WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, November 7, 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 : 457,491: 82,090 62,636 86,580 249,312 245,338 417,982 394,554: 39,509 62,937
Old : 313,472: 67,167 67,122 39,731 176,482 171,838 283,380 278,691: 30,092 34,781
Other: 144,019: 45,322 25,913 16,450 72,830 73,500 134,602 115,863: 9,417 28,156
: : :
: : Changes in Commitments from: October 31, 2006 :
: 1,252: -168 753 4,087 -4,876 -5,336 -957 -496: 2,209 1,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 13.7 18.9 54.5 53.6 91.4 86.2: 8.6 13.8
Old : 100.0: 21.4 21.4 12.7 56.3 54.8 90.4 88.9: 9.6 11.1
Other: 100.0: 31.5 18.0 11.4 50.6 51.0 93.5 80.4: 6.5 19.6
: : :
:# Traders : Number of Traders in Each Category :
All : 344: 117 86 111 67 103 262 247:
Old : 326: 115 90 85 50 86 222 219:
Other: 202: 49 57 39 39 82 110 159:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 21.7 35.5 30.9 23.5 15.0 34.5 22.0
Old : 33.6 25.0 44.8 36.0 33.6 24.9 44.7 35.1
Other: 33.6 22.1 49.7 31.2 30.3 17.8 42.0 24.7
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, November 7, 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 : 1,408,139: 324,080 93,112 223,296 678,491 797,783 1,225,867 1,114,191: 182,272 293,948
Old : 1,066,942: 245,032 123,121 120,546 549,138 598,276 914,716 841,943: 152,226 224,999
Other: 341,197: 146,199 37,142 35,599 129,353 199,507 311,151 272,248: 30,046 68,949
: : :
: : Changes in Commitments from: October 31, 2006 :
: 33,198: 7,688 -4,282 -4,450 7,904 33,220 11,142 24,488: 22,056 8,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 6.6 15.9 48.2 56.7 87.1 79.1: 12.9 20.9
Old : 100.0: 23.0 11.5 11.3 51.5 56.1 85.7 78.9: 14.3 21.1
Other: 100.0: 42.8 10.9 10.4 37.9 58.5 91.2 79.8: 8.8 20.2
: : :
:# Traders : Number of Traders in Each Category :
All : 756: 223 119 179 235 320 548 552:
Old : 738: 206 129 153 221 307 512 523:
Other: 491: 96 77 40 86 269 196 375:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 15.1 25.2 21.7 15.5 13.6 23.7 18.4
Old : 18.4 13.6 26.9 21.0 18.4 12.3 26.5 17.7
Other: 27.4 25.3 39.0 31.7 27.4 22.7 38.8 28.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, November 7, 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 : 14,835: 5,825 117 346 5,391 12,591 11,562 13,054: 3,273 1,781
Old : 13,862: 5,708 222 230 5,015 11,742 10,953 12,194: 2,909 1,668
Other: 973: 222 0 11 376 849 609 860: 364 113
: : :
: : Changes in Commitments from: October 31, 2006 :
: -43: -248 -18 165 93 222 10 369: -53 -412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 0.8 2.3 36.3 84.9 77.9 88.0: 22.1 12.0
Old : 100.0: 41.2 1.6 1.7 36.2 84.7 79.0 88.0: 21.0 12.0
Other: 100.0: 22.8 0.0 1.1 38.6 87.3 62.6 88.4: 37.4 11.6
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 25 3 7 16 17 43 25:
Old : 51: 24 4 7 13 17 40 25:
Other: 16: 6 0 2 6 6 12 8:
:----------------------------------------------------------------------------------------------------
: 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 : 29.1 54.2 43.0 75.9 27.7 47.5 40.0 65.4
Old : 30.0 54.3 44.8 75.9 29.7 47.6 42.8 67.3
Other: 46.7 82.6 59.3 88.4 37.5 78.1 49.0 78.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, November 7, 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 : 385,229: 77,892 43,993 59,858 195,919 203,626 333,669 307,477: 51,560 77,752
Old : 335,907: 66,324 58,550 35,603 190,082 173,168 292,009 267,321: 43,898 68,586
Other: 49,322: 33,680 7,555 2,143 5,837 30,458 41,660 40,156: 7,662 9,166
: : :
: : Changes in Commitments from: October 31, 2006 :
: 9,427: 9,652 -1,490 1,439 -5,059 10,023 6,032 9,972: 3,395 -545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 11.4 15.5 50.9 52.9 86.6 79.8: 13.4 20.2
Old : 100.0: 19.7 17.4 10.6 56.6 51.6 86.9 79.6: 13.1 20.4
Other: 100.0: 68.3 15.3 4.3 11.8 61.8 84.5 81.4: 15.5 18.6
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 118 105 109 82 130 275 285:
Old : 390: 120 105 92 79 125 260 268:
Other: 170: 36 36 11 18 84 60 126:
:----------------------------------------------------------------------------------------------------
: 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 19.4 31.4 27.7 19.4 16.3 27.6 22.6
Old : 22.9 19.2 36.0 27.1 22.9 17.2 33.1 23.1
Other: 44.4 40.6 61.9 53.9 44.4 40.3 59.5 52.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, November 7, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,561: 10,849 4,080 1,571 0 273 12,420 5,924: 3,141 9,637
Old : 13,355: 9,003 3,987 1,417 0 257 10,420 5,661: 2,935 7,694
Other: 2,206: 1,997 244 3 0 16 2,000 263: 206 1,943
: : :
: : Changes in Commitments from: October 31, 2006 :
: 1,870: 2,251 1,019 -408 0 76 1,843 687: 27 1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 26.2 10.1 0.0 1.8 79.8 38.1: 20.2 61.9
Old : 100.0: 67.4 29.9 10.6 0.0 1.9 78.0 42.4: 22.0 57.6
Other: 100.0: 90.5 11.1 0.1 0.0 0.7 90.7 11.9: 9.3 88.1
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 17 12 10 0 1 20 20:
Old : 30: 16 13 10 0 1 20 20:
Other: 10: 7 2 1 0 1 7 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 : 47.2 17.3 60.6 24.3 45.7 16.1 57.2 22.8
Old : 44.1 19.5 58.9 27.6 43.7 18.7 55.2 26.4
Other: 79.3 11.9 90.7 11.9 79.3 11.8 90.5 11.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, November 7, 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 : 267,084: 73,478 12,638 37,792 119,807 195,724 231,077 246,154: 36,007 20,930
Old : 242,244: 69,438 11,607 25,125 112,830 186,054 207,393 222,786: 34,851 19,458
Other: 24,840: 12,748 9,739 3,959 6,977 9,670 23,684 23,368: 1,156 1,472
: : :
: : Changes in Commitments from: October 31, 2006 :
: 5,670: 8,192 -3,176 2,485 -6,945 6,320 3,732 5,629: 1,938 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 4.7 14.1 44.9 73.3 86.5 92.2: 13.5 7.8
Old : 100.0: 28.7 4.8 10.4 46.6 76.8 85.6 92.0: 14.4 8.0
Other: 100.0: 51.3 39.2 15.9 28.1 38.9 95.3 94.1: 4.7 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 76 18 35 56 50 149 97:
Old : 172: 75 21 31 56 50 146 94:
Other: 46: 13 11 6 14 11 31 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 : 19.8 42.8 28.4 55.2 18.2 40.5 24.7 49.5
Old : 20.5 45.1 28.2 56.6 19.4 42.9 26.2 51.9
Other: 41.6 51.6 67.4 72.6 36.1 43.8 60.7 61.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, November 7, 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 : 772,984: 123,119 199,841 11,579 481,151 404,398 615,849 615,818: 157,135 157,166
Old : 772,984: 123,119 199,841 11,579 481,151 404,398 615,849 615,818: 157,135 157,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 9,818: 5,713 22,652 170 -4,624 6,222 1,259 29,044: 8,559 -19,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 25.9 1.5 62.2 52.3 79.7 79.7: 20.3 20.3
Old : 100.0: 15.9 25.9 1.5 62.2 52.3 79.7 79.7: 20.3 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 : 173: 38 38 19 69 72 114 122:
Old : 173: 38 38 19 69 72 114 122:
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 : 23.8 27.5 33.6 39.7 21.2 22.9 28.7 31.6
Old : 23.8 27.5 33.6 39.7 21.2 22.9 28.7 31.6
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, November 7, 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 : 218,276: 50,693 19,019 33,849 96,404 147,388 180,946 200,256: 37,330 18,020
Old : 206,113: 52,145 16,078 27,859 90,327 145,211 170,331 189,148: 35,782 16,965
Other: 12,163: 2,048 6,441 2,490 6,077 2,177 10,615 11,108: 1,548 1,055
: : :
: : Changes in Commitments from: October 31, 2006 :
: 9,094: 3,887 -3,810 1,063 3,715 13,201 8,665 10,454: 429 -1,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 8.7 15.5 44.2 67.5 82.9 91.7: 17.1 8.3
Old : 100.0: 25.3 7.8 13.5 43.8 70.5 82.6 91.8: 17.4 8.2
Other: 100.0: 16.8 53.0 20.5 50.0 17.9 87.3 91.3: 12.7 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 62 31 45 56 48 150 106:
Old : 170: 68 30 43 56 45 150 100:
Other: 53: 11 17 9 17 13 35 33:
:----------------------------------------------------------------------------------------------------
: 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 44.1 32.8 54.3 23.9 42.1 31.5 51.3
Old : 24.9 46.7 33.5 56.5 24.4 45.8 32.3 54.6
Other: 31.1 47.9 51.9 65.7 31.0 47.9 50.4 58.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, November 7, 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 : 14,452: 2,934 1,159 1,417 7,133 10,844 11,484 13,420: 2,968 1,032
Old : 13,744: 2,843 1,208 1,327 6,773 10,282 10,943 12,817: 2,801 927
Other: 708: 158 18 23 360 562 541 603: 167 105
: : :
: : Changes in Commitments from: October 31, 2006 :
: 30: 366 -417 -352 -282 1,216 -268 447: 298 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 8.0 9.8 49.4 75.0 79.5 92.9: 20.5 7.1
Old : 100.0: 20.7 8.8 9.7 49.3 74.8 79.6 93.3: 20.4 6.7
Other: 100.0: 22.3 2.5 3.2 50.8 79.4 76.4 85.2: 23.6 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 19 7 9 23 18 46 30:
Old : 57: 18 7 6 22 18 41 30:
Other: 20: 7 2 3 5 8 13 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 : 22.9 52.0 40.5 67.8 22.1 46.0 35.6 59.1
Old : 23.9 53.3 40.4 68.7 22.5 47.5 36.1 60.4
Other: 50.1 58.5 70.5 81.8 38.3 53.4 48.9 60.3
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, November 7, 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 : 661,030: 128,737 146,464 3,368 391,034 390,535 523,139 540,367: 137,891 120,663
Old : 661,030: 128,737 146,464 3,368 391,034 390,535 523,139 540,367: 137,891 120,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -10,353: -8,596 -12,869 248 3,854 -1,243 -4,494 -13,864: -5,859 3,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 22.2 0.5 59.2 59.1 79.1 81.7: 20.9 18.3
Old : 100.0: 19.5 22.2 0.5 59.2 59.1 79.1 81.7: 20.9 18.3
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 : 160: 37 30 6 63 68 102 102:
Old : 160: 37 30 6 63 68 102 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 20.5 35.5 33.5 24.2 20.1 34.2 32.1
Old : 24.3 20.5 35.5 33.5 24.2 20.1 34.2 32.1
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, November 7, 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 : 2,387,678: 705,981 355,285 96,220 1,262,871 1,554,635 2,065,072 2,006,140: 322,606 381,538
Old : 2,387,678: 705,981 355,285 96,220 1,262,871 1,554,635 2,065,072 2,006,140: 322,606 381,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -25,886: -34,156 -9,344 24,104 -20,840 -8,345 -30,892 6,415: 5,006 -32,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 14.9 4.0 52.9 65.1 86.5 84.0: 13.5 16.0
Old : 100.0: 29.6 14.9 4.0 52.9 65.1 86.5 84.0: 13.5 16.0
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 : 301: 57 78 43 122 124 204 220:
Old : 301: 57 78 43 122 124 204 220:
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 : 23.4 28.8 34.7 37.1 19.6 27.6 29.8 34.7
Old : 23.4 28.8 34.7 37.1 19.6 27.6 29.8 34.7
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, November 7, 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 : 1,386,411: 166,169 211,083 19,717 924,604 873,689 1,110,490 1,104,489: 275,921 281,922
Old : 1,386,411: 166,169 211,083 19,717 924,604 873,689 1,110,490 1,104,489: 275,921 281,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -21,243: -46,004 4,307 2,333 2,483 -23,784 -41,188 -17,144: 19,945 -4,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 15.2 1.4 66.7 63.0 80.1 79.7: 19.9 20.3
Old : 100.0: 12.0 15.2 1.4 66.7 63.0 80.1 79.7: 19.9 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 : 188: 39 37 20 73 80 119 130:
Old : 188: 39 37 20 73 80 119 130:
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 : 30.5 31.1 42.3 39.4 27.9 30.2 35.7 35.9
Old : 30.5 31.1 42.3 39.4 27.9 30.2 35.7 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, November 7, 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 : 384,191: 64,115 70,767 92,884 204,342 188,676 361,341 352,327: 22,850 31,864
Old : 384,191: 64,115 70,767 92,884 204,342 188,676 361,341 352,327: 22,850 31,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -88,272: 8,373 -4,148 -28,881 -63,534 -50,913 -84,042 -83,942: -4,230 -4,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 18.4 24.2 53.2 49.1 94.1 91.7: 5.9 8.3
Old : 100.0: 16.7 18.4 24.2 53.2 49.1 94.1 91.7: 5.9 8.3
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 : 126: 30 33 35 43 54 87 109:
Old : 126: 30 33 35 43 54 87 109:
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 : 26.7 18.8 43.4 31.5 23.6 10.5 30.0 18.1
Old : 26.7 18.8 43.4 31.5 23.6 10.5 30.0 18.1
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, November 7, 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 : 52,364: 18,033 4,370 4,075 6,141 32,447 28,249 40,892: 24,115 11,472
Old : 52,364: 18,033 4,370 4,075 6,141 32,447 28,249 40,892: 24,115 11,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 2,831: 2,663 825 816 -3,667 -112 -188 1,529: 3,019 1,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 8.3 7.8 11.7 62.0 53.9 78.1: 46.1 21.9
Old : 100.0: 34.4 8.3 7.8 11.7 62.0 53.9 78.1: 46.1 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 30 13 7 10 18 43 35:
Old : 65: 30 13 7 10 18 43 35:
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 : 17.4 33.7 26.9 50.1 12.1 33.1 20.7 44.4
Old : 17.4 33.7 26.9 50.1 12.1 33.1 20.7 44.4
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, November 7, 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 : 63,187: 17,579 11,943 25 19,088 42,155 36,692 54,123: 26,495 9,064
Old : 63,187: 17,579 11,943 25 19,088 42,155 36,692 54,123: 26,495 9,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 410: -501 -224 2 -1,256 -499 -1,755 -721: 2,165 1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 18.9 0.0 30.2 66.7 58.1 85.7: 41.9 14.3
Old : 100.0: 27.8 18.9 0.0 30.2 66.7 58.1 85.7: 41.9 14.3
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 : 70: 24 16 2 18 15 43 32:
Old : 70: 24 16 2 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 : 17.7 46.1 30.6 66.8 17.7 46.1 30.5 66.8
Old : 17.7 46.1 30.6 66.8 17.7 46.1 30.5 66.8
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, November 7, 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 : 131,339: 42,224 22,895 521 77,690 57,325 120,435 80,741: 10,904 50,598
Old : 131,339: 42,224 22,895 521 77,690 57,325 120,435 80,741: 10,904 50,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: -124: 934 -1,127 -52 -1,371 -49 -489 -1,228: 365 1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 17.4 0.4 59.2 43.6 91.7 61.5: 8.3 38.5
Old : 100.0: 32.1 17.4 0.4 59.2 43.6 91.7 61.5: 8.3 38.5
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 : 108: 34 30 2 16 33 51 64:
Old : 108: 34 30 2 16 33 51 64:
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 : 58.4 23.5 68.1 31.4 58.4 23.5 68.1 31.4
Old : 58.4 23.5 68.1 31.4 58.4 23.5 68.1 31.4
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, November 7, 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 : 43,248: 1,838 15,377 658 40,615 27,041 43,111 43,076: 137 172
Old : 43,248: 1,838 15,377 658 40,615 27,041 43,111 43,076: 137 172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2006 :
: 122: -36 410 150 111 -371 225 189: -103 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 35.6 1.5 93.9 62.5 99.7 99.6: 0.3 0.4
Old : 100.0: 4.2 35.6 1.5 93.9 62.5 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 : 38: 7 12 4 14 9 23 23:
Old : 38: 7 12 4 14 9 23 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 : 82.6 82.4 94.0 95.0 82.6 81.8 93.7 94.1
Old : 82.6 82.4 94.0 95.0 82.6 81.8 93.7 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2006