WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 495,137: 65,881 78,529 126,383 268,740 221,961 461,004 426,873: 34,133 68,264
Old : 378,445: 62,533 100,873 62,442 225,544 170,873 350,520 334,188: 27,925 44,257
Other: 116,692: 56,065 30,375 11,222 43,196 51,088 110,484 92,685: 6,208 24,007
: : :
: : Changes in Commitments from: August 22, 2006 :
: -17,679: -411 -3,585 -9,261 -5,589 -5,482 -15,261 -18,329: -2,418 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 15.9 25.5 54.3 44.8 93.1 86.2: 6.9 13.8
Old : 100.0: 16.5 26.7 16.5 59.6 45.2 92.6 88.3: 7.4 11.7
Other: 100.0: 48.0 26.0 9.6 37.0 43.8 94.7 79.4: 5.3 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 86 142 152 77 102 277 321:
Old : 367: 85 158 115 71 90 245 288:
Other: 227: 83 55 57 27 74 127 173:
:----------------------------------------------------------------------------------------------------
: 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 19.1 33.1 27.1 22.2 15.2 32.5 19.6
Old : 29.0 23.7 41.8 33.7 29.0 22.6 41.8 31.3
Other: 26.9 14.4 44.1 23.9 25.9 13.9 42.8 23.0
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 1,625,725: 274,049 158,753 452,390 707,346 702,548 1,433,786 1,313,691: 191,940 312,034
Old : 54,268: 20,804 8,572 3 20,032 37,825 40,839 46,400: 13,429 7,868
Other: 1,571,457: 275,363 172,298 430,270 687,314 664,723 1,392,947 1,267,291: 178,511 304,166
: : :
: : Changes in Commitments from: August 22, 2006 :
: -76,115: 12,058 7,594 -48,404 -35,196 -25,068 -71,542 -65,878: -4,573 -10,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 9.8 27.8 43.5 43.2 88.2 80.8: 11.8 19.2
Old : 100.0: 38.3 15.8 0.0 36.9 69.7 75.3 85.5: 24.7 14.5
Other: 100.0: 17.5 11.0 27.4 43.7 42.3 88.6 80.6: 11.4 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 789: 205 169 260 280 317 617 657:
Old : 323: 66 41 1 99 129 165 171:
Other: 786: 203 190 247 253 313 577 651:
:----------------------------------------------------------------------------------------------------
: 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 : 14.8 15.3 24.0 21.1 14.8 11.0 22.0 13.9
Old : 10.8 33.0 18.6 44.4 10.8 33.0 18.6 44.4
Other: 15.4 15.1 24.8 20.7 15.3 11.0 22.7 13.8
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 11,664: 4,916 395 977 2,908 8,435 8,801 9,807: 2,863 1,857
Old : 11,587: 4,905 395 971 2,907 8,386 8,783 9,752: 2,804 1,835
Other: 77: 15 4 2 1 49 18 55: 59 22
: : :
: : Changes in Commitments from: August 22, 2006 :
: -1,355: 25 -2 -467 -413 -548 -854 -1,017: -500 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 3.4 8.4 24.9 72.3 75.5 84.1: 24.5 15.9
Old : 100.0: 42.3 3.4 8.4 25.1 72.4 75.8 84.2: 24.2 15.8
Other: 100.0: 19.5 5.2 2.6 1.3 63.6 23.4 71.4: 76.6 28.6
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 20 6 6 11 14 35 22:
Old : 44: 20 6 6 11 14 35 22:
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 : 29.4 42.7 47.3 59.6 29.4 39.4 46.3 54.2
Old : 29.5 43.0 47.6 60.0 29.5 39.7 46.6 54.5
Other: 23.4 71.4 23.4 71.4 20.8 68.8 20.8 68.8
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 433,571: 55,039 100,286 104,630 212,855 136,208 372,524 341,125: 61,047 92,447
Old : 410,114: 55,842 104,902 89,502 207,860 127,758 353,204 322,162: 56,910 87,952
Other: 23,458: 10,083 6,271 4,242 4,995 8,450 19,320 18,963: 4,138 4,495
: : :
: : Changes in Commitments from: August 22, 2006 :
: -9,607: -462 -1,353 -4,783 -3,356 -5,232 -8,601 -11,368: -1,006 1,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 23.1 24.1 49.1 31.4 85.9 78.7: 14.1 21.3
Old : 100.0: 13.6 25.6 21.8 50.7 31.2 86.1 78.6: 13.9 21.4
Other: 100.0: 43.0 26.7 18.1 21.3 36.0 82.4 80.8: 17.6 19.2
: : :
:# Traders : Number of Traders in Each Category :
All : 427: 119 137 159 102 115 309 355:
Old : 423: 121 139 151 102 115 302 350:
Other: 114: 25 30 13 14 51 45 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 : 18.9 12.0 30.0 19.4 17.5 8.7 26.2 13.9
Old : 19.4 11.5 31.0 18.8 18.3 9.1 27.2 14.5
Other: 30.9 39.9 49.6 53.7 29.9 31.5 43.6 38.6
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,137: 12,163 5,065 1,863 0 716 14,026 7,644: 3,111 9,493
Old : 15,539: 11,476 5,100 1,019 0 650 12,495 6,769: 3,044 8,770
Other: 1,598: 1,531 809 0 0 66 1,531 875: 67 723
: : :
: : Changes in Commitments from: August 22, 2006 :
: 679: 238 147 685 0 0 923 832: -244 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 29.6 10.9 0.0 4.2 81.8 44.6: 18.2 55.4
Old : 100.0: 73.9 32.8 6.6 0.0 4.2 80.4 43.6: 19.6 56.4
Other: 100.0: 95.8 50.6 0.0 0.0 4.1 95.8 54.8: 4.2 45.2
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 11 7 0 3 13 18:
Old : 24: 9 12 5 0 3 12 17:
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 : 66.7 22.4 76.4 34.8 61.6 18.6 68.8 27.3
Old : 67.3 23.4 76.1 35.0 66.5 20.5 72.8 30.1
Other: 95.8 54.8 95.8 54.8 95.8 54.8 95.8 54.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 285,727: 53,704 31,664 58,579 148,343 174,157 260,625 264,399: 25,102 21,327
Old : 9,709: 2,777 3,318 9 5,260 5,165 8,046 8,492: 1,663 1,217
Other: 276,018: 55,253 32,672 54,244 143,083 168,992 252,579 255,907: 23,439 20,110
: : :
: : Changes in Commitments from: August 22, 2006 :
: -3,859: -3,835 11,227 -4,827 3,700 -10,006 -4,961 -3,606: 1,103 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 11.1 20.5 51.9 61.0 91.2 92.5: 8.8 7.5
Old : 100.0: 28.6 34.2 0.1 54.2 53.2 82.9 87.5: 17.1 12.5
Other: 100.0: 20.0 11.8 19.7 51.8 61.2 91.5 92.7: 8.5 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 57 49 51 55 52 146 134:
Old : 59: 17 9 2 14 20 31 31:
Other: 189: 59 57 47 53 49 142 129:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 33.5 28.6 47.2 17.1 27.5 24.6 34.7
Old : 38.7 39.0 58.6 58.3 38.7 39.0 58.6 58.3
Other: 19.5 34.0 29.6 47.7 17.7 28.5 25.4 35.7
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 1,031,591: 127,336 168,004 174,674 547,017 471,206 849,027 813,884: 182,564 217,706
Old : 1,031,591: 127,336 168,004 174,674 547,017 471,206 849,027 813,884: 182,564 217,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -124,813: 2,873 -14,612 -54,410 -84,319 -68,514 -135,855 -137,536: 11,042 12,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 16.3 16.9 53.0 45.7 82.3 78.9: 17.7 21.1
Old : 100.0: 12.3 16.3 16.9 53.0 45.7 82.3 78.9: 17.7 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 38 43 52 72 80 138 149:
Old : 179: 38 43 52 72 80 138 149:
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 : 21.0 22.7 31.6 31.7 17.0 16.0 22.7 20.8
Old : 21.0 22.7 31.6 31.7 17.0 16.0 22.7 20.8
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 29, 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 : 257,179: 28,770 72,323 53,175 144,066 108,243 226,011 233,740: 31,168 23,438
Old : 13,642: 4,499 2,124 0 6,834 9,741 11,333 11,865: 2,309 1,777
Other: 243,537: 28,944 74,872 48,502 137,232 98,502 214,678 221,875: 28,859 21,661
: : :
: : Changes in Commitments from: August 22, 2006 :
: -7,739: -1,213 -907 206 -2,876 -5,444 -3,883 -6,145: -3,855 -1,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 28.1 20.7 56.0 42.1 87.9 90.9: 12.1 9.1
Old : 100.0: 33.0 15.6 0.0 50.1 71.4 83.1 87.0: 16.9 13.0
Other: 100.0: 11.9 30.7 19.9 56.3 40.4 88.2 91.1: 11.8 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 46 72 54 66 56 141 171:
Old : 72: 15 11 0 25 24 40 35:
Other: 210: 49 76 52 65 53 140 166:
:----------------------------------------------------------------------------------------------------
: 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 : 29.0 22.3 36.5 31.1 25.4 15.8 31.1 24.1
Old : 26.2 61.9 40.8 71.2 26.2 61.9 40.8 71.2
Other: 30.4 20.6 37.6 29.8 26.5 15.5 32.1 23.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 16,379: 3,763 768 2,790 6,698 11,223 13,251 14,781: 3,128 1,598
Old : 16,284: 3,759 770 2,788 6,612 11,155 13,159 14,713: 3,125 1,571
Other: 95: 6 0 0 86 68 92 68: 3 27
: : :
: : Changes in Commitments from: August 22, 2006 :
: -1,058: -465 107 -154 188 -631 -431 -678: -627 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 4.7 17.0 40.9 68.5 80.9 90.2: 19.1 9.8
Old : 100.0: 23.1 4.7 17.1 40.6 68.5 80.8 90.4: 19.2 9.6
Other: 100.0: 6.3 0.0 0.0 90.5 71.6 96.8 71.6: 3.2 28.4
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 28 10 13 22 22 55 40:
Old : 70: 28 10 13 21 22 54 40:
Other: 11: 4 0 0 4 3 8 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 : 21.8 50.4 35.6 65.1 16.8 41.3 26.9 49.4
Old : 21.6 50.7 35.5 65.4 16.9 41.9 27.0 50.0
Other: 91.6 71.6 96.8 71.6 91.6 71.6 96.8 71.6
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 757,704: 106,442 202,639 40,986 452,019 372,380 599,447 616,005: 158,257 141,699
Old : 757,704: 106,442 202,639 40,986 452,019 372,380 599,447 616,005: 158,257 141,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 14,019: -4,992 -12,255 10,062 -1,188 -11,190 3,882 -13,384: 10,137 27,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 26.7 5.4 59.7 49.1 79.1 81.3: 20.9 18.7
Old : 100.0: 14.0 26.7 5.4 59.7 49.1 79.1 81.3: 20.9 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 : 169: 36 29 20 71 82 119 119:
Old : 169: 36 29 20 71 82 119 119:
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 : 21.1 23.7 31.8 34.7 20.8 23.0 30.8 32.3
Old : 21.1 23.7 31.8 34.7 20.8 23.0 30.8 32.3
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 29, 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 : 2,871,244: 676,989 248,131 398,656 1,403,546 1,804,549 2,479,191 2,451,335: 392,053 419,909
Old : 2,871,244: 676,989 248,131 398,656 1,403,546 1,804,549 2,479,191 2,451,335: 392,053 419,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -231,864: 8,628 -30,505 -117,213 -130,888 -89,177 -239,474 -236,895: 7,610 5,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 8.6 13.9 48.9 62.8 86.3 85.4: 13.7 14.6
Old : 100.0: 23.6 8.6 13.9 48.9 62.8 86.3 85.4: 13.7 14.6
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 : 295: 66 67 88 136 137 246 251:
Old : 295: 66 67 88 136 137 246 251:
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 : 19.8 31.5 29.2 40.3 14.8 29.6 22.6 35.4
Old : 19.8 31.5 29.2 40.3 14.8 29.6 22.6 35.4
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 29, 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 : 1,612,609: 245,595 236,180 157,090 933,424 923,250 1,336,109 1,316,520: 276,500 296,089
Old : 1,612,609: 245,595 236,180 157,090 933,424 923,250 1,336,109 1,316,520: 276,500 296,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -101,147: -10,823 -20,396 -61,702 -10,842 -12,748 -83,367 -94,846: -17,780 -6,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 14.6 9.7 57.9 57.3 82.9 81.6: 17.1 18.4
Old : 100.0: 15.2 14.6 9.7 57.9 57.3 82.9 81.6: 17.1 18.4
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 : 210: 44 44 46 95 96 161 166:
Old : 210: 44 44 46 95 96 161 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 19.8 37.2 28.8 20.7 18.3 26.4 24.8
Old : 27.1 19.8 37.2 28.8 20.7 18.3 26.4 24.8
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 29, 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 : 781,445: 117,206 87,020 268,717 345,799 372,891 731,722 728,628: 49,723 52,817
Old : 781,445: 117,206 87,020 268,717 345,799 372,891 731,722 728,628: 49,723 52,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 42,650: 13,548 1,593 4,776 19,777 32,479 38,101 38,849: 4,548 3,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 11.1 34.4 44.3 47.7 93.6 93.2: 6.4 6.8
Old : 100.0: 15.0 11.1 34.4 44.3 47.7 93.6 93.2: 6.4 6.8
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 : 148: 35 34 45 65 72 118 134:
Old : 148: 35 34 45 65 72 118 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 22.1 41.2 36.1 15.4 11.8 20.8 17.2
Old : 26.5 22.1 41.2 36.1 15.4 11.8 20.8 17.2
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 29, 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 : 35,774: 5,466 5,743 3,126 7,681 18,762 16,274 27,631: 19,500 8,143
Old : 35,774: 5,466 5,743 3,126 7,681 18,762 16,274 27,631: 19,500 8,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 2,888: -1,035 3,296 868 2,876 -798 2,709 3,366: 179 -478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 16.1 8.7 21.5 52.4 45.5 77.2: 54.5 22.8
Old : 100.0: 15.3 16.1 8.7 21.5 52.4 45.5 77.2: 54.5 22.8
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 : 43: 12 11 8 10 14 26 29:
Old : 43: 12 11 8 10 14 26 29:
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 : 19.6 32.0 29.5 46.0 19.0 30.8 26.1 43.3
Old : 19.6 32.0 29.5 46.0 19.0 30.8 26.1 43.3
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 29, 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 : 61,818: 12,670 4,418 763 20,998 48,591 34,430 53,772: 27,387 8,046
Old : 61,818: 12,670 4,418 763 20,998 48,591 34,430 53,772: 27,387 8,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: 641: 533 256 -54 -268 175 211 377: 430 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 7.1 1.2 34.0 78.6 55.7 87.0: 44.3 13.0
Old : 100.0: 20.5 7.1 1.2 34.0 78.6 55.7 87.0: 44.3 13.0
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 : 58: 14 13 7 19 14 38 29:
Old : 58: 14 13 7 19 14 38 29:
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 : 19.0 50.8 29.7 72.3 19.0 50.8 29.7 72.3
Old : 19.0 50.8 29.7 72.3 19.0 50.8 29.7 72.3
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 29, 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 : 109,873: 26,481 26,932 3,292 70,789 25,276 100,562 55,500: 9,310 54,373
Old : 109,873: 26,481 26,932 3,292 70,789 25,276 100,562 55,500: 9,310 54,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -1,489: 8 1,735 241 -697 -2,341 -448 -365: -1,041 -1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 24.5 3.0 64.4 23.0 91.5 50.5: 8.5 49.5
Old : 100.0: 24.1 24.5 3.0 64.4 23.0 91.5 50.5: 8.5 49.5
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 : 94: 30 27 20 22 23 65 57:
Old : 94: 30 27 20 22 23 65 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 19.6 66.4 26.8 55.8 18.0 64.1 24.9
Old : 56.0 19.6 66.4 26.8 55.8 18.0 64.1 24.9
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 29, 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 : 30,222: 11,433 7,709 357 18,151 22,002 29,941 30,068: 281 154
Old : 30,222: 11,433 7,709 357 18,151 22,002 29,941 30,068: 281 154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2006 :
: -1,508: -1,000 2,127 0 -261 -3,369 -1,261 -1,242: -247 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 25.5 1.2 60.1 72.8 99.1 99.5: 0.9 0.5
Old : 100.0: 37.8 25.5 1.2 60.1 72.8 99.1 99.5: 0.9 0.5
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 : 39: 7 13 3 15 13 23 28:
Old : 39: 7 13 3 15 13 23 28:
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 : 72.0 67.9 88.2 90.3 49.4 48.1 62.6 61.1
Old : 72.0 67.9 88.2 90.3 49.4 48.1 62.6 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 1, 2006