4 15.3 27.2 21.1
Old : 23.4 20.3 36.2 28.4 22.3 16.3 31.4 22.1
Other: 49.0 42.7 67.5 56.7 49.0 42.4 65.3 54.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 24, 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 : 253,243: 59,535 15,381 39,133 123,317 180,146 221,985 234,660: 31,258 18,583
Old : 230,709: 62,292 19,770 21,699 116,745 171,956 200,736 213,425: 29,973 17,284
Other: 22,534: 10,760 9,128 3,917 6,572 8,190 21,249 21,235: 1,285 1,299
: : :
: : Changes in Commitments from: October 17, 2006 :
: -6,537: 5,198 -18,871 -525 -15,729 15,869 -11,056 -3,527: 4,519 -3,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 6.1 15.5 48.7 71.1 87.7 92.7: 12.3 7.3
Old : 100.0: 27.0 8.6 9.4 50.6 74.5 87.0 92.5: 13.0 7.5
Other: 100.0: 47.8 40.5 17.4 29.2 36.3 94.3 94.2: 5.7 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 66 33 36 51 52 140 109:
Old : 176: 70 33 33 51 51 137 106:
Other: 51: 14 14 7 15 12 34 29:
:----------------------------------------------------------------------------------------------------
: 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 42.5 31.1 55.1 20.3 40.4 27.8 48.7
Old : 22.2 44.5 30.9 57.7 22.0 42.2 29.2 51.4
Other: 47.0 58.9 72.4 78.3 40.9 54.0 64.8 67.8
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 24, 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 : 721,095: 101,604 169,487 11,449 474,346 374,492 587,399 555,428: 133,696 165,667
Old : 721,095: 101,604 169,487 11,449 474,346 374,492 587,399 555,428: 133,696 165,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -2,625: -24,408 -856 3,598 20,441 -13,344 -369 -10,602: -2,256 7,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 23.5 1.6 65.8 51.9 81.5 77.0: 18.5 23.0
Old : 100.0: 14.1 23.5 1.6 65.8 51.9 81.5 77.0: 18.5 23.0
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 : 172: 41 35 23 65 69 114 119:
Old : 172: 41 35 23 65 69 114 119:
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 : 26.4 28.6 34.6 39.1 22.1 22.3 28.9 30.2
Old : 26.4 28.6 34.6 39.1 22.1 22.3 28.9 30.2
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 24, 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 : 201,996: 38,700 29,418 30,797 97,116 122,355 166,613 182,570: 35,383 19,426
Old : 191,093: 40,554 26,500 25,933 90,556 120,166 157,043 172,599: 34,050 18,494
Other: 10,903: 1,428 6,200 1,582 6,560 2,189 9,570 9,971: 1,333 932
: : :
: : Changes in Commitments from: October 17, 2006 :
: 1,129: 1,337 -3,247 1,310 -1,668 5,816 979 3,879: 150 -2,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 14.6 15.2 48.1 60.6 82.5 90.4: 17.5 9.6
Old : 100.0: 21.2 13.9 13.6 47.4 62.9 82.2 90.3: 17.8 9.7
Other: 100.0: 13.1 56.9 14.5 60.2 20.1 87.8 91.5: 12.2 8.5
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 48 34 38 53 47 126 107:
Old : 157: 55 30 37 53 45 125 103:
Other: 45: 6 13 7 19 12 32 25:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 40.3 35.6 51.7 26.1 37.7 33.8 47.2
Old : 27.2 42.6 36.5 53.6 26.8 41.4 34.7 50.4
Other: 35.5 52.8 57.9 70.3 35.4 52.8 57.2 63.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 24, 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 : 14,181: 2,927 1,525 1,212 7,111 9,791 11,250 12,528: 2,931 1,653
Old : 13,719: 2,952 1,567 1,114 6,793 9,462 10,859 12,143: 2,860 1,576
Other: 462: 66 49 7 318 329 391 385: 71 77
: : :
: : Changes in Commitments from: October 17, 2006 :
: 487: -74 307 261 90 -359 277 209: 210 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 10.8 8.5 50.1 69.0 79.3 88.3: 20.7 11.7
Old : 100.0: 21.5 11.4 8.1 49.5 69.0 79.2 88.5: 20.8 11.5
Other: 100.0: 14.3 10.6 1.5 68.8 71.2 84.6 83.3: 15.4 16.7
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 22 11 9 25 19 51 35:
Old : 66: 23 10 7 25 19 49 35:
Other: 18: 5 3 2 5 7 10 12:
:----------------------------------------------------------------------------------------------------
: 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 35.7 62.0 20.2 41.6 33.1 53.8
Old : 20.4 49.9 35.3 62.6 20.4 42.9 33.2 54.7
Other: 67.7 60.8 82.7 79.0 60.4 60.8 75.1 74.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 24, 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 : 677,213: 142,074 170,716 2,175 386,658 373,861 530,907 546,752: 146,306 130,461
Old : 677,213: 142,074 170,716 2,175 386,658 373,861 530,907 546,752: 146,306 130,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: -7,125: 16,627 -7,423 -1,481 -11,959 -11,219 3,187 -20,123: -10,312 12,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 25.2 0.3 57.1 55.2 78.4 80.7: 21.6 19.3
Old : 100.0: 21.0 25.2 0.3 57.1 55.2 78.4 80.7: 21.6 19.3
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 : 170: 37 36 7 69 66 110 105:
Old : 170: 37 36 7 69 66 110 105:
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 : 22.6 18.1 33.5 29.6 22.4 18.1 32.9 28.7
Old : 22.6 18.1 33.5 29.6 22.4 18.1 32.9 28.7
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 24, 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 : 2,518,656: 776,448 351,450 73,829 1,382,403 1,709,310 2,232,680 2,134,589: 285,976 384,067
Old : 2,518,656: 776,448 351,450 73,829 1,382,403 1,709,310 2,232,680 2,134,589: 285,976 384,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 84,330: 28,460 39,235 -1,619 81,010 55,380 107,851 92,996: -23,521 -8,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 14.0 2.9 54.9 67.9 88.6 84.8: 11.4 15.2
Old : 100.0: 30.8 14.0 2.9 54.9 67.9 88.6 84.8: 11.4 15.2
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 : 302: 63 67 38 129 117 211 203:
Old : 302: 63 67 38 129 117 211 203:
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 : 26.1 38.4 36.9 46.9 23.3 37.4 32.4 44.9
Old : 26.1 38.4 36.9 46.9 23.3 37.4 32.4 44.9
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 24, 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 : 1,409,763: 188,800 199,552 18,058 967,424 924,709 1,174,282 1,142,319: 235,481 267,444
Old : 1,409,763: 188,800 199,552 18,058 967,424 924,709 1,174,282 1,142,319: 235,481 267,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 17,771: -14,730 4,611 -400 53,644 2,076 38,514 6,287: -20,743 11,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 14.2 1.3 68.6 65.6 83.3 81.0: 16.7 19.0
Old : 100.0: 13.4 14.2 1.3 68.6 65.6 83.3 81.0: 16.7 19.0
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 : 189: 41 36 21 78 75 128 123:
Old : 189: 41 36 21 78 75 128 123:
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 : 30.6 35.3 42.1 44.4 27.7 33.0 35.5 40.0
Old : 30.6 35.3 42.1 44.4 27.7 33.0 35.5 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, October 24, 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 : 485,474: 60,283 88,563 130,566 260,104 229,984 450,953 449,113: 34,521 36,361
Old : 485,474: 60,283 88,563 130,566 260,104 229,984 450,953 449,113: 34,521 36,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 6,567: -9,897 -593 7,962 2,500 -3,376 565 3,993: 6,002 2,574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 18.2 26.9 53.6 47.4 92.9 92.5: 7.1 7.5
Old : 100.0: 12.4 18.2 26.9 53.6 47.4 92.9 92.5: 7.1 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 : 135: 26 41 35 48 57 92 117:
Old : 135: 26 41 35 48 57 92 117:
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 : 30.2 20.6 46.3 32.5 26.9 12.8 35.8 20.3
Old : 30.2 20.6 46.3 32.5 26.9 12.8 35.8 20.3
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 24, 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 : 9,525: 2,525 551 332 1,819 6,278 4,676 7,161: 4,849 2,364
Old : 9,525: 2,525 551 332 1,819 6,278 4,676 7,161: 4,849 2,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 5.8 3.5 19.1 65.9 49.1 75.2: 50.9 24.8
Old : 100.0: 26.5 5.8 3.5 19.1 65.9 49.1 75.2: 50.9 24.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 3 3 4 7 13 12:
Old : 20: 8 3 3 4 7 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 55.6 40.2 68.5 19.6 53.6 30.4 62.5
Old : 27.3 55.6 40.2 68.5 19.6 53.6 30.4 62.5
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 24, 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 : 44,891: 7,345 5,756 1,083 14,003 26,783 22,431 33,622: 22,460 11,269
Old : 44,891: 7,345 5,756 1,083 14,003 26,783 22,431 33,622: 22,460 11,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 3,645: 1,288 -785 -595 18 2,545 711 1,165: 2,934 2,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.8 2.4 31.2 59.7 50.0 74.9: 50.0 25.1
Old : 100.0: 16.4 12.8 2.4 31.2 59.7 50.0 74.9: 50.0 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 : 59: 20 15 6 13 17 35 36:
Old : 59: 20 15 6 13 17 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 39.3 27.9 51.5 15.4 39.1 23.9 48.4
Old : 16.2 39.3 27.9 51.5 15.4 39.1 23.9 48.4
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 24, 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 : 63,441: 17,269 11,915 16 20,015 42,954 37,300 54,885: 26,141 8,556
Old : 63,441: 17,269 11,915 16 20,015 42,954 37,300 54,885: 26,141 8,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 1,364: 626 341 5 195 932 826 1,278: 538 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 18.8 0.0 31.5 67.7 58.8 86.5: 41.2 13.5
Old : 100.0: 27.2 18.8 0.0 31.5 67.7 58.8 86.5: 41.2 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 25 16 1 18 15 43 32:
Old : 71: 25 16 1 18 15 43 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 46.0 31.1 65.9 18.0 46.0 31.1 65.9
Old : 18.0 46.0 31.1 65.9 18.0 46.0 31.1 65.9
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 24, 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 : 136,347: 40,458 25,441 617 84,293 55,120 125,368 81,178: 10,979 55,169
Old : 136,347: 40,458 25,441 617 84,293 55,120 125,368 81,178: 10,979 55,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 6,535: 4,015 6,768 105 1,676 -1,956 5,796 4,917: 739 1,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 18.7 0.5 61.8 40.4 91.9 59.5: 8.1 40.5
Old : 100.0: 29.7 18.7 0.5 61.8 40.4 91.9 59.5: 8.1 40.5
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: 26 35 3 18 28 47 63:
Old : 101: 26 35 3 18 28 47 63:
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 : 58.7 24.1 68.1 31.5 58.7 24.1 68.1 31.5
Old : 58.7 24.1 68.1 31.5 58.7 24.1 68.1 31.5
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 24, 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 : 41,955: 1,711 12,389 1,786 38,311 27,637 41,808 41,812: 147 143
Old : 41,955: 1,711 12,389 1,786 38,311 27,637 41,808 41,812: 147 143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2006 :
: 1,461: -1,241 -422 1,162 1,731 935 1,652 1,675: -191 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 29.5 4.3 91.3 65.9 99.6 99.7: 0.4 0.3
Old : 100.0: 4.1 29.5 4.3 91.3 65.9 99.6 99.7: 0.4 0.3
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 : 37: 7 11 4 14 10 22 24:
Old : 37: 7 11 4 14 10 22 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 : 80.2 83.4 92.7 95.1 79.6 80.1 90.5 91.2
Old : 80.2 83.4 92.7 95.1 79.6 80.1 90.5 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2006