WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, July 11, 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  :   468,830:    77,181     75,488     95,715    262,647    238,523    435,543    409,726:    33,287     59,104
Old  :   378,951:    74,138     88,348     57,631    220,866    195,632    352,635    341,611:    26,316     37,340
Other:    89,879:    37,194     21,291      3,933     41,781     42,891     82,908     68,115:     6,971     21,764
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :     9,865:     6,975     -1,149     -2,562      4,713     14,583      9,126     10,872:       739     -1,007
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       16.1       20.4       56.0       50.9       92.9       87.4:       7.1       12.6
Old  :     100.0:      19.6       23.3       15.2       58.3       51.6       93.1       90.1:       6.9        9.9
Other:     100.0:      41.4       23.7        4.4       46.5       47.7       92.2       75.8:       7.8       24.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:        98        122        122         56         88        252        262:
Old  :       336:        95        126         92         45         81        214        241:
Other:       189:        56         53         27         25         65         96        133:
     :----------------------------------------------------------------------------------------------------
     :             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       22.3       35.8       30.4       24.4       17.7       35.4       22.6
Old  :                 29.8       26.5       43.4       36.4       29.8       25.1       43.4       33.6
Other:                 31.3       16.9       47.1       27.8       29.3       16.3       43.8       25.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, July 11, 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  : 1,333,225:   302,555    120,230    268,867    601,772    685,032  1,173,194  1,074,129:   160,031    259,096
Old  :   464,157:   105,603    177,699      7,270    312,785    232,915    425,658    417,884:    38,499     46,273
Other:   869,068:   350,367     95,946    108,182    288,987    452,117    747,536    656,245:   121,532    212,823
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :     5,743:      -817    -21,761     10,098      5,044     18,244     14,325      6,581:    -8,582       -838
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        9.0       20.2       45.1       51.4       88.0       80.6:      12.0       19.4
Old  :     100.0:      22.8       38.3        1.6       67.4       50.2       91.7       90.0:       8.3       10.0
Other:     100.0:      40.3       11.0       12.4       33.3       52.0       86.0       75.5:      14.0       24.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       748:       192        145        183        212        302        511        569:
Old  :       561:        96        145         21        121        227        236        374:
Other:       701:       213        132         98        163        291        414        489:
     :----------------------------------------------------------------------------------------------------
     :             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       15.5       26.5       21.3       17.3       14.1       25.8       17.8
Old  :                 36.4       23.3       51.1       32.2       36.4       23.3       51.1       31.8
Other:                 16.6       14.5       25.5       20.2       15.7       14.0       23.4       17.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, July 11, 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  :    14,346:     6,890        499        374      3,243     11,376     10,507     12,249:     3,839      2,097
Old  :    14,334:     6,890        499        374      3,242     11,376     10,506     12,249:     3,828      2,085
Other:        12:         0          0          0          1          0          1          0:        11         12
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :       520:       441        241       -146       -101        602        194        697:       326       -177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.0        3.5        2.6       22.6       79.3       73.2       85.4:      26.8       14.6
Old  :     100.0:      48.1        3.5        2.6       22.6       79.4       73.3       85.5:      26.7       14.5
Other:     100.0:       0.0        0.0        0.0        8.3        0.0        8.3        0.0:      91.7      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        24          5          6          9         16         39         24:
Old  :        51:        24          5          6          9         16         39         24:
Other:         1:         0          0          0          1          0          1          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  :                 22.9       42.8       38.4       63.9       22.9       42.3       37.6       59.4
Old  :                 22.9       42.9       38.5       64.0       22.9       42.3       37.6       59.5
Other:                  8.3        0.0        8.3        0.0        8.3        0.0        8.3        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, July 11, 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  :   339,653:    64,866     68,796     60,487    165,698    133,185    291,051    262,468:    48,602     77,185
Old  :    54,182:    23,963     12,536        645     19,271     29,475     43,879     42,656:    10,303     11,526
Other:   285,471:    60,619     75,976     40,126    146,427    103,710    247,172    219,812:    38,299     65,659
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :     8,508:     6,208     -1,774     -2,471      3,085     17,110      6,822     12,865:     1,686     -4,357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       20.3       17.8       48.8       39.2       85.7       77.3:      14.3       22.7
Old  :     100.0:      44.2       23.1        1.2       35.6       54.4       81.0       78.7:      19.0       21.3
Other:     100.0:      21.2       26.6       14.1       51.3       36.3       86.6       77.0:      13.4       23.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       104        120        112         88        115        270        294:
Old  :       207:        74         30         10         51         67        127        105:
Other:       367:        91        135         84         60        109        210        282:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       12.8       31.1       19.4       21.3       11.8       30.5       16.8
Old  :                 22.7       27.3       32.2       45.3       22.5       27.3       29.8       40.7
Other:                 25.4       12.8       36.7       19.9       25.4       12.7       36.1       18.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, July 11, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    16,282:    13,038      4,229        227          0        433     13,265      4,889:     3,017     11,393
Old  :       798:       413         30          0          0          9        413         39:       385        759
Other:    15,484:    12,655      4,229        197          0        424     12,852      4,850:     2,632     10,634
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.1       26.0        1.4        0.0        2.7       81.5       30.0:      18.5       70.0
Old  :     100.0:      51.8        3.8        0.0        0.0        1.1       51.8        4.9:      48.2       95.1
Other:     100.0:      81.7       27.3        1.3        0.0        2.7       83.0       31.3:      17.0       68.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        10          8          4          0          2         10         14:
Old  :         6:         4          1          0          0          1          4          2:
Other:        20:        10          8          3          0          2         10         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  :                 70.9       20.0       79.3       26.7       69.7       20.0       78.1       26.7
Old  :                 51.8        4.9       51.8        4.9       51.8        4.9       51.8        4.9
Other:                 72.1       21.0       80.7       28.0       70.8       21.0       79.4       28.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, July 11, 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  :   275,591:    95,880     18,594     39,977    110,454    201,668    246,311    260,239:    29,280     15,352
Old  :    53,695:    25,669     10,383      2,981     16,538     35,763     45,188     49,127:     8,507      4,568
Other:   221,896:    84,454     22,454     22,753     93,916    165,905    201,123    211,112:    20,773     10,784
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :    30,044:    22,245      1,711      4,710        519     23,695     27,474     30,116:     2,570        -72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        6.7       14.5       40.1       73.2       89.4       94.4:      10.6        5.6
Old  :     100.0:      47.8       19.3        5.6       30.8       66.6       84.2       91.5:      15.8        8.5
Other:     100.0:      38.1       10.1       10.3       42.3       74.8       90.6       95.1:       9.4        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        89         30         43         48         50        164        111:
Old  :       110:        42         15         15         30         37         77         64:
Other:       182:        83         37         31         42         43        145         92:
     :----------------------------------------------------------------------------------------------------
     :             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       43.7       25.2       58.3       16.7       38.1       23.4       51.2
Old  :                 19.7       39.9       31.7       55.2       19.7       36.8       30.0       49.4
Other:                 21.1       50.0       30.4       62.0       20.4       45.1       28.5       55.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, July 11, 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  :   753,141:    86,138    176,395     10,902    527,745    393,480    624,785    580,777:   128,356    172,364
Old  :   753,141:    86,138    176,395     10,902    527,745    393,480    624,785    580,777:   128,356    172,364
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :     9,522:   -13,676    -14,527      2,208      7,185     34,335     -4,283     22,016:    13,805    -12,494
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       23.4        1.4       70.1       52.2       83.0       77.1:      17.0       22.9
Old  :     100.0:      11.4       23.4        1.4       70.1       52.2       83.0       77.1:      17.0       22.9
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  :       190:        32         45         20         67         87        111        140:
Old  :       190:        32         45         20         67         87        111        140:
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  :                 27.1       25.4       36.6       34.0       21.3       19.0       28.9       24.7
Old  :                 27.1       25.4       36.6       34.0       21.3       19.0       28.9       24.7
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, July 11, 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  :   184,842:    33,494     42,806     24,256    100,320     96,953    158,070    164,015:    26,772     20,827
Old  :    67,486:    14,489     10,941      2,901     38,802     45,506     56,192     59,348:    11,294      8,138
Other:   117,356:    26,702     39,562     13,658     61,518     51,447    101,878    104,667:    15,478     12,689
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :     2,293:     4,115      2,834     -2,649       -243      3,823      1,223      4,008:     1,070     -1,715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       23.2       13.1       54.3       52.5       85.5       88.7:      14.5       11.3
Old  :     100.0:      21.5       16.2        4.3       57.5       67.4       83.3       87.9:      16.7       12.1
Other:     100.0:      22.8       33.7       11.6       52.4       43.8       86.8       89.2:      13.2       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        43         47         43         57         45        121        127:
Old  :       114:        31         23         13         47         28         85         59:
Other:       153:        41         52         28         45         41         98        111:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.1       32.2       39.1       44.5       28.8       27.0       34.7       37.4
Old  :                 29.6       52.7       40.5       64.2       29.0       52.3       38.9       63.8
Other:                 37.2       27.0       46.0       39.4       36.1       25.0       42.9       37.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, July 11, 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  :    13,063:     4,376        405        778      4,445     10,598      9,599     11,781:     3,464      1,282
Old  :    13,063:     4,376        405        778      4,445     10,598      9,599     11,781:     3,464      1,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :      -536:      -133         14       -326        -58       -256       -517       -568:       -19         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5        3.1        6.0       34.0       81.1       73.5       90.2:      26.5        9.8
Old  :     100.0:      33.5        3.1        6.0       34.0       81.1       73.5       90.2:      26.5        9.8
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  :        64:        26          7          8         16         20         44         33:
Old  :        64:        26          7          8         16         20         44         33:
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  :                 18.5       62.9       31.4       73.0       16.7       57.3       29.0       67.5
Old  :                 18.5       62.9       31.4       73.0       16.7       57.3       29.0       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, July 11, 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  :   564,107:   134,859    126,687      9,273    316,765    324,149    460,897    460,109:   103,210    103,998
Old  :   564,107:   134,859    126,687      9,273    316,765    324,149    460,897    460,109:   103,210    103,998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :    19,271:    16,624    -14,815      7,356      6,396     34,208     30,376     26,749:   -11,105     -7,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       22.5        1.6       56.2       57.5       81.7       81.6:      18.3       18.4
Old  :     100.0:      23.9       22.5        1.6       56.2       57.5       81.7       81.6:      18.3       18.4
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  :       168:        35         30          9         62         73        100        110:
Old  :       168:        35         30          9         62         73        100        110:
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  :                 20.1       18.1       33.4       28.9       20.0       17.5       32.6       27.9
Old  :                 20.1       18.1       33.4       28.9       20.0       17.5       32.6       27.9
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, July 11, 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  : 2,112,145:   529,622    390,924     42,077  1,278,230  1,295,118  1,849,929  1,728,119:   262,216    384,026
Old  : 2,112,145:   529,622    390,924     42,077  1,278,230  1,295,118  1,849,929  1,728,119:   262,216    384,026
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :   -24,314:   -20,105    -10,579      6,496    -19,422    -12,982    -33,031    -17,065:     8,717     -7,249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       18.5        2.0       60.5       61.3       87.6       81.8:      12.4       18.2
Old  :     100.0:      25.1       18.5        2.0       60.5       61.3       87.6       81.8:      12.4       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  :       291:        58         67         45        112        117        192        207:
Old  :       291:        58         67         45        112        117        192        207:
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  :                 25.9       30.1       39.0       38.6       23.0       28.7       35.4       36.5
Old  :                 25.9       30.1       39.0       38.6       23.0       28.7       35.4       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, July 11, 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  : 1,224,620:   259,348    225,041     23,022    754,211    678,025  1,036,581    926,088:   188,039    298,532
Old  : 1,224,620:   259,348    225,041     23,022    754,211    678,025  1,036,581    926,088:   188,039    298,532
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :   -12,558:    -7,895     -8,789      7,346     -8,955     -4,772     -9,504     -6,215:    -3,054     -6,343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       18.4        1.9       61.6       55.4       84.6       75.6:      15.4       24.4
Old  :     100.0:      21.2       18.4        1.9       61.6       55.4       84.6       75.6:      15.4       24.4
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  :       203:        36         52         19         71         90        111        157:
Old  :       203:        36         52         19         71         90        111        157:
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  :                 30.4       15.4       40.5       23.8       25.5       13.2       35.3       19.5
Old  :                 30.4       15.4       40.5       23.8       25.5       13.2       35.3       19.5
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, July 11, 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  :   501,860:   182,093    199,434     47,684    235,687    223,523    465,464    470,641:    36,396     31,219
Old  :   501,860:   182,093    199,434     47,684    235,687    223,523    465,464    470,641:    36,396     31,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :   -56,781:    14,979     -4,167    -21,186    -27,857     -9,668    -34,064    -35,021:   -22,717    -21,760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       39.7        9.5       47.0       44.5       92.7       93.8:       7.3        6.2
Old  :     100.0:      36.3       39.7        9.5       47.0       44.5       92.7       93.8:       7.3        6.2
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  :       148:        35         28         37         69         58        120        111:
Old  :       148:        35         28         37         69         58        120        111:
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  :                 25.3       34.0       35.6       44.0       22.3       30.4       31.8       38.7
Old  :                 25.3       34.0       35.6       44.0       22.3       30.4       31.8       38.7
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 - Futures Only, July 11, 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  :    25,432:     8,156      1,525        239      4,334     15,435     12,729     17,199:    12,703      8,233
Old  :    25,432:     8,156      1,525        239      4,334     15,435     12,729     17,199:    12,703      8,233
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :     2,418:       -28     -1,030       -428        956      2,625        500      1,167:     1,918      1,251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        6.0        0.9       17.0       60.7       50.1       67.6:      49.9       32.4
Old  :     100.0:      32.1        6.0        0.9       17.0       60.7       50.1       67.6:      49.9       32.4
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  :        32:        14          6          2          6         10         21         17:
Old  :        32:        14          6          2          6         10         21         17:
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  :                 19.7       52.7       32.9       64.0       19.6       52.7       32.3       64.0
Old  :                 19.7       52.7       32.9       64.0       19.6       52.7       32.3       64.0
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, July 11, 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  :    55,304:    14,232      3,666          5     14,969     45,624     29,206     49,295:    26,098      6,009
Old  :    55,304:    14,232      3,666          5     14,969     45,624     29,206     49,295:    26,098      6,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :     1,028:       496        213          0       -430        205         66        418:       962        610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        6.6        0.0       27.1       82.5       52.8       89.1:      47.2       10.9
Old  :     100.0:      25.7        6.6        0.0       27.1       82.5       52.8       89.1:      47.2       10.9
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  :        55:        17         10          1         14         15         31         26:
Old  :        55:        17         10          1         14         15         31         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       51.5       32.3       75.2       21.4       51.5       32.3       75.2
Old  :                 21.4       51.5       32.3       75.2       21.4       51.5       32.3       75.2
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, July 11, 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  :    87,912:    55,183     20,264        443     22,956     14,761     78,582     35,468:     9,330     52,444
Old  :    87,912:    55,183     20,264        443     22,956     14,761     78,582     35,468:     9,330     52,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :     1,155:     2,459        414       -147     -2,761       -852       -449       -585:     1,604      1,740
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.8       23.1        0.5       26.1       16.8       89.4       40.3:      10.6       59.7
Old  :     100.0:      62.8       23.1        0.5       26.1       16.8       89.4       40.3:      10.6       59.7
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  :        80:        27         24          3         17         16         46         41:
Old  :        80:        27         24          3         17         16         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  :                 63.0       18.0       69.3       25.7       63.0       18.0       69.3       25.7
Old  :                 63.0       18.0       69.3       25.7       63.0       18.0       69.3       25.7
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, July 11, 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  :    14,576:     5,534      2,521        238      8,732     11,694     14,504     14,453:        72        123
Old  :    14,576:     5,534      2,521        238      8,732     11,694     14,504     14,453:        72        123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 3, 2006                         :
     :     2,033:     2,668       -249          0       -359      2,361      2,309      2,112:      -276        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       17.3        1.6       59.9       80.2       99.5       99.2:       0.5        0.8
Old  :     100.0:      38.0       17.3        1.6       59.9       80.2       99.5       99.2:       0.5        0.8
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  :        37:         5         13          3         13         11         19         26:
Old  :        37:         5         13          3         13         11         19         26:
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  :                 62.1       72.8       83.8       87.2       62.1       68.4       82.8       81.3
Old  :                 62.1       72.8       83.8       87.2       62.1       68.4       82.8       81.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 14, 2006