WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, September 26, 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 : 463,319: 61,321 72,585 111,778 257,601 217,680 430,700 402,043: 32,619 61,276
Old : 322,191: 64,745 104,163 29,153 201,843 153,767 295,741 287,083: 26,450 35,108
Other: 141,128: 68,723 40,569 10,478 55,758 63,913 134,959 114,960: 6,169 26,168
: : :
: : Changes in Commitments from: September 19, 2006 :
: 11,030: 3,025 -4,073 7,067 655 8,191 10,747 11,185: 283 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 15.7 24.1 55.6 47.0 93.0 86.8: 7.0 13.2
Old : 100.0: 20.1 32.3 9.0 62.6 47.7 91.8 89.1: 8.2 10.9
Other: 100.0: 48.7 28.7 7.4 39.5 45.3 95.6 81.5: 4.4 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 83 101 134 62 93 244 271:
Old : 310: 85 118 80 50 74 198 220:
Other: 228: 69 67 33 33 77 115 167:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 16.9 35.2 25.9 24.1 12.3 33.9 17.2
Old : 33.6 21.9 47.3 34.0 33.6 20.6 47.3 32.2
Other: 22.6 20.8 39.2 30.6 22.3 19.4 37.3 28.6
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, September 26, 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 : 1,301,867: 288,303 130,018 249,836 605,895 648,233 1,144,034 1,028,087: 157,833 273,780
Old : 1,043,034: 224,844 182,324 143,943 544,742 499,672 913,529 825,939: 129,505 217,095
Other: 258,833: 139,323 23,558 30,029 61,153 148,561 230,505 202,148: 28,328 56,685
: : :
: : Changes in Commitments from: September 19, 2006 :
: 3,815: 5,198 -36,938 4,456 6,015 35,658 15,669 3,176: -11,854 639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 10.0 19.2 46.5 49.8 87.9 79.0: 12.1 21.0
Old : 100.0: 21.6 17.5 13.8 52.2 47.9 87.6 79.2: 12.4 20.8
Other: 100.0: 53.8 9.1 11.6 23.6 57.4 89.1 78.1: 10.9 21.9
: : :
:# Traders : Number of Traders in Each Category :
All : 712: 190 150 169 206 282 480 544:
Old : 700: 163 170 148 190 277 446 526:
Other: 431: 97 66 41 81 219 196 311:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 16.5 27.6 22.0 17.8 15.2 26.7 18.6
Old : 21.3 14.4 31.8 20.8 21.3 13.8 31.4 18.2
Other: 23.9 26.9 36.1 34.8 22.0 24.8 34.2 31.1
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, September 26, 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 : 11,956: 6,113 96 56 3,017 9,516 9,186 9,668: 2,770 2,288
Old : 11,823: 6,098 96 56 2,997 9,412 9,151 9,564: 2,672 2,259
Other: 133: 15 0 0 20 104 35 104: 98 29
: : :
: : Changes in Commitments from: September 19, 2006 :
: 531: 198 -191 -106 571 389 663 92: -132 439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 0.8 0.5 25.2 79.6 76.8 80.9: 23.2 19.1
Old : 100.0: 51.6 0.8 0.5 25.3 79.6 77.4 80.9: 22.6 19.1
Other: 100.0: 11.3 0.0 0.0 15.0 78.2 26.3 78.2: 73.7 21.8
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 23 3 2 12 13 36 17:
Old : 45: 23 3 2 11 13 35 17:
Other: 6: 1 0 0 3 3 4 3:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 54.3 50.3 71.3 30.7 54.1 50.3 69.5
Old : 31.0 54.1 50.9 71.2 31.0 53.9 50.9 69.5
Other: 26.3 78.2 26.3 78.2 25.6 77.4 25.6 77.4
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, September 26, 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 : 366,727: 64,033 107,087 52,523 200,137 130,561 316,693 290,171: 50,034 76,556
Old : 340,628: 63,028 110,883 39,409 191,860 118,174 294,297 268,466: 46,331 72,162
Other: 26,099: 11,911 7,110 2,208 8,277 12,387 22,396 21,705: 3,703 4,394
: : :
: : Changes in Commitments from: September 19, 2006 :
: 6,602: -3,148 -2,393 1,988 7,282 5,934 6,122 5,529: 480 1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 29.2 14.3 54.6 35.6 86.4 79.1: 13.6 20.9
Old : 100.0: 18.5 32.6 11.6 56.3 34.7 86.4 78.8: 13.6 21.2
Other: 100.0: 45.6 27.2 8.5 31.7 47.5 85.8 83.2: 14.2 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 91 140 93 89 105 246 293:
Old : 388: 97 142 78 87 103 237 282:
Other: 110: 24 27 11 16 46 46 79:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 12.8 35.7 20.3 20.7 11.1 30.7 17.6
Old : 26.3 12.2 37.5 20.1 24.0 11.8 35.2 18.6
Other: 48.2 43.9 63.0 55.9 47.1 39.0 60.0 50.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, September 26, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,817: 12,418 5,815 100 185 518 12,703 6,433: 3,114 9,384
Old : 14,214: 10,938 5,039 64 185 499 11,187 5,602: 3,027 8,612
Other: 1,603: 1,515 811 1 0 19 1,516 831: 87 772
: : :
: : Changes in Commitments from: September 19, 2006 :
: 370: 1,085 1,432 -759 0 7 326 680: 44 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 36.8 0.6 1.2 3.3 80.3 40.7: 19.7 59.3
Old : 100.0: 77.0 35.5 0.5 1.3 3.5 78.7 39.4: 21.3 60.6
Other: 100.0: 94.5 50.6 0.1 0.0 1.2 94.6 51.8: 5.4 48.2
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 14 4 1 2 12 18:
Old : 26: 8 15 3 1 2 11 18:
Other: 6: 3 2 1 0 1 3 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 : 70.6 21.6 77.5 31.1 70.3 21.5 77.2 30.7
Old : 70.4 18.3 77.0 28.9 70.4 18.2 77.0 28.4
Other: 94.6 51.8 94.6 51.8 94.5 51.8 94.5 51.8
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, September 26, 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 : 258,736: 53,875 48,379 40,187 139,632 144,265 233,694 232,831: 25,042 25,905
Old : 235,206: 57,009 51,593 23,955 130,589 134,633 211,553 210,181: 23,653 25,025
Other: 23,530: 9,436 9,356 3,662 9,043 9,632 22,141 22,650: 1,389 880
: : :
: : Changes in Commitments from: September 19, 2006 :
: -5,867: -9,666 2,932 -4,451 6,762 -10,140 -7,355 -11,659: 1,488 5,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 18.7 15.5 54.0 55.8 90.3 90.0: 9.7 10.0
Old : 100.0: 24.2 21.9 10.2 55.5 57.2 89.9 89.4: 10.1 10.6
Other: 100.0: 40.1 39.8 15.6 38.4 40.9 94.1 96.3: 5.9 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 196: 54 58 36 60 51 132 137:
Old : 194: 52 63 34 60 50 130 134:
Other: 43: 14 9 7 14 10 30 24:
:----------------------------------------------------------------------------------------------------
: 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 27.7 30.7 41.3 19.8 24.9 28.2 33.9
Old : 21.4 28.3 30.2 42.7 21.4 25.3 29.6 35.2
Other: 54.0 55.6 75.8 78.3 48.6 51.5 68.8 69.9
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, September 26, 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 : 766,827: 160,374 201,527 4,309 439,404 386,986 604,087 592,822: 162,740 174,005
Old : 766,827: 160,374 201,527 4,309 439,404 386,986 604,087 592,822: 162,740 174,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 19,619: 20,291 13,116 -10,360 14,898 11,817 24,829 14,573: -5,210 5,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 26.3 0.6 57.3 50.5 78.8 77.3: 21.2 22.7
Old : 100.0: 20.9 26.3 0.6 57.3 50.5 78.8 77.3: 21.2 22.7
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 : 172: 41 36 22 62 77 114 124:
Old : 172: 41 36 22 62 77 114 124:
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 : 25.8 28.5 34.6 39.1 21.6 22.0 28.4 29.9
Old : 25.8 28.5 34.6 39.1 21.6 22.0 28.4 29.9
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 - Futures Only, September 26, 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 : 221,859: 33,439 58,153 30,746 127,037 111,056 191,222 199,955: 30,637 21,904
Old : 214,310: 35,064 57,187 26,919 122,611 109,192 184,594 193,298: 29,716 21,012
Other: 7,549: 1,060 3,651 1,142 4,426 1,864 6,628 6,657: 921 892
: : :
: : Changes in Commitments from: September 19, 2006 :
: -18,666: -6,091 -8,398 -3,608 -6,860 -4,385 -16,559 -16,391: -2,107 -2,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 26.2 13.9 57.3 50.1 86.2 90.1: 13.8 9.9
Old : 100.0: 16.4 26.7 12.6 57.2 51.0 86.1 90.2: 13.9 9.8
Other: 100.0: 14.0 48.4 15.1 58.6 24.7 87.8 88.2: 12.2 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 47 57 41 53 46 122 135:
Old : 178: 51 54 41 53 44 121 132:
Other: 37: 4 12 7 16 9 26 22:
:----------------------------------------------------------------------------------------------------
: 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 : 28.6 29.6 38.1 38.8 27.7 23.7 32.9 32.4
Old : 29.2 30.6 38.4 40.0 28.3 24.9 34.0 33.9
Other: 45.1 54.6 64.2 70.8 45.1 54.5 59.1 63.6
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, September 26, 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 : 13,451: 3,557 1,152 1,188 6,469 9,925 11,214 12,265: 2,237 1,186
Old : 13,234: 3,500 1,159 1,174 6,337 9,754 11,011 12,087: 2,223 1,147
Other: 217: 71 7 0 132 171 203 178: 14 39
: : :
: : Changes in Commitments from: September 19, 2006 :
: -461: 90 35 247 -455 -451 -118 -169: -343 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 8.6 8.8 48.1 73.8 83.4 91.2: 16.6 8.8
Old : 100.0: 26.4 8.8 8.9 47.9 73.7 83.2 91.3: 16.8 8.7
Other: 100.0: 32.7 3.2 0.0 60.8 78.8 93.5 82.0: 6.5 18.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 23 9 9 24 20 50 35:
Old : 64: 23 9 9 24 20 50 35:
Other: 15: 5 1 0 4 6 9 7:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 54.3 35.7 67.2 20.1 46.8 32.9 58.5
Old : 20.8 55.0 35.4 67.8 20.1 47.7 33.0 59.3
Other: 74.2 77.0 93.1 82.0 66.8 72.8 85.7 74.7
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, September 26, 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 : 679,301: 113,914 174,616 4,122 413,405 386,899 531,441 565,637: 147,860 113,664
Old : 679,301: 113,914 174,616 4,122 413,405 386,899 531,441 565,637: 147,860 113,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -2,541: 21,737 -11,782 -4,126 -24,134 10,769 -6,523 -5,139: 3,982 2,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 25.7 0.6 60.9 57.0 78.2 83.3: 21.8 16.7
Old : 100.0: 16.8 25.7 0.6 60.9 57.0 78.2 83.3: 21.8 16.7
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 : 182: 46 36 13 73 69 125 112:
Old : 182: 46 36 13 73 69 125 112:
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 : 22.1 21.4 31.6 34.6 22.0 20.9 30.5 33.7
Old : 22.1 21.4 31.6 34.6 22.0 20.9 30.5 33.7
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, September 26, 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 : 2,197,365: 776,318 300,740 56,258 1,048,829 1,429,523 1,881,405 1,786,521: 315,960 410,844
Old : 2,197,365: 776,318 300,740 56,258 1,048,829 1,429,523 1,881,405 1,786,521: 315,960 410,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -120,637: -24,981 -21,949 15,912 -91,357 -111,977 -100,426 -118,014: -20,211 -2,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 13.7 2.6 47.7 65.1 85.6 81.3: 14.4 18.7
Old : 100.0: 35.3 13.7 2.6 47.7 65.1 85.6 81.3: 14.4 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 : 276: 58 68 44 108 109 190 197:
Old : 276: 58 68 44 108 109 190 197:
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 : 24.8 31.3 34.9 39.7 22.1 29.4 31.2 36.5
Old : 24.8 31.3 34.9 39.7 22.1 29.4 31.2 36.5
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, September 26, 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 : 1,414,145: 229,745 187,134 35,788 852,000 912,781 1,117,533 1,135,703: 296,612 278,442
Old : 1,414,145: 229,745 187,134 35,788 852,000 912,781 1,117,533 1,135,703: 296,612 278,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 117,673: 12,744 -28,408 17,298 70,060 137,007 100,102 125,897: 17,571 -8,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 13.2 2.5 60.2 64.5 79.0 80.3: 21.0 19.7
Old : 100.0: 16.2 13.2 2.5 60.2 64.5 79.0 80.3: 21.0 19.7
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 : 187: 49 33 20 72 72 126 120:
Old : 187: 49 33 20 72 72 126 120:
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 : 27.6 32.0 36.0 40.1 25.6 31.3 31.6 37.2
Old : 27.6 32.0 36.0 40.1 25.6 31.3 31.6 37.2
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, September 26, 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 : 559,400: 128,326 120,377 90,336 310,812 302,490 529,474 513,203: 29,926 46,197
Old : 559,400: 128,326 120,377 90,336 310,812 302,490 529,474 513,203: 29,926 46,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -7,969: -47,014 608 -10,494 42,029 116 -15,479 -9,770: 7,510 1,801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 21.5 16.1 55.6 54.1 94.7 91.7: 5.3 8.3
Old : 100.0: 22.9 21.5 16.1 55.6 54.1 94.7 91.7: 5.3 8.3
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 : 136: 23 39 34 54 64 93 124:
Old : 136: 23 39 34 54 64 93 124:
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 : 31.5 18.5 44.6 31.0 25.1 13.7 34.4 22.3
Old : 31.5 18.5 44.6 31.0 25.1 13.7 34.4 22.3
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, September 26, 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 : 9,134: 1,685 942 212 2,407 5,154 4,304 6,308: 4,830 2,826
Old : 9,134: 1,685 942 212 2,407 5,154 4,304 6,308: 4,830 2,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -473: 235 -1,334 -152 -88 242 -5 -1,244: -468 771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 10.3 2.3 26.4 56.4 47.1 69.1: 52.9 30.9
Old : 100.0: 18.4 10.3 2.3 26.4 56.4 47.1 69.1: 52.9 30.9
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 : 20: 8 2 2 5 9 13 13:
Old : 20: 8 2 2 5 9 13 13:
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 : 24.5 46.8 36.6 62.2 16.9 46.8 27.6 55.4
Old : 24.5 46.8 36.6 62.2 16.9 46.8 27.6 55.4
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, September 26, 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 : 37,248: 3,537 8,790 1,241 10,808 18,265 15,586 28,296: 21,662 8,952
Old : 37,248: 3,537 8,790 1,241 10,808 18,265 15,586 28,296: 21,662 8,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: -3,788: -437 -3,507 -73 -5,750 1,520 -6,260 -2,060: 2,472 -1,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 23.6 3.3 29.0 49.0 41.8 76.0: 58.2 24.0
Old : 100.0: 9.5 23.6 3.3 29.0 49.0 41.8 76.0: 58.2 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 10 13 6 11 15 24 31:
Old : 44: 10 13 6 11 15 24 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.6 32.4 28.8 47.3 14.7 31.2 22.6 41.2
Old : 18.6 32.4 28.8 47.3 14.7 31.2 22.6 41.2
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, September 26, 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 : 55,851: 12,763 7,371 5 18,535 40,578 31,303 47,954: 24,548 7,897
Old : 55,851: 12,763 7,371 5 18,535 40,578 31,303 47,954: 24,548 7,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 1,007: 1,230 127 5 -423 -59 812 73: 195 934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 13.2 0.0 33.2 72.7 56.0 85.9: 44.0 14.1
Old : 100.0: 22.9 13.2 0.0 33.2 72.7 56.0 85.9: 44.0 14.1
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 : 52: 17 8 2 15 14 33 23:
Old : 52: 17 8 2 15 14 33 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 : 20.7 52.3 34.5 75.6 20.6 52.3 34.4 75.6
Old : 20.7 52.3 34.5 75.6 20.6 52.3 34.4 75.6
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 - Futures Only, September 26, 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 : 108,016: 29,706 18,438 300 69,933 38,431 99,939 57,169: 8,077 50,847
Old : 108,016: 29,706 18,438 300 69,933 38,431 99,939 57,169: 8,077 50,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 10,796: 3,701 3,009 33 7,897 6,310 11,631 9,352: -835 1,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 17.1 0.3 64.7 35.6 92.5 52.9: 7.5 47.1
Old : 100.0: 27.5 17.1 0.3 64.7 35.6 92.5 52.9: 7.5 47.1
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 : 92: 28 27 1 15 25 43 53:
Old : 92: 28 27 1 15 25 43 53:
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 : 71.1 22.6 77.5 31.4 71.1 22.6 77.5 31.4
Old : 71.1 22.6 77.5 31.4 71.1 22.6 77.5 31.4
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, September 26, 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 : 46,812: 11,743 9,667 427 34,531 36,532 46,701 46,626: 111 186
Old : 46,812: 11,743 9,667 427 34,531 36,532 46,701 46,626: 111 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2006 :
: 17,838: -2,310 801 0 20,132 17,040 17,822 17,841: 16 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 20.7 0.9 73.8 78.0 99.8 99.6: 0.2 0.4
Old : 100.0: 25.1 20.7 0.9 73.8 78.0 99.8 99.6: 0.2 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 : 36: 8 9 3 13 10 21 22:
Old : 36: 8 9 3 13 10 21 22:
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 : 86.4 88.6 95.2 97.1 86.4 88.6 94.8 96.5
Old : 86.4 88.6 95.2 97.1 86.4 88.6 94.8 96.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2006