WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 479,959: 75,136 46,574 116,770 248,544 254,840 440,450 418,184: 39,509 61,775
Old : 305,720: 57,886 59,836 44,786 174,157 168,246 276,829 272,868: 28,892 32,852
Other: 174,239: 49,718 19,205 39,516 74,387 86,595 163,621 145,316: 10,618 28,923
: : :
: : Changes in Commitments from: November 14, 2006 :
: -59,778: -3,796 3,515 -42,847 -9,844 -13,647 -56,487 -52,979: -3,291 -6,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 9.7 24.3 51.8 53.1 91.8 87.1: 8.2 12.9
Old : 100.0: 18.9 19.6 14.6 57.0 55.0 90.5 89.3: 9.5 10.7
Other: 100.0: 28.5 11.0 22.7 42.7 49.7 93.9 83.4: 6.1 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 119 85 111 74 107 263 245:
Old : 305: 104 89 77 57 92 205 220:
Other: 219: 73 44 64 46 88 145 176:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 21.2 35.9 31.4 22.3 15.1 32.9 21.2
Old : 34.3 25.1 47.6 36.6 34.2 22.5 45.4 31.8
Other: 28.9 23.5 41.3 33.5 26.4 18.6 35.8 25.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 1,869,504: 359,386 68,604 501,067 816,086 999,787 1,676,539 1,569,457: 192,965 300,046
Old : 1,326,974: 257,907 77,803 292,763 627,866 738,905 1,178,536 1,109,472: 148,437 217,502
Other: 542,530: 141,228 30,549 168,555 188,220 260,882 498,003 459,985: 44,527 82,545
: : :
: : Changes in Commitments from: November 14, 2006 :
: -194,229: 16,699 14,017 -144,818 -28,177 -31,918 -156,295 -162,719: -37,934 -31,510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 3.7 26.8 43.7 53.5 89.7 84.0: 10.3 16.0
Old : 100.0: 19.4 5.9 22.1 47.3 55.7 88.8 83.6: 11.2 16.4
Other: 100.0: 26.0 5.6 31.1 34.7 48.1 91.8 84.8: 8.2 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 768: 230 108 206 300 367 614 610:
Old : 753: 219 111 178 289 355 586 577:
Other: 549: 95 98 81 126 311 263 451:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 18.5 22.7 25.2 11.6 12.5 17.8 16.8
Old : 15.7 16.7 24.9 23.8 15.0 12.2 21.6 16.8
Other: 22.9 25.9 35.6 33.8 16.2 14.2 24.2 17.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,662: 5,422 488 666 5,941 12,224 12,029 13,379: 2,634 1,283
Old : 12,274: 5,294 492 385 4,540 10,270 10,219 11,148: 2,055 1,126
Other: 2,388: 141 9 269 1,401 1,954 1,810 2,231: 578 157
: : :
: : Changes in Commitments from: November 14, 2006 :
: -1,983: 6 390 -764 -380 -994 -1,139 -1,369: -845 -615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 3.3 4.5 40.5 83.4 82.0 91.2: 18.0 8.8
Old : 100.0: 43.1 4.0 3.1 37.0 83.7 83.3 90.8: 16.7 9.2
Other: 100.0: 5.9 0.4 11.2 58.7 81.8 75.8 93.4: 24.2 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 25 4 5 14 15 41 22:
Old : 48: 24 3 5 13 15 39 22:
Other: 18: 4 3 3 6 7 12 11:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 55.6 41.4 75.5 25.9 46.5 37.6 62.0
Old : 29.6 56.0 45.6 77.2 28.5 49.5 42.5 69.5
Other: 57.2 68.5 72.1 91.8 54.1 68.5 62.8 80.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 504,744: 78,008 40,431 130,002 236,344 240,191 444,354 410,624: 60,390 94,120
Old : 435,334: 67,749 55,335 93,352 222,582 204,973 383,684 353,661: 51,650 81,673
Other: 69,411: 33,028 7,866 13,881 13,762 35,217 60,670 56,964: 8,740 12,447
: : :
: : Changes in Commitments from: November 14, 2006 :
: 3,040: -3,973 3,742 6,493 6,530 -3,348 9,051 6,887: -6,010 -3,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 8.0 25.8 46.8 47.6 88.0 81.4: 12.0 18.6
Old : 100.0: 15.6 12.7 21.4 51.1 47.1 88.1 81.2: 11.9 18.8
Other: 100.0: 47.6 11.3 20.0 19.8 50.7 87.4 82.1: 12.6 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 131 90 134 112 141 320 308:
Old : 397: 129 96 120 109 137 302 297:
Other: 187: 39 42 25 33 89 89 139:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 20.2 29.6 29.4 15.1 13.1 21.5 17.3
Old : 20.1 20.7 32.4 28.9 17.5 14.3 26.3 19.1
Other: 31.7 35.8 49.6 49.7 28.4 28.7 40.6 36.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 16,514: 11,264 5,318 1,428 420 390 13,112 7,136: 3,402 9,378
Old : 13,778: 8,870 5,221 1,336 420 373 10,626 6,930: 3,152 6,848
Other: 2,736: 2,471 174 15 0 17 2,486 206: 250 2,530
: : :
: : Changes in Commitments from: November 14, 2006 :
: -598: -1,763 137 84 50 54 -1,629 275: 1,031 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 32.2 8.6 2.5 2.4 79.4 43.2: 20.6 56.8
Old : 100.0: 64.4 37.9 9.7 3.0 2.7 77.1 50.3: 22.9 49.7
Other: 100.0: 90.3 6.4 0.5 0.0 0.6 90.9 7.5: 9.1 92.5
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 18 9 8 1 1 21 16:
Old : 29: 16 11 7 1 1 21 15:
Other: 10: 8 1 2 0 1 8 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 : 51.6 24.3 61.7 34.3 50.0 24.3 58.6 33.5
Old : 48.2 27.9 58.0 39.7 46.4 27.8 55.7 38.8
Other: 78.6 7.5 90.9 7.5 78.4 7.0 90.3 7.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 313,991: 79,988 9,611 61,458 138,727 222,990 280,173 294,059: 33,817 19,932
Old : 289,018: 76,919 10,963 46,311 133,437 213,220 256,668 270,494: 32,350 18,524
Other: 24,973: 14,136 9,715 4,080 5,290 9,770 23,505 23,565: 1,468 1,408
: : :
: : Changes in Commitments from: November 14, 2006 :
: -9,197: 5,460 -486 -5,602 -3,579 -545 -3,721 -6,633: -5,476 -2,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 3.1 19.6 44.2 71.0 89.2 93.7: 10.8 6.3
Old : 100.0: 26.6 3.8 16.0 46.2 73.8 88.8 93.6: 11.2 6.4
Other: 100.0: 56.6 38.9 16.3 21.2 39.1 94.1 94.4: 5.9 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 91 19 51 58 56 173 117:
Old : 193: 91 22 46 58 56 168 114:
Other: 54: 14 15 12 15 14 37 34:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 41.3 25.7 52.4 15.6 37.3 22.3 43.9
Old : 17.9 42.7 25.8 53.9 16.8 38.7 23.1 45.4
Other: 40.8 56.7 66.8 74.2 35.3 50.2 60.8 62.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 901,882: 139,402 217,234 96,305 538,574 449,653 774,281 763,192: 127,600 138,690
Old : 901,882: 139,402 217,234 96,305 538,574 449,653 774,281 763,192: 127,600 138,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -220,136: 7,097 53,263 -99,338 -64,769 -129,472 -157,010 -175,546: -63,126 -44,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 24.1 10.7 59.7 49.9 85.9 84.6: 14.1 15.4
Old : 100.0: 15.5 24.1 10.7 59.7 49.9 85.9 84.6: 14.1 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 41 41 46 74 80 136 148:
Old : 184: 41 41 46 74 80 136 148:
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 25.8 30.5 36.6 19.0 20.5 26.4 29.0
Old : 21.0 25.8 30.5 36.6 19.0 20.5 26.4 29.0
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, November 21, 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 : 227,001: 49,460 16,324 36,356 103,614 154,521 189,430 207,201: 37,571 19,800
Old : 213,904: 48,535 13,830 30,958 98,504 150,420 177,998 195,209: 35,906 18,695
Other: 13,097: 4,228 5,797 2,094 5,110 4,100 11,432 11,992: 1,664 1,105
: : :
: : Changes in Commitments from: November 14, 2006 :
: -14,079: -798 -1,068 -7,590 -2,169 -5,392 -10,557 -14,050: -3,522 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 7.2 16.0 45.6 68.1 83.4 91.3: 16.6 8.7
Old : 100.0: 22.7 6.5 14.5 46.1 70.3 83.2 91.3: 16.8 8.7
Other: 100.0: 32.3 44.3 16.0 39.0 31.3 87.3 91.6: 12.7 8.4
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 70 25 53 55 52 156 115:
Old : 170: 74 24 51 55 49 155 109:
Other: 54: 11 17 13 18 14 38 36:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 42.8 32.7 54.3 24.0 41.2 30.6 52.4
Old : 25.9 45.1 33.6 56.5 24.9 44.1 31.6 55.1
Other: 37.0 44.1 56.2 61.6 36.4 41.7 54.6 52.5
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 15,840: 3,021 1,165 2,175 7,673 11,544 12,869 14,884: 2,972 956
Old : 14,724: 2,886 1,152 2,053 6,950 10,641 11,888 13,845: 2,837 879
Other: 1,116: 234 112 24 723 903 981 1,039: 135 77
: : :
: : Changes in Commitments from: November 14, 2006 :
: 228: 80 11 50 219 315 348 376: -120 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 7.4 13.7 48.4 72.9 81.2 94.0: 18.8 6.0
Old : 100.0: 19.6 7.8 13.9 47.2 72.3 80.7 94.0: 19.3 6.0
Other: 100.0: 21.0 10.0 2.2 64.8 80.9 87.9 93.1: 12.1 6.9
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 23 7 11 26 21 52 36:
Old : 63: 23 6 11 26 21 51 36:
Other: 25: 7 5 3 6 10 14 17:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 49.9 37.3 66.1 20.3 42.7 32.8 56.5
Old : 21.6 50.3 37.2 65.7 21.4 45.8 33.9 59.4
Other: 59.6 63.0 79.1 83.6 29.2 33.0 39.7 42.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 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 : 738,086: 89,759 170,141 44,511 471,159 403,822 605,429 618,474: 132,657 119,612
Old : 738,086: 89,759 170,141 44,511 471,159 403,822 605,429 618,474: 132,657 119,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 52,122: -21,131 15,722 27,561 52,031 14,491 58,461 57,774: -6,339 -5,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 23.1 6.0 63.8 54.7 82.0 83.8: 18.0 16.2
Old : 100.0: 12.2 23.1 6.0 63.8 54.7 82.0 83.8: 18.0 16.2
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 : 160: 32 32 18 73 69 111 113:
Old : 160: 32 32 18 73 69 111 113:
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 : 21.9 20.0 33.1 30.5 21.7 18.5 30.9 27.9
Old : 21.9 20.0 33.1 30.5 21.7 18.5 30.9 27.9
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, November 21, 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 : 2,722,761: 663,883 281,454 339,648 1,431,396 1,691,750 2,434,927 2,312,853: 287,834 409,908
Old : 2,722,761: 663,883 281,454 339,648 1,431,396 1,691,750 2,434,927 2,312,853: 287,834 409,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -352,950: -18,237 -8,319 -106,980 -144,056 -216,948 -269,273 -332,247: -83,677 -20,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 10.3 12.5 52.6 62.1 89.4 84.9: 10.6 15.1
Old : 100.0: 24.4 10.3 12.5 52.6 62.1 89.4 84.9: 10.6 15.1
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 : 299: 61 73 68 131 134 232 236:
Old : 299: 61 73 68 131 134 232 236:
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 : 18.6 21.6 30.4 32.1 13.7 19.8 21.5 26.6
Old : 18.6 21.6 30.4 32.1 13.7 19.8 21.5 26.6
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, November 21, 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 : 1,573,631: 151,927 199,357 98,974 1,084,430 1,023,341 1,335,331 1,321,672: 238,301 251,960
Old : 1,573,631: 151,927 199,357 98,974 1,084,430 1,023,341 1,335,331 1,321,672: 238,301 251,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -85,273: -39,891 -23,641 -49,411 68,454 38,321 -20,848 -34,731: -64,424 -50,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 12.7 6.3 68.9 65.0 84.9 84.0: 15.1 16.0
Old : 100.0: 9.7 12.7 6.3 68.9 65.0 84.9 84.0: 15.1 16.0
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 : 176: 33 34 30 77 85 125 135:
Old : 176: 33 34 30 77 85 125 135:
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 : 31.2 29.2 42.4 38.2 22.8 25.1 30.6 30.5
Old : 31.2 29.2 42.4 38.2 22.8 25.1 30.6 30.5
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, November 21, 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 : 608,870: 60,955 61,821 243,381 280,513 264,781 584,849 569,982: 24,021 38,888
Old : 608,870: 60,955 61,821 243,381 280,513 264,781 584,849 569,982: 24,021 38,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -3,699: -12,698 -11,478 8,421 5,434 2,143 1,157 -914: -4,856 -2,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.2 40.0 46.1 43.5 96.1 93.6: 3.9 6.4
Old : 100.0: 10.0 10.2 40.0 46.1 43.5 96.1 93.6: 3.9 6.4
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 : 142: 30 43 57 53 66 112 137:
Old : 142: 30 43 57 53 66 112 137:
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 : 22.4 16.2 38.1 26.5 14.7 7.3 20.3 12.0
Old : 22.4 16.2 38.1 26.5 14.7 7.3 20.3 12.0
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, November 21, 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 : 11,121: 4,455 195 745 1,027 6,942 6,227 7,882: 4,894 3,239
Old : 11,121: 4,455 195 745 1,027 6,942 6,227 7,882: 4,894 3,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 357: 154 195 709 -321 -606 542 298: -185 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 1.8 6.7 9.2 62.4 56.0 70.9: 44.0 29.1
Old : 100.0: 40.1 1.8 6.7 9.2 62.4 56.0 70.9: 44.0 29.1
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 : 25: 11 1 4 4 11 15 16:
Old : 25: 11 1 4 4 11 15 16:
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 : 30.1 39.2 44.4 59.2 25.0 38.4 35.3 54.0
Old : 30.1 39.2 44.4 59.2 25.0 38.4 35.3 54.0
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, November 21, 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 : 58,085: 14,845 3,824 8,218 8,293 33,854 31,356 45,896: 26,729 12,189
Old : 58,085: 14,845 3,824 8,218 8,293 33,854 31,356 45,896: 26,729 12,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 2,227: 875 -1,816 1,145 534 2,687 2,553 2,016: -327 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 6.6 14.1 14.3 58.3 54.0 79.0: 46.0 21.0
Old : 100.0: 25.6 6.6 14.1 14.3 58.3 54.0 79.0: 46.0 21.0
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 : 65: 26 16 16 14 20 49 43:
Old : 65: 26 16 16 14 20 49 43:
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 : 14.0 27.3 22.9 44.8 10.6 26.3 18.3 40.4
Old : 14.0 27.3 22.9 44.8 10.6 26.3 18.3 40.4
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, November 21, 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 : 63,645: 18,878 13,305 704 18,957 40,594 38,538 54,602: 25,107 9,043
Old : 63,645: 18,878 13,305 704 18,957 40,594 38,538 54,602: 25,107 9,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -862: 807 -101 -164 -530 -854 113 -1,119: -976 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 20.9 1.1 29.8 63.8 60.6 85.8: 39.4 14.2
Old : 100.0: 29.7 20.9 1.1 29.8 63.8 60.6 85.8: 39.4 14.2
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 : 71: 23 18 8 21 13 46 37:
Old : 71: 23 18 8 21 13 46 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 46.1 29.0 65.0 17.2 46.1 28.9 65.0
Old : 17.3 46.1 29.0 65.0 17.2 46.1 28.9 65.0
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, November 21, 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 : 135,802: 46,122 24,322 2,663 76,512 56,795 125,298 83,780: 10,505 52,022
Old : 135,802: 46,122 24,322 2,663 76,512 56,795 125,298 83,780: 10,505 52,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: -4,995: -1,073 -2,700 -618 -3,656 -2,141 -5,346 -5,459: 351 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 17.9 2.0 56.3 41.8 92.3 61.7: 7.7 38.3
Old : 100.0: 34.0 17.9 2.0 56.3 41.8 92.3 61.7: 7.7 38.3
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 : 109: 38 27 13 22 34 69 65:
Old : 109: 38 27 13 22 34 69 65:
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 : 53.3 21.8 63.4 31.9 51.6 21.8 61.6 30.6
Old : 53.3 21.8 63.4 31.9 51.6 21.8 61.6 30.6
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, November 21, 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 : 43,983: 2,282 16,066 738 40,828 26,750 43,848 43,554: 135 429
Old : 43,983: 2,282 16,066 738 40,828 26,750 43,848 43,554: 135 429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2006 :
: 702: 382 460 80 230 -134 692 406: 10 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 36.5 1.7 92.8 60.8 99.7 99.0: 0.3 1.0
Old : 100.0: 5.2 36.5 1.7 92.8 60.8 99.7 99.0: 0.3 1.0
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 : 40: 9 12 4 14 10 25 24:
Old : 40: 9 12 4 14 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 : 81.0 81.5 92.3 94.3 80.8 80.5 91.8 92.8
Old : 81.0 81.5 92.3 94.3 80.8 80.5 91.8 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 27, 2006