WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders - Futures Only, November 28, 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 : 416,399: 76,977 57,057 68,085 232,690 232,678 377,752 357,820: 38,647 58,579 Old : 262,573: 53,292 65,731 16,339 166,220 150,763 235,851 232,833: 26,722 29,740 Other: 153,826: 59,424 27,065 16,007 66,470 81,915 141,901 124,987: 11,925 28,839 : : : : : Changes in Commitments from: November 21, 2006 : : -5,363: 1,353 1,066 -2,390 -6,022 -4,657 -7,059 -5,981: 1,696 618 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 13.7 16.4 55.9 55.9 90.7 85.9: 9.3 14.1 Old : 100.0: 20.3 25.0 6.2 63.3 57.4 89.8 88.7: 10.2 11.3 Other: 100.0: 38.6 17.6 10.4 43.2 53.3 92.2 81.3: 7.8 18.7 : : : :# Traders : Number of Traders in Each Category : All : 331: 107 92 98 66 97 250 228: Old : 297: 96 89 46 51 80 185 186: Other: 219: 66 53 42 40 82 129 160: :---------------------------------------------------------------------------------------------------- : 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 : 25.8 21.7 38.8 32.3 25.8 16.2 37.2 22.8 Old : 40.0 26.5 52.8 39.6 40.0 25.7 52.8 36.7 Other: 30.2 24.6 44.4 33.9 28.5 19.9 39.5 27.4 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders - Futures Only, November 28, 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 : 1,397,402: 347,770 65,588 190,937 692,118 876,838 1,230,825 1,133,363: 166,577 264,039 Old : 1,011,820: 233,070 87,194 102,234 546,290 629,920 881,594 819,348: 130,226 192,472 Other: 385,582: 174,502 38,196 28,901 145,828 246,918 349,231 314,015: 36,351 71,567 : : : : : Changes in Commitments from: November 21, 2006 : : 3,742: -2,462 -5,389 -21,875 451 22,139 -23,886 -5,125: 27,628 8,867 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.9 4.7 13.7 49.5 62.7 88.1 81.1: 11.9 18.9 Old : 100.0: 23.0 8.6 10.1 54.0 62.3 87.1 81.0: 12.9 19.0 Other: 100.0: 45.3 9.9 7.5 37.8 64.0 90.6 81.4: 9.4 18.6 : : : :# Traders : Number of Traders in Each Category : All : 755: 217 106 164 238 347 540 559: Old : 735: 201 117 137 225 334 503 528: Other: 547: 111 79 42 103 303 235 410: :---------------------------------------------------------------------------------------------------- : 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 : 16.1 17.3 26.2 23.7 16.0 15.4 24.3 20.6 Old : 19.6 15.8 28.7 22.5 19.6 13.7 28.7 19.1 Other: 27.2 27.5 40.1 33.6 26.6 25.2 39.3 30.9 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders - Futures Only, November 28, 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 : 13,702: 5,271 552 296 4,797 11,219 10,364 12,067: 3,338 1,635 Old : 11,346: 4,890 635 207 3,538 9,026 8,635 9,868: 2,711 1,478 Other: 2,356: 465 1 5 1,259 2,193 1,729 2,199: 627 157 : : : : : Changes in Commitments from: November 21, 2006 : : -390: -300 32 0 -807 -864 -1,107 -832: 717 442 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.5 4.0 2.2 35.0 81.9 75.6 88.1: 24.4 11.9 Old : 100.0: 43.1 5.6 1.8 31.2 79.6 76.1 87.0: 23.9 13.0 Other: 100.0: 19.7 0.0 0.2 53.4 93.1 73.4 93.3: 26.6 6.7 : : : :# Traders : Number of Traders in Each Category : All : 50: 24 6 4 13 14 39 22: Old : 49: 21 7 3 11 14 35 22: Other: 17: 5 1 2 6 7 11 10: :---------------------------------------------------------------------------------------------------- : 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 : 27.2 52.8 40.0 74.3 27.2 50.1 39.8 67.3 Old : 29.1 52.5 44.3 74.5 29.1 52.1 44.3 73.5 Other: 52.8 77.6 69.3 93.3 52.6 77.6 68.4 91.2 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders - Futures Only, November 28, 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 : 410,571: 95,812 47,553 64,932 199,510 215,413 360,254 327,898: 50,317 82,673 Old : 349,421: 78,756 63,392 36,397 192,292 179,382 307,445 279,171: 41,976 70,250 Other: 61,150: 41,574 8,679 4,017 7,218 36,031 52,809 48,727: 8,341 12,423 : : : : : Changes in Commitments from: November 21, 2006 : : 16,583: 9,886 -2,478 8,916 -5,884 10,567 12,918 17,005: 3,665 -422 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.3 11.6 15.8 48.6 52.5 87.7 79.9: 12.3 20.1 Old : 100.0: 22.5 18.1 10.4 55.0 51.3 88.0 79.9: 12.0 20.1 Other: 100.0: 68.0 14.2 6.6 11.8 58.9 86.4 79.7: 13.6 20.3 : : : :# Traders : Number of Traders in Each Category : All : 389: 125 76 102 89 131 277 273: Old : 381: 127 80 85 84 127 257 260: Other: 178: 41 37 10 23 84 70 125: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.8 18.3 28.9 28.5 18.2 16.2 26.3 22.3 Old : 22.0 19.3 33.7 27.6 21.9 17.3 31.2 23.8 Other: 35.4 37.7 55.4 51.2 35.4 37.3 52.6 47.5 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders - Futures Only, November 28, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (THOUSAND BUSHELS) : : : : All : 15,771: 10,459 4,488 1,446 420 445 12,325 6,379: 3,446 9,392 Old : 12,710: 7,820 4,436 1,312 420 427 9,552 6,175: 3,158 6,535 Other: 3,061: 2,761 174 12 0 18 2,773 204: 288 2,857 : : : : : Changes in Commitments from: November 21, 2006 : : -743: -805 -830 18 0 55 -787 -757: 44 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.3 28.5 9.2 2.7 2.8 78.1 40.4: 21.9 59.6 Old : 100.0: 61.5 34.9 10.3 3.3 3.4 75.2 48.6: 24.8 51.4 Other: 100.0: 90.2 5.7 0.4 0.0 0.6 90.6 6.7: 9.4 93.3 : : : :# Traders : Number of Traders in Each Category : All : 25: 15 8 8 1 1 18 15: Old : 25: 13 10 8 1 1 18 15: Other: 11: 9 1 2 0 1 9 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 : 51.7 24.1 63.1 32.3 50.1 24.0 59.5 31.2 Old : 48.2 28.4 58.9 38.5 46.2 28.3 56.3 37.2 Other: 77.1 6.7 90.6 6.7 77.1 6.3 90.2 6.3 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders - Futures Only, November 28, 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 : 292,317: 78,615 9,003 48,054 129,769 215,104 256,438 272,161: 35,879 20,156 Old : 267,670: 75,951 10,617 32,447 124,756 205,622 233,154 248,686: 34,516 18,984 Other: 24,647: 14,235 9,957 4,036 5,013 9,482 23,284 23,475: 1,363 1,172 : : : : : Changes in Commitments from: November 21, 2006 : : 5,695: -5,128 -423 3,879 3,617 939 2,368 4,395: 3,327 1,300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 3.1 16.4 44.4 73.6 87.7 93.1: 12.3 6.9 Old : 100.0: 28.4 4.0 12.1 46.6 76.8 87.1 92.9: 12.9 7.1 Other: 100.0: 57.8 40.4 16.4 20.3 38.5 94.5 95.2: 5.5 4.8 : : : :# Traders : Number of Traders in Each Category : All : 198: 84 19 50 54 49 172 108: Old : 195: 88 20 44 54 49 167 104: Other: 54: 14 14 9 16 13 36 32: :---------------------------------------------------------------------------------------------------- : 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 : 17.4 42.9 26.5 54.8 16.9 39.9 24.2 46.7 Old : 18.4 44.7 27.2 56.6 18.4 41.7 25.5 49.3 Other: 41.4 58.9 67.2 76.6 35.8 52.3 60.8 65.3 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders - Futures Only, November 28, 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 : 899,947: 123,648 173,745 49,562 537,480 508,493 710,690 731,800: 189,257 168,147 Old : 899,947: 123,648 173,745 49,562 537,480 508,493 710,690 731,800: 189,257 168,147 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 119,745: -3,590 -41,312 18,782 32,985 100,914 48,177 78,384: 71,568 41,361 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 19.3 5.5 59.7 56.5 79.0 81.3: 21.0 18.7 Old : 100.0: 13.7 19.3 5.5 59.7 56.5 79.0 81.3: 21.0 18.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 177: 30 43 29 72 78 120 135: Old : 177: 30 43 29 72 78 120 135: 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 : 22.5 29.0 33.6 39.4 19.1 24.2 25.8 30.7 Old : 22.5 29.0 33.6 39.4 19.1 24.2 25.8 30.7 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, November 28, 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 : 217,505: 48,460 17,343 29,435 101,409 151,369 179,304 198,147: 38,201 19,358 Old : 203,902: 47,956 15,005 23,409 96,195 147,159 167,560 185,573: 36,342 18,329 Other: 13,603: 4,871 6,705 1,659 5,214 4,210 11,744 12,574: 1,859 1,029 : : : : : Changes in Commitments from: November 21, 2006 : : 4,820: -1,568 962 1,032 2,279 1,831 1,743 3,825: 3,077 995 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 8.0 13.5 46.6 69.6 82.4 91.1: 17.6 8.9 Old : 100.0: 23.5 7.4 11.5 47.2 72.2 82.2 91.0: 17.8 9.0 Other: 100.0: 35.8 49.3 12.2 38.3 30.9 86.3 92.4: 13.7 7.6 : : : :# Traders : Number of Traders in Each Category : All : 169: 64 22 51 52 48 147 111: Old : 166: 69 21 47 51 45 144 104: Other: 59: 14 14 8 22 16 42 33: :---------------------------------------------------------------------------------------------------- : 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 : 26.4 44.2 33.9 56.7 25.1 42.7 32.5 54.7 Old : 26.9 46.8 34.9 59.2 26.2 45.9 33.8 57.8 Other: 35.5 41.7 53.0 60.1 35.0 40.2 51.8 53.0 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders - Futures Only, November 28, 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 : 14,946: 3,365 1,224 1,315 7,346 11,277 12,026 13,816: 2,920 1,130 Old : 13,838: 3,273 1,272 1,174 6,621 10,340 11,068 12,786: 2,770 1,052 Other: 1,108: 219 79 14 725 937 958 1,030: 150 78 : : : : : Changes in Commitments from: November 21, 2006 : : 220: 105 39 -78 -12 -15 15 -54: 205 274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 8.2 8.8 49.2 75.5 80.5 92.4: 19.5 7.6 Old : 100.0: 23.7 9.2 8.5 47.8 74.7 80.0 92.4: 20.0 7.6 Other: 100.0: 19.8 7.1 1.3 65.4 84.6 86.5 93.0: 13.5 7.0 : : : :# Traders : Number of Traders in Each Category : All : 64: 23 8 9 21 19 48 32: Old : 63: 23 7 7 20 19 44 32: Other: 24: 7 4 3 6 10 14 16: :---------------------------------------------------------------------------------------------------- : 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 : 22.0 52.8 38.5 68.5 21.6 45.9 35.0 60.6 Old : 22.9 53.4 38.2 68.5 22.9 49.4 36.3 63.8 Other: 60.2 64.7 80.2 84.6 29.8 33.8 38.1 43.4 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders - Futures Only, November 28, 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 : 793,013: 99,034 179,880 55,969 463,308 425,788 618,311 661,637: 174,702 131,376 Old : 793,013: 99,034 179,880 55,969 463,308 425,788 618,311 661,637: 174,702 131,376 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 59,958: 8,779 9,607 14,253 -6,441 23,823 16,591 47,683: 43,367 12,275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.5 22.7 7.1 58.4 53.7 78.0 83.4: 22.0 16.6 Old : 100.0: 12.5 22.7 7.1 58.4 53.7 78.0 83.4: 22.0 16.6 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 : 167: 31 36 17 77 74 117 118: Old : 167: 31 36 17 77 74 117 118: 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 : 20.2 19.9 31.1 30.5 19.1 18.0 27.2 26.4 Old : 20.2 19.9 31.1 30.5 19.1 18.0 27.2 26.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 Commitments of Traders - Futures Only, November 28, 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 : 2,560,646: 645,867 281,107 177,157 1,255,707 1,554,362 2,078,731 2,012,626: 481,915 548,020 Old : 2,560,646: 645,867 281,107 177,157 1,255,707 1,554,362 2,078,731 2,012,626: 481,915 548,020 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 260,260: -33,935 -2,672 35,728 49,885 73,206 51,678 106,262: 208,582 153,998 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 11.0 6.9 49.0 60.7 81.2 78.6: 18.8 21.4 Old : 100.0: 25.2 11.0 6.9 49.0 60.7 81.2 78.6: 18.8 21.4 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 : 292: 70 57 52 124 126 217 214: Old : 292: 70 57 52 124 126 217 214: 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 : 18.7 22.1 31.0 33.4 11.8 19.8 20.0 27.0 Old : 18.7 22.1 31.0 33.4 11.8 19.8 20.0 27.0 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, November 28, 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 : 1,706,480: 195,083 237,678 189,935 1,000,505 978,056 1,385,523 1,405,669: 320,957 300,811 Old : 1,706,480: 195,083 237,678 189,935 1,000,505 978,056 1,385,523 1,405,669: 320,957 300,811 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 195,554: 37,735 38,966 126,765 -59,929 -30,296 104,571 135,435: 90,983 60,119 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 13.9 11.1 58.6 57.3 81.2 82.4: 18.8 17.6 Old : 100.0: 11.4 13.9 11.1 58.6 57.3 81.2 82.4: 18.8 17.6 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 : 173: 37 31 26 78 77 124 126: Old : 173: 37 31 26 78 77 124 126: 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 : 27.0 29.4 38.2 39.1 20.0 26.7 27.0 32.8 Old : 27.0 29.4 38.2 39.1 20.0 26.7 27.0 32.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 Commitments of Traders - Futures Only, November 28, 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 : 388,190: 85,308 81,543 79,262 202,875 195,419 367,445 356,224: 20,745 31,966 Old : 388,190: 85,308 81,543 79,262 202,875 195,419 367,445 356,224: 20,745 31,966 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 7,597: 21,407 14,917 -9,462 -5,022 3,400 6,923 8,855: 674 -1,258 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 21.0 20.4 52.3 50.3 94.7 91.8: 5.3 8.2 Old : 100.0: 22.0 21.0 20.4 52.3 50.3 94.7 91.8: 5.3 8.2 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 : 129: 27 39 40 44 54 92 113: Old : 129: 27 39 40 44 54 92 113: 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 : 27.2 14.8 44.2 27.2 23.7 11.7 33.2 18.9 Old : 27.2 14.8 44.2 27.2 23.7 11.7 33.2 18.9 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 - Futures Only, November 28, 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 : 11,832: 4,545 0 1,024 799 7,723 6,368 8,747: 5,464 3,085 Old : 11,832: 4,545 0 1,024 799 7,723 6,368 8,747: 5,464 3,085 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 823: 97 -195 289 -228 781 158 875: 665 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.4 0.0 8.7 6.8 65.3 53.8 73.9: 46.2 26.1 Old : 100.0: 38.4 0.0 8.7 6.8 65.3 53.8 73.9: 46.2 26.1 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 : 23: 11 0 3 4 12 15 15: Old : 23: 11 0 3 4 12 15 15: 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 : 28.9 44.8 43.6 61.3 22.8 36.6 33.9 51.9 Old : 28.9 44.8 43.6 61.3 22.8 36.6 33.9 51.9 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, November 28, 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 : 50,655: 14,419 5,774 3,059 5,348 32,147 22,826 40,980: 27,829 9,675 Old : 50,655: 14,419 5,774 3,059 5,348 32,147 22,826 40,980: 27,829 9,675 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -3,523: -830 1,177 -2,260 -2,531 -993 -5,621 -2,076: 2,098 -1,447 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.5 11.4 6.0 10.6 63.5 45.1 80.9: 54.9 19.1 Old : 100.0: 28.5 11.4 6.0 10.6 63.5 45.1 80.9: 54.9 19.1 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 : 61: 26 14 10 10 19 40 39: Old : 61: 26 14 10 10 19 40 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 : 13.5 29.2 22.4 47.1 12.4 28.5 19.2 42.8 Old : 13.5 29.2 22.4 47.1 12.4 28.5 19.2 42.8 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, November 28, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($10 X DJIA INDEX) : : : : All : 61,964: 17,688 13,169 52 18,330 40,905 36,070 54,126: 25,894 7,838 Old : 61,964: 17,688 13,169 52 18,330 40,905 36,070 54,126: 25,894 7,838 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 122: -783 85 3 -217 418 -997 506: 1,119 -384 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.5 21.3 0.1 29.6 66.0 58.2 87.4: 41.8 12.6 Old : 100.0: 28.5 21.3 0.1 29.6 66.0 58.2 87.4: 41.8 12.6 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 : 68: 23 17 3 19 13 43 32: Old : 68: 23 17 3 19 13 43 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 : 17.4 47.3 29.8 66.6 17.4 47.2 29.7 66.5 Old : 17.4 47.3 29.8 66.6 17.4 47.2 29.7 66.5 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, November 28, 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 : 121,202: 37,799 25,455 684 71,699 43,295 110,182 69,434: 11,020 51,768 Old : 121,202: 37,799 25,455 684 71,699 43,295 110,182 69,434: 11,020 51,768 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : -7,508: -8,061 1,947 169 -428 -10,053 -8,320 -7,937: 812 429 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 21.0 0.6 59.2 35.7 90.9 57.3: 9.1 42.7 Old : 100.0: 31.2 21.0 0.6 59.2 35.7 90.9 57.3: 9.1 42.7 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 : 105: 32 29 5 20 29 56 59: Old : 105: 32 29 5 20 29 56 59: 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 : 55.5 19.0 65.5 28.0 55.5 19.0 65.4 27.9 Old : 55.5 19.0 65.5 28.0 55.5 19.0 65.4 27.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 Commitments of Traders - Futures Only, November 28, 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 : 45,803: 2,345 15,414 3,106 40,176 27,060 45,627 45,580: 176 223 Old : 45,803: 2,345 15,414 3,106 40,176 27,060 45,627 45,580: 176 223 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2006 : : 1,820: 63 -652 2,368 -652 310 1,779 2,026: 41 -206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 33.7 6.8 87.7 59.1 99.6 99.5: 0.4 0.5 Old : 100.0: 5.1 33.7 6.8 87.7 59.1 99.6 99.5: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 9 12 5 14 9 26 23: Old : 40: 9 12 5 14 9 26 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 : 77.7 82.1 90.8 95.1 75.8 75.6 86.5 88.2 Old : 77.7 82.1 90.8 95.1 75.8 75.6 86.5 88.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2006