WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 500,192: 64,294 65,041 141,016 261,591 230,108 466,901 436,165: 33,291 64,027
Old : 366,479: 64,441 97,335 60,452 213,541 168,603 338,435 326,391: 28,044 40,088
Other: 133,713: 64,914 32,767 15,502 48,050 61,505 128,466 109,774: 5,247 23,939
: : :
: : Changes in Commitments from: September 5, 2006 :
: -308: 1,311 3,136 1,227 -2,668 -4,178 -130 186: -178 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 13.0 28.2 52.3 46.0 93.3 87.2: 6.7 12.8
Old : 100.0: 17.6 26.6 16.5 58.3 46.0 92.3 89.1: 7.7 10.9
Other: 100.0: 48.5 24.5 11.6 35.9 46.0 96.1 82.1: 3.9 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 90 123 155 71 103 277 299:
Old : 342: 100 132 112 66 86 239 264:
Other: 228: 79 60 59 27 75 130 173:
:----------------------------------------------------------------------------------------------------
: 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 18.3 32.7 27.0 22.3 14.0 32.0 18.5
Old : 30.2 22.9 42.7 34.5 30.2 21.8 42.6 31.3
Other: 24.6 17.5 39.9 29.1 23.3 17.5 38.1 28.1
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 1,657,493: 258,532 158,068 476,636 716,087 694,009 1,451,254 1,328,713: 206,238 328,780
Old : 1,318,601: 203,290 200,579 312,767 629,851 538,336 1,145,908 1,051,681: 172,693 266,920
Other: 338,891: 128,153 30,400 90,958 86,236 155,673 305,346 277,031: 33,545 61,860
: : :
: : Changes in Commitments from: September 5, 2006 :
: 21,746: -24,590 4,181 11,581 21,264 -9,642 8,255 6,119: 13,492 15,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 9.5 28.8 43.2 41.9 87.6 80.2: 12.4 19.8
Old : 100.0: 15.4 15.2 23.7 47.8 40.8 86.9 79.8: 13.1 20.2
Other: 100.0: 37.8 9.0 26.8 25.4 45.9 90.1 81.7: 9.9 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 773: 210 172 252 260 309 584 643:
Old : 765: 189 191 232 246 307 556 628:
Other: 442: 98 73 67 90 233 213 349:
:----------------------------------------------------------------------------------------------------
: 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 15.5 23.9 21.5 14.5 11.0 21.5 13.9
Old : 17.4 13.9 26.3 19.9 17.3 10.3 25.2 13.9
Other: 20.0 24.6 31.9 31.5 15.6 15.7 25.4 21.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 11,737: 5,197 378 769 2,985 8,916 8,951 10,063: 2,787 1,675
Old : 11,639: 5,182 379 767 2,978 8,843 8,927 9,989: 2,713 1,651
Other: 98: 16 0 1 7 73 24 74: 74 24
: : :
: : Changes in Commitments from: September 5, 2006 :
: -296: -55 20 -113 120 -395 -49 -487: -247 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 3.2 6.6 25.4 76.0 76.3 85.7: 23.7 14.3
Old : 100.0: 44.5 3.3 6.6 25.6 76.0 76.7 85.8: 23.3 14.2
Other: 100.0: 16.3 0.0 1.0 7.1 74.5 24.5 75.5: 75.5 24.5
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 8 5 12 14 34 23:
Old : 44: 18 8 5 12 14 34 23:
Other: 6: 2 0 1 2 3 4 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 : 29.1 47.3 48.0 63.9 29.1 43.9 48.0 58.1
Old : 29.3 47.1 48.4 63.9 29.3 43.7 48.4 58.0
Other: 24.5 75.5 24.5 75.5 22.4 73.5 22.4 73.5
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 442,040: 57,193 107,157 101,844 222,701 138,644 381,739 347,645: 60,302 94,395
Old : 415,815: 56,900 109,796 87,741 214,954 128,139 359,595 325,676: 56,220 90,139
Other: 26,225: 9,734 6,802 4,662 7,747 10,505 22,144 21,969: 4,082 4,256
: : :
: : Changes in Commitments from: September 5, 2006 :
: 6,835: -260 4,480 -1,734 8,526 3,136 6,532 5,883: 304 953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 24.2 23.0 50.4 31.4 86.4 78.6: 13.6 21.4
Old : 100.0: 13.7 26.4 21.1 51.7 30.8 86.5 78.3: 13.5 21.7
Other: 100.0: 37.1 25.9 17.8 29.5 40.1 84.4 83.8: 15.6 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 422: 115 141 150 112 115 307 345:
Old : 419: 116 144 142 112 115 301 340:
Other: 113: 24 27 14 17 51 48 86:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 12.6 30.2 19.6 17.3 9.1 25.1 14.5
Old : 19.5 11.9 30.7 18.6 18.4 9.6 26.9 15.3
Other: 44.4 44.4 59.9 57.8 40.9 35.9 52.5 44.0
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,372: 12,213 5,049 871 185 721 13,269 6,641: 3,103 9,731
Old : 14,767: 11,531 5,082 26 185 655 11,742 5,763: 3,025 9,004
Other: 1,605: 1,526 811 1 0 66 1,527 878: 78 727
: : :
: : Changes in Commitments from: September 5, 2006 :
: -7: 180 -29 -27 0 3 153 -53: -160 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 30.8 5.3 1.1 4.4 81.0 40.6: 19.0 59.4
Old : 100.0: 78.1 34.4 0.2 1.3 4.4 79.5 39.0: 20.5 61.0
Other: 100.0: 95.1 50.5 0.1 0.0 4.1 95.1 54.7: 4.9 45.3
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 11 4 1 3 11 17:
Old : 24: 8 12 2 1 3 10 16:
Other: 8: 4 2 1 0 2 4 5:
:----------------------------------------------------------------------------------------------------
: 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 : 68.1 22.5 78.8 31.7 67.7 20.1 74.7 28.2
Old : 70.5 22.5 78.3 31.4 70.5 22.3 78.3 31.3
Other: 95.1 54.6 95.1 54.7 95.1 54.6 95.1 54.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 286,750: 45,437 41,528 63,611 152,120 160,850 261,169 265,990: 25,581 20,760
Old : 263,839: 49,039 44,932 47,707 143,181 151,019 239,926 243,657: 23,912 20,181
Other: 22,912: 8,883 9,081 3,420 8,939 9,831 21,243 22,333: 1,669 579
: : :
: : Changes in Commitments from: September 5, 2006 :
: 7,593: -6,582 7,596 8,025 6,006 -7,752 7,449 7,869: 144 -277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 14.5 22.2 53.0 56.1 91.1 92.8: 8.9 7.2
Old : 100.0: 18.6 17.0 18.1 54.3 57.2 90.9 92.4: 9.1 7.6
Other: 100.0: 38.8 39.6 14.9 39.0 42.9 92.7 97.5: 7.3 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 48 61 50 59 55 142 144:
Old : 194: 51 63 47 59 54 139 141:
Other: 42: 11 14 9 11 11 26 30:
:----------------------------------------------------------------------------------------------------
: 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 27.9 29.9 42.5 18.2 22.0 25.9 30.4
Old : 18.7 28.3 28.9 43.7 18.7 22.0 26.9 32.4
Other: 56.6 53.4 77.6 76.7 51.5 49.2 69.5 68.3
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 980,088: 140,743 173,966 156,179 503,425 457,350 800,347 787,495: 179,741 192,593
Old : 980,088: 140,743 173,966 156,179 503,425 457,350 800,347 787,495: 179,741 192,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -12,929: 121 -6,509 5,974 -19,849 -1,050 -13,754 -1,585: 825 -11,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 17.8 15.9 51.4 46.7 81.7 80.3: 18.3 19.7
Old : 100.0: 14.4 17.8 15.9 51.4 46.7 81.7 80.3: 18.3 19.7
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 : 182: 38 50 49 67 81 135 150:
Old : 182: 38 50 49 67 81 135 150:
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 : 19.1 23.6 27.3 31.0 15.2 17.8 20.7 22.1
Old : 19.1 23.6 27.3 31.0 15.2 17.8 20.7 22.1
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, September 12, 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 : 274,243: 30,334 78,225 55,265 155,281 115,924 240,879 249,414: 33,364 24,829
Old : 267,145: 32,193 77,329 51,473 151,040 114,286 234,705 243,088: 32,440 24,057
Other: 7,098: 1,129 3,884 804 4,241 1,638 6,174 6,326: 924 772
: : :
: : Changes in Commitments from: September 5, 2006 :
: 13,946: -135 8,681 4,180 9,513 266 13,558 13,127: 388 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 28.5 20.2 56.6 42.3 87.8 90.9: 12.2 9.1
Old : 100.0: 12.1 28.9 19.3 56.5 42.8 87.9 91.0: 12.1 9.0
Other: 100.0: 15.9 54.7 11.3 59.7 23.1 87.0 89.1: 13.0 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 46 75 50 61 51 134 160:
Old : 200: 49 75 50 61 49 134 157:
Other: 34: 5 11 5 14 6 22 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 23.3 36.9 31.4 24.8 15.9 30.6 23.5
Old : 29.5 23.9 37.1 32.1 25.3 16.7 30.8 24.4
Other: 49.7 58.3 67.3 73.4 49.7 58.3 66.2 69.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 15,592: 3,044 1,537 2,199 7,446 10,146 12,689 13,881: 2,903 1,711
Old : 15,455: 3,030 1,549 2,183 7,359 10,047 12,572 13,779: 2,883 1,676
Other: 137: 30 3 0 87 99 117 102: 20 35
: : :
: : Changes in Commitments from: September 5, 2006 :
: -908: -10 -332 -385 -355 -264 -750 -981: -157 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 9.9 14.1 47.8 65.1 81.4 89.0: 18.6 11.0
Old : 100.0: 19.6 10.0 14.1 47.6 65.0 81.3 89.2: 18.7 10.8
Other: 100.0: 21.9 2.2 0.0 63.5 72.3 85.4 74.5: 14.6 25.5
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 23 9 11 27 20 53 37:
Old : 63: 22 10 11 27 20 53 37:
Other: 11: 4 1 0 3 3 7 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.2 47.8 37.1 63.3 17.1 36.9 28.2 48.6
Old : 22.9 48.2 36.9 63.7 17.0 37.4 28.1 49.1
Other: 73.7 74.5 85.4 74.5 73.7 74.5 85.4 74.5
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 692,691: 93,958 177,951 12,906 436,326 392,059 543,190 582,917: 149,500 109,774
Old : 692,691: 93,958 177,951 12,906 436,326 392,059 543,190 582,917: 149,500 109,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -17,585: 2,841 17,209 -18,394 -6,963 -21,397 -22,516 -22,583: 4,932 4,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 25.7 1.9 63.0 56.6 78.4 84.2: 21.6 15.8
Old : 100.0: 13.6 25.7 1.9 63.0 56.6 78.4 84.2: 21.6 15.8
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 : 174: 39 35 18 75 73 122 118:
Old : 174: 39 35 18 75 73 122 118:
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 : 24.2 22.4 32.9 35.5 24.1 22.1 31.8 34.4
Old : 24.2 22.4 32.9 35.5 24.1 22.1 31.8 34.4
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, September 12, 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 : 2,879,315: 722,345 248,618 341,337 1,461,579 1,873,874 2,525,260 2,463,829: 354,055 415,486
Old : 2,879,315: 722,345 248,618 341,337 1,461,579 1,873,874 2,525,260 2,463,829: 354,055 415,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 22,622: 31,060 -29,795 4,201 -26,480 45,670 8,781 20,075: 13,842 2,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 8.6 11.9 50.8 65.1 87.7 85.6: 12.3 14.4
Old : 100.0: 25.1 8.6 11.9 50.8 65.1 87.7 85.6: 12.3 14.4
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 : 311: 73 75 81 133 138 245 255:
Old : 311: 73 75 81 133 138 245 255:
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 : 21.4 31.8 30.4 39.9 17.1 30.4 25.1 36.4
Old : 21.4 31.8 30.4 39.9 17.1 30.4 25.1 36.4
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, September 12, 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 : 1,492,732: 214,271 179,137 142,747 864,617 884,459 1,221,635 1,206,343: 271,097 286,389
Old : 1,492,732: 214,271 179,137 142,747 864,617 884,459 1,221,635 1,206,343: 271,097 286,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -17,143: -7,558 -45,498 38,498 -49,361 -9,106 -18,421 -16,106: 1,278 -1,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 12.0 9.6 57.9 59.3 81.8 80.8: 18.2 19.2
Old : 100.0: 14.4 12.0 9.6 57.9 59.3 81.8 80.8: 18.2 19.2
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 : 200: 46 39 36 90 88 150 149:
Old : 200: 46 39 36 90 88 150 149:
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 : 24.2 21.3 33.9 29.9 20.2 19.6 26.7 25.1
Old : 24.2 21.3 33.9 29.9 20.2 19.6 26.7 25.1
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, September 12, 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 : 643,137: 136,639 94,838 206,272 268,969 297,076 611,879 598,186: 31,257 44,951
Old : 643,137: 136,639 94,838 206,272 268,969 297,076 611,879 598,186: 31,257 44,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 76,419: 17,776 12,956 19,172 36,628 44,973 73,577 77,102: 2,842 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 14.7 32.1 41.8 46.2 95.1 93.0: 4.9 7.0
Old : 100.0: 21.2 14.7 32.1 41.8 46.2 95.1 93.0: 4.9 7.0
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 : 135: 24 40 43 54 66 103 125:
Old : 135: 24 40 43 54 66 103 125:
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 : 31.3 17.9 44.0 28.3 23.7 10.9 30.8 17.3
Old : 31.3 17.9 44.0 28.3 23.7 10.9 30.8 17.3
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, September 12, 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 : 38,656: 4,479 10,561 1,710 11,037 14,159 17,227 26,430: 21,430 12,226
Old : 38,656: 4,479 10,561 1,710 11,037 14,159 17,227 26,430: 21,430 12,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 3,412: -5,873 8,343 55 6,628 -7,729 811 669: 2,601 2,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 27.3 4.4 28.6 36.6 44.6 68.4: 55.4 31.6
Old : 100.0: 11.6 27.3 4.4 28.6 36.6 44.6 68.4: 55.4 31.6
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 : 48: 11 17 7 13 12 29 31:
Old : 48: 11 17 7 13 12 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 26.6 28.3 40.4 17.9 24.3 27.0 36.9
Old : 17.9 26.6 28.3 40.4 17.9 24.3 27.0 36.9
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, September 12, 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 : 79,221: 15,026 5,766 11,126 24,252 50,228 50,403 67,119: 28,818 12,102
Old : 79,221: 15,026 5,766 11,126 24,252 50,228 50,403 67,119: 28,818 12,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 16,172: 2,841 706 9,950 2,063 1,716 14,854 12,371: 1,318 3,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 7.3 14.0 30.6 63.4 63.6 84.7: 36.4 15.3
Old : 100.0: 19.0 7.3 14.0 30.6 63.4 63.6 84.7: 36.4 15.3
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 : 62: 15 17 11 19 16 41 38:
Old : 62: 15 17 11 19 16 41 38:
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 : 21.6 41.8 33.8 60.9 16.2 39.2 26.4 56.0
Old : 21.6 41.8 33.8 60.9 16.2 39.2 26.4 56.0
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, September 12, 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 : 160,005: 34,033 34,707 23,918 85,698 41,487 143,649 100,112: 16,356 59,893
Old : 160,005: 34,033 34,707 23,918 85,698 41,487 143,649 100,112: 16,356 59,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: 43,981: 4,383 7,657 19,927 12,164 12,628 36,474 40,212: 7,508 3,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 21.7 14.9 53.6 25.9 89.8 62.6: 10.2 37.4
Old : 100.0: 21.3 21.7 14.9 53.6 25.9 89.8 62.6: 10.2 37.4
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 : 114: 35 35 33 29 33 85 81:
Old : 114: 35 35 33 29 33 85 81:
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 : 43.2 20.5 57.7 30.4 39.8 12.9 48.5 18.9
Old : 43.2 20.5 57.7 30.4 39.8 12.9 48.5 18.9
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, September 12, 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 : 30,074: 5,434 7,973 2,733 21,636 19,164 29,803 29,870: 271 204
Old : 30,074: 5,434 7,973 2,733 21,636 19,164 29,803 29,870: 271 204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2006 :
: -643: -5,450 527 854 4,132 -2,008 -464 -627: -179 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 26.5 9.1 71.9 63.7 99.1 99.3: 0.9 0.7
Old : 100.0: 18.1 26.5 9.1 71.9 63.7 99.1 99.3: 0.9 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 : 38: 7 12 4 16 10 25 24:
Old : 38: 7 12 4 16 10 25 24:
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 : 65.5 81.5 85.3 94.1 44.4 51.2 57.2 59.0
Old : 65.5 81.5 85.3 94.1 44.4 51.2 57.2 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2006