WHEAT - CHICAGO BOARD OF TRADE Code-001602 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 569,489: 81,762 44,014 175,804 266,983 279,389 524,549 499,206: 44,940 70,283 Old : 403,063: 66,973 51,623 110,365 191,052 200,642 368,389 362,631: 34,673 40,432 Other: 166,426: 40,530 18,130 39,699 75,931 78,747 156,160 136,576: 10,267 29,850 : : : : : Changes in Commitments from: October 31, 2006 : : 3,362: -1,658 -1,385 7,061 -4,686 -3,989 716 1,687: 2,647 1,675 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 7.7 30.9 46.9 49.1 92.1 87.7: 7.9 12.3 Old : 100.0: 16.6 12.8 27.4 47.4 49.8 91.4 90.0: 8.6 10.0 Other: 100.0: 24.4 10.9 23.9 45.6 47.3 93.8 82.1: 6.2 17.9 : : : :# Traders : Number of Traders in Each Category : All : 359: 130 90 135 74 111 287 274: Old : 341: 118 101 117 62 98 256 253: Other: 213: 64 49 59 45 89 134 175: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.9 20.0 30.3 29.0 18.9 13.4 27.8 18.8 Old : 26.2 22.7 36.6 32.3 26.2 20.4 34.9 28.3 Other: 29.2 20.6 44.0 29.5 26.3 15.6 35.8 21.9 CORN - CHICAGO BOARD OF TRADE Code-002602 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 2,067,296: 334,536 48,626 660,824 822,287 1,002,104 1,817,647 1,711,554: 249,650 355,743 Old : 1,567,085: 246,025 59,047 459,752 654,863 774,401 1,360,640 1,293,200: 206,445 273,885 Other: 500,212: 128,604 29,672 160,979 167,424 227,702 457,007 418,354: 43,205 81,858 : : : : : Changes in Commitments from: October 31, 2006 : : 136,240: 20,396 19 56,182 21,525 63,137 98,103 119,338: 38,137 16,902 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 2.4 32.0 39.8 48.5 87.9 82.8: 12.1 17.2 Old : 100.0: 15.7 3.8 29.3 41.8 49.4 86.8 82.5: 13.2 17.5 Other: 100.0: 25.7 5.9 32.2 33.5 45.5 91.4 83.6: 8.6 16.4 : : : :# Traders : Number of Traders in Each Category : All : 794: 252 115 237 301 357 650 632: Old : 782: 240 122 217 293 352 627 614: Other: 510: 92 92 77 107 284 237 418: :---------------------------------------------------------------------------------------------------- : 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 19.5 22.0 25.7 10.9 12.2 16.8 15.8 Old : 14.8 18.2 23.3 24.6 13.0 11.9 18.8 15.7 Other: 22.9 25.9 35.2 33.5 16.6 14.0 24.8 17.2 OATS - CHICAGO BOARD OF TRADE Code-004603 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 16,866: 5,703 91 1,331 6,354 13,506 13,388 14,928: 3,479 1,938 Old : 15,809: 5,640 197 1,146 5,908 12,657 12,694 14,000: 3,115 1,809 Other: 1,058: 169 1 78 446 849 694 928: 364 130 : : : : : Changes in Commitments from: October 31, 2006 : : 123: -327 -35 327 126 437 127 729: -4 -606 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.8 0.5 7.9 37.7 80.1 79.4 88.5: 20.6 11.5 Old : 100.0: 35.7 1.2 7.3 37.4 80.1 80.3 88.6: 19.7 11.4 Other: 100.0: 16.0 0.0 7.4 42.2 80.3 65.6 87.7: 34.4 12.3 : : : :# Traders : Number of Traders in Each Category : All : 56: 25 6 7 17 18 45 28: Old : 56: 24 7 7 15 18 43 28: Other: 18: 7 1 3 6 6 14 9: :---------------------------------------------------------------------------------------------------- : 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 : 29.3 49.7 41.4 71.3 24.4 38.3 35.2 57.9 Old : 30.1 50.7 43.1 71.4 26.0 40.4 37.6 59.9 Other: 45.0 76.0 62.0 87.6 38.1 71.9 48.3 71.9 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 488,685: 75,803 33,424 125,270 220,823 237,321 421,896 396,015: 66,788 92,670 Old : 426,949: 65,550 44,462 94,648 208,704 205,443 368,902 344,553: 58,047 82,397 Other: 61,735: 28,660 7,370 12,215 12,118 31,877 52,994 51,462: 8,741 10,273 : : : : : Changes in Commitments from: October 31, 2006 : : 31,989: 7,747 -2,278 16,244 2,279 15,921 26,270 29,887: 5,719 2,102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 6.8 25.6 45.2 48.6 86.3 81.0: 13.7 19.0 Old : 100.0: 15.4 10.4 22.2 48.9 48.1 86.4 80.7: 13.6 19.3 Other: 100.0: 46.4 11.9 19.8 19.6 51.6 85.8 83.4: 14.2 16.6 : : : :# Traders : Number of Traders in Each Category : All : 416: 132 109 147 107 138 332 316: Old : 409: 135 107 132 104 133 317 301: Other: 179: 36 40 23 28 87 78 137: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.5 22.0 30.4 30.5 15.6 14.4 22.8 19.6 Old : 20.6 21.2 32.6 29.3 18.2 15.4 27.2 20.0 Other: 36.7 38.6 54.1 54.3 31.0 29.6 42.2 37.3 MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 2006 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (THOUSAND BUSHELS) : : : : All : 15,561: 10,849 4,080 1,571 0 273 12,420 5,924: 3,141 9,637 Old : 13,355: 9,003 3,987 1,417 0 257 10,420 5,661: 2,935 7,694 Other: 2,206: 1,997 244 3 0 16 2,000 263: 206 1,943 : : : : : Changes in Commitments from: October 31, 2006 : : 1,870: 2,251 1,019 -408 0 76 1,843 687: 27 1,183 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.7 26.2 10.1 0.0 1.8 79.8 38.1: 20.2 61.9 Old : 100.0: 67.4 29.9 10.6 0.0 1.9 78.0 42.4: 22.0 57.6 Other: 100.0: 90.5 11.1 0.1 0.0 0.7 90.7 11.9: 9.3 88.1 : : : :# Traders : Number of Traders in Each Category : All : 30: 17 12 10 0 1 20 20: Old : 30: 16 13 10 0 1 20 20: Other: 10: 7 2 1 0 1 7 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 : 47.2 17.3 60.6 24.3 45.7 16.1 57.2 22.8 Old : 44.1 19.5 58.9 27.6 43.7 18.7 55.2 26.4 Other: 79.3 11.9 90.7 11.9 79.3 11.8 90.5 11.8 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 307,139: 60,455 12,548 67,040 141,431 205,208 268,926 284,796: 38,213 22,343 Old : 282,017: 56,710 11,626 54,036 134,260 195,486 245,006 261,149: 37,011 20,868 Other: 25,122: 12,543 9,720 4,206 7,172 9,721 23,920 23,647: 1,203 1,475 : : : : : Changes in Commitments from: October 31, 2006 : : 10,294: 9,893 -1,988 4,068 -5,992 8,010 7,970 10,091: 2,324 203 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 4.1 21.8 46.0 66.8 87.6 92.7: 12.4 7.3 Old : 100.0: 20.1 4.1 19.2 47.6 69.3 86.9 92.6: 13.1 7.4 Other: 100.0: 49.9 38.7 16.7 28.5 38.7 95.2 94.1: 4.8 5.9 : : : :# Traders : Number of Traders in Each Category : All : 178: 73 23 50 64 54 163 111: Old : 176: 71 27 48 64 54 160 110: Other: 46: 11 13 10 14 12 32 29: :---------------------------------------------------------------------------------------------------- : 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 : 18.3 39.0 27.5 50.7 15.9 34.8 21.4 42.0 Old : 18.6 40.5 27.0 51.5 16.6 36.8 22.4 42.8 Other: 41.3 51.0 67.3 71.8 35.9 43.3 60.5 61.2 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 1,049,849: 112,486 164,529 185,859 579,745 525,562 878,090 875,950: 171,759 173,899 Old : 1,049,849: 112,486 164,529 185,859 579,745 525,562 878,090 875,950: 171,759 173,899 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 21,435: -2,092 18,467 16,591 1,158 8,910 15,658 43,968: 5,778 -22,533 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 15.7 17.7 55.2 50.1 83.6 83.4: 16.4 16.6 Old : 100.0: 10.7 15.7 17.7 55.2 50.1 83.6 83.4: 16.4 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 : 185: 42 43 50 74 80 138 151: Old : 185: 42 43 50 74 80 138 151: 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 : 19.8 26.8 30.4 37.4 15.7 19.9 21.6 24.9 Old : 19.8 26.8 30.4 37.4 15.7 19.9 21.6 24.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 245,096: 47,109 16,313 51,605 105,277 157,408 203,990 225,325: 41,106 19,771 Old : 232,872: 48,559 13,364 45,607 99,191 155,185 193,357 214,156: 39,515 18,716 Other: 12,224: 2,037 6,436 2,510 6,086 2,223 10,633 11,169: 1,591 1,055 : : : : : Changes in Commitments from: October 31, 2006 : : 11,654: 4,310 -4,682 2,615 4,184 14,691 11,109 12,624: 545 -970 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.2 6.7 21.1 43.0 64.2 83.2 91.9: 16.8 8.1 Old : 100.0: 20.9 5.7 19.6 42.6 66.6 83.0 92.0: 17.0 8.0 Other: 100.0: 16.7 52.7 20.5 49.8 18.2 87.0 91.4: 13.0 8.6 : : : :# Traders : Number of Traders in Each Category : All : 178: 63 34 53 59 58 155 124: Old : 176: 69 33 51 59 55 155 118: Other: 53: 13 15 14 17 13 38 35: :---------------------------------------------------------------------------------------------------- : 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 : 23.5 41.0 31.1 50.5 22.6 38.8 29.3 47.4 Old : 24.0 43.2 31.6 52.4 23.1 41.9 29.7 50.1 Other: 30.9 47.7 51.8 65.4 30.8 47.7 49.8 58.1 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 15,550: 2,840 1,141 2,115 7,335 11,137 12,290 14,393: 3,260 1,157 Old : 14,835: 2,694 1,134 2,074 6,975 10,575 11,742 13,783: 3,092 1,052 Other: 715: 157 18 30 360 562 547 610: 168 105 : : : : : Changes in Commitments from: October 31, 2006 : : 147: 241 -582 -120 -298 1,261 -176 559: 323 -413 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 7.3 13.6 47.2 71.6 79.0 92.6: 21.0 7.4 Old : 100.0: 18.2 7.6 14.0 47.0 71.3 79.2 92.9: 20.8 7.1 Other: 100.0: 22.0 2.5 4.2 50.3 78.6 76.5 85.3: 23.5 14.7 : : : :# Traders : Number of Traders in Each Category : All : 59: 19 7 10 26 20 49 33: Old : 58: 19 6 9 26 20 47 33: Other: 20: 7 2 3 5 8 13 12: :---------------------------------------------------------------------------------------------------- : 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 : 21.5 48.7 38.0 64.4 20.5 43.0 32.8 55.4 Old : 22.4 49.8 37.7 64.8 20.8 44.3 33.1 56.5 Other: 49.6 57.9 69.8 81.4 37.9 52.9 48.4 59.7 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 672,534: 125,719 145,071 12,972 394,669 392,155 533,360 550,197: 139,174 122,336 Old : 672,534: 125,719 145,071 12,972 394,669 392,155 533,360 550,197: 139,174 122,336 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -10,919: -9,244 -13,866 35 3,764 -1,351 -5,446 -15,182: -5,473 4,264 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 21.6 1.9 58.7 58.3 79.3 81.8: 20.7 18.2 Old : 100.0: 18.7 21.6 1.9 58.7 58.3 79.3 81.8: 20.7 18.2 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 : 163: 41 28 16 65 69 110 109: Old : 163: 41 28 16 65 69 110 109: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.9 20.2 34.9 32.9 23.7 19.7 33.7 31.6 Old : 23.9 20.2 34.9 32.9 23.7 19.7 33.7 31.6 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 7, 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 : 3,032,996: 690,129 304,402 424,781 1,570,498 1,891,803 2,685,408 2,620,986: 347,588 412,011 Old : 3,032,996: 690,129 304,402 424,781 1,570,498 1,891,803 2,685,408 2,620,986: 347,588 412,011 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 3,230: -45,761 -31,685 60,230 -18,193 -506 -3,724 28,040: 6,954 -24,809 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.8 10.0 14.0 51.8 62.4 88.5 86.4: 11.5 13.6 Old : 100.0: 22.8 10.0 14.0 51.8 62.4 88.5 86.4: 11.5 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 : 318: 69 76 81 143 146 247 268: Old : 318: 69 76 81 143 146 247 268: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.6 23.8 29.5 33.4 14.8 22.2 22.5 28.3 Old : 19.6 23.8 29.5 33.4 14.8 22.2 22.5 28.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 1,564,237: 146,513 196,642 125,685 1,001,980 942,669 1,274,178 1,264,995: 290,060 299,242 Old : 1,564,237: 146,513 196,642 125,685 1,001,980 942,669 1,274,178 1,264,995: 290,060 299,242 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -14,165: -44,248 3,495 15,878 -5,461 -29,426 -33,832 -10,052: 19,667 -4,113 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 12.6 8.0 64.1 60.3 81.5 80.9: 18.5 19.1 Old : 100.0: 9.4 12.6 8.0 64.1 60.3 81.5 80.9: 18.5 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 : 193: 41 36 39 83 93 139 153: Old : 193: 41 36 39 83 93 139 153: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.0 28.0 40.0 35.9 25.1 26.9 31.7 32.0 Old : 29.0 28.0 40.0 35.9 25.1 26.9 31.7 32.0 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 7, 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 : 573,506: 66,111 66,075 211,438 269,736 258,193 547,285 535,705: 26,221 37,801 Old : 573,506: 66,111 66,075 211,438 269,736 258,193 547,285 535,705: 26,221 37,801 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : -103,255: 5,159 -9,881 -45,065 -60,431 -45,752 -100,337 -100,697: -2,918 -2,558 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 11.5 36.9 47.0 45.0 95.4 93.4: 4.6 6.6 Old : 100.0: 11.5 11.5 36.9 47.0 45.0 95.4 93.4: 4.6 6.6 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 : 141: 31 38 51 52 66 108 132: Old : 141: 31 38 51 52 66 108 132: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.3 17.4 37.6 28.2 16.9 7.0 21.6 12.2 Old : 21.3 17.4 37.6 28.2 16.9 7.0 21.6 12.2 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 7, 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 : 55,494: 17,767 3,998 6,138 6,621 32,877 30,526 43,014: 24,968 12,480 Old : 55,494: 17,767 3,998 6,138 6,621 32,877 30,526 43,014: 24,968 12,480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 3,962: 2,496 497 1,760 -3,438 84 818 2,341: 3,144 1,621 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.0 7.2 11.1 11.9 59.2 55.0 77.5: 45.0 22.5 Old : 100.0: 32.0 7.2 11.1 11.9 59.2 55.0 77.5: 45.0 22.5 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 : 66: 33 11 14 13 19 51 39: Old : 66: 33 11 14 13 19 51 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 : 16.5 31.8 25.5 47.3 11.4 31.0 19.5 41.6 Old : 16.5 31.8 25.5 47.3 11.4 31.0 19.5 41.6 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 7, 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 : 65,333: 18,015 12,289 791 19,478 42,258 38,285 55,338: 27,048 9,995 Old : 65,333: 18,015 12,289 791 19,478 42,258 38,285 55,338: 27,048 9,995 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 586: -452 -69 -118 -1,216 -491 -1,786 -679: 2,372 1,264 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 18.8 1.2 29.8 64.7 58.6 84.7: 41.4 15.3 Old : 100.0: 27.6 18.8 1.2 29.8 64.7 58.6 84.7: 41.4 15.3 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 : 70: 23 17 8 19 15 45 37: Old : 70: 23 17 8 19 15 45 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 : 17.1 44.6 29.6 64.6 17.1 44.6 29.5 64.6 Old : 17.1 44.6 29.6 64.6 17.1 44.6 29.5 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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 : 141,529: 42,379 25,473 3,028 84,806 61,503 130,213 90,005: 11,316 51,524 Old : 141,529: 42,379 25,473 3,028 84,806 61,503 130,213 90,005: 11,316 51,524 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 657: 863 -849 143 -700 237 305 -469: 352 1,126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.9 18.0 2.1 59.9 43.5 92.0 63.6: 8.0 36.4 Old : 100.0: 29.9 18.0 2.1 59.9 43.5 92.0 63.6: 8.0 36.4 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 : 113: 37 32 15 20 35 67 72: Old : 113: 37 32 15 20 35 67 72: 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 : 57.5 21.9 66.5 31.3 55.8 21.8 64.8 29.3 Old : 57.5 21.9 66.5 31.3 55.8 21.8 64.8 29.3 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 7, 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 : 43,248: 1,838 15,377 658 40,615 27,041 43,111 43,076: 137 172 Old : 43,248: 1,838 15,377 658 40,615 27,041 43,111 43,076: 137 172 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 31, 2006 : : 122: -36 410 150 111 -371 225 189: -103 -67 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 35.6 1.5 93.9 62.5 99.7 99.6: 0.3 0.4 Old : 100.0: 4.2 35.6 1.5 93.9 62.5 99.7 99.6: 0.3 0.4 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 : 38: 7 12 4 14 9 23 23: Old : 38: 7 12 4 14 9 23 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 : 82.6 82.4 94.0 95.0 82.6 81.8 93.7 94.1 Old : 82.6 82.4 94.0 95.0 82.6 81.8 93.7 94.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2006