WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 539,737: 78,932 43,058 159,617 258,388 268,488 496,937 471,163: 42,800 68,574
Old : 369,630: 63,632 51,017 91,398 182,044 188,008 337,074 330,423: 32,556 39,207
Other: 170,107: 42,849 19,590 40,670 76,344 80,480 159,863 140,740: 10,245 29,368
: : :
: : Changes in Commitments from: November 7, 2006 :
: -29,752: -2,830 -955 -16,187 -8,595 -10,901 -27,612 -28,043: -2,140 -1,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 8.0 29.6 47.9 49.7 92.1 87.3: 7.9 12.7
Old : 100.0: 17.2 13.8 24.7 49.3 50.9 91.2 89.4: 8.8 10.6
Other: 100.0: 25.2 11.5 23.9 44.9 47.3 94.0 82.7: 6.0 17.3
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 135 92 131 82 108 296 269:
Old : 345: 127 96 111 68 95 260 247:
Other: 215: 65 50 58 48 90 139 175:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 20.4 32.2 29.8 19.6 13.9 29.2 19.6
Old : 28.0 24.1 39.9 34.2 28.0 20.5 37.3 28.8
Other: 29.1 21.0 42.1 31.3 27.6 16.7 36.8 23.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 2,063,733: 342,687 54,586 645,885 844,263 1,031,705 1,832,834 1,732,176: 230,899 331,556
Old : 1,552,762: 244,942 62,169 451,244 667,873 790,222 1,364,059 1,303,635: 188,704 249,127
Other: 510,970: 132,525 27,197 159,861 176,390 241,483 468,775 428,541: 42,195 82,429
: : :
: : Changes in Commitments from: November 7, 2006 :
: -3,564: 8,151 5,960 -14,939 21,975 29,602 15,187 20,623: -18,751 -24,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 2.6 31.3 40.9 50.0 88.8 83.9: 11.2 16.1
Old : 100.0: 15.8 4.0 29.1 43.0 50.9 87.8 84.0: 12.2 16.0
Other: 100.0: 25.9 5.3 31.3 34.5 47.3 91.7 83.9: 8.3 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 809: 257 121 242 315 366 666 648:
Old : 798: 246 125 217 308 361 641 627:
Other: 544: 100 97 81 121 301 261 443:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 19.3 21.8 25.4 10.6 11.9 16.2 15.6
Old : 14.8 17.6 23.2 24.1 12.7 11.6 18.5 15.4
Other: 23.2 25.4 35.7 33.6 16.6 13.9 24.7 17.2
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 16,645: 5,416 98 1,431 6,321 13,219 13,167 14,748: 3,478 1,898
Old : 15,075: 5,375 217 1,238 5,425 11,871 12,038 13,326: 3,037 1,750
Other: 1,570: 163 4 70 896 1,348 1,129 1,422: 441 148
: : :
: : Changes in Commitments from: November 7, 2006 :
: -221: -287 7 100 -33 -287 -221 -180: -0 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 0.6 8.6 38.0 79.4 79.1 88.6: 20.9 11.4
Old : 100.0: 35.7 1.4 8.2 36.0 78.7 79.9 88.4: 20.1 11.6
Other: 100.0: 10.4 0.3 4.4 57.1 85.9 71.9 90.6: 28.1 9.4
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 24 7 8 16 16 44 27:
Old : 53: 23 8 8 15 16 43 27:
Other: 20: 6 2 4 7 7 15 11:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 50.8 39.6 70.4 22.2 39.3 32.5 54.0
Old : 28.0 49.7 41.1 70.6 23.7 38.5 35.1 57.4
Other: 48.4 77.8 65.5 89.4 48.2 75.5 58.9 79.3
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 501,704: 81,981 36,690 123,509 229,814 243,539 435,304 403,738: 66,400 97,966
Old : 435,530: 70,680 49,287 90,065 216,969 210,027 377,714 349,379: 57,816 86,150
Other: 66,174: 31,397 7,499 13,347 12,845 33,512 57,590 54,358: 8,585 11,816
: : :
: : Changes in Commitments from: November 7, 2006 :
: 13,019: 6,178 3,266 -1,762 8,991 6,218 13,407 7,722: -388 5,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 7.3 24.6 45.8 48.5 86.8 80.5: 13.2 19.5
Old : 100.0: 16.2 11.3 20.7 49.8 48.2 86.7 80.2: 13.3 19.8
Other: 100.0: 47.4 11.3 20.2 19.4 50.6 87.0 82.1: 13.0 17.9
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 130 94 132 106 135 318 294:
Old : 384: 127 92 120 103 130 300 280:
Other: 170: 35 38 22 29 83 79 128:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 22.0 30.5 30.8 15.1 13.8 21.9 18.7
Old : 20.6 21.5 32.9 30.1 17.6 15.0 26.4 19.3
Other: 34.5 37.4 51.7 51.8 28.7 27.8 40.6 35.4
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 17,112: 13,027 5,181 1,344 370 336 14,741 6,861: 2,371 10,251
Old : 14,609: 10,807 5,042 1,307 370 319 12,484 6,668: 2,125 7,941
Other: 2,503: 2,255 174 2 0 17 2,257 193: 246 2,310
: : :
: : Changes in Commitments from: November 7, 2006 :
: 1,551: 2,178 1,101 -227 370 63 2,321 937: -770 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 30.3 7.9 2.2 2.0 86.1 40.1: 13.9 59.9
Old : 100.0: 74.0 34.5 8.9 2.5 2.2 85.5 45.6: 14.5 54.4
Other: 100.0: 90.1 7.0 0.1 0.0 0.7 90.2 7.7: 9.8 92.3
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 20 13 9 1 1 24 20:
Old : 35: 19 14 8 1 1 24 19:
Other: 10: 8 1 2 0 1 8 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 : 46.0 17.4 61.7 26.0 46.0 17.4 60.1 25.4
Old : 44.1 20.4 60.4 30.2 44.1 20.4 58.7 29.3
Other: 77.7 7.7 90.2 7.7 77.6 7.6 90.1 7.6
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 323,188: 74,528 10,097 67,060 142,305 223,535 283,894 300,692: 39,294 22,496
Old : 298,106: 71,674 11,085 52,312 136,172 213,661 260,158 277,058: 37,948 21,048
Other: 25,082: 13,410 9,568 4,193 6,133 9,873 23,736 23,634: 1,346 1,448
: : :
: : Changes in Commitments from: November 7, 2006 :
: 16,049: 14,073 -2,452 21 874 18,327 14,968 15,896: 1,081 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 3.1 20.7 44.0 69.2 87.8 93.0: 12.2 7.0
Old : 100.0: 24.0 3.7 17.5 45.7 71.7 87.3 92.9: 12.7 7.1
Other: 100.0: 53.5 38.1 16.7 24.5 39.4 94.6 94.2: 5.4 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 78 31 57 61 54 175 117:
Old : 188: 80 32 53 61 54 170 115:
Other: 52: 14 14 11 15 13 38 30:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 39.7 26.0 50.8 15.0 36.0 21.2 41.8
Old : 17.5 41.1 26.1 52.4 16.2 37.5 22.1 43.3
Other: 41.2 55.2 67.6 74.6 36.0 48.3 61.9 63.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 1,122,018: 132,305 163,970 195,642 603,344 579,125 931,291 938,738: 190,726 183,280
Old : 1,122,018: 132,305 163,970 195,642 603,344 579,125 931,291 938,738: 190,726 183,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 72,169: 19,819 -559 9,783 23,599 53,562 53,201 62,787: 18,967 9,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.6 17.4 53.8 51.6 83.0 83.7: 17.0 16.3
Old : 100.0: 11.8 14.6 17.4 53.8 51.6 83.0 83.7: 17.0 16.3
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 : 193: 45 43 49 81 84 149 153:
Old : 193: 45 43 49 81 84 149 153:
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 : 18.7 28.0 29.7 38.3 14.9 20.6 21.0 26.0
Old : 18.7 28.0 29.7 38.3 14.9 20.6 21.0 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 241,080: 50,258 17,392 43,947 105,783 159,912 199,987 221,251: 41,093 19,829
Old : 228,588: 50,061 14,947 38,740 100,421 156,313 189,221 210,000: 39,367 18,588
Other: 12,492: 3,207 5,455 2,197 5,362 3,599 10,766 11,251: 1,725 1,241
: : :
: : Changes in Commitments from: November 7, 2006 :
: -4,016: 3,150 1,080 -7,658 506 2,504 -4,003 -4,074: -13 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 7.2 18.2 43.9 66.3 83.0 91.8: 17.0 8.2
Old : 100.0: 21.9 6.5 16.9 43.9 68.4 82.8 91.9: 17.2 8.1
Other: 100.0: 25.7 43.7 17.6 42.9 28.8 86.2 90.1: 13.8 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 65 36 55 59 58 160 126:
Old : 179: 71 33 53 59 55 159 120:
Other: 54: 11 17 12 18 14 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 : 24.2 41.8 31.0 51.8 22.5 39.8 28.8 49.4
Old : 24.5 43.9 31.6 53.8 23.3 42.6 29.7 52.0
Other: 34.4 46.3 53.4 63.2 34.0 42.7 51.3 53.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 15,612: 2,941 1,154 2,126 7,454 11,229 12,520 14,509: 3,092 1,104
Old : 14,823: 2,762 1,144 2,086 7,057 10,595 11,905 13,825: 2,918 999
Other: 789: 180 12 38 397 634 615 684: 174 105
: : :
: : Changes in Commitments from: November 7, 2006 :
: 62: 101 14 10 119 92 231 116: -168 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 7.4 13.6 47.7 71.9 80.2 92.9: 19.8 7.1
Old : 100.0: 18.6 7.7 14.1 47.6 71.5 80.3 93.3: 19.7 6.7
Other: 100.0: 22.8 1.5 4.8 50.3 80.4 78.0 86.7: 22.0 13.3
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 20 6 9 27 20 49 33:
Old : 58: 19 6 9 27 20 48 33:
Other: 20: 7 1 3 6 9 13 13:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 48.5 38.1 64.7 20.7 43.0 32.9 56.0
Old : 22.6 49.5 38.0 64.9 21.0 44.6 33.4 57.3
Other: 46.1 56.3 67.6 81.8 36.8 51.3 47.3 58.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 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 : 685,964: 110,889 154,419 16,950 419,128 389,331 546,968 560,700: 138,996 125,264
Old : 685,964: 110,889 154,419 16,950 419,128 389,331 546,968 560,700: 138,996 125,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 13,430: -14,830 9,348 3,979 24,459 -2,824 13,608 10,502: -178 2,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 22.5 2.5 61.1 56.8 79.7 81.7: 20.3 18.3
Old : 100.0: 16.2 22.5 2.5 61.1 56.8 79.7 81.7: 20.3 18.3
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 : 171: 39 35 20 68 71 114 119:
Old : 171: 39 35 20 68 71 114 119:
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 : 23.8 19.2 33.8 31.5 23.6 18.4 32.4 29.7
Old : 23.8 19.2 33.8 31.5 23.6 18.4 32.4 29.7
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 with Delta-adjusted Options and Futures Combined, November 14, 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 : 3,075,711: 682,120 289,773 446,628 1,575,451 1,908,698 2,704,200 2,645,099: 371,511 430,612
Old : 3,075,711: 682,120 289,773 446,628 1,575,451 1,908,698 2,704,200 2,645,099: 371,511 430,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 42,715: -8,009 -14,628 21,847 4,954 16,894 18,792 24,113: 23,923 18,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 9.4 14.5 51.2 62.1 87.9 86.0: 12.1 14.0
Old : 100.0: 22.2 9.4 14.5 51.2 62.1 87.9 86.0: 12.1 14.0
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 : 328: 77 77 85 142 149 256 274:
Old : 328: 77 77 85 142 149 256 274:
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 : 18.1 23.1 26.7 33.8 11.9 21.0 18.6 27.5
Old : 18.1 23.1 26.7 33.8 11.9 21.0 18.6 27.5
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 with Delta-adjusted Options and Futures Combined, November 14, 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 : 1,658,904: 191,818 222,998 148,385 1,015,976 985,020 1,356,179 1,356,403: 302,725 302,501
Old : 1,658,904: 191,818 222,998 148,385 1,015,976 985,020 1,356,179 1,356,403: 302,725 302,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 94,667: 45,305 26,356 22,700 13,996 42,351 82,001 91,407: 12,665 3,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.4 8.9 61.2 59.4 81.8 81.8: 18.2 18.2
Old : 100.0: 11.6 13.4 8.9 61.2 59.4 81.8 81.8: 18.2 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 : 203: 38 47 40 86 94 147 159:
Old : 203: 38 47 40 86 94 147 159:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.4 26.4 37.1 35.0 21.6 25.0 28.0 30.1
Old : 26.4 26.4 37.1 35.0 21.6 25.0 28.0 30.1
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 14, 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 : 612,569: 73,653 73,298 234,960 275,079 262,638 583,692 570,896: 28,878 41,673
Old : 612,569: 73,653 73,298 234,960 275,079 262,638 583,692 570,896: 28,878 41,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 39,063: 7,542 7,224 23,522 5,343 4,445 36,407 35,191: 2,657 3,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 12.0 38.4 44.9 42.9 95.3 93.2: 4.7 6.8
Old : 100.0: 12.0 12.0 38.4 44.9 42.9 95.3 93.2: 4.7 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 33 39 54 51 65 109 134:
Old : 141: 33 39 54 51 65 109 134:
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 : 23.0 17.1 38.1 28.0 16.4 6.7 20.9 12.1
Old : 23.0 17.1 38.1 28.0 16.4 6.7 20.9 12.1
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 with Delta-adjusted Options and Futures Combined, November 14, 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 : 10,764: 4,301 0 36 1,348 7,548 5,685 7,584: 5,079 3,180
Old : 10,764: 4,301 0 36 1,348 7,548 5,685 7,584: 5,079 3,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 0.0 0.3 12.5 70.1 52.8 70.5: 47.2 29.5
Old : 100.0: 40.0 0.0 0.3 12.5 70.1 52.8 70.5: 47.2 29.5
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 : 23: 10 0 3 3 12 13 15:
Old : 23: 10 0 3 3 12 13 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 : 28.6 46.1 43.6 62.9 26.8 43.1 37.2 57.2
Old : 28.6 46.1 43.6 62.9 26.8 43.1 37.2 57.2
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 14, 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 : 55,858: 13,970 5,640 7,073 7,759 31,167 28,803 43,880: 27,055 11,978
Old : 55,858: 13,970 5,640 7,073 7,759 31,167 28,803 43,880: 27,055 11,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 364: -3,797 1,641 935 1,138 -1,710 -1,723 866: 2,087 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 10.1 12.7 13.9 55.8 51.6 78.6: 48.4 21.4
Old : 100.0: 25.0 10.1 12.7 13.9 55.8 51.6 78.6: 48.4 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 : 65: 28 13 15 14 20 47 43:
Old : 65: 28 13 15 14 20 47 43:
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 : 17.7 28.5 26.2 44.8 10.9 25.5 18.5 37.6
Old : 17.7 28.5 26.2 44.8 10.9 25.5 18.5 37.6
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 14, 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 : 64,507: 18,071 13,405 867 19,487 41,448 38,425 55,721: 26,083 8,786
Old : 64,507: 18,071 13,405 867 19,487 41,448 38,425 55,721: 26,083 8,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -826: 55 1,117 76 9 -810 140 383: -966 -1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 20.8 1.3 30.2 64.3 59.6 86.4: 40.4 13.6
Old : 100.0: 28.0 20.8 1.3 30.2 64.3 59.6 86.4: 40.4 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 : 75: 24 20 8 20 15 46 41:
Old : 75: 24 20 8 20 15 46 41:
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 : 17.0 45.0 28.8 64.9 17.0 45.0 28.8 64.9
Old : 17.0 45.0 28.8 64.9 17.0 45.0 28.8 64.9
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 14, 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 : 140,797: 47,195 27,022 3,281 80,168 58,936 130,644 89,239: 10,153 51,558
Old : 140,797: 47,195 27,022 3,281 80,168 58,936 130,644 89,239: 10,153 51,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: -732: 4,816 1,549 253 -4,638 -2,567 431 -765: -1,163 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 19.2 2.3 56.9 41.9 92.8 63.4: 7.2 36.6
Old : 100.0: 33.5 19.2 2.3 56.9 41.9 92.8 63.4: 7.2 36.6
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 : 117: 39 37 16 18 33 69 74:
Old : 117: 39 37 16 18 33 69 74:
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 : 56.6 20.7 65.1 29.6 54.8 20.6 63.3 27.8
Old : 56.6 20.7 65.1 29.6 54.8 20.6 63.3 27.8
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 14, 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 : 43,281: 1,900 15,606 658 40,598 26,884 43,156 43,148: 125 133
Old : 43,281: 1,900 15,606 658 40,598 26,884 43,156 43,148: 125 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2006 :
: 33: 62 229 0 -17 -157 45 72: -12 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 36.1 1.5 93.8 62.1 99.7 99.7: 0.3 0.3
Old : 100.0: 4.4 36.1 1.5 93.8 62.1 99.7 99.7: 0.3 0.3
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 : 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 : 82.2 82.6 93.8 95.2 82.2 82.0 93.5 94.1
Old : 82.2 82.6 93.8 95.2 82.2 82.0 93.5 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2006