WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   512,860:    72,227     68,369    135,477    269,208    245,086    476,912    448,932:    35,949     63,928
Old  :   427,999:    68,890     83,537     97,276    231,917    204,416    398,083    385,229:    29,916     42,770
Other:    84,861:    36,506     18,001      5,032     37,291     40,671     78,829     63,703:     6,033     21,158
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :        38:     1,243      6,803     -3,284      1,300     -2,901       -740        619:       778       -581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       13.3       26.4       52.5       47.8       93.0       87.5:       7.0       12.5
Old  :     100.0:      16.1       19.5       22.7       54.2       47.8       93.0       90.0:       7.0       10.0
Other:     100.0:      43.0       21.2        5.9       43.9       47.9       92.9       75.1:       7.1       24.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       356:        93        134        147         63         89        269        284:
Old  :       340:        88        142        119         60         84        238        268:
Other:       184:        70         40         42         21         62        104        134:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.4       21.6       32.8       29.2       22.4       17.1       32.2       21.8
Old  :                 26.6       24.5       38.4       33.6       26.6       23.2       38.3       30.3
Other:                 33.1       17.4       49.0       27.7       29.3       16.1       44.6       25.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  : 1,630,673:   292,014    132,957    439,000    679,145    753,462  1,410,159  1,325,418:   220,513    305,254
Old  :   597,837:    82,535    165,397     96,207    349,570    273,381    528,312    534,984:    69,525     62,853
Other: 1,032,836:   351,297    109,378    200,975    329,575    480,081    881,847    790,434:   150,988    242,401
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :    31,627:    26,025     14,073     10,171    -13,890     10,840     22,306     35,085:     9,321     -3,458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9        8.2       26.9       41.6       46.2       86.5       81.3:      13.5       18.7
Old  :     100.0:      13.8       27.7       16.1       58.5       45.7       88.4       89.5:      11.6       10.5
Other:     100.0:      34.0       10.6       19.5       31.9       46.5       85.4       76.5:      14.6       23.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       760:       198        155        252        258        307        591        630:
Old  :       596:        90        176        135        195        239        387        458:
Other:       705:       229        130        154        190        298        468        537:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.5       16.5       23.6       21.9       14.4       12.4       21.0       15.6
Old  :                 29.1       23.3       40.4       31.3       29.1       21.1       40.3       27.5
Other:                 14.8       14.1       23.7       19.9       13.3       11.3       19.8       14.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :    14,845:     6,477        276        916      3,769     11,276     11,162     12,468:     3,683      2,377
Old  :    14,844:     6,477        276        916      3,768     11,276     11,161     12,468:     3,683      2,376
Other:         1:         0          0          0          1          0          1          0:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :      -524:      -344         84        -14       -340       -515       -698       -445:       175        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6        1.9        6.2       25.4       76.0       75.2       84.0:      24.8       16.0
Old  :     100.0:      43.6        1.9        6.2       25.4       76.0       75.2       84.0:      24.8       16.0
Other:     100.0:       0.0        0.0        0.0      100.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        25          3          7         10         14         40         22:
Old  :        48:        25          3          7         10         14         40         22:
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  :                 23.5       41.6       38.6       62.3       21.3       40.7       35.2       57.7
Old  :                 23.5       41.6       38.6       62.3       21.3       40.7       35.2       57.7
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   410,024:    58,166     64,505    110,463    182,320    139,594    350,949    314,561:    59,075     95,462
Old  :    91,252:    15,515      9,026     32,828     28,377     32,582     76,720     74,437:    14,532     16,815
Other:   318,772:    57,339     70,166     62,946    153,943    107,012    274,229    240,125:    44,543     78,647
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :    -4,924:     5,205    -20,732      8,753    -19,076      4,885     -5,118     -7,095:       194      2,171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       15.7       26.9       44.5       34.0       85.6       76.7:      14.4       23.3
Old  :     100.0:      17.0        9.9       36.0       31.1       35.7       84.1       81.6:      15.9       18.4
Other:     100.0:      18.0       22.0       19.7       48.3       33.6       86.0       75.3:      14.0       24.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       109        126        148        104        117        305        327:
Old  :       232:        74         55         74         57         77        163        177:
Other:       366:        92        131        106         88        106        248        291:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       14.9       28.7       20.8       17.5        9.5       25.2       14.1
Old  :                 22.3       21.2       34.3       32.8       11.7       12.3       16.4       17.1
Other:                 22.5       14.6       33.0       21.0       22.5       11.5       31.9       16.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   268,341:    64,902     17,174     49,912    125,077    184,465    239,890    251,551:    28,451     16,790
Old  :    67,169:    20,044     11,872     10,121     27,856     38,079     58,021     60,072:     9,148      7,096
Other:   201,172:    59,088     19,532     25,560     97,221    146,386    181,869    191,478:    19,303      9,694
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :    19,128:    15,645     -2,086      4,542     -3,265     19,505     16,922     21,961:     2,206     -2,833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        6.4       18.6       46.6       68.7       89.4       93.7:      10.6        6.3
Old  :     100.0:      29.8       17.7       15.1       41.5       56.7       86.4       89.4:      13.6       10.6
Other:     100.0:      29.4        9.7       12.7       48.3       72.8       90.4       95.2:       9.6        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        72         31         47         48         50        150        112:
Old  :       110:        37         20         27         34         42         84         78:
Other:       161:        64         36         37         38         42        125         93:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       39.5       27.9       54.4       17.0       32.4       24.4       42.8
Old  :                 21.7       32.4       33.1       47.4       16.1       29.7       24.9       39.4
Other:                 24.2       47.5       35.1       60.0       22.5       42.4       31.8       50.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   983,962:    90,497    183,042    163,838    594,704    429,575    849,039    776,455:   134,923    207,507
Old  :   983,962:    90,497    183,042    163,838    594,704    429,575    849,039    776,455:   134,923    207,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :   -12,922:    -3,102    -34,167      8,210    -13,030     14,585     -7,922    -11,372:    -5,000     -1,550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       18.6       16.7       60.4       43.7       86.3       78.9:      13.7       21.1
Old  :     100.0:       9.2       18.6       16.7       60.4       43.7       86.3       78.9:      13.7       21.1
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  :       197:        32         55         55         84         90        146        170:
Old  :       197:        32         55         55         84         90        146        170:
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  :                 20.8       19.7       29.9       28.1       15.7       14.4       21.9       19.8
Old  :                 20.8       19.7       29.9       28.1       15.7       14.4       21.9       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   198,744:    24,988     39,920     37,356    107,734     97,554    170,078    174,830:    28,667     23,914
Old  :    79,505:    12,373     11,101      9,564     44,184     48,395     66,121     69,060:    13,384     10,445
Other:   119,239:    21,439     37,643     18,968     63,550     49,159    103,956    105,770:    15,283     13,469
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :     1,458:     1,403     -3,266      1,973       -728      5,468      2,648      4,175:    -1,190     -2,717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       20.1       18.8       54.2       49.1       85.6       88.0:      14.4       12.0
Old  :     100.0:      15.6       14.0       12.0       55.6       60.9       83.2       86.9:      16.8       13.1
Other:     100.0:      18.0       31.6       15.9       53.3       41.2       87.2       88.7:      12.8       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        32         51         48         58         55        126        137:
Old  :       128:        34         27         33         53         41        106         88:
Other:       147:        31         54         26         45         49         95        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  :                 30.6       28.3       37.8       40.2       26.7       22.6       32.0       31.6
Old  :                 24.7       45.1       35.4       55.4       24.0       41.0       32.1       51.1
Other:                 38.1       23.3       45.6       35.8       36.3       21.3       42.1       33.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :    14,925:     4,607        391      1,767      4,687     11,276     11,062     13,434:     3,863      1,491
Old  :    14,925:     4,607        391      1,767      4,687     11,276     11,062     13,434:     3,863      1,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :       351:       613         98         52       -323        512        342        662:         9       -312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9        2.6       11.8       31.4       75.5       74.1       90.0:      25.9       10.0
Old  :     100.0:      30.9        2.6       11.8       31.4       75.5       74.1       90.0:      25.9       10.0
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  :        66:        28          7         11         21         22         51         38:
Old  :        66:        28          7         11         21         22         51         38:
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       58.9       30.8       70.3       16.8       54.0       27.2       62.6
Old  :                 18.5       58.9       30.8       70.3       16.8       54.0       27.2       62.6
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :   562,709:   118,539    142,079      7,390    318,997    296,758    444,925    446,228:   117,783    116,481
Old  :   562,709:   118,539    142,079      7,390    318,997    296,758    444,925    446,228:   117,783    116,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :       385:   -24,223     -7,267       -395      9,720      4,849    -14,897     -2,812:    15,282      3,197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       25.2        1.3       56.7       52.7       79.1       79.3:      20.9       20.7
Old  :     100.0:      21.1       25.2        1.3       56.7       52.7       79.1       79.3:      20.9       20.7
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  :       153:        26         36         10         63         67         91        111:
Old  :       153:        26         36         10         63         67         91        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  :                 20.2       18.0       34.2       28.5       20.1       17.2       33.6       27.3
Old  :                 20.2       18.0       34.2       28.5       20.1       17.2       33.6       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  : 2,679,562:   538,561    380,616    312,738  1,554,000  1,565,742  2,405,299  2,259,096:   274,263    420,466
Old  : 2,679,562:   538,561    380,616    312,738  1,554,000  1,565,742  2,405,299  2,259,096:   274,263    420,466
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :   -45,818:   -19,504    -86,807       -466    -11,646     42,476    -31,616    -44,797:   -14,202     -1,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       14.2       11.7       58.0       58.4       89.8       84.3:      10.2       15.7
Old  :     100.0:      20.1       14.2       11.7       58.0       58.4       89.8       84.3:      10.2       15.7
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  :       303:        62         75         79        134        132        233        249:
Old  :       303:        62         75         79        134        132        233        249:
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  :                 22.5       27.4       33.6       35.8       19.6       26.1       29.4       32.4
Old  :                 22.5       27.4       33.6       35.8       19.6       26.1       29.4       32.4
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 with Delta-adjusted Options and Futures Combined, July 3, 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  : 1,396,721:   263,064    221,700    114,780    815,569    741,151  1,193,412  1,077,630:   203,309    319,091
Old  : 1,396,721:   263,064    221,700    114,780    815,569    741,151  1,193,412  1,077,630:   203,309    319,091
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :   -42,431:   -22,810    -35,337     -8,237     -7,400      9,879    -38,447    -33,695:    -3,984     -8,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       15.9        8.2       58.4       53.1       85.4       77.2:      14.6       22.8
Old  :     100.0:      18.8       15.9        8.2       58.4       53.1       85.4       77.2:      14.6       22.8
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  :       205:        41         53         41         77         88        137        163:
Old  :       205:        41         53         41         77         88        137        163:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       16.2       36.1       24.8       21.9       13.9       30.7       19.6
Old  :                 26.4       16.2       36.1       24.8       21.9       13.9       30.7       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :   824,018:   139,835    121,536    298,019    324,634    345,596    762,489    765,151:    61,530     58,867
Old  :   824,018:   139,835    121,536    298,019    324,634    345,596    762,489    765,151:    61,530     58,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :  -151,574:   -26,104    -29,204    -77,688    -56,618    -62,796   -160,410   -169,688:     8,835     18,114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       14.7       36.2       39.4       41.9       92.5       92.9:       7.5        7.1
Old  :     100.0:      17.0       14.7       36.2       39.4       41.9       92.5       92.9:       7.5        7.1
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  :       176:        45         47         63         72         70        145        153:
Old  :       176:        45         47         63         72         70        145        153:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       27.5       40.5       38.5       10.1        9.0       15.2       13.6
Old  :                 28.3       27.5       40.5       38.5       10.1        9.0       15.2       13.6
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 with Delta-adjusted Options and Futures Combined, July 3, 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  :    25,237:     8,204      2,398      1,874      3,629     13,241     13,707     17,512:    11,531      7,725
Old  :    25,237:     8,204      2,398      1,874      3,629     13,241     13,707     17,512:    11,531      7,725
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :     1,053:     1,654        178        737        515      1,049      2,906      1,964:    -1,853       -911
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5        9.5        7.4       14.4       52.5       54.3       69.4:      45.7       30.6
Old  :     100.0:      32.5        9.5        7.4       14.4       52.5       54.3       69.4:      45.7       30.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        16          7          7          6          8         25         19:
Old  :        32:        16          7          7          6          8         25         19:
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  :                 20.0       48.4       33.4       60.3       20.0       47.5       33.4       57.5
Old  :                 20.0       48.4       33.4       60.3       20.0       47.5       33.4       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :    56,213:    13,720      3,589        863     15,678     45,669     30,262     50,122:    25,951      6,091
Old  :    56,213:    13,720      3,589        863     15,678     45,669     30,262     50,122:    25,951      6,091
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :       694:       329        142        -36        623         11        916        117:      -222        577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        6.4        1.5       27.9       81.2       53.8       89.2:      46.2       10.8
Old  :     100.0:      24.4        6.4        1.5       27.9       81.2       53.8       89.2:      46.2       10.8
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  :        60:        17         10          7         18         17         39         30:
Old  :        60:        17         10          7         18         17         39         30:
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  :                 21.0       49.9       31.2       72.9       21.0       49.9       31.2       72.9
Old  :                 21.0       49.9       31.2       72.9       21.0       49.9       31.2       72.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :    95,535:    52,271     20,584      4,622     30,491     18,940     87,384     44,145:     8,151     51,390
Old  :    95,535:    52,271     20,584      4,622     30,491     18,940     87,384     44,145:     8,151     51,390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :     2,934:     4,293     -2,561         28      1,228      6,170      5,549      3,637:    -2,615       -703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.7       21.5        4.8       31.9       19.8       91.5       46.2:       8.5       53.8
Old  :     100.0:      54.7       21.5        4.8       31.9       19.8       91.5       46.2:       8.5       53.8
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  :        79:        22         26         15         19         19         50         51:
Old  :        79:        22         26         15         19         19         50         51:
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  :                 58.5       18.6       70.7       29.1       58.0       17.0       65.2       24.2
Old  :                 58.5       18.6       70.7       29.1       58.0       17.0       65.2       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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  :    12,543:     2,866      2,770        238      9,091      9,333     12,195     12,341:       348        202
Old  :    12,543:     2,866      2,770        238      9,091      9,333     12,195     12,341:       348        202
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 27, 2006                        :
     :     1,321:       -17          1          0      1,459      1,637      1,442      1,638:      -121       -317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       22.1        1.9       72.5       74.4       97.2       98.4:       2.8        1.6
Old  :     100.0:      22.8       22.1        1.9       72.5       74.4       97.2       98.4:       2.8        1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         6         12          3         13         11         20         25:
Old  :        36:         6         12          3         13         11         20         25:
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  :                 45.6       66.8       72.9       84.5       45.6       61.7       71.6       74.3
Old  :                 45.6       66.8       72.9       84.5       45.6       61.7       71.6       74.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 7, 2006