WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 540,095: 79,171 65,112 143,094 275,896 260,219 498,160 468,424: 41,934 71,670
Old : 428,373: 75,123 82,119 92,287 228,489 210,011 395,900 384,418: 32,474 43,955
Other: 111,721: 45,499 24,444 9,355 47,406 50,208 102,261 84,006: 9,461 27,715
: : :
: : Changes in Commitments from: July 25, 2006 :
: 3,167: -4,494 5,270 4,612 -1,002 -12,830 -884 -2,948: 4,050 6,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 12.1 26.5 51.1 48.2 92.2 86.7: 7.8 13.3
Old : 100.0: 17.5 19.2 21.5 53.3 49.0 92.4 89.7: 7.6 10.3
Other: 100.0: 40.7 21.9 8.4 42.4 44.9 91.5 75.2: 8.5 24.8
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 101 124 157 71 98 294 297:
Old : 359: 96 141 121 64 89 256 272:
Other: 218: 85 47 51 25 73 124 160:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 20.5 32.3 28.0 21.3 15.9 30.9 20.6
Old : 26.1 24.8 38.3 34.2 26.1 22.9 38.3 31.1
Other: 26.8 14.4 44.1 24.8 26.2 14.2 41.7 23.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 1,731,018: 302,278 99,359 522,563 692,719 785,508 1,517,560 1,407,430: 213,458 323,588
Old : 444,898: 53,809 163,702 76,801 266,980 162,537 397,590 403,041: 47,308 41,857
Other: 1,286,120: 399,448 86,635 294,783 425,739 622,971 1,119,971 1,004,389: 166,150 281,731
: : :
: : Changes in Commitments from: July 25, 2006 :
: 27,885: 2,209 12,037 19,944 -1,918 -5,313 20,234 26,668: 7,651 1,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 5.7 30.2 40.0 45.4 87.7 81.3: 12.3 18.7
Old : 100.0: 12.1 36.8 17.3 60.0 36.5 89.4 90.6: 10.6 9.4
Other: 100.0: 31.1 6.7 22.9 33.1 48.4 87.1 78.1: 12.9 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 781: 194 165 275 284 320 641 647:
Old : 583: 112 149 102 202 213 365 413:
Other: 757: 231 148 204 228 312 551 584:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 16.0 22.9 21.5 14.0 12.2 20.9 15.4
Old : 33.9 13.0 45.1 23.3 33.9 11.2 44.8 19.5
Other: 13.6 18.0 21.2 23.7 12.4 14.7 17.0 18.0
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 15,204: 6,073 503 1,746 3,554 10,841 11,373 13,090: 3,831 2,114
Old : 15,162: 6,063 503 1,733 3,553 10,831 11,349 13,067: 3,813 2,095
Other: 42: 15 5 8 1 10 24 23: 18 19
: : :
: : Changes in Commitments from: July 25, 2006 :
: -141: -331 52 632 -553 -926 -252 -242: 110 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 3.3 11.5 23.4 71.3 74.8 86.1: 25.2 13.9
Old : 100.0: 40.0 3.3 11.4 23.4 71.4 74.8 86.2: 25.2 13.8
Other: 100.0: 35.7 11.9 19.0 2.4 23.8 57.1 54.8: 42.9 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 25 6 10 13 16 45 27:
Old : 53: 26 6 10 13 16 45 27:
Other: 5: 1 1 2 1 1 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 : 23.5 38.9 38.1 57.4 21.8 37.4 35.1 53.5
Old : 23.6 38.9 38.2 57.5 21.8 37.4 35.2 53.6
Other: 57.1 54.8 57.1 54.8 38.1 35.7 38.1 35.7
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 414,997: 60,358 95,480 91,909 200,818 137,959 353,085 325,348: 61,912 89,649
Old : 394,183: 61,324 98,574 79,409 194,816 130,967 335,549 308,949: 58,634 85,234
Other: 20,814: 8,367 6,239 3,167 6,002 6,993 17,537 16,399: 3,277 4,415
: : :
: : Changes in Commitments from: July 25, 2006 :
: 16,833: 2,135 22,506 4,083 10,478 -9,220 16,696 17,369: 137 -535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 23.0 22.1 48.4 33.2 85.1 78.4: 14.9 21.6
Old : 100.0: 15.6 25.0 20.1 49.4 33.2 85.1 78.4: 14.9 21.6
Other: 100.0: 40.2 30.0 15.2 28.8 33.6 84.3 78.8: 15.7 21.2
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 118 132 154 101 124 303 351:
Old : 411: 113 139 148 101 124 297 348:
Other: 116: 25 31 11 10 54 41 90:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 14.2 32.3 21.7 18.3 10.1 26.8 14.8
Old : 20.0 14.2 32.6 21.3 19.3 10.4 27.4 15.4
Other: 37.2 39.9 51.4 48.8 34.6 28.9 47.0 36.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,262: 11,816 4,938 218 0 470 12,034 5,626: 3,228 9,636
Old : 13,667: 10,331 4,137 210 0 451 10,541 4,798: 3,126 8,869
Other: 1,595: 1,493 809 0 0 19 1,493 828: 102 767
: : :
: : Changes in Commitments from: July 25, 2006 :
: -117: 275 616 73 0 10 348 699: -465 -816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 32.4 1.4 0.0 3.1 78.8 36.9: 21.2 63.1
Old : 100.0: 75.6 30.3 1.5 0.0 3.3 77.1 35.1: 22.9 64.9
Other: 100.0: 93.6 50.7 0.0 0.0 1.2 93.6 51.9: 6.4 48.1
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 10 15 4 0 2 12 19:
Old : 27: 11 14 3 0 2 12 18:
Other: 6: 4 1 0 0 1 4 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 16.9 75.7 24.3 68.8 16.8 75.2 24.3
Old : 67.9 15.3 74.0 23.1 67.4 15.3 73.6 23.1
Other: 93.6 51.9 93.6 51.9 93.6 51.9 93.6 51.9
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 308,851: 81,459 14,893 53,066 139,396 220,556 273,920 288,515: 34,930 20,336
Old : 39,044: 9,096 6,281 6,022 17,857 23,126 32,975 35,429: 6,069 3,615
Other: 269,807: 78,148 14,397 41,259 121,539 197,430 240,946 253,086: 28,861 16,721
: : :
: : Changes in Commitments from: July 25, 2006 :
: 3,124: -5,407 -3,764 6,604 -2,304 -1,661 -1,108 1,180: 4,231 1,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 4.8 17.2 45.1 71.4 88.7 93.4: 11.3 6.6
Old : 100.0: 23.3 16.1 15.4 45.7 59.2 84.5 90.7: 15.5 9.3
Other: 100.0: 29.0 5.3 15.3 45.0 73.2 89.3 93.8: 10.7 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 86 29 46 54 50 171 110:
Old : 103: 36 18 18 29 36 72 66:
Other: 187: 87 35 39 51 42 162 94:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 45.1 27.9 59.2 15.4 36.4 22.7 48.3
Old : 39.1 36.5 48.4 48.7 34.8 32.4 41.1 42.0
Other: 19.4 49.1 28.2 61.7 18.0 43.5 26.0 54.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 1,034,381: 116,934 169,878 177,330 595,228 493,579 889,492 840,787: 144,888 193,594
Old : 1,034,381: 116,934 169,878 177,330 595,228 493,579 889,492 840,787: 144,888 193,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 47,084: 6,585 21,198 22,869 9,842 -2,196 39,295 41,871: 7,789 5,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 16.4 17.1 57.5 47.7 86.0 81.3: 14.0 18.7
Old : 100.0: 11.3 16.4 17.1 57.5 47.7 86.0 81.3: 14.0 18.7
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 : 208: 43 50 54 82 99 150 178:
Old : 208: 43 50 54 82 99 150 178:
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 : 20.6 21.1 29.9 29.7 14.8 15.0 21.7 19.3
Old : 20.6 21.1 29.9 29.7 14.8 15.0 21.7 19.3
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 with Delta-adjusted Options and Futures Combined, August 1, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 236,932: 30,172 65,276 36,529 137,705 109,926 204,407 211,731: 32,525 25,201
Old : 53,173: 7,367 6,451 3,873 31,706 35,735 42,946 46,059: 10,226 7,113
Other: 183,759: 27,495 63,514 27,967 105,999 74,191 161,461 165,672: 22,298 18,088
: : :
: : Changes in Commitments from: July 25, 2006 :
: 13,903: -2,134 7,800 2,498 12,328 2,447 12,692 12,745: 1,211 1,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 27.6 15.4 58.1 46.4 86.3 89.4: 13.7 10.6
Old : 100.0: 13.9 12.1 7.3 59.6 67.2 80.8 86.6: 19.2 13.4
Other: 100.0: 15.0 34.6 15.2 57.7 40.4 87.9 90.2: 12.1 9.8
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 43 71 46 60 55 128 161:
Old : 114: 30 21 18 47 34 85 68:
Other: 185: 41 75 38 51 48 114 145:
:----------------------------------------------------------------------------------------------------
: 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 : 31.3 25.9 38.4 36.5 28.4 20.0 34.4 29.4
Old : 27.3 49.4 38.7 59.6 26.3 49.0 37.2 59.0
Other: 34.1 21.7 41.8 33.0 30.5 20.6 37.6 30.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 14,882: 3,809 396 1,734 5,449 10,888 10,992 13,018: 3,890 1,864
Old : 14,882: 3,809 396 1,734 5,449 10,888 10,992 13,018: 3,890 1,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 242: -565 -9 490 528 -446 453 35: -211 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 2.7 11.7 36.6 73.2 73.9 87.5: 26.1 12.5
Old : 100.0: 25.6 2.7 11.7 36.6 73.2 73.9 87.5: 26.1 12.5
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 : 64: 26 7 11 23 23 53 37:
Old : 64: 26 7 11 23 23 53 37:
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 56.5 31.4 68.4 15.7 50.9 26.8 59.0
Old : 18.0 56.5 31.4 68.4 15.7 50.9 26.8 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 687,602: 122,547 178,758 13,892 426,088 383,865 562,527 576,515: 125,075 111,087
Old : 687,602: 122,547 178,758 13,892 426,088 383,865 562,527 576,515: 125,075 111,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 45,306: -12,898 44,693 -3,474 53,063 5,783 36,690 47,002: 8,615 -1,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 26.0 2.0 62.0 55.8 81.8 83.8: 18.2 16.2
Old : 100.0: 17.8 26.0 2.0 62.0 55.8 81.8 83.8: 18.2 16.2
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 : 169: 35 35 18 69 74 112 119:
Old : 169: 35 35 18 69 74 112 119:
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 : 21.5 22.5 34.0 33.9 21.4 22.3 33.7 32.8
Old : 21.5 22.5 34.0 33.9 21.4 22.3 33.7 32.8
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 with Delta-adjusted Options and Futures Combined, August 1, 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 : 2,691,319: 540,825 313,017 354,066 1,483,574 1,614,541 2,378,465 2,281,623: 312,854 409,696
Old : 2,691,319: 540,825 313,017 354,066 1,483,574 1,614,541 2,378,465 2,281,623: 312,854 409,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 190,800: 50,273 4,094 75,822 40,339 108,668 166,433 188,584: 24,366 2,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 11.6 13.2 55.1 60.0 88.4 84.8: 11.6 15.2
Old : 100.0: 20.1 11.6 13.2 55.1 60.0 88.4 84.8: 11.6 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 : 300: 54 79 80 131 140 228 256:
Old : 300: 54 79 80 131 140 228 256:
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 : 21.2 24.6 31.5 32.9 17.1 22.2 26.5 28.8
Old : 21.2 24.6 31.5 32.9 17.1 22.2 26.5 28.8
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 with Delta-adjusted Options and Futures Combined, August 1, 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 : 1,534,968: 265,184 236,568 162,489 863,554 856,455 1,291,227 1,255,512: 243,741 279,457
Old : 1,534,968: 265,184 236,568 162,489 863,554 856,455 1,291,227 1,255,512: 243,741 279,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 139,608: 11,210 4,313 39,089 63,257 102,051 113,555 145,452: 26,053 -5,844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 15.4 10.6 56.3 55.8 84.1 81.8: 15.9 18.2
Old : 100.0: 17.3 15.4 10.6 56.3 55.8 84.1 81.8: 15.9 18.2
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 : 214: 43 47 45 93 95 159 164:
Old : 214: 43 47 45 93 95 159 164:
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 19.3 33.1 28.0 20.5 17.4 27.5 24.5
Old : 25.0 19.3 33.1 28.0 20.5 17.4 27.5 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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 : 698,323: 77,477 132,002 199,483 323,807 295,820 600,767 627,305: 97,555 71,018
Old : 698,323: 77,477 132,002 199,483 323,807 295,820 600,767 627,305: 97,555 71,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -120,917: -36,993 16,880 -121,559 -18,763 -46,603 -177,315 -151,282: 56,397 30,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 18.9 28.6 46.4 42.4 86.0 89.8: 14.0 10.2
Old : 100.0: 11.1 18.9 28.6 46.4 42.4 86.0 89.8: 14.0 10.2
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 : 163: 32 37 54 72 74 135 140:
Old : 163: 32 37 54 72 74 135 140:
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 : 12.9 18.6 24.3 29.8 11.5 10.0 17.8 15.6
Old : 12.9 18.6 24.3 29.8 11.5 10.0 17.8 15.6
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 with Delta-adjusted Options and Futures Combined, August 1, 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 : 25,511: 5,909 1,317 643 4,386 15,663 10,938 17,623: 14,573 7,888
Old : 25,511: 5,909 1,317 643 4,386 15,663 10,938 17,623: 14,573 7,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: -3,530: 1,412 -807 -1,320 -2,573 -155 -2,481 -2,282: -1,049 -1,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 5.2 2.5 17.2 61.4 42.9 69.1: 57.1 30.9
Old : 100.0: 23.2 5.2 2.5 17.2 61.4 42.9 69.1: 57.1 30.9
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 : 27: 11 4 3 7 10 19 16:
Old : 27: 11 4 3 7 10 19 16:
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 42.9 33.7 58.5 23.8 41.7 33.5 57.0
Old : 23.8 42.9 33.7 58.5 23.8 41.7 33.5 57.0
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 with Delta-adjusted Options and Futures Combined, August 1, 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 : 59,589: 10,933 3,599 856 21,382 48,383 33,170 52,837: 26,419 6,752
Old : 59,589: 10,933 3,599 856 21,382 48,383 33,170 52,837: 26,419 6,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 353: -962 209 71 1,922 290 1,031 570: -678 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 6.0 1.4 35.9 81.2 55.7 88.7: 44.3 11.3
Old : 100.0: 18.3 6.0 1.4 35.9 81.2 55.7 88.7: 44.3 11.3
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 : 63: 16 14 7 20 15 42 30:
Old : 63: 16 14 7 20 15 42 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 : 19.3 52.1 29.8 74.5 19.3 52.1 29.8 74.5
Old : 19.3 52.1 29.8 74.5 19.3 52.1 29.8 74.5
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 with Delta-adjusted Options and Futures Combined, August 1, 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 : 102,297: 22,000 21,711 3,325 69,704 24,347 95,029 49,384: 7,268 52,913
Old : 102,297: 22,000 21,711 3,325 69,704 24,347 95,029 49,384: 7,268 52,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 669: -39,809 -3,386 413 41,889 4,613 2,494 1,640: -1,825 -972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 21.2 3.3 68.1 23.8 92.9 48.3: 7.1 51.7
Old : 100.0: 21.5 21.2 3.3 68.1 23.8 92.9 48.3: 7.1 51.7
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 : 86: 24 26 15 21 21 54 53:
Old : 86: 24 26 15 21 21 54 53:
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 : 61.9 17.7 71.3 26.5 61.9 14.8 69.2 22.6
Old : 61.9 17.7 71.3 26.5 61.9 14.8 69.2 22.6
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 with Delta-adjusted Options and Futures Combined, August 1, 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 : 21,709: 10,044 5,372 457 10,985 15,683 21,486 21,512: 223 197
Old : 21,709: 10,044 5,372 457 10,985 15,683 21,486 21,512: 223 197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2006 :
: 4,538: 1,854 2,781 119 2,518 1,626 4,491 4,526: 47 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 24.7 2.1 50.6 72.2 99.0 99.1: 1.0 0.9
Old : 100.0: 46.3 24.7 2.1 50.6 72.2 99.0 99.1: 1.0 0.9
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 : 41: 8 14 4 14 10 24 26:
Old : 41: 8 14 4 14 10 24 26:
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 : 61.4 81.6 79.3 90.6 61.4 78.7 79.3 85.7
Old : 61.4 81.6 79.3 90.6 61.4 78.7 79.3 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 4, 2006