WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, October 17, 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 : 473,929: 82,026 68,129 81,813 268,199 258,400 432,038 408,342: 41,891 65,587
Old : 335,267: 66,899 73,160 33,576 201,828 189,852 302,303 296,588: 32,964 38,679
Other: 138,662: 44,483 24,325 18,881 66,371 68,548 129,735 111,754: 8,927 26,908
: : :
: : Changes in Commitments from: October 10, 2006 :
: 4,105: 3,601 -1,767 5,311 -4,845 4,733 4,067 8,277: 38 -4,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 14.4 17.3 56.6 54.5 91.2 86.2: 8.8 13.8
Old : 100.0: 20.0 21.8 10.0 60.2 56.6 90.2 88.5: 9.8 11.5
Other: 100.0: 32.1 17.5 13.6 47.9 49.4 93.6 80.6: 6.4 19.4
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 105 91 96 71 102 249 230:
Old : 310: 109 87 61 58 88 213 197:
Other: 192: 32 62 38 39 81 99 157:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 21.7 35.5 32.5 22.9 14.3 33.7 20.8
Old : 31.6 26.0 43.9 38.7 31.6 24.4 43.9 34.6
Other: 28.6 20.4 45.7 30.1 25.5 15.6 39.1 22.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, October 17, 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 : 1,296,995: 305,744 103,313 193,907 633,705 719,849 1,133,356 1,017,069: 163,639 279,926
Old : 1,024,646: 230,198 139,750 100,898 558,230 560,065 889,326 800,713: 135,320 223,933
Other: 272,349: 137,856 25,873 30,699 75,475 159,784 244,030 216,356: 28,319 55,993
: : :
: : Changes in Commitments from: October 10, 2006 :
: 18,090: 8,578 -7,867 -24,006 30,021 46,327 14,593 14,454: 3,497 3,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 8.0 15.0 48.9 55.5 87.4 78.4: 12.6 21.6
Old : 100.0: 22.5 13.6 9.8 54.5 54.7 86.8 78.1: 13.2 21.9
Other: 100.0: 50.6 9.5 11.3 27.7 58.7 89.6 79.4: 10.4 20.6
: : :
:# Traders : Number of Traders in Each Category :
All : 707: 195 130 148 212 292 490 506:
Old : 693: 180 144 118 195 287 449 483:
Other: 444: 84 70 37 88 241 188 336:
:----------------------------------------------------------------------------------------------------
: 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 16.8 27.7 23.1 17.3 15.4 26.2 19.3
Old : 20.7 15.2 32.4 22.4 20.7 14.7 30.9 20.1
Other: 24.2 26.6 36.6 33.7 22.8 24.2 35.1 29.9
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 13,368: 6,382 146 30 3,945 11,280 10,357 11,456: 3,011 1,912
Old : 13,188: 6,367 146 30 3,916 11,155 10,313 11,331: 2,875 1,857
Other: 180: 15 0 0 29 125 44 125: 136 55
: : :
: : Changes in Commitments from: October 10, 2006 :
: 337: -477 -44 -28 971 440 466 368: -129 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 1.1 0.2 29.5 84.4 77.5 85.7: 22.5 14.3
Old : 100.0: 48.3 1.1 0.2 29.7 84.6 78.2 85.9: 21.8 14.1
Other: 100.0: 8.3 0.0 0.0 16.1 69.4 24.4 69.4: 75.6 30.6
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 25 3 3 11 13 38 17:
Old : 46: 25 3 3 11 13 38 17:
Other: 7: 1 0 0 3 4 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 : 26.5 58.4 41.7 77.8 26.5 51.8 40.2 69.0
Old : 26.9 58.4 42.3 77.9 26.9 51.7 40.7 69.2
Other: 24.4 69.4 24.4 69.4 23.9 68.9 23.9 68.9
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, October 17, 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 : 396,327: 79,176 68,149 64,520 198,199 183,770 341,895 316,439: 54,432 79,888
Old : 361,688: 68,949 75,256 48,156 194,526 164,344 311,631 287,756: 50,057 73,932
Other: 34,639: 24,677 7,343 1,914 3,673 19,426 30,264 28,683: 4,375 5,956
: : :
: : Changes in Commitments from: October 10, 2006 :
: 17,709: 10,984 -17,810 14,286 -6,713 19,801 18,557 16,277: -848 1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 17.2 16.3 50.0 46.4 86.3 79.8: 13.7 20.2
Old : 100.0: 19.1 20.8 13.3 53.8 45.4 86.2 79.6: 13.8 20.4
Other: 100.0: 71.2 21.2 5.5 10.6 56.1 87.4 82.8: 12.6 17.2
: : :
:# Traders : Number of Traders in Each Category :
All : 392: 110 116 102 83 111 263 288:
Old : 388: 124 109 91 81 108 254 277:
Other: 123: 22 38 10 12 54 41 95:
:----------------------------------------------------------------------------------------------------
: 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 20.0 33.1 27.7 18.9 14.3 26.5 19.6
Old : 23.4 19.4 36.2 26.9 21.3 15.0 31.1 20.6
Other: 49.7 42.5 68.5 57.2 49.7 42.5 66.7 55.3
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, October 17, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,333: 9,080 7,140 558 235 340 9,873 8,038: 7,460 9,295
Old : 15,641: 7,982 6,740 149 235 340 8,366 7,229: 7,275 8,412
Other: 1,692: 1,507 809 0 0 0 1,507 809: 185 883
: : :
: : Changes in Commitments from: October 10, 2006 :
: -134: -3,499 367 81 0 10 -3,418 458: 3,284 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 41.2 3.2 1.4 2.0 57.0 46.4: 43.0 53.6
Old : 100.0: 51.0 43.1 1.0 1.5 2.2 53.5 46.2: 46.5 53.8
Other: 100.0: 89.1 47.8 0.0 0.0 0.0 89.1 47.8: 10.9 52.2
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 12 3 1 1 11 16:
Old : 23: 10 11 3 1 1 11 15:
Other: 5: 3 2 0 0 0 3 2:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 25.2 52.9 36.5 42.3 25.2 49.7 36.4
Old : 41.2 28.0 49.3 40.0 40.5 28.0 48.6 40.0
Other: 89.1 47.8 89.1 47.8 89.1 47.8 89.1 47.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, October 17, 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 : 259,780: 54,337 34,252 39,658 139,046 164,277 233,041 238,187: 26,739 21,593
Old : 237,269: 58,722 39,674 21,134 132,011 156,129 211,867 216,937: 25,402 20,332
Other: 22,511: 10,273 9,236 3,866 7,035 8,148 21,174 21,250: 1,337 1,261
: : :
: : Changes in Commitments from: October 10, 2006 :
: 5,867: 3,849 -11,727 1,648 -1,802 16,310 3,695 6,231: 2,172 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 13.2 15.3 53.5 63.2 89.7 91.7: 10.3 8.3
Old : 100.0: 24.7 16.7 8.9 55.6 65.8 89.3 91.4: 10.7 8.6
Other: 100.0: 45.6 41.0 17.2 31.3 36.2 94.1 94.4: 5.9 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 52 45 42 53 45 132 120:
Old : 179: 56 45 40 53 44 129 118:
Other: 51: 14 14 7 15 11 34 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 : 22.9 37.6 34.4 49.4 19.7 30.9 27.4 38.9
Old : 24.9 39.4 35.6 51.7 21.5 32.0 29.9 40.9
Other: 47.3 55.0 72.8 74.6 41.7 50.1 64.9 66.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, October 17, 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 : 723,720: 126,012 170,343 7,851 453,905 387,836 587,768 566,030: 135,952 157,690
Old : 723,720: 126,012 170,343 7,851 453,905 387,836 587,768 566,030: 135,952 157,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -10,024: -9,094 -4,301 3,445 15,993 -6,287 10,344 -7,143: -20,368 -2,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 23.5 1.1 62.7 53.6 81.2 78.2: 18.8 21.8
Old : 100.0: 17.4 23.5 1.1 62.7 53.6 81.2 78.2: 18.8 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 : 175: 47 31 22 62 74 114 122:
Old : 175: 47 31 22 62 74 114 122:
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 : 24.0 29.2 32.3 39.6 19.4 23.0 26.7 31.0
Old : 24.0 29.2 32.3 39.6 19.4 23.0 26.7 31.0
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 - Futures Only, October 17, 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 : 200,867: 37,363 32,665 29,487 98,784 116,539 165,634 178,691: 35,233 22,176
Old : 190,671: 38,817 30,017 24,932 92,925 114,713 156,674 169,662: 33,997 21,009
Other: 10,196: 1,704 5,806 1,397 5,859 1,826 8,960 9,029: 1,236 1,167
: : :
: : Changes in Commitments from: October 10, 2006 :
: -8,255: 5,404 -16,416 -1,729 -14,399 10,733 -10,724 -7,412: 2,469 -843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 16.3 14.7 49.2 58.0 82.5 89.0: 17.5 11.0
Old : 100.0: 20.4 15.7 13.1 48.7 60.2 82.2 89.0: 17.8 11.0
Other: 100.0: 16.7 56.9 13.7 57.5 17.9 87.9 88.6: 12.1 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 46 37 38 57 46 127 113:
Old : 162: 53 35 37 57 44 126 109:
Other: 41: 6 14 7 16 9 29 23:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 36.9 34.8 48.5 26.0 34.3 33.0 44.4
Old : 27.2 38.8 35.8 50.3 26.9 37.5 34.2 47.3
Other: 36.1 53.1 59.3 70.5 36.1 53.1 58.2 62.1
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, October 17, 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 : 13,694: 3,001 1,218 951 7,021 10,150 10,973 12,319: 2,721 1,375
Old : 13,318: 2,988 1,211 938 6,751 9,863 10,677 12,012: 2,641 1,306
Other: 376: 19 13 7 270 287 296 307: 80 69
: : :
: : Changes in Commitments from: October 10, 2006 :
: -794: -371 125 -126 647 -143 150 -144: -944 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 8.9 6.9 51.3 74.1 80.1 90.0: 19.9 10.0
Old : 100.0: 22.4 9.1 7.0 50.7 74.1 80.2 90.2: 19.8 9.8
Other: 100.0: 5.1 3.5 1.9 71.8 76.3 78.7 81.6: 21.3 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 20 10 7 25 19 48 33:
Old : 63: 21 9 7 25 19 48 33:
Other: 18: 6 2 2 5 7 11 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 : 20.9 53.5 35.7 66.4 20.7 46.4 33.6 58.8
Old : 21.0 54.5 35.3 67.0 21.0 47.7 33.6 59.6
Other: 70.5 66.5 76.6 79.5 62.8 66.5 67.8 72.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, October 17, 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 : 684,338: 125,447 178,139 3,656 398,617 385,080 527,720 566,875: 156,618 117,463
Old : 684,338: 125,447 178,139 3,656 398,617 385,080 527,720 566,875: 156,618 117,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 10,517: 5,044 5,104 -942 -4,166 -11,197 -64 -7,035: 10,581 17,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 26.0 0.5 58.2 56.3 77.1 82.8: 22.9 17.2
Old : 100.0: 18.3 26.0 0.5 58.2 56.3 77.1 82.8: 22.9 17.2
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 : 172: 40 33 8 71 69 114 107:
Old : 172: 40 33 8 71 69 114 107:
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 19.0 32.1 31.1 22.2 18.8 31.1 29.8
Old : 22.3 19.0 32.1 31.1 22.2 18.8 31.1 29.8
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 - Futures Only, October 17, 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 : 2,434,326: 747,988 312,215 75,448 1,301,393 1,653,930 2,124,829 2,041,593: 309,497 392,733
Old : 2,434,326: 747,988 312,215 75,448 1,301,393 1,653,930 2,124,829 2,041,593: 309,497 392,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 86,389: 8,422 33,693 -13,490 125,678 80,019 120,610 100,222: -34,221 -13,833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 12.8 3.1 53.5 67.9 87.3 83.9: 12.7 16.1
Old : 100.0: 30.7 12.8 3.1 53.5 67.9 87.3 83.9: 12.7 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 : 305: 67 72 42 128 115 220 204:
Old : 305: 67 72 42 128 115 220 204:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 35.4 36.8 43.8 22.5 33.9 31.1 41.1
Old : 26.1 35.4 36.8 43.8 22.5 33.9 31.1 41.1
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 - Futures Only, October 17, 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 : 1,391,992: 203,530 194,941 18,458 913,780 922,633 1,135,768 1,136,032: 256,224 255,960
Old : 1,391,992: 203,530 194,941 18,458 913,780 922,633 1,135,768 1,136,032: 256,224 255,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -31,068: -32,267 377 -3,399 19,064 -2,258 -16,602 -5,280: -14,466 -25,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 14.0 1.3 65.6 66.3 81.6 81.6: 18.4 18.4
Old : 100.0: 14.6 14.0 1.3 65.6 66.3 81.6 81.6: 18.4 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 43 37 17 73 74 120 124:
Old : 187: 43 37 17 73 74 120 124:
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 : 29.0 36.5 40.8 45.9 26.8 35.3 34.6 42.3
Old : 29.0 36.5 40.8 45.9 26.8 35.3 34.6 42.3
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 - Futures Only, October 17, 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 : 478,907: 70,180 89,156 122,604 257,604 233,360 450,388 445,120: 28,519 33,787
Old : 478,907: 70,180 89,156 122,604 257,604 233,360 450,388 445,120: 28,519 33,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -5,662: -6,267 4,049 -3,795 2,066 -1,393 -7,996 -1,139: 2,334 -4,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 18.6 25.6 53.8 48.7 94.0 92.9: 6.0 7.1
Old : 100.0: 14.7 18.6 25.6 53.8 48.7 94.0 92.9: 6.0 7.1
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 : 133: 25 42 37 48 57 93 118:
Old : 133: 25 42 37 48 57 93 118:
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 : 32.6 20.0 46.7 31.5 25.1 11.4 34.6 18.9
Old : 32.6 20.0 46.7 31.5 25.1 11.4 34.6 18.9
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 - Futures Only, October 17, 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 : 41,246: 6,057 6,541 1,678 13,985 24,238 21,720 32,457: 19,526 8,789
Old : 41,246: 6,057 6,541 1,678 13,985 24,238 21,720 32,457: 19,526 8,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: -1,331: 932 -3,620 -535 -3,085 4,387 -2,688 232: 1,357 -1,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 15.9 4.1 33.9 58.8 52.7 78.7: 47.3 21.3
Old : 100.0: 14.7 15.9 4.1 33.9 58.8 52.7 78.7: 47.3 21.3
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 : 53: 16 15 6 12 15 32 32:
Old : 53: 16 15 6 12 15 32 32:
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 : 20.1 39.4 31.1 50.3 16.5 37.2 24.6 46.8
Old : 20.1 39.4 31.1 50.3 16.5 37.2 24.6 46.8
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 - Futures Only, October 17, 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 : 62,077: 16,643 11,574 11 19,820 42,022 36,474 53,607: 25,603 8,470
Old : 62,077: 16,643 11,574 11 19,820 42,022 36,474 53,607: 25,603 8,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 777: 169 1,654 6 -18 -250 157 1,410: 620 -633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 18.6 0.0 31.9 67.7 58.8 86.4: 41.2 13.6
Old : 100.0: 26.8 18.6 0.0 31.9 67.7 58.8 86.4: 41.2 13.6
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 : 69: 21 19 1 16 15 37 35:
Old : 69: 21 19 1 16 15 37 35:
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 46.7 32.6 65.7 19.1 46.7 32.5 65.7
Old : 19.1 46.7 32.6 65.7 19.1 46.7 32.5 65.7
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 - Futures Only, October 17, 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 : 129,812: 36,443 18,673 512 82,617 57,076 119,572 76,261: 10,240 53,551
Old : 129,812: 36,443 18,673 512 82,617 57,076 119,572 76,261: 10,240 53,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 365: -2 -103 105 438 -254 541 -252: -176 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 14.4 0.4 63.6 44.0 92.1 58.7: 7.9 41.3
Old : 100.0: 28.1 14.4 0.4 63.6 44.0 92.1 58.7: 7.9 41.3
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 : 97: 30 27 2 18 28 49 56:
Old : 97: 30 27 2 18 28 49 56:
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 : 66.9 28.4 73.8 36.3 66.9 28.4 73.8 36.2
Old : 66.9 28.4 73.8 36.3 66.9 28.4 73.8 36.2
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 - Futures Only, October 17, 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 : 40,494: 2,952 12,811 624 36,580 26,702 40,156 40,137: 338 357
Old : 40,494: 2,952 12,811 624 36,580 26,702 40,156 40,137: 338 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2006 :
: 2,291: -498 2,108 -253 3,247 667 2,496 2,522: -205 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 31.6 1.5 90.3 65.9 99.2 99.1: 0.8 0.9
Old : 100.0: 7.3 31.6 1.5 90.3 65.9 99.2 99.1: 0.8 0.9
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 : 38: 8 10 4 15 10 24 23:
Old : 38: 8 10 4 15 10 24 23:
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 : 78.6 84.5 91.4 95.0 77.4 84.1 90.1 93.2
Old : 78.6 84.5 91.4 95.0 77.4 84.1 90.1 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 20, 2006