WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 507,320: 58,480 67,816 146,959 265,574 226,627 471,014 441,402: 36,306 65,918
Old : 369,457: 62,052 99,670 62,228 214,772 166,316 339,053 328,214: 30,405 41,243
Other: 137,863: 63,016 34,734 18,143 50,801 60,311 131,961 113,188: 5,902 24,675
: : :
: : Changes in Commitments from: September 12, 2006 :
: 7,128: -5,813 2,775 5,943 3,983 -3,481 4,113 5,237: 3,015 1,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 13.4 29.0 52.3 44.7 92.8 87.0: 7.2 13.0
Old : 100.0: 16.8 27.0 16.8 58.1 45.0 91.8 88.8: 8.2 11.2
Other: 100.0: 45.7 25.2 13.2 36.8 43.7 95.7 82.1: 4.3 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 100 120 153 69 101 277 300:
Old : 348: 97 141 112 63 85 244 263:
Other: 230: 86 55 54 29 78 128 177:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 17.3 32.6 25.7 21.8 13.2 31.2 17.2
Old : 29.6 21.9 42.5 32.6 29.6 20.8 42.3 29.4
Other: 23.8 17.5 38.9 27.8 22.5 17.2 36.8 26.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 1,639,081: 268,818 150,385 467,224 697,639 701,739 1,433,681 1,319,347: 205,400 319,734
Old : 1,298,283: 205,444 190,358 308,190 614,189 542,341 1,127,823 1,040,888: 170,461 257,395
Other: 340,798: 131,310 27,962 91,099 83,450 159,398 305,858 278,459: 34,940 62,339
: : :
: : Changes in Commitments from: September 12, 2006 :
: -18,411: 10,286 -7,684 -9,412 -18,448 7,730 -17,574 -9,365: -838 -9,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 9.2 28.5 42.6 42.8 87.5 80.5: 12.5 19.5
Old : 100.0: 15.8 14.7 23.7 47.3 41.8 86.9 80.2: 13.1 19.8
Other: 100.0: 38.5 8.2 26.7 24.5 46.8 89.7 81.7: 10.3 18.3
: : :
:# Traders : Number of Traders in Each Category :
All : 751: 197 174 237 256 308 569 623:
Old : 740: 181 186 218 247 305 546 606:
Other: 439: 92 78 69 91 229 214 346:
:----------------------------------------------------------------------------------------------------
: 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 16.5 24.0 22.7 14.3 11.3 21.4 14.5
Old : 17.3 14.6 26.5 20.8 17.3 10.4 25.3 14.1
Other: 20.8 26.6 31.8 33.4 15.5 17.1 25.0 21.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 12,750: 5,835 369 765 3,107 9,662 9,707 10,796: 3,042 1,954
Old : 12,642: 5,820 370 763 3,100 9,581 9,683 10,714: 2,958 1,928
Other: 108: 16 0 1 7 81 24 82: 84 26
: : :
: : Changes in Commitments from: September 12, 2006 :
: 1,012: 638 -9 -4 122 746 757 733: 256 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 2.9 6.0 24.4 75.8 76.1 84.7: 23.9 15.3
Old : 100.0: 46.0 2.9 6.0 24.5 75.8 76.6 84.8: 23.4 15.2
Other: 100.0: 14.8 0.0 0.9 6.5 75.0 22.2 75.9: 77.8 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 18 9 6 14 13 38 22:
Old : 45: 18 9 6 14 13 38 22:
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 : 28.3 47.7 46.1 66.5 28.3 44.9 46.1 61.7
Old : 28.5 47.5 46.5 66.4 28.5 44.7 46.5 61.6
Other: 22.2 75.9 22.2 75.9 20.4 74.1 20.4 74.1
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 446,428: 55,326 104,804 106,879 223,839 141,236 386,044 352,919: 60,384 93,509
Old : 417,846: 56,402 107,716 90,389 214,667 130,687 361,459 328,793: 56,387 89,054
Other: 28,581: 10,312 8,475 5,102 9,171 10,549 24,585 24,126: 3,996 4,455
: : :
: : Changes in Commitments from: September 12, 2006 :
: 4,388: -1,867 -2,354 5,035 1,138 2,592 4,305 5,274: 82 -886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 23.5 23.9 50.1 31.6 86.5 79.1: 13.5 20.9
Old : 100.0: 13.5 25.8 21.6 51.4 31.3 86.5 78.7: 13.5 21.3
Other: 100.0: 36.1 29.7 17.9 32.1 36.9 86.0 84.4: 14.0 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 431: 122 141 153 112 121 312 357:
Old : 428: 125 142 143 111 121 306 349:
Other: 119: 24 31 15 18 51 49 91:
:----------------------------------------------------------------------------------------------------
: 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 12.6 30.1 19.7 17.0 8.7 24.5 14.1
Old : 20.1 11.8 31.0 18.9 18.3 9.3 27.4 14.9
Other: 45.8 41.3 60.4 54.6 42.5 33.8 53.2 41.7
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,447: 11,333 4,383 859 185 511 12,377 5,753: 3,070 9,694
Old : 13,845: 10,646 4,416 14 185 492 10,845 4,922: 3,000 8,923
Other: 1,602: 1,531 811 1 0 19 1,532 831: 70 771
: : :
: : Changes in Commitments from: September 12, 2006 :
: -925: -880 -666 -12 0 -210 -892 -888: -33 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 28.4 5.6 1.2 3.3 80.1 37.2: 19.9 62.8
Old : 100.0: 76.9 31.9 0.1 1.3 3.6 78.3 35.6: 21.7 64.4
Other: 100.0: 95.6 50.6 0.1 0.0 1.2 95.6 51.9: 4.4 48.1
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 12 3 1 2 9 17:
Old : 23: 7 13 2 1 2 8 17:
Other: 7: 4 2 1 0 1 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 : 71.6 20.4 79.1 28.4 68.4 17.4 74.5 24.5
Old : 71.6 19.4 78.3 27.4 71.5 19.4 78.2 27.4
Other: 95.6 51.9 95.6 51.9 95.6 51.8 95.6 51.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 295,106: 46,894 46,033 69,129 153,819 158,774 269,842 273,937: 25,264 21,169
Old : 272,071: 50,292 49,288 53,163 144,928 149,135 248,384 251,586: 23,688 20,485
Other: 23,035: 9,080 9,224 3,488 8,891 9,639 21,459 22,351: 1,576 684
: : :
: : Changes in Commitments from: September 12, 2006 :
: 8,356: 1,457 4,505 5,518 1,699 -2,076 8,674 7,947: -318 409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 15.6 23.4 52.1 53.8 91.4 92.8: 8.6 7.2
Old : 100.0: 18.5 18.1 19.5 53.3 54.8 91.3 92.5: 8.7 7.5
Other: 100.0: 39.4 40.0 15.1 38.6 41.8 93.2 97.0: 6.8 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 53 59 47 61 56 144 148:
Old : 202: 55 65 45 61 55 141 146:
Other: 43: 11 13 9 13 11 29 28:
:----------------------------------------------------------------------------------------------------
: 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 27.2 29.3 40.0 18.1 21.1 25.5 28.7
Old : 18.5 27.2 28.3 40.9 18.5 21.1 26.5 29.3
Other: 55.9 54.9 76.9 77.9 50.9 50.7 68.9 69.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 965,665: 135,250 167,532 145,823 500,502 459,604 781,575 772,958: 184,090 192,707
Old : 965,665: 135,250 167,532 145,823 500,502 459,604 781,575 772,958: 184,090 192,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -14,423: -5,493 -6,434 -10,356 -2,923 2,254 -18,772 -14,537: 4,349 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 17.3 15.1 51.8 47.6 80.9 80.0: 19.1 20.0
Old : 100.0: 14.0 17.3 15.1 51.8 47.6 80.9 80.0: 19.1 20.0
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 : 189: 45 47 53 73 82 147 153:
Old : 189: 45 47 53 73 82 147 153:
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 : 18.9 24.8 26.9 33.2 15.1 19.1 21.0 23.9
Old : 18.9 24.8 26.9 33.2 15.1 19.1 21.0 23.9
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, September 19, 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 : 265,883: 31,116 66,684 54,338 145,525 119,483 230,978 240,505: 34,905 25,378
Old : 258,706: 32,628 65,679 50,735 141,275 117,589 224,637 234,003: 34,069 24,703
Other: 7,177: 1,070 3,587 1,021 4,250 1,894 6,341 6,502: 836 675
: : :
: : Changes in Commitments from: September 12, 2006 :
: -8,360: 782 -11,541 -927 -9,756 3,559 -9,901 -8,909: 1,541 549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 25.1 20.4 54.7 44.9 86.9 90.5: 13.1 9.5
Old : 100.0: 12.6 25.4 19.6 54.6 45.5 86.8 90.5: 13.2 9.5
Other: 100.0: 14.9 50.0 14.2 59.2 26.4 88.4 90.6: 11.6 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 195: 46 68 51 59 53 135 155:
Old : 193: 54 65 51 59 51 135 152:
Other: 35: 4 12 7 14 9 24 22:
:----------------------------------------------------------------------------------------------------
: 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 : 27.5 25.5 35.1 33.9 24.1 18.6 29.4 26.6
Old : 27.9 26.2 35.2 34.8 24.4 19.4 29.6 27.6
Other: 46.0 56.4 66.2 71.9 46.0 56.2 61.6 66.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 15,418: 3,349 1,122 1,813 7,194 10,881 12,356 13,816: 3,062 1,603
Old : 15,230: 3,333 1,164 1,765 7,092 10,742 12,190 13,670: 3,040 1,560
Other: 188: 58 0 6 102 139 166 145: 22 43
: : :
: : Changes in Commitments from: September 12, 2006 :
: -174: 304 -415 -386 -252 735 -333 -66: 159 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 7.3 11.8 46.7 70.6 80.1 89.6: 19.9 10.4
Old : 100.0: 21.9 7.6 11.6 46.6 70.5 80.0 89.8: 20.0 10.2
Other: 100.0: 30.8 0.0 3.2 54.2 73.9 88.3 77.1: 11.7 22.9
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 24 7 10 29 21 55 36:
Old : 64: 23 8 10 29 21 55 36:
Other: 12: 5 0 2 3 4 8 6:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 51.5 36.0 64.7 17.3 41.8 28.4 51.9
Old : 21.4 52.1 35.7 65.3 17.2 42.5 28.5 52.6
Other: 73.9 74.5 88.3 77.1 72.3 73.9 85.1 73.9
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 695,688: 92,278 190,528 15,368 442,228 377,484 549,874 583,380: 145,814 112,308
Old : 695,688: 92,278 190,528 15,368 442,228 377,484 549,874 583,380: 145,814 112,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 2,997: -1,680 12,576 2,462 5,902 -14,575 6,683 464: -3,686 2,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 27.4 2.2 63.6 54.3 79.0 83.9: 21.0 16.1
Old : 100.0: 13.3 27.4 2.2 63.6 54.3 79.0 83.9: 21.0 16.1
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 : 180: 39 41 23 71 73 121 126:
Old : 180: 39 41 23 71 73 121 126:
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 : 23.9 21.8 32.9 34.5 23.8 21.5 31.9 33.8
Old : 23.9 21.8 32.9 34.5 23.8 21.5 31.9 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 : 2,940,951: 801,716 283,559 341,465 1,440,407 1,877,604 2,583,588 2,502,629: 357,363 438,322
Old : 2,940,951: 801,716 283,559 341,465 1,440,407 1,877,604 2,583,588 2,502,629: 357,363 438,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 61,636: 79,372 34,941 128 -21,172 3,730 58,328 38,800: 3,308 22,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 9.6 11.6 49.0 63.8 87.8 85.1: 12.2 14.9
Old : 100.0: 27.3 9.6 11.6 49.0 63.8 87.8 85.1: 12.2 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 85 68 82 137 146 250 268:
Old : 321: 85 68 82 137 146 250 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 29.7 30.5 38.0 16.6 28.4 25.3 34.3
Old : 20.5 29.7 30.5 38.0 16.6 28.4 25.3 34.3
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, September 19, 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 : 1,467,261: 198,937 208,427 115,268 863,891 846,641 1,178,096 1,170,336: 289,165 296,925
Old : 1,467,261: 198,937 208,427 115,268 863,891 846,641 1,178,096 1,170,336: 289,165 296,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -25,471: -15,334 29,290 -27,479 -726 -37,818 -43,539 -36,007: 18,068 10,536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 14.2 7.9 58.9 57.7 80.3 79.8: 19.7 20.2
Old : 100.0: 13.6 14.2 7.9 58.9 57.7 80.3 79.8: 19.7 20.2
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: 45 40 39 85 91 144 156:
Old : 200: 45 40 39 85 91 144 156:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 22.4 35.4 30.4 22.5 20.8 28.7 26.4
Old : 25.7 22.4 35.4 30.4 22.5 20.8 28.7 26.4
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 19, 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 : 708,921: 174,132 114,873 213,330 297,851 335,932 685,313 664,135: 23,608 44,786
Old : 708,921: 174,132 114,873 213,330 297,851 335,932 685,313 664,135: 23,608 44,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 65,784: 37,494 20,035 7,058 28,882 38,857 73,433 65,949: -7,649 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 16.2 30.1 42.0 47.4 96.7 93.7: 3.3 6.3
Old : 100.0: 24.6 16.2 30.1 42.0 47.4 96.7 93.7: 3.3 6.3
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 : 150: 31 41 47 58 73 112 139:
Old : 150: 31 41 47 58 73 112 139:
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 : 33.9 16.4 47.1 27.8 26.7 12.3 34.0 19.3
Old : 33.9 16.4 47.1 27.8 26.7 12.3 34.0 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE Code-084605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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 TROY OUNCES) :
: : :
All : 9,667: 1,452 2,276 371 2,495 4,912 4,318 7,559: 5,348 2,108
Old : 9,667: 1,452 2,276 371 2,495 4,912 4,318 7,559: 5,348 2,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 23.5 3.8 25.8 50.8 44.7 78.2: 55.3 21.8
Old : 100.0: 15.0 23.5 3.8 25.8 50.8 44.7 78.2: 55.3 21.8
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 : 23: 6 6 3 6 10 13 18:
Old : 23: 6 6 3 6 10 13 18:
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 44.2 34.9 62.3 16.5 43.8 25.2 57.1
Old : 22.3 44.2 34.9 62.3 16.5 43.8 25.2 57.1
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 19, 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 : 43,800: 3,672 12,283 2,697 17,025 17,116 23,394 32,096: 20,406 11,704
Old : 43,800: 3,672 12,283 2,697 17,025 17,116 23,394 32,096: 20,406 11,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: 5,143: -807 1,722 987 5,988 2,957 6,167 5,666: -1,024 -523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 28.0 6.2 38.9 39.1 53.4 73.3: 46.6 26.7
Old : 100.0: 8.4 28.0 6.2 38.9 39.1 53.4 73.3: 46.6 26.7
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 : 56: 13 18 10 18 16 36 39:
Old : 56: 13 18 10 18 16 36 39:
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 29.2 30.8 40.7 19.5 27.4 30.0 38.4
Old : 19.5 29.2 30.8 40.7 19.5 27.4 30.0 38.4
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 19, 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 : 56,295: 11,958 7,458 514 19,214 40,723 31,687 48,695: 24,608 7,600
Old : 56,295: 11,958 7,458 514 19,214 40,723 31,687 48,695: 24,608 7,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -22,926: -3,067 1,692 -10,611 -5,037 -9,505 -18,716 -18,424: -4,210 -4,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 13.2 0.9 34.1 72.3 56.3 86.5: 43.7 13.5
Old : 100.0: 21.2 13.2 0.9 34.1 72.3 56.3 86.5: 43.7 13.5
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 : 53: 15 9 6 17 15 34 28:
Old : 53: 15 9 6 17 15 34 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 : 21.3 51.7 34.8 74.6 21.3 51.7 34.8 74.6
Old : 21.3 51.7 34.8 74.6 21.3 51.7 34.8 74.6
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 19, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 104,305: 26,008 15,520 3,183 65,933 35,585 95,123 54,289: 9,182 50,017
Old : 104,305: 26,008 15,520 3,183 65,933 35,585 95,123 54,289: 9,182 50,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -55,700: -8,025 -19,187 -20,735 -19,765 -5,902 -48,525 -45,824: -7,174 -9,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 14.9 3.1 63.2 34.1 91.2 52.0: 8.8 48.0
Old : 100.0: 24.9 14.9 3.1 63.2 34.1 91.2 52.0: 8.8 48.0
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 : 93: 26 32 17 19 23 60 57:
Old : 93: 26 32 17 19 23 60 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 : 66.4 20.4 72.6 29.6 65.1 20.1 70.6 27.7
Old : 66.4 20.4 72.6 29.6 65.1 20.1 70.6 27.7
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 19, 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 : 28,974: 14,053 8,866 427 14,399 19,492 28,879 28,785: 95 189
Old : 28,974: 14,053 8,866 427 14,399 19,492 28,879 28,785: 95 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2006 :
: -1,100: 8,619 893 -2,306 -7,237 328 -924 -1,085: -176 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 30.6 1.5 49.7 67.3 99.7 99.3: 0.3 0.7
Old : 100.0: 48.5 30.6 1.5 49.7 67.3 99.7 99.3: 0.3 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 : 36: 7 10 3 13 11 20 24:
Old : 36: 7 10 3 13 11 20 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 : 76.6 81.9 91.8 95.2 76.6 81.4 91.3 94.1
Old : 76.6 81.9 91.8 95.2 76.6 81.4 91.3 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2006