WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 479,316: 76,351 47,256 117,133 243,882 251,718 437,367 416,107: 41,949 63,208
Old : 297,377: 53,567 63,163 41,422 173,043 160,062 268,031 264,647: 29,346 32,730
Other: 181,938: 56,620 17,929 41,876 70,840 91,656 169,336 151,461: 12,603 30,478
: : :
: : Changes in Commitments from: November 21, 2006 :
: -643: 1,216 683 363 -4,662 -3,122 -3,083 -2,076: 2,440 1,433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 9.9 24.4 50.9 52.5 91.2 86.8: 8.8 13.2
Old : 100.0: 18.0 21.2 13.9 58.2 53.8 90.1 89.0: 9.9 11.0
Other: 100.0: 31.1 9.9 23.0 38.9 50.4 93.1 83.2: 6.9 16.8
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 123 87 112 71 104 267 245:
Old : 309: 98 96 76 58 89 211 214:
Other: 230: 85 42 63 46 87 153 175:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 21.8 34.5 31.6 22.6 15.9 32.5 21.3
Old : 35.5 25.3 47.5 37.0 35.5 22.7 46.8 32.3
Other: 25.8 24.0 38.3 33.1 23.2 19.3 32.3 25.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,900,334: 337,969 53,504 511,668 825,490 1,026,978 1,675,127 1,592,149: 225,207 308,184
Old : 1,322,086: 236,808 67,560 286,544 622,568 746,122 1,145,920 1,100,226: 176,166 221,860
Other: 578,247: 146,015 30,798 180,269 202,922 280,856 529,206 491,923: 49,041 86,324
: : :
: : Changes in Commitments from: November 21, 2006 :
: 30,830: -21,417 -15,100 10,601 9,404 27,191 -1,412 22,692: 32,242 8,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 2.8 26.9 43.4 54.0 88.1 83.8: 11.9 16.2
Old : 100.0: 17.9 5.1 21.7 47.1 56.4 86.7 83.2: 13.3 16.8
Other: 100.0: 25.3 5.3 31.2 35.1 48.6 91.5 85.1: 8.5 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 790: 234 110 216 301 379 629 634:
Old : 772: 224 116 184 288 364 594 597:
Other: 570: 110 96 92 129 321 282 471:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 19.9 23.4 26.0 12.1 13.2 18.2 17.2
Old : 15.9 18.4 25.4 25.1 15.1 12.9 22.2 17.4
Other: 22.8 26.8 35.5 34.6 16.9 14.6 24.5 18.3
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 14,365: 5,051 529 742 5,211 11,367 11,003 12,638: 3,362 1,727
Old : 11,643: 4,919 532 384 3,606 9,169 8,909 10,085: 2,735 1,558
Other: 2,722: 145 10 345 1,605 2,198 2,095 2,553: 627 169
: : :
: : Changes in Commitments from: November 21, 2006 :
: -297: -371 40 76 -730 -857 -1,025 -741: 728 444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 3.7 5.2 36.3 79.1 76.6 88.0: 23.4 12.0
Old : 100.0: 42.2 4.6 3.3 31.0 78.8 76.5 86.6: 23.5 13.4
Other: 100.0: 5.3 0.4 12.7 59.0 80.8 77.0 93.8: 23.0 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 25 5 5 13 14 40 22:
Old : 49: 22 6 5 12 14 38 22:
Other: 18: 4 3 3 6 7 12 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 : 25.9 51.2 39.5 71.9 25.9 46.4 37.9 62.4
Old : 28.4 52.4 43.2 73.8 28.4 51.9 43.2 72.3
Other: 58.8 67.2 73.3 92.2 54.7 67.2 62.4 79.2
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 529,498: 84,555 36,559 146,498 232,645 250,659 463,698 433,716: 65,800 95,782
Old : 454,192: 72,852 52,466 106,618 218,629 213,230 398,100 372,315: 56,091 81,877
Other: 75,306: 36,168 8,558 15,415 14,015 37,428 65,598 61,401: 9,708 13,905
: : :
: : Changes in Commitments from: November 21, 2006 :
: 24,754: 6,548 -3,872 16,496 -3,699 10,468 19,344 23,091: 5,409 1,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 6.9 27.7 43.9 47.3 87.6 81.9: 12.4 18.1
Old : 100.0: 16.0 11.6 23.5 48.1 46.9 87.7 82.0: 12.3 18.0
Other: 100.0: 48.0 11.4 20.5 18.6 49.7 87.1 81.5: 12.9 18.5
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 141 85 140 112 139 336 304:
Old : 403: 140 89 126 109 135 319 292:
Other: 186: 39 42 24 35 89 90 139:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 20.4 27.9 29.9 14.5 13.7 20.6 18.3
Old : 18.9 20.7 30.6 29.4 16.8 14.9 24.2 19.9
Other: 31.2 33.4 49.1 48.7 26.9 28.0 39.9 35.1
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (THOUSAND BUSHELS) :
: : :
All : 15,771: 10,459 4,488 1,446 420 445 12,325 6,379: 3,446 9,392
Old : 12,710: 7,820 4,436 1,312 420 427 9,552 6,175: 3,158 6,535
Other: 3,061: 2,761 174 12 0 18 2,773 204: 288 2,857
: : :
: : Changes in Commitments from: November 21, 2006 :
: -743: -805 -830 18 0 55 -787 -757: 44 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 28.5 9.2 2.7 2.8 78.1 40.4: 21.9 59.6
Old : 100.0: 61.5 34.9 10.3 3.3 3.4 75.2 48.6: 24.8 51.4
Other: 100.0: 90.2 5.7 0.4 0.0 0.6 90.6 6.7: 9.4 93.3
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 15 8 8 1 1 18 15:
Old : 25: 13 10 8 1 1 18 15:
Other: 11: 9 1 2 0 1 9 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 24.1 63.1 32.3 50.1 24.0 59.5 31.2
Old : 48.2 28.4 58.9 38.5 46.2 28.3 56.3 37.2
Other: 77.1 6.7 90.6 6.7 77.1 6.3 90.2 6.3
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 320,744: 74,973 9,157 65,887 142,619 224,329 283,479 299,373: 37,265 21,371
Old : 295,734: 72,439 10,703 50,045 137,441 214,790 259,925 275,538: 35,809 20,195
Other: 25,010: 14,029 9,949 4,347 5,178 9,539 23,554 23,835: 1,456 1,175
: : :
: : Changes in Commitments from: November 21, 2006 :
: 6,753: -5,015 -454 4,429 3,892 1,340 3,305 5,314: 3,447 1,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 2.9 20.5 44.5 69.9 88.4 93.3: 11.6 6.7
Old : 100.0: 24.5 3.6 16.9 46.5 72.6 87.9 93.2: 12.1 6.8
Other: 100.0: 56.1 39.8 17.4 20.7 38.1 94.2 95.3: 5.8 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 82 24 56 58 54 179 118:
Old : 199: 86 25 51 58 54 174 115:
Other: 55: 13 16 13 16 14 38 36:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 40.0 26.2 51.5 15.4 36.3 22.1 42.0
Old : 18.6 41.4 27.0 52.9 16.6 37.6 23.1 43.8
Other: 40.8 58.0 66.5 75.5 35.3 51.6 60.3 64.4
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,057,368: 139,394 172,553 132,613 582,844 568,488 854,851 873,654: 202,517 183,714
Old : 1,057,368: 139,394 172,553 132,613 582,844 568,488 854,851 873,654: 202,517 183,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 155,486: -8 -44,681 36,308 44,269 118,835 80,569 110,462: 74,917 45,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 16.3 12.5 55.1 53.8 80.8 82.6: 19.2 17.4
Old : 100.0: 13.2 16.3 12.5 55.1 53.8 80.8 82.6: 19.2 17.4
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 : 190: 39 40 47 80 89 144 154:
Old : 190: 39 40 47 80 89 144 154:
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 : 19.2 25.2 29.4 35.4 16.3 20.9 22.3 26.8
Old : 19.2 25.2 29.4 35.4 16.3 20.9 22.3 26.8
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 233,777: 47,392 17,206 38,427 107,213 157,476 193,032 213,108: 40,745 20,669
Old : 220,004: 46,925 14,860 32,311 101,968 153,193 181,205 200,364: 38,799 19,640
Other: 13,773: 4,833 6,711 1,750 5,245 4,283 11,827 12,744: 1,946 1,029
: : :
: : Changes in Commitments from: November 21, 2006 :
: 6,776: -2,068 882 2,070 3,599 2,955 3,602 5,908: 3,174 869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 7.4 16.4 45.9 67.4 82.6 91.2: 17.4 8.8
Old : 100.0: 21.3 6.8 14.7 46.3 69.6 82.4 91.1: 17.6 8.9
Other: 100.0: 35.1 48.7 12.7 38.1 31.1 85.9 92.5: 14.1 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 65 26 55 56 54 153 122:
Old : 171: 70 25 51 56 51 151 115:
Other: 60: 12 17 13 22 17 43 39:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 42.6 32.7 54.4 24.3 41.1 31.2 52.4
Old : 26.1 45.0 33.6 56.6 25.3 44.0 32.4 55.2
Other: 35.0 41.5 52.4 59.7 34.6 39.7 51.1 52.4
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 16,057: 3,111 1,202 2,100 7,648 11,525 12,859 14,827: 3,198 1,230
Old : 14,942: 2,960 1,190 2,012 6,923 10,588 11,895 13,790: 3,047 1,152
Other: 1,115: 218 79 21 725 937 964 1,037: 151 78
: : :
: : Changes in Commitments from: November 21, 2006 :
: 216: 91 37 -75 -25 -19 -10 -57: 226 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 7.5 13.1 47.6 71.8 80.1 92.3: 19.9 7.7
Old : 100.0: 19.8 8.0 13.5 46.3 70.9 79.6 92.3: 20.4 7.7
Other: 100.0: 19.6 7.1 1.9 65.0 84.0 86.5 93.0: 13.5 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 24 7 10 26 21 53 35:
Old : 64: 23 7 10 26 21 52 35:
Other: 24: 7 4 4 6 10 14 17:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 49.4 36.3 65.0 20.0 42.6 32.3 56.1
Old : 21.2 49.8 36.2 64.7 21.1 45.6 33.4 58.8
Other: 59.8 64.3 79.7 84.0 29.6 33.5 37.8 43.1
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 798,959: 97,486 178,907 60,064 465,062 427,952 622,612 666,923: 176,347 132,036
Old : 798,959: 97,486 178,907 60,064 465,062 427,952 622,612 666,923: 176,347 132,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 60,873: 7,727 8,766 15,553 -6,097 24,130 17,183 48,449: 43,690 12,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 22.4 7.5 58.2 53.6 77.9 83.5: 22.1 16.5
Old : 100.0: 12.2 22.4 7.5 58.2 53.6 77.9 83.5: 22.1 16.5
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 : 167: 32 35 19 77 75 119 119:
Old : 167: 32 35 19 77 75 119 119:
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 : 20.2 20.0 30.9 30.8 18.9 18.1 27.0 26.5
Old : 20.2 20.0 30.9 30.8 18.9 18.1 27.0 26.5
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 3,063,427: 639,418 267,968 406,427 1,513,325 1,810,378 2,559,170 2,484,773: 504,257 578,654
Old : 3,063,427: 639,418 267,968 406,427 1,513,325 1,810,378 2,559,170 2,484,773: 504,257 578,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 340,666: -24,465 -13,487 66,779 81,929 118,628 124,243 171,921: 216,423 168,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 8.7 13.3 49.4 59.1 83.5 81.1: 16.5 18.9
Old : 100.0: 20.9 8.7 13.3 49.4 59.1 83.5 81.1: 16.5 18.9
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 : 300: 67 62 72 135 139 237 240:
Old : 300: 67 62 72 135 139 237 240:
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 19.0 28.6 31.1 11.0 17.2 17.5 23.9
Old : 17.0 19.0 28.6 31.1 11.0 17.2 17.5 23.9
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,785,475: 177,830 233,271 244,448 1,031,941 994,924 1,454,219 1,472,644: 331,256 312,832
Old : 1,785,475: 177,830 233,271 244,448 1,031,941 994,924 1,454,219 1,472,644: 331,256 312,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 211,844: 25,903 33,914 145,475 -52,489 -28,417 118,889 150,972: 92,955 60,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 13.1 13.7 57.8 55.7 81.4 82.5: 18.6 17.5
Old : 100.0: 10.0 13.1 13.7 57.8 55.7 81.4 82.5: 18.6 17.5
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 : 174: 33 35 36 82 82 133 136:
Old : 174: 33 35 36 82 82 133 136:
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 28.1 37.4 37.4 19.7 25.5 26.3 31.3
Old : 26.4 28.1 37.4 37.4 19.7 25.5 26.3 31.3
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (INTEREST ON $5,000,000 FED FUNDS) :
: : :
All : 621,814: 75,363 72,971 243,623 277,107 267,024 596,093 583,619: 25,722 38,196
Old : 621,814: 75,363 72,971 243,623 277,107 267,024 596,093 583,619: 25,722 38,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 12,944: 14,408 11,151 242 -3,406 2,244 11,244 13,636: 1,700 -692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 11.7 39.2 44.6 42.9 95.9 93.9: 4.1 6.1
Old : 100.0: 12.1 11.7 39.2 44.6 42.9 95.9 93.9: 4.1 6.1
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 : 147: 30 47 55 53 66 113 138:
Old : 147: 30 47 55 53 66 113 138:
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 : 22.3 17.1 37.5 27.2 13.0 7.9 20.1 12.2
Old : 22.3 17.1 37.5 27.2 13.0 7.9 20.1 12.2
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 TROY OUNCES) :
: : :
All : 11,863: 4,546 0 1,028 799 7,723 6,373 8,751: 5,490 3,112
Old : 11,863: 4,546 0 1,028 799 7,723 6,373 8,751: 5,490 3,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 742: 91 -195 283 -228 781 146 869: 596 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 0.0 8.7 6.7 65.1 53.7 73.8: 46.3 26.2
Old : 100.0: 38.3 0.0 8.7 6.7 65.1 53.7 73.8: 46.3 26.2
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 : 23: 11 0 3 4 12 15 15:
Old : 23: 11 0 3 4 12 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 44.7 43.5 61.1 22.7 36.5 33.8 51.7
Old : 28.9 44.7 43.5 61.1 22.7 36.5 33.8 51.7
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TROY OUNCES) :
: : :
All : 52,639: 14,066 5,472 4,564 5,370 32,325 24,000 42,362: 28,639 10,277
Old : 52,639: 14,066 5,472 4,564 5,370 32,325 24,000 42,362: 28,639 10,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -5,446: -780 1,648 -3,654 -2,922 -1,529 -7,356 -3,534: 1,910 -1,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 10.4 8.7 10.2 61.4 45.6 80.5: 54.4 19.5
Old : 100.0: 26.7 10.4 8.7 10.2 61.4 45.6 80.5: 54.4 19.5
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 : 62: 27 14 13 10 19 42 41:
Old : 62: 27 14 13 10 19 42 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 : 13.2 28.1 21.8 45.7 11.9 27.5 18.6 41.5
Old : 13.2 28.1 21.8 45.7 11.9 27.5 18.6 41.5
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 63,829: 18,034 13,351 765 18,679 41,075 37,478 55,191: 26,351 8,638
Old : 63,829: 18,034 13,351 765 18,679 41,075 37,478 55,191: 26,351 8,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 184: -844 47 61 -277 481 -1,060 589: 1,244 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 20.9 1.2 29.3 64.4 58.7 86.5: 41.3 13.5
Old : 100.0: 28.3 20.9 1.2 29.3 64.4 58.7 86.5: 41.3 13.5
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 : 68: 23 17 8 20 13 45 36:
Old : 68: 23 17 8 20 13 45 36:
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 : 16.9 45.9 28.9 64.7 16.9 45.8 28.8 64.6
Old : 16.9 45.9 28.9 64.7 16.9 45.8 28.8 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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 128,517: 38,087 26,332 2,833 76,062 47,076 116,983 76,242: 11,534 52,275
Old : 128,517: 38,087 26,332 2,833 76,062 47,076 116,983 76,242: 11,534 52,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: -7,285: -8,035 2,010 170 -450 -9,719 -8,315 -7,539: 1,030 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 20.5 2.2 59.2 36.6 91.0 59.3: 9.0 40.7
Old : 100.0: 29.6 20.5 2.2 59.2 36.6 91.0 59.3: 9.0 40.7
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 : 108: 35 29 15 22 31 67 65:
Old : 108: 35 29 15 22 31 67 65:
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 : 54.3 17.9 63.7 27.9 52.2 17.9 61.5 26.6
Old : 54.3 17.9 63.7 27.9 52.2 17.9 61.5 26.6
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 28, 2006
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL) :
: : :
All : 45,803: 2,345 15,414 3,106 40,176 27,060 45,627 45,580: 176 223
Old : 45,803: 2,345 15,414 3,106 40,176 27,060 45,627 45,580: 176 223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 21, 2006 :
: 1,820: 63 -652 2,368 -652 310 1,779 2,026: 41 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 33.7 6.8 87.7 59.1 99.6 99.5: 0.4 0.5
Old : 100.0: 5.1 33.7 6.8 87.7 59.1 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 9 12 5 14 9 26 23:
Old : 40: 9 12 5 14 9 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.7 82.1 90.8 95.1 75.8 75.6 86.5 88.2
Old : 77.7 82.1 90.8 95.1 75.8 75.6 86.5 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2006