WHEAT - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 457,491 COMMITMENTS 82,090 62,636 86,580 249,312 245,338 417,982 394,554 39,509 62,937 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 1,252) -168 753 4,087 -4,876 -5,336 -957 -496 2,209 1,748 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 13.7 18.9 54.5 53.6 91.4 86.2 8.6 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 117 86 111 67 103 262 247 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,408,139 COMMITMENTS 324,080 93,112 223,296 678,491 797,783 1225867 1114191 182,272 293,948 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 33,198) 7,688 -4,282 -4,450 7,904 33,220 11,142 24,488 22,056 8,710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 6.6 15.9 48.2 56.7 87.1 79.1 12.9 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 756) 223 119 179 235 320 548 552 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 14,835 COMMITMENTS 5,825 117 346 5,391 12,591 11,562 13,054 3,273 1,781 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -43) -248 -18 165 93 222 10 369 -53 -412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 0.8 2.3 36.3 84.9 77.9 88.0 22.1 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 25 3 7 16 17 43 25 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 385,229 COMMITMENTS 77,892 43,993 59,858 195,919 203,626 333,669 307,477 51,560 77,752 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 9,427) 9,652 -1,490 1,439 -5,059 10,023 6,032 9,972 3,395 -545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 11.4 15.5 50.9 52.9 86.6 79.8 13.4 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397) 118 105 109 82 130 275 285 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (THOUSAND BUSHELS) OPEN INTEREST: 15,561 COMMITMENTS 10,849 4,080 1,571 0 273 12,420 5,924 3,141 9,637 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 1,870) 2,251 1,019 -408 0 76 1,843 687 27 1,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.7 26.2 10.1 0.0 1.8 79.8 38.1 20.2 61.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 17 12 10 0 1 20 20 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 267,084 COMMITMENTS 73,478 12,638 37,792 119,807 195,724 231,077 246,154 36,007 20,930 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 5,670) 8,192 -3,176 2,485 -6,945 6,320 3,732 5,629 1,938 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 4.7 14.1 44.9 73.3 86.5 92.2 13.5 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 76 18 35 56 50 149 97 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 772,984 COMMITMENTS 123,119 199,841 11,579 481,151 404,398 615,849 615,818 157,135 157,166 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 9,818) 5,713 22,652 170 -4,624 6,222 1,259 29,044 8,559 -19,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 25.9 1.5 62.2 52.3 79.7 79.7 20.3 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 38 38 19 69 72 114 122 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 218,276 COMMITMENTS 50,693 19,019 33,849 96,404 147,388 180,946 200,256 37,330 18,020 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 9,094) 3,887 -3,810 1,063 3,715 13,201 8,665 10,454 429 -1,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 8.7 15.5 44.2 67.5 82.9 91.7 17.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 62 31 45 56 48 150 106 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,452 COMMITMENTS 2,934 1,159 1,417 7,133 10,844 11,484 13,420 2,968 1,032 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 30) 366 -417 -352 -282 1,216 -268 447 298 -417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 8.0 9.8 49.4 75.0 79.5 92.9 20.5 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 19 7 9 23 18 46 30 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 661,030 COMMITMENTS 128,737 146,464 3,368 391,034 390,535 523,139 540,367 137,891 120,663 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -10,353) -8,596 -12,869 248 3,854 -1,243 -4,494 -13,864 -5,859 3,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 22.2 0.5 59.2 59.1 79.1 81.7 20.9 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 37 30 6 63 68 102 102 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,387,678 COMMITMENTS 705,981 355,285 96,220 1262871 1554635 2065072 2006140 322,606 381,538 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -25,886) -34,156 -9,344 24,104 -20,840 -8,345 -30,892 6,415 5,006 -32,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 14.9 4.0 52.9 65.1 86.5 84.0 13.5 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 57 78 43 122 124 204 220 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,386,411 COMMITMENTS 166,169 211,083 19,717 924,604 873,689 1110490 1104489 275,921 281,922 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -21,243) -46,004 4,307 2,333 2,483 -23,784 -41,188 -17,144 19,945 -4,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 15.2 1.4 66.7 63.0 80.1 79.7 19.9 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 39 37 20 73 80 119 130 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 384,191 COMMITMENTS 64,115 70,767 92,884 204,342 188,676 361,341 352,327 22,850 31,864 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -88,272) 8,373 -4,148 -28,881 -63,534 -50,913 -84,042 -83,942 -4,230 -4,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 18.4 24.2 53.2 49.1 94.1 91.7 5.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 30 33 35 43 54 87 109 GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE Code-088606 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 52,364 COMMITMENTS 18,033 4,370 4,075 6,141 32,447 28,249 40,892 24,115 11,472 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 2,831) 2,663 825 816 -3,667 -112 -188 1,529 3,019 1,302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 8.3 7.8 11.7 62.0 53.9 78.1 46.1 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 30 13 7 10 18 43 35 DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($10 X DJIA INDEX) OPEN INTEREST: 63,187 COMMITMENTS 17,579 11,943 25 19,088 42,155 36,692 54,123 26,495 9,064 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 410) -501 -224 2 -1,256 -499 -1,755 -721 2,165 1,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 18.9 0.0 30.2 66.7 58.1 85.7 41.9 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 24 16 2 18 15 43 32 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 131,339 COMMITMENTS 42,224 22,895 521 77,690 57,325 120,435 80,741 10,904 50,598 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -124) 934 -1,127 -52 -1,371 -49 -489 -1,228 365 1,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 17.4 0.4 59.2 43.6 91.7 61.5 8.3 38.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 34 30 2 16 33 51 64 INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602 FUTURES ONLY POSITIONS AS OF 11/07/06 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 43,248 COMMITMENTS 1,838 15,377 658 40,615 27,041 43,111 43,076 137 172 CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 122) -36 410 150 111 -371 225 189 -103 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 35.6 1.5 93.9 62.5 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 12 4 14 9 23 23
Updated November 13, 2006