WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, November 21, 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  :   421,762:    75,624     55,991     70,475    238,712    237,335    384,811    363,801:    36,951     57,961
Old  :   273,139:    56,873     61,799     21,372    167,962    159,475    246,207    242,646:    26,932     30,493
Other:   148,623:    52,632     28,073     15,222     70,750     77,860    138,604    121,155:    10,019     27,468
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :   -10,369:    -5,605     -4,338     -1,793     -1,995         68     -9,393     -6,063:      -976     -4,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       13.3       16.7       56.6       56.3       91.2       86.3:       8.8       13.7
Old  :     100.0:      20.8       22.6        7.8       61.5       58.4       90.1       88.8:       9.9       11.2
Other:     100.0:      35.4       18.9       10.2       47.6       52.4       93.3       81.5:       6.7       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       322:       107         88        103         67         99        248        230:
Old  :       296:       102         85         58         53         84        190        199:
Other:       207:        55         54         43         39         82        121        159:
     :----------------------------------------------------------------------------------------------------
     :             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       21.4       39.9       32.1       25.2       15.3       37.3       22.6
Old  :                 38.2       26.1       52.2       38.7       38.2       25.0       50.6       35.8
Other:                 33.6       24.2       47.3       34.4       31.4       19.4       42.5       27.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 21, 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  : 1,393,660:   350,232     70,977    212,812    691,667    854,699  1,254,711  1,138,488:   138,949    255,172
Old  : 1,029,117:   239,670     89,940    127,799    555,417    625,433    922,886    843,172:   106,231    185,945
Other:   364,543:   165,327     35,802     30,248    136,250    229,266    331,825    295,316:    32,718     69,227
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :   -18,590:    15,619    -20,657     -1,284     -3,258     24,945     11,077      3,004:   -29,667    -21,594
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        5.1       15.3       49.6       61.3       90.0       81.7:      10.0       18.3
Old  :     100.0:      23.3        8.7       12.4       54.0       60.8       89.7       81.9:      10.3       18.1
Other:     100.0:      45.4        9.8        8.3       37.4       62.9       91.0       81.0:       9.0       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       739:       221        101        166        245        341        535        554:
Old  :       722:       203        109        145        232        331        503        529:
Other:       527:       100         80         40        102        294        223        397:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.6       15.3       25.6       21.7       15.2       14.2       23.6       19.2
Old  :                 19.3       14.3       28.3       21.2       19.3       12.8       27.7       18.3
Other:                 27.2       26.2       39.2       32.4       26.6       23.4       38.4       29.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 21, 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  :    14,092:     5,571        520        296      5,604     12,083     11,471     12,899:     2,621      1,193
Old  :    11,987:     5,237        572        237      4,470     10,129      9,944     10,938:     2,043      1,049
Other:     2,105:       387          1          6      1,134      1,954      1,527      1,961:       578        144
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :      -610:       -58        387       -124        239       -331         57        -68:      -667       -542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5        3.7        2.1       39.8       85.7       81.4       91.5:      18.6        8.5
Old  :     100.0:      43.7        4.8        2.0       37.3       84.5       83.0       91.2:      17.0        8.8
Other:     100.0:      18.4        0.0        0.3       53.9       92.8       72.5       93.2:      27.5        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        24          5          5         14         15         41         22:
Old  :        48:        22          5          5         13         15         39         22:
Other:        17:         5          1          2          6          7         11         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.4       57.0       42.4       77.6       27.0       49.1       39.2       65.6
Old  :                 30.3       56.3       46.7       77.8       29.2       49.7       43.5       70.5
Other:                 51.6       77.7       68.4       93.1       51.4       77.7       67.4       90.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, November 21, 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  :   393,988:    85,926     50,031     56,016    205,394    204,846    347,336    310,893:    46,652     83,095
Old  :   337,721:    70,154     64,702     30,323    198,214    170,945    298,691    265,970:    39,030     71,751
Other:    56,267:    38,471      8,028      2,994      7,180     33,901     48,645     44,923:     7,622     11,344
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :      -116:    -1,345      2,753      2,025      3,205     -4,883      3,885       -105:    -4,001        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       12.7       14.2       52.1       52.0       88.2       78.9:      11.8       21.1
Old  :     100.0:      20.8       19.2        9.0       58.7       50.6       88.4       78.8:      11.6       21.2
Other:     100.0:      68.4       14.3        5.3       12.8       60.3       86.5       79.8:      13.5       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       384:       115         84         97         91        133        267        275:
Old  :       375:       116         88         81         86        129        247        262:
Other:       178:        42         36         12         22         85         71        126:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       18.2       31.0       27.4       19.0       15.3       27.2       20.9
Old  :                 23.3       18.9       36.1       27.1       22.6       16.9       32.2       23.1
Other:                 37.2       38.8       56.0       52.3       37.2       38.3       53.8       49.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, November 21, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    16,514:    11,264      5,318      1,428        420        390     13,112      7,136:     3,402      9,378
Old  :    13,778:     8,870      5,221      1,336        420        373     10,626      6,930:     3,152      6,848
Other:     2,736:     2,471        174         15          0         17      2,486        206:       250      2,530
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :      -598:    -1,763        137         84         50         54     -1,629        275:     1,031       -873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.2       32.2        8.6        2.5        2.4       79.4       43.2:      20.6       56.8
Old  :     100.0:      64.4       37.9        9.7        3.0        2.7       77.1       50.3:      22.9       49.7
Other:     100.0:      90.3        6.4        0.5        0.0        0.6       90.9        7.5:       9.1       92.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:        18          9          8          1          1         21         16:
Old  :        29:        16         11          7          1          1         21         15:
Other:        10:         8          1          2          0          1          8          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       24.3       61.7       34.3       50.0       24.3       58.6       33.5
Old  :                 48.2       27.9       58.0       39.7       46.4       27.8       55.7       38.8
Other:                 78.6        7.5       90.9        7.5       78.4        7.0       90.3        7.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 21, 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  :   286,622:    83,743      9,426     44,175    126,152    214,165    254,070    267,766:    32,552     18,856
Old  :   262,009:    80,535     10,834     29,272    121,026    204,452    230,833    244,558:    31,176     17,451
Other:    24,613:    14,304      9,688      3,807      5,126      9,713     23,237     23,208:     1,376      1,405
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :     6,318:    -1,869     -1,380      6,228      6,063      3,124     10,422      7,972:    -4,104     -1,654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        3.3       15.4       44.0       74.7       88.6       93.4:      11.4        6.6
Old  :     100.0:      30.7        4.1       11.2       46.2       78.0       88.1       93.3:      11.9        6.7
Other:     100.0:      58.1       39.4       15.5       20.8       39.5       94.4       94.3:       5.6        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        90         18         46         54         51        166        108:
Old  :       189:        89         22         40         54         51        161        104:
Other:        54:        17         12          8         15         13         36         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       44.2       26.9       55.9       17.0       41.3       24.4       49.2
Old  :                 18.7       46.2       27.1       57.9       18.6       42.9       25.4       51.8
Other:                 41.4       57.6       67.5       75.3       35.8       51.0       61.3       63.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, November 21, 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  :   780,202:   127,238    215,057     30,780    504,495    407,579    662,513    653,416:   117,689    126,786
Old  :   780,202:   127,238    215,057     30,780    504,495    407,579    662,513    653,416:   117,689    126,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :   -26,220:    -6,351     11,903     14,536     17,206    -20,636     25,391      5,803:   -51,611    -32,023
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       27.6        3.9       64.7       52.2       84.9       83.7:      15.1       16.3
Old  :     100.0:      16.3       27.6        3.9       64.7       52.2       84.9       83.7:      15.1       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        34         42         25         68         69        115        125:
Old  :       172:        34         42         25         68         69        115        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       27.9       34.8       39.9       21.9       23.4       30.5       32.9
Old  :                 24.2       27.9       34.8       39.9       21.9       23.4       30.5       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, November 21, 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  :   212,685:    50,028     16,381     28,403     99,130    149,538    177,561    194,322:    35,124     18,363
Old  :   199,679:    49,063     13,895     23,046     94,031    145,480    166,140    182,421:    33,539     17,258
Other:    13,006:     4,272      5,793      2,050      5,099      4,058     11,421     11,901:     1,585      1,105
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :    -2,807:    -3,949     -5,472      2,529      1,139       -211       -281     -3,154:    -2,526        347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        7.7       13.4       46.6       70.3       83.5       91.4:      16.5        8.6
Old  :     100.0:      24.6        7.0       11.5       47.1       72.9       83.2       91.4:      16.8        8.6
Other:     100.0:      32.8       44.5       15.8       39.2       31.2       87.8       91.5:      12.2        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        69         23         50         51         47        151        106:
Old  :       166:        73         22         48         50         44        149        100:
Other:        53:        14         13          9         18         14         38         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.2       44.4       33.9       56.6       24.8       42.9       31.8       54.6
Old  :                 26.6       47.0       34.8       59.0       25.7       46.1       32.9       57.7
Other:                 37.2       44.1       56.6       61.7       36.7       42.0       55.0       52.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 21, 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  :    14,726:     3,260      1,185      1,393      7,358     11,292     12,011     13,870:     2,715        856
Old  :    13,617:     3,182      1,230      1,219      6,635     10,389     11,036     12,838:     2,581        779
Other:     1,109:       235        112         17        723        903        975      1,032:       134         77
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :       243:       155         25         13        175        346        343        384:      -100       -141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        8.0        9.5       50.0       76.7       81.6       94.2:      18.4        5.8
Old  :     100.0:      23.4        9.0        9.0       48.7       76.3       81.0       94.3:      19.0        5.7
Other:     100.0:      21.2       10.1        1.5       65.2       81.4       87.9       93.1:      12.1        6.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        22          8         10         21         19         47         33:
Old  :        62:        22          7          8         20         19         43         33:
Other:        25:         7          5          2          6         10         14         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.5       53.2       39.7       69.8       21.9       46.1       35.5       61.1
Old  :                 23.3       54.0       39.5       70.0       23.3       49.8       36.9       64.6
Other:                 60.0       63.4       79.6       83.9       29.4       33.2       40.0       43.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, November 21, 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  :   733,055:    90,255    170,273     41,716    469,749    401,965    601,720    613,954:   131,335    119,101
Old  :   733,055:    90,255    170,273     41,716    469,749    401,965    601,720    613,954:   131,335    119,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :    59,959:   -24,410     12,923     36,061     54,460     15,260     66,111     64,244:    -6,152     -4,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       23.2        5.7       64.1       54.8       82.1       83.8:      17.9       16.2
Old  :     100.0:      12.3       23.2        5.7       64.1       54.8       82.1       83.8:      17.9       16.2
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  :       160:        30         34         18         73         69        111        113:
Old  :       160:        30         34         18         73         69        111        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       19.9       33.2       30.5       21.9       18.5       31.2       27.9
Old  :                 22.1       19.9       33.2       30.5       21.9       18.5       31.2       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, November 21, 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  : 2,300,386:   679,802    283,779    141,429  1,205,822  1,481,156  2,027,053  1,906,364:   273,333    394,022
Old  : 2,300,386:   679,802    283,779    141,429  1,205,822  1,481,156  2,027,053  1,906,364:   273,333    394,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :   -71,301:   -18,095    -74,385     40,976    -23,752    -30,947       -871    -64,356:   -70,430     -6,945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       12.3        6.1       52.4       64.4       88.1       82.9:      11.9       17.1
Old  :     100.0:      29.6       12.3        6.1       52.4       64.4       88.1       82.9:      11.9       17.1
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  :       292:        71         61         49        117        121        210        210:
Old  :       292:        71         61         49        117        121        210        210:
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  :                 19.0       24.4       32.5       33.7       14.9       23.1       24.5       30.4
Old  :                 19.0       24.4       32.5       33.7       14.9       23.1       24.5       30.4
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, November 21, 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  : 1,510,926:   157,348    198,712     63,170  1,060,434  1,008,352  1,280,952  1,270,234:   229,974    240,692
Old  : 1,510,926:   157,348    198,712     63,170  1,060,434  1,008,352  1,280,952  1,270,234:   229,974    240,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :    55,291:   -57,878    -37,840     38,582    131,917     95,909    112,621     96,651:   -57,330    -41,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       13.2        4.2       70.2       66.7       84.8       84.1:      15.2       15.9
Old  :     100.0:      10.4       13.2        4.2       70.2       66.7       84.8       84.1:      15.2       15.9
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  :       175:        38         29         28         74         80        121        129:
Old  :       175:        38         29         28         74         80        121        129:
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  :                 32.0       30.3       43.5       39.7       23.8       26.2       31.4       31.8
Old  :                 32.0       30.3       43.5       39.7       23.8       26.2       31.4       31.8
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, November 21, 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  :   380,593:    63,901     66,626     88,724    207,897    192,019    360,522    347,369:    20,071     33,224
Old  :   380,593:    63,901     66,626     88,724    207,897    192,019    360,522    347,369:    20,071     33,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :   -13,270:    -5,220    -10,748     -4,592      1,970      4,422     -7,842    -10,918:    -5,428     -2,352
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       17.5       23.3       54.6       50.5       94.7       91.3:       5.3        8.7
Old  :     100.0:      16.8       17.5       23.3       54.6       50.5       94.7       91.3:       5.3        8.7
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  :       124:        26         36         44         43         55         91        114:
Old  :       124:        26         36         44         43         55         91        114:
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  :                 27.7       15.3       43.8       27.6       24.4       10.7       31.5       18.5
Old  :                 27.7       15.3       43.8       27.6       24.4       10.7       31.5       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                                                           Code-084605
Commitments of Traders - Futures Only, November 21, 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  :    11,009:     4,448        195        735      1,027      6,942      6,210      7,872:     4,799      3,137
Old  :    11,009:     4,448        195        735      1,027      6,942      6,210      7,872:     4,799      3,137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :       328:       147        195        699       -321       -606        525        288:      -197         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.4        1.8        6.7        9.3       63.1       56.4       71.5:      43.6       28.5
Old  :     100.0:      40.4        1.8        6.7        9.3       63.1       56.4       71.5:      43.6       28.5
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  :        25:        11          1          4          4         11         15         16:
Old  :        25:        11          1          4          4         11         15         16:
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  :                 30.2       39.6       44.7       59.8       25.3       38.8       35.6       54.6
Old  :                 30.2       39.6       44.7       59.8       25.3       38.8       35.6       54.6
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, November 21, 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  :    54,178:    15,249      4,597      5,319      7,879     33,140     28,447     43,056:    25,731     11,122
Old  :    54,178:    15,249      4,597      5,319      7,879     33,140     28,447     43,056:    25,731     11,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :     1,915:     1,059     -1,512        713        580      2,550      2,352      1,751:      -437        164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        8.5        9.8       14.5       61.2       52.5       79.5:      47.5       20.5
Old  :     100.0:      28.1        8.5        9.8       14.5       61.2       52.5       79.5:      47.5       20.5
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:        24         15         12         11         19         40         41:
Old  :        62:        24         15         12         11         19         40         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  :                 15.0       29.2       24.4       47.7       11.3       28.3       19.7       43.4
Old  :                 15.0       29.2       24.4       47.7       11.3       28.3       19.7       43.4
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, November 21, 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  :    61,842:    18,471     13,084         49     18,547     40,487     37,067     53,620:    24,775      8,222
Old  :    61,842:    18,471     13,084         49     18,547     40,487     37,067     53,620:    24,775      8,222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :      -478:       992         79         25       -516       -868        501       -764:      -979        286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       21.2        0.1       30.0       65.5       59.9       86.7:      40.1       13.3
Old  :     100.0:      29.9       21.2        0.1       30.0       65.5       59.9       86.7:      40.1       13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        23         18          3         20         13         44         33:
Old  :        71:        23         18          3         20         13         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  :                 17.8       47.4       29.8       66.8       17.7       47.4       29.7       66.8
Old  :                 17.8       47.4       29.8       66.8       17.7       47.4       29.7       66.8
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, November 21, 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  :   128,710:    45,860     23,508        515     72,127     53,348    118,502     77,371:    10,208     51,339
Old  :   128,710:    45,860     23,508        515     72,127     53,348    118,502     77,371:    10,208     51,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :    -1,399:    -1,260       -898        -62       -503     -1,191     -1,825     -2,151:       426        752
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       18.3        0.4       56.0       41.4       92.1       60.1:       7.9       39.9
Old  :     100.0:      35.6       18.3        0.4       56.0       41.4       92.1       60.1:       7.9       39.9
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  :       105:        36         25          3         19         32         56         59:
Old  :       105:        36         25          3         19         32         56         59:
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  :                 54.2       23.0       64.8       32.2       54.2       23.0       64.8       32.1
Old  :                 54.2       23.0       64.8       32.2       54.2       23.0       64.8       32.1
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, November 21, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    43,983:     2,282     16,066        738     40,828     26,750     43,848     43,554:       135        429
Old  :    43,983:     2,282     16,066        738     40,828     26,750     43,848     43,554:       135        429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2006                    :
     :       702:       382        460         80        230       -134        692        406:        10        296
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       36.5        1.7       92.8       60.8       99.7       99.0:       0.3        1.0
Old  :     100.0:       5.2       36.5        1.7       92.8       60.8       99.7       99.0:       0.3        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         9         12          4         14         10         25         24:
Old  :        40:         9         12          4         14         10         25         24:
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  :                 81.0       81.5       92.3       94.3       80.8       80.5       91.8       92.8
Old  :                 81.0       81.5       92.3       94.3       80.8       80.5       91.8       92.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 27, 2006