WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 512,816: 66,292 82,115 135,644 274,329 227,444 476,265 445,202: 36,551 67,614
Old : 403,033: 65,127 101,578 78,657 229,537 179,096 373,321 359,332: 29,712 43,702
Other: 109,783: 48,820 28,191 9,332 44,792 48,348 102,944 85,871: 6,838 23,912
: : :
: : Changes in Commitments from: August 15, 2006 :
: -1,596: -7,933 11,336 3,909 5,746 -13,897 1,722 1,348: -3,318 -2,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 16.0 26.5 53.5 44.4 92.9 86.8: 7.1 13.2
Old : 100.0: 16.2 25.2 19.5 57.0 44.4 92.6 89.2: 7.4 10.8
Other: 100.0: 44.5 25.7 8.5 40.8 44.0 93.8 78.2: 6.2 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 383: 99 140 153 79 98 288 315:
Old : 369: 102 151 111 73 89 252 285:
Other: 215: 72 56 50 27 71 121 159:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 20.6 34.1 28.5 21.9 14.5 32.0 18.8
Old : 27.2 25.3 40.0 34.9 27.2 21.5 40.0 28.9
Other: 28.3 14.1 46.1 24.1 27.6 13.7 45.1 23.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 1,701,840: 261,991 151,159 500,794 742,542 727,616 1,505,328 1,379,569: 196,512 322,271
Old : 191,605: 25,053 23,577 67,282 67,631 80,278 159,967 171,137: 31,638 20,468
Other: 1,510,235: 257,090 147,735 413,360 674,911 647,338 1,345,361 1,208,432: 164,875 301,803
: : :
: : Changes in Commitments from: August 15, 2006 :
: -2,604: -11,146 16,103 -2,030 9,238 -13,542 -3,937 532: 1,333 -3,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 8.9 29.4 43.6 42.8 88.5 81.1: 11.5 18.9
Old : 100.0: 13.1 12.3 35.1 35.3 41.9 83.5 89.3: 16.5 10.7
Other: 100.0: 17.0 9.8 27.4 44.7 42.9 89.1 80.0: 10.9 20.0
: : :
:# Traders : Number of Traders in Each Category :
All : 782: 202 177 264 298 320 635 657:
Old : 492: 115 87 103 206 165 365 312:
Other: 766: 192 185 237 243 315 552 642:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 15.5 23.7 21.3 13.9 9.8 20.8 12.5
Old : 14.5 23.1 22.7 32.5 5.6 14.3 9.7 19.1
Other: 15.8 15.2 25.5 20.8 15.7 10.8 23.2 13.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,019: 4,891 397 1,444 3,321 8,983 9,656 10,824: 3,363 2,195
Old : 12,958: 4,878 397 1,440 3,320 8,946 9,638 10,783: 3,320 2,175
Other: 61: 15 2 2 1 37 18 41: 43 20
: : :
: : Changes in Commitments from: August 15, 2006 :
: -511: -54 90 81 -544 -697 -517 -525: 6 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 3.0 11.1 25.5 69.0 74.2 83.1: 25.8 16.9
Old : 100.0: 37.6 3.1 11.1 25.6 69.0 74.4 83.2: 25.6 16.8
Other: 100.0: 24.6 3.3 3.3 1.6 60.7 29.5 67.2: 70.5 32.8
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 17 8 8 12 15 36 24:
Old : 45: 17 8 8 12 15 36 24:
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 : 26.7 41.0 43.5 57.5 26.7 37.4 41.9 51.5
Old : 26.8 41.2 43.7 57.5 26.8 37.6 42.1 51.7
Other: 29.5 67.2 29.5 67.2 26.2 63.9 26.2 63.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 443,178: 55,501 101,640 109,413 216,212 141,440 381,125 352,493: 62,054 90,686
Old : 419,789: 56,618 106,492 93,846 210,992 133,189 361,456 333,526: 58,333 86,263
Other: 23,389: 10,363 6,628 4,087 5,220 8,252 19,669 18,967: 3,720 4,423
: : :
: : Changes in Commitments from: August 15, 2006 :
: 16,757: -211 -2,963 8,879 6,476 9,617 15,144 15,532: 1,613 1,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 22.9 24.7 48.8 31.9 86.0 79.5: 14.0 20.5
Old : 100.0: 13.5 25.4 22.4 50.3 31.7 86.1 79.5: 13.9 20.5
Other: 100.0: 44.3 28.3 17.5 22.3 35.3 84.1 81.1: 15.9 18.9
: : :
:# Traders : Number of Traders in Each Category :
All : 429: 110 156 161 110 121 318 361:
Old : 425: 113 157 154 110 121 311 357:
Other: 116: 24 28 15 14 53 47 89:
:----------------------------------------------------------------------------------------------------
: 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 12.6 30.7 20.8 17.2 8.3 25.7 13.4
Old : 19.8 12.4 31.6 20.2 17.7 8.6 26.5 13.9
Other: 32.4 39.6 51.6 51.8 32.1 29.7 45.9 37.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,458: 11,925 4,918 1,178 0 716 13,103 6,812: 3,355 9,646
Old : 14,843: 10,559 4,288 999 0 650 11,558 5,937: 3,285 8,906
Other: 1,615: 1,545 809 0 0 66 1,545 875: 70 740
: : :
: : Changes in Commitments from: August 15, 2006 :
: 230: 297 258 -277 0 222 20 203: 210 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 29.9 7.2 0.0 4.4 79.6 41.4: 20.4 58.6
Old : 100.0: 71.1 28.9 6.7 0.0 4.4 77.9 40.0: 22.1 60.0
Other: 100.0: 95.7 50.1 0.0 0.0 4.1 95.7 54.2: 4.3 45.8
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 10 9 7 0 3 13 16:
Old : 22: 10 9 5 0 3 12 15:
Other: 7: 4 1 0 0 2 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 : 64.7 24.0 73.8 35.4 63.7 21.3 70.2 29.3
Old : 64.6 25.9 73.0 35.7 63.1 22.2 69.0 29.4
Other: 95.7 54.2 95.7 54.2 95.7 54.2 95.7 54.2
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 289,585: 57,538 20,437 63,405 144,643 184,163 265,586 268,005: 23,999 21,580
Old : 21,919: 4,246 7,889 6,115 8,219 5,600 18,581 19,604: 3,338 2,314
Other: 267,667: 59,962 19,218 50,620 136,423 178,563 247,005 248,401: 20,662 19,266
: : :
: : Changes in Commitments from: August 15, 2006 :
: 1,711: -4,318 1,419 9,052 1,938 -8,261 6,672 2,210: -4,961 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 7.1 21.9 49.9 63.6 91.7 92.5: 8.3 7.5
Old : 100.0: 19.4 36.0 27.9 37.5 25.5 84.8 89.4: 15.2 10.6
Other: 100.0: 22.4 7.2 18.9 51.0 66.7 92.3 92.8: 7.7 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 57 43 52 54 50 148 123:
Old : 87: 19 24 13 24 32 49 63:
Other: 177: 70 41 47 50 44 143 112:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 36.6 29.4 51.1 16.9 30.4 24.6 38.5
Old : 29.1 35.4 45.9 48.9 21.9 22.3 34.3 32.9
Other: 20.2 39.5 30.5 53.0 18.3 33.8 26.2 42.2
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 1,156,404: 124,463 182,617 229,083 631,336 539,720 984,882 951,420: 171,522 204,984
Old : 1,156,404: 124,463 182,617 229,083 631,336 539,720 984,882 951,420: 171,522 204,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 40,488: 27,299 11,048 8,059 7,265 4,880 42,623 23,988: -2,135 16,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 15.8 19.8 54.6 46.7 85.2 82.3: 14.8 17.7
Old : 100.0: 10.8 15.8 19.8 54.6 46.7 85.2 82.3: 14.8 17.7
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 : 209: 41 56 63 82 95 158 179:
Old : 209: 41 56 63 82 95 158 179:
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 : 19.5 19.6 29.9 28.3 14.5 13.2 20.0 17.9
Old : 19.5 19.6 29.9 28.3 14.5 13.2 20.0 17.9
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 22, 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 : 264,917: 29,983 73,229 52,969 146,942 113,687 229,894 239,885: 35,023 25,033
Old : 35,140: 5,111 6,649 3,172 20,963 22,115 29,247 31,936: 5,894 3,205
Other: 229,777: 30,615 72,324 44,054 125,979 91,572 200,648 207,949: 29,129 21,828
: : :
: : Changes in Commitments from: August 15, 2006 :
: 11,378: -538 3,683 4,199 4,216 1,776 7,877 9,659: 3,501 1,719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 27.6 20.0 55.5 42.9 86.8 90.6: 13.2 9.4
Old : 100.0: 14.5 18.9 9.0 59.7 62.9 83.2 90.9: 16.8 9.1
Other: 100.0: 13.3 31.5 19.2 54.8 39.9 87.3 90.5: 12.7 9.5
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 45 73 50 66 58 138 169:
Old : 104: 23 22 16 44 27 73 60:
Other: 206: 51 71 47 62 54 133 162:
:----------------------------------------------------------------------------------------------------
: 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 : 29.8 23.1 36.9 32.5 26.5 16.3 31.8 25.1
Old : 31.9 50.1 40.8 62.2 31.9 49.8 40.5 61.6
Other: 31.3 19.8 38.7 29.0 27.1 16.4 32.6 24.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 17,438: 4,228 661 2,944 6,510 11,855 13,683 15,459: 3,755 1,978
Old : 17,362: 4,225 658 2,942 6,440 11,794 13,608 15,393: 3,754 1,968
Other: 76: 5 5 0 70 61 75 66: 1 10
: : :
: : Changes in Commitments from: August 15, 2006 :
: 574: -671 209 482 611 -506 422 185: 152 389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 3.8 16.9 37.3 68.0 78.5 88.7: 21.5 11.3
Old : 100.0: 24.3 3.8 16.9 37.1 67.9 78.4 88.7: 21.6 11.3
Other: 100.0: 6.6 6.6 0.0 92.1 80.3 98.7 86.8: 1.3 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 29 10 14 24 22 59 40:
Old : 72: 29 10 14 23 22 58 40:
Other: 9: 3 1 0 2 3 5 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 : 19.8 52.9 32.8 65.3 15.2 44.6 25.3 51.9
Old : 19.6 53.1 32.6 65.6 15.3 45.2 25.4 52.5
Other: 97.4 86.8 98.7 86.8 97.4 86.8 98.7 86.8
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 743,684: 111,434 214,894 30,924 453,207 383,571 595,565 629,389: 148,119 114,296
Old : 743,684: 111,434 214,894 30,924 453,207 383,571 595,565 629,389: 148,119 114,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 47,181: 5,152 12,967 14,030 31,907 32,001 51,089 58,999: -3,909 -11,818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 28.9 4.2 60.9 51.6 80.1 84.6: 19.9 15.4
Old : 100.0: 15.0 28.9 4.2 60.9 51.6 80.1 84.6: 19.9 15.4
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 : 176: 41 35 22 69 77 123 121:
Old : 176: 41 35 22 69 77 123 121:
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 : 22.3 25.6 34.4 36.7 22.2 24.3 33.4 34.1
Old : 22.3 25.6 34.4 36.7 22.2 24.3 33.4 34.1
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 with Delta-adjusted Options and Futures Combined, August 22, 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 : 3,103,108: 668,361 278,636 515,869 1,534,434 1,893,726 2,718,665 2,688,231: 384,444 414,878
Old : 3,103,108: 668,361 278,636 515,869 1,534,434 1,893,726 2,718,665 2,688,231: 384,444 414,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 179,324: 61,493 2,508 59,352 37,115 116,780 157,961 178,641: 21,363 683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 9.0 16.6 49.4 61.0 87.6 86.6: 12.4 13.4
Old : 100.0: 21.5 9.0 16.6 49.4 61.0 87.6 86.6: 12.4 13.4
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 : 321: 79 67 91 146 149 260 273:
Old : 321: 79 67 91 146 149 260 273:
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 : 18.1 28.4 26.4 36.7 12.9 25.8 19.7 31.3
Old : 18.1 28.4 26.4 36.7 12.9 25.8 19.7 31.3
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 22, 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 : 1,713,755: 256,418 256,576 218,792 944,266 935,998 1,419,476 1,411,366: 294,280 302,389
Old : 1,713,755: 256,418 256,576 218,792 944,266 935,998 1,419,476 1,411,366: 294,280 302,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 142,654: 35,714 -34,338 44,245 55,800 119,835 135,759 129,742: 6,895 12,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 15.0 12.8 55.1 54.6 82.8 82.4: 17.2 17.6
Old : 100.0: 15.0 15.0 12.8 55.1 54.6 82.8 82.4: 17.2 17.6
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 : 225: 42 55 54 100 99 174 176:
Old : 225: 42 55 54 100 99 174 176:
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 17.9 32.3 26.6 18.2 16.4 23.4 22.7
Old : 23.4 17.9 32.3 26.6 18.2 16.4 23.4 22.7
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 22, 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 : 738,796: 103,657 85,427 263,941 326,022 340,412 693,621 689,780: 45,175 49,016
Old : 738,796: 103,657 85,427 263,941 326,022 340,412 693,621 689,780: 45,175 49,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 42,580: 25,965 -5,135 15,782 4,343 34,879 46,090 45,526: -3,510 -2,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 11.6 35.7 44.1 46.1 93.9 93.4: 6.1 6.6
Old : 100.0: 14.0 11.6 35.7 44.1 46.1 93.9 93.4: 6.1 6.6
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 : 147: 32 37 46 63 69 118 130:
Old : 147: 32 37 46 63 69 118 130:
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 : 24.9 24.0 40.3 37.4 13.9 11.4 20.2 16.7
Old : 24.9 24.0 40.3 37.4 13.9 11.4 20.2 16.7
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 22, 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 : 32,886: 6,501 2,448 2,258 4,806 19,560 13,565 24,266: 19,321 8,621
Old : 32,886: 6,501 2,448 2,258 4,806 19,560 13,565 24,266: 19,321 8,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: -443: 640 -298 17 -1,961 1,486 -1,304 1,205: 861 -1,648
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 7.4 6.9 14.6 59.5 41.2 73.8: 58.8 26.2
Old : 100.0: 19.8 7.4 6.9 14.6 59.5 41.2 73.8: 58.8 26.2
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 : 39: 13 7 7 13 14 28 26:
Old : 39: 13 7 7 13 14 28 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 : 15.6 38.7 25.6 53.9 14.7 38.2 22.7 49.7
Old : 15.6 38.7 25.6 53.9 14.7 38.2 22.7 49.7
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 22, 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 : 61,176: 12,137 4,162 817 21,266 48,416 34,219 53,394: 26,957 7,782
Old : 61,176: 12,137 4,162 817 21,266 48,416 34,219 53,394: 26,957 7,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 1,374: 2 15 31 335 357 369 404: 1,005 970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 6.8 1.3 34.8 79.1 55.9 87.3: 44.1 12.7
Old : 100.0: 19.8 6.8 1.3 34.8 79.1 55.9 87.3: 44.1 12.7
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 : 58: 15 13 5 19 13 38 27:
Old : 58: 15 13 5 19 13 38 27:
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 : 19.5 51.4 30.3 73.2 19.5 51.4 30.3 73.2
Old : 19.5 51.4 30.3 73.2 19.5 51.4 30.3 73.2
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 22, 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 : 111,361: 26,474 25,197 3,051 71,486 27,617 101,011 55,865: 10,351 55,496
Old : 111,361: 26,474 25,197 3,051 71,486 27,617 101,011 55,865: 10,351 55,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 3,367: 3,590 -544 -817 -106 1,436 2,667 75: 700 3,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 22.6 2.7 64.2 24.8 90.7 50.2: 9.3 49.8
Old : 100.0: 23.8 22.6 2.7 64.2 24.8 90.7 50.2: 9.3 49.8
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 : 88: 25 27 16 20 24 55 57:
Old : 88: 25 27 16 20 24 55 57:
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 : 56.0 18.9 67.9 26.1 56.0 17.4 65.8 24.0
Old : 56.0 18.9 67.9 26.1 56.0 17.4 65.8 24.0
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 22, 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 : 31,730: 12,433 5,582 357 18,412 25,371 31,202 31,310: 528 420
Old : 31,730: 12,433 5,582 357 18,412 25,371 31,202 31,310: 528 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2006 :
: 8,090: -330 -1,049 -150 8,368 9,030 7,888 7,831: 202 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 17.6 1.1 58.0 80.0 98.3 98.7: 1.7 1.3
Old : 100.0: 39.2 17.6 1.1 58.0 80.0 98.3 98.7: 1.7 1.3
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 : 39: 7 13 3 14 12 22 27:
Old : 39: 7 13 3 14 12 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 67.2 85.7 90.5 50.0 41.3 62.0 59.9
Old : 68.7 67.2 85.7 90.5 50.0 41.3 62.0 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2006