WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      482,088
COMMITMENTS
  77,052   73,539  104,127  263,767  237,978  444,946  415,644   37,142   66,444

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:      1,764)
  -4,278    5,401    4,556     -913  -12,833     -635   -2,876    2,399    4,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     15.3     21.6     54.7     49.4     92.3     86.2      7.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
      85      127      142       59       91      270      280
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,399,222
COMMITMENTS
 307,676  118,032  312,289  606,456  692,602  1226421  1122923  172,801  276,299

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:      6,030)
   9,762   16,391   -1,004   -8,254   -9,746      504    5,641    5,526      389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      8.4     22.3     43.3     49.5     87.7     80.3     12.3     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      749)
     185      145      210      234      296      548      578
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,362
COMMITMENTS
   6,281      336      864    2,641   10,241    9,786   11,441    3,576    1,921

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:       -317)
    -204        2      565     -685     -886     -324     -319        7        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0      2.5      6.5     19.8     76.6     73.2     85.6     26.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      27        3        7       10       15       42       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      342,520
COMMITMENTS
  62,002   97,535   51,878  178,380  118,075  292,260  267,488   50,260   75,032

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:     13,097)
   3,041   20,565    1,946    8,270   -8,206   13,257   14,305     -160   -1,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     28.5     15.1     52.1     34.5     85.3     78.1     14.7     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
      93      135      114       78      115      249      318
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,262
COMMITMENTS
  11,816    4,938      218        0      470   12,034    5,626    3,228    9,636

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:       -117)
     275      616       73        0       10      348      699     -465     -816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.4     32.4      1.4      0.0      3.1     78.8     36.9     21.2     63.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10       15        4        0        2       12       19
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      284,759
COMMITMENTS
  85,659   13,119   39,265  126,433  213,401  251,357  265,785   33,402   18,974

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:      1,731)
  -5,116   -3,237    5,837   -2,810   -2,341   -2,089      259    3,820    1,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1      4.6     13.8     44.4     74.9     88.3     93.3     11.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      89       25       42       50       45      165      102
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      774,122
COMMITMENTS
 121,663  172,878   15,986  509,522  414,475  647,171  603,339  126,951  170,783

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:      8,760)
   1,205   16,020    2,904     -743  -11,927    3,366    6,997    5,394    1,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     22.3      2.1     65.8     53.5     83.6     77.9     16.4     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      38       45       31       71       87      126      146
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      218,217
COMMITMENTS
  36,145   65,260   23,686  128,396  105,741  188,227  194,687   29,990   23,530

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:     12,428)
  -1,831    7,673    1,314   12,336    2,648   11,819   11,635      609      793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     29.9     10.9     58.8     48.5     86.3     89.2     13.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      43       68       38       56       48      121      146
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,665
COMMITMENTS
   3,896      389    1,045    5,182   10,563   10,123   11,997    3,542    1,668

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:        329)
    -371       -7      404      462     -320      495       77     -166      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5      2.8      7.6     37.9     77.3     74.1     87.8     25.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      26        6        8       18       20       46       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      675,697
COMMITMENTS
 122,728  179,009    8,546  421,458  379,901  552,732  567,456  122,965  108,241

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:     43,276)
 -13,020   45,950   -6,166   52,380    4,118   33,194   43,902   10,082     -626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     26.5      1.3     62.4     56.2     81.8     84.0     18.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      35       34       15       68       73      109      116
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,118,976
COMMITMENTS
 545,646  347,995   85,191  1209731  1310646  1840568  1743832  278,408  375,144

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:     95,880)
  52,182    7,424   34,765   -2,758   60,368   84,189  102,557   11,691   -6,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     16.4      4.0     57.1     61.9     86.9     82.3     13.1     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      287)
      56       73       47      109      117      191      211
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,350,029
COMMITMENTS
 260,381  242,687   58,345  804,095  787,690  1122821  1088722  227,208  261,307

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:    100,565)
   2,851    5,919   16,801   61,759   89,306   81,411  112,026   19,154  -11,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     18.0      4.3     59.6     58.3     83.2     80.6     16.8     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      43       44       30       86       87      142      148
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      581,846
COMMITMENTS
  80,484  129,785  133,645  271,966  249,680  486,095  513,110   95,751   68,736

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:     47,461)
 -61,461  -64,128   52,799   -1,673   25,824  -10,335   14,495   57,796   32,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     22.3     23.0     46.7     42.9     83.5     88.2     16.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      33       34       44       70       68      127      128
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,512
COMMITMENTS
   6,080    1,469       58    4,386   15,654   10,524   17,181   13,988    7,331

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:     -1,742)
   1,445     -835     -623   -2,274      496   -1,452     -962     -290     -780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8      6.0      0.2     17.9     63.9     42.9     70.1     57.1     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      11        4        1        7       10       18       15
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       57,602
COMMITMENTS
  10,710    3,525        5   21,145   48,052   31,860   51,582   25,742    6,020

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:         55)
  -1,259      144      -20    1,902      238      623      362     -568     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      6.1      0.0     36.7     83.4     55.3     89.5     44.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      17       10        2       19       14       36       26
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       95,049
COMMITMENTS
  21,590   21,392      325   66,210   21,051   88,125   42,768    6,924   52,281

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:        -99)
 -39,898   -3,126     -103   41,730    4,182    1,729      953   -1,828   -1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     22.5      0.3     69.7     22.1     92.7     45.0      7.3     55.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      24       23        3       21       19       47       43
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 08/01/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       21,709
COMMITMENTS
  10,044    5,372      457   10,985   15,683   21,486   21,512      223      197

CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST:      4,538)
   1,854    2,781      119    2,518    1,626    4,491    4,526       47       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3     24.7      2.1     50.6     72.2     99.0     99.1      1.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       8       14        4       14       10       24       26
 

Updated August 4, 2006