WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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 : 525,146: 81,001 66,491 133,172 269,232 254,930 483,404 454,593: 41,742 70,553
Old : 412,110: 75,905 84,459 80,415 223,310 203,602 379,630 368,476: 32,480 43,634
Other: 113,036: 48,669 25,605 9,184 45,922 51,328 103,774 86,117: 9,262 26,919
: : :
: : Changes in Commitments from: August 1, 2006 :
: -14,949: 1,830 1,380 -9,922 -6,664 -5,289 -14,756 -13,831: -193 -1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 12.7 25.4 51.3 48.5 92.1 86.6: 7.9 13.4
Old : 100.0: 18.4 20.5 19.5 54.2 49.4 92.1 89.4: 7.9 10.6
Other: 100.0: 43.1 22.7 8.1 40.6 45.4 91.8 76.2: 8.2 23.8
: : :
:# Traders : Number of Traders in Each Category :
All : 388: 110 120 163 74 100 305 306:
Old : 372: 107 139 130 66 91 270 281:
Other: 226: 82 55 52 26 74 127 165:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 20.9 33.2 28.6 21.8 16.2 31.7 21.2
Old : 27.0 25.3 39.7 35.0 27.0 23.5 39.7 31.6
Other: 26.5 14.3 43.4 24.6 26.2 14.2 41.2 23.2
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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 : 1,699,740: 296,212 101,094 505,736 692,038 767,996 1,493,986 1,374,825: 205,754 324,915
Old : 344,903: 39,883 112,165 75,800 187,628 121,992 303,311 309,957: 41,592 34,946
Other: 1,354,838: 358,772 91,371 327,493 504,410 646,004 1,190,675 1,064,868: 164,162 289,970
: : :
: : Changes in Commitments from: August 1, 2006 :
: -31,278: -6,066 1,735 -16,828 -681 -17,512 -23,574 -32,605: -7,703 1,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 5.9 29.8 40.7 45.2 87.9 80.9: 12.1 19.1
Old : 100.0: 11.6 32.5 22.0 54.4 35.4 87.9 89.9: 12.1 10.1
Other: 100.0: 26.5 6.7 24.2 37.2 47.7 87.9 78.6: 12.1 21.4
: : :
:# Traders : Number of Traders in Each Category :
All : 790: 216 151 269 299 331 649 658:
Old : 570: 93 153 108 214 204 378 394:
Other: 767: 246 132 213 233 323 550 612:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 15.1 23.0 20.6 14.2 11.3 21.2 14.7
Old : 27.7 13.6 37.5 22.9 27.7 12.0 35.9 18.4
Other: 14.1 16.4 21.6 21.9 13.9 13.2 18.8 16.7
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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 : 14,326: 5,570 502 1,447 3,867 10,376 10,884 12,326: 3,442 2,000
Old : 14,282: 5,557 502 1,441 3,866 10,364 10,864 12,308: 3,418 1,974
Other: 44: 15 2 4 1 12 20 18: 24 26
: : :
: : Changes in Commitments from: August 1, 2006 :
: -878: -503 -1 -298 312 -465 -489 -764: -389 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 3.5 10.1 27.0 72.4 76.0 86.0: 24.0 14.0
Old : 100.0: 38.9 3.5 10.1 27.1 72.6 76.1 86.2: 23.9 13.8
Other: 100.0: 34.1 4.5 9.1 2.3 27.3 45.5 40.9: 54.5 59.1
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 22 5 7 14 17 41 25:
Old : 50: 23 5 7 14 17 41 25:
Other: 4: 1 1 1 1 1 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 38.0 41.1 57.6 24.2 35.9 38.9 52.5
Old : 24.3 38.0 41.3 57.7 24.3 36.0 39.0 52.6
Other: 45.5 40.9 45.5 40.9 36.4 31.8 36.4 31.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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 : 418,437: 59,726 104,927 93,838 201,157 129,455 354,721 328,220: 63,716 90,217
Old : 396,826: 60,930 107,946 80,544 195,191 122,462 336,665 310,952: 60,161 85,874
Other: 21,611: 8,540 6,725 3,550 5,966 6,993 18,057 17,268: 3,554 4,343
: : :
: : Changes in Commitments from: August 1, 2006 :
: 3,440: -632 9,447 1,929 339 -8,504 1,636 2,872: 1,804 568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 25.1 22.4 48.1 30.9 84.8 78.4: 15.2 21.6
Old : 100.0: 15.4 27.2 20.3 49.2 30.9 84.8 78.4: 15.2 21.6
Other: 100.0: 39.5 31.1 16.4 27.6 32.4 83.6 79.9: 16.4 20.1
: : :
:# Traders : Number of Traders in Each Category :
All : 417: 113 140 151 107 126 309 348:
Old : 414: 116 142 144 107 126 303 344:
Other: 115: 25 29 13 12 52 44 88:
:----------------------------------------------------------------------------------------------------
: 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 12.6 31.0 20.8 17.8 9.8 26.4 15.0
Old : 20.0 12.6 31.4 20.4 18.8 10.2 26.9 15.6
Other: 35.2 39.5 51.3 49.3 33.5 28.3 46.2 36.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,774: 11,444 4,053 1,574 0 473 13,018 6,100: 2,756 9,674
Old : 14,168: 10,184 3,488 1,330 0 454 11,514 5,272: 2,654 8,896
Other: 1,606: 1,504 809 0 0 19 1,504 828: 102 778
: : :
: : Changes in Commitments from: August 1, 2006 :
: 512: -372 -885 1,356 0 3 984 474: -472 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 25.7 10.0 0.0 3.0 82.5 38.7: 17.5 61.3
Old : 100.0: 71.9 24.6 9.4 0.0 3.2 81.3 37.2: 18.7 62.8
Other: 100.0: 93.6 50.4 0.0 0.0 1.2 93.6 51.6: 6.4 48.4
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 13 8 0 2 13 18:
Old : 23: 8 13 6 0 2 12 17:
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 : 67.3 19.2 77.3 28.8 66.6 14.3 72.5 20.6
Old : 68.2 19.8 77.0 28.2 66.4 13.7 71.9 20.0
Other: 93.6 51.6 93.6 51.6 93.6 51.6 93.6 51.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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 : 299,780: 78,930 13,784 52,759 135,021 213,573 266,709 280,116: 33,071 19,664
Old : 31,223: 6,795 6,054 5,184 14,075 17,552 26,054 28,791: 5,169 2,432
Other: 268,557: 77,458 13,053 42,252 120,946 196,021 240,656 251,325: 27,902 17,232
: : :
: : Changes in Commitments from: August 1, 2006 :
: -9,071: -2,529 -1,109 -307 -4,375 -6,983 -7,211 -8,399: -1,860 -671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 4.6 17.6 45.0 71.2 89.0 93.4: 11.0 6.6
Old : 100.0: 21.8 19.4 16.6 45.1 56.2 83.4 92.2: 16.6 7.8
Other: 100.0: 28.8 4.9 15.7 45.0 73.0 89.6 93.6: 10.4 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 82 33 47 54 50 168 113:
Old : 98: 24 25 16 27 37 60 69:
Other: 190: 88 35 45 50 43 163 102:
:----------------------------------------------------------------------------------------------------
: 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 43.0 26.5 57.8 15.7 35.6 22.8 47.6
Old : 33.1 34.9 45.0 47.3 29.5 29.8 38.1 40.7
Other: 18.9 46.7 27.6 60.4 17.6 41.3 25.4 52.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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 : 1,098,973: 113,513 173,009 213,189 617,212 514,833 943,914 901,031: 155,060 197,942
Old : 1,098,973: 113,513 173,009 213,189 617,212 514,833 943,914 901,031: 155,060 197,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 64,593: -3,421 3,131 35,859 21,983 21,254 54,421 60,244: 10,171 4,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 15.7 19.4 56.2 46.8 85.9 82.0: 14.1 18.0
Old : 100.0: 10.3 15.7 19.4 56.2 46.8 85.9 82.0: 14.1 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 32 58 54 80 95 148 171:
Old : 201: 32 58 54 80 95 148 171:
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 : 19.7 20.9 29.9 29.9 14.4 14.5 21.0 19.3
Old : 19.7 20.9 29.9 29.9 14.4 14.5 21.0 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 8, 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 : 246,157: 32,013 70,174 41,904 141,209 110,161 215,126 222,239: 31,031 23,918
Old : 46,517: 6,972 7,062 3,174 28,704 31,197 38,849 41,432: 7,668 5,085
Other: 199,640: 29,740 67,812 34,032 112,505 78,963 176,277 180,807: 23,363 18,833
: : :
: : Changes in Commitments from: August 1, 2006 :
: 9,225: 1,841 4,899 5,374 3,504 234 10,719 10,508: -1,494 -1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 28.5 17.0 57.4 44.8 87.4 90.3: 12.6 9.7
Old : 100.0: 15.0 15.2 6.8 61.7 67.1 83.5 89.1: 16.5 10.9
Other: 100.0: 14.9 34.0 17.0 56.4 39.6 88.3 90.6: 11.7 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 47 74 46 64 54 134 161:
Old : 112: 27 26 17 48 29 82 65:
Other: 196: 44 75 44 55 50 123 153:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 25.3 39.2 35.2 28.8 18.6 34.8 28.0
Old : 29.7 53.8 40.4 62.4 29.4 52.3 40.0 60.8
Other: 33.7 20.2 41.2 31.0 30.2 19.1 36.9 28.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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 : 14,838: 3,445 414 2,218 5,887 10,672 11,550 13,305: 3,288 1,534
Old : 14,838: 3,445 414 2,218 5,887 10,672 11,550 13,305: 3,288 1,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -43: -364 19 484 438 -216 558 287: -602 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 2.8 14.9 39.7 71.9 77.8 89.7: 22.2 10.3
Old : 100.0: 23.2 2.8 14.9 39.7 71.9 77.8 89.7: 22.2 10.3
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 : 64: 26 6 11 23 23 52 37:
Old : 64: 26 6 11 23 23 52 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 : 20.2 58.8 34.6 71.4 17.5 51.1 28.5 58.6
Old : 20.2 58.8 34.6 71.4 17.5 51.1 28.5 58.6
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 8, 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 : 681,134: 103,238 182,539 17,444 432,146 380,913 552,828 580,896: 128,306 100,238
Old : 681,134: 103,238 182,539 17,444 432,146 380,913 552,828 580,896: 128,306 100,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: -6,468: -19,309 3,781 3,552 6,058 -2,952 -9,699 4,381: 3,231 -10,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 26.8 2.6 63.4 55.9 81.2 85.3: 18.8 14.7
Old : 100.0: 15.2 26.8 2.6 63.4 55.9 81.2 85.3: 18.8 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 32 36 18 71 77 115 119:
Old : 171: 32 36 18 71 77 115 119:
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 : 22.6 23.7 35.4 36.0 22.5 23.4 35.1 33.8
Old : 22.6 23.7 35.4 36.0 22.5 23.4 35.1 33.8
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 8, 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 : 2,835,724: 598,870 317,914 414,557 1,481,528 1,682,690 2,494,956 2,415,162: 340,768 420,562
Old : 2,835,724: 598,870 317,914 414,557 1,481,528 1,682,690 2,494,956 2,415,162: 340,768 420,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 144,405: 58,045 4,897 60,492 -2,046 68,150 116,491 133,539: 27,914 10,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 11.2 14.6 52.2 59.3 88.0 85.2: 12.0 14.8
Old : 100.0: 21.1 11.2 14.6 52.2 59.3 88.0 85.2: 12.0 14.8
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 : 306: 68 69 87 136 145 241 264:
Old : 306: 68 69 87 136 145 241 264:
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 : 20.4 24.6 30.4 33.0 16.8 22.3 24.8 28.7
Old : 20.4 24.6 30.4 33.0 16.8 22.3 24.8 28.7
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 1,578,501: 235,486 269,261 165,724 908,317 848,664 1,309,527 1,283,649: 268,974 294,852
Old : 1,578,501: 235,486 269,261 165,724 908,317 848,664 1,309,527 1,283,649: 268,974 294,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 43,533: -29,698 32,694 3,235 44,764 -7,791 18,300 28,137: 25,233 15,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 17.1 10.5 57.5 53.8 83.0 81.3: 17.0 18.7
Old : 100.0: 14.9 17.1 10.5 57.5 53.8 83.0 81.3: 17.0 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 : 211: 40 50 45 94 94 158 165:
Old : 211: 40 50 45 94 94 158 165:
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 18.9 33.7 27.1 20.5 16.5 27.4 22.9
Old : 25.0 18.9 33.7 27.1 20.5 16.5 27.4 22.9
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 700,050: 101,452 120,666 215,378 334,429 311,729 651,259 647,773: 48,791 52,277
Old : 700,050: 101,452 120,666 215,378 334,429 311,729 651,259 647,773: 48,791 52,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 1,727: 23,975 -11,336 15,895 10,621 15,909 50,491 20,468: -48,765 -18,741
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 17.2 30.8 47.8 44.5 93.0 92.5: 7.0 7.5
Old : 100.0: 14.5 17.2 30.8 47.8 44.5 93.0 92.5: 7.0 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 : 157: 27 47 56 69 71 129 143:
Old : 157: 27 47 56 69 71 129 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.2 21.4 33.2 32.5 14.2 7.7 20.8 12.8
Old : 20.2 21.4 33.2 32.5 14.2 7.7 20.8 12.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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 : 29,212: 5,705 1,222 1,835 5,826 18,693 13,366 21,750: 15,846 7,462
Old : 29,212: 5,705 1,222 1,835 5,826 18,693 13,366 21,750: 15,846 7,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 3,701: -205 -95 1,192 1,440 3,029 2,427 4,127: 1,274 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 4.2 6.3 19.9 64.0 45.8 74.5: 54.2 25.5
Old : 100.0: 19.5 4.2 6.3 19.9 64.0 45.8 74.5: 54.2 25.5
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 : 35: 13 4 4 9 14 23 21:
Old : 35: 13 4 4 9 14 23 21:
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 : 22.9 40.0 32.1 56.0 22.5 39.3 29.6 55.2
Old : 22.9 40.0 32.1 56.0 22.5 39.3 29.6 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 8, 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 : 60,103: 11,302 3,514 923 20,913 48,098 33,138 52,535: 26,965 7,568
Old : 60,103: 11,302 3,514 923 20,913 48,098 33,138 52,535: 26,965 7,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 514: 370 -85 67 -469 -285 -32 -302: 546 816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 5.8 1.5 34.8 80.0 55.1 87.4: 44.9 12.6
Old : 100.0: 18.8 5.8 1.5 34.8 80.0 55.1 87.4: 44.9 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 18 10 7 20 15 40 30:
Old : 61: 18 10 7 20 15 40 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 51.3 29.6 73.5 19.3 51.3 29.6 73.5
Old : 19.3 51.3 29.6 73.5 19.3 51.3 29.6 73.5
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 8, 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 : 104,655: 23,234 22,026 3,523 69,261 24,231 96,018 49,779: 8,637 54,876
Old : 104,655: 23,234 22,026 3,523 69,261 24,231 96,018 49,779: 8,637 54,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 2,358: 1,234 315 198 -443 -117 989 396: 1,369 1,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 21.0 3.4 66.2 23.2 91.7 47.6: 8.3 52.4
Old : 100.0: 22.2 21.0 3.4 66.2 23.2 91.7 47.6: 8.3 52.4
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 : 85: 22 28 15 22 19 54 52:
Old : 85: 22 28 15 22 19 54 52:
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 : 60.9 18.7 70.4 27.2 60.9 16.9 68.3 23.4
Old : 60.9 18.7 70.4 27.2 60.9 16.9 68.3 23.4
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 with Delta-adjusted Options and Futures Combined, August 8, 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 : 22,315: 9,863 6,721 557 11,620 14,876 22,040 22,154: 275 161
Old : 22,315: 9,863 6,721 557 11,620 14,876 22,040 22,154: 275 161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2006 :
: 606: -181 1,349 100 635 -807 554 642: 52 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 30.1 2.5 52.1 66.7 98.8 99.3: 1.2 0.7
Old : 100.0: 44.2 30.1 2.5 52.1 66.7 98.8 99.3: 1.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 7 14 4 14 9 23 25:
Old : 39: 7 14 4 14 9 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 76.1 80.1 91.3 60.3 73.2 80.1 86.3
Old : 60.3 76.1 80.1 91.3 60.3 73.2 80.1 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 11, 2006