WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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  :   500,500:    62,983     61,905    139,789    264,259    234,285    467,031    435,979:    33,470     64,522
Old  :   376,495:    62,457     94,695     65,006    220,877    176,618    348,341    336,319:    28,154     40,176
Other:   124,005:    63,852     30,536     11,456     43,382     57,668    118,690     99,660:     5,316     24,345
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :     5,363:    -2,898    -16,625     13,406     -4,481     12,324      6,027      9,106:      -663     -3,742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       12.4       27.9       52.8       46.8       93.3       87.1:       6.7       12.9
Old  :     100.0:      16.6       25.2       17.3       58.7       46.9       92.5       89.3:       7.5       10.7
Other:     100.0:      51.5       24.6        9.2       35.0       46.5       95.7       80.4:       4.3       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       361:        89        127        150         74        104        273        300:
Old  :       346:        87        140        111         68         90        239        268:
Other:       221:        78         53         55         23         77        116        173:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.7       19.6       33.0       28.0       22.6       15.4       32.6       20.2
Old  :                 29.9       24.1       42.4       35.2       29.9       22.9       42.4       32.3
Other:                 25.0       16.0       41.8       27.1       23.8       16.0       40.1       26.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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  : 1,635,746:   283,122    153,888    465,055    694,823    703,651  1,443,000  1,322,593:   192,746    313,153
Old  : 1,304,002:   219,097    189,030    310,533    612,441    551,321  1,142,072  1,050,884:   161,931    253,118
Other:   331,744:   133,641     34,473     84,906     82,382    152,330    300,928    271,709:    30,816     60,035
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :    10,021:     9,072     -4,865     12,665    -12,523      1,103      9,214      8,902:       807      1,118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        9.4       28.4       42.5       43.0       88.2       80.9:      11.8       19.1
Old  :     100.0:      16.8       14.5       23.8       47.0       42.3       87.6       80.6:      12.4       19.4
Other:     100.0:      40.3       10.4       25.6       24.8       45.9       90.7       81.9:       9.3       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       790:       216        188        265        256        316        600        659:
Old  :       782:       196        203        246        243        314        574        644:
Other:       452:       104         74         65         88        235        218        349:
     :----------------------------------------------------------------------------------------------------
     :             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       15.5       24.2       21.4       14.8       11.3       22.0       14.4
Old  :                 17.8       14.1       26.8       19.8       17.7       10.6       25.7       14.4
Other:                 20.5       24.1       32.7       31.9       16.2       15.6       26.7       21.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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  :    12,033:     5,252        357        882      2,865      9,311      8,999     10,550:     3,034      1,483
Old  :    11,947:     5,237        357        880      2,864      9,249      8,981     10,486:     2,966      1,461
Other:        86:        15          0          2          1         62         18         64:        68         22
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :       369:       336        -38        -95        -43        876        198        743:       171       -374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.6        3.0        7.3       23.8       77.4       74.8       87.7:      25.2       12.3
Old  :     100.0:      43.8        3.0        7.4       24.0       77.4       75.2       87.8:      24.8       12.2
Other:     100.0:      17.4        0.0        2.3        1.2       72.1       20.9       74.4:      79.1       25.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        19          8          5         11         15         34         24:
Old  :        46:        19          8          5         11         15         34         24:
Other:         4:         1          0          1          1          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.6       44.0       46.1       62.8       28.6       40.6       46.1       58.7
Old  :                 28.8       43.8       46.4       62.7       28.8       40.4       46.4       58.6
Other:                 20.9       74.4       20.9       74.4       18.6       72.1       18.6       72.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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  :   435,205:    57,453    102,677    103,578    214,176    135,508    375,207    341,763:    59,998     93,442
Old  :   411,585:    57,649    106,752     88,903    209,090    126,909    355,642    322,564:    55,943     89,021
Other:    23,620:     9,915      6,035      4,565      5,085      8,599     19,565     19,199:     4,055      4,421
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :     1,634:     2,415      2,390     -1,052      1,320       -700      2,683        638:    -1,049        996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       23.6       23.8       49.2       31.1       86.2       78.5:      13.8       21.5
Old  :     100.0:      14.0       25.9       21.6       50.8       30.8       86.4       78.4:      13.6       21.6
Other:     100.0:      42.0       25.6       19.3       21.5       36.4       82.8       81.3:      17.2       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       429:       116        157        160        103        111        311        354:
Old  :       426:       115        161        151        103        111        303        350:
Other:       116:        28         30         14         14         50         49         87:
     :----------------------------------------------------------------------------------------------------
     :             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       13.1       30.5       20.1       17.7        9.0       26.5       14.2
Old  :                 19.5       12.5       31.4       19.5       18.7        9.5       27.5       14.9
Other:                 31.7       41.4       48.6       54.8       28.4       32.4       42.0       38.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    16,379:    12,033      5,078        898        185        718     13,116      6,694:     3,263      9,685
Old  :    14,781:    11,352      5,113         53        185        652     11,590      5,818:     3,191      8,963
Other:     1,598:     1,525        809          1          0         66      1,526        876:        72        722
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :      -758:      -130         13       -965        185          2       -910       -950:       152        192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.5       31.0        5.5        1.1        4.4       80.1       40.9:      19.9       59.1
Old  :     100.0:      76.8       34.6        0.4        1.3        4.4       78.4       39.4:      21.6       60.6
Other:     100.0:      95.4       50.6        0.1        0.0        4.1       95.5       54.8:       4.5       45.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         9          9          4          1          3         11         15:
Old  :        22:         8         10          2          1          3         10         14:
Other:         7:         4          1          1          0          2          4          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  :                 69.0       19.9       77.7       33.6       65.5       18.9       72.5       30.1
Old  :                 70.0       21.3       77.0       33.6       70.0       20.9       77.0       33.3
Other:                 95.5       54.8       95.5       54.8       95.4       54.8       95.4       54.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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  :   279,157:    52,019     33,933     55,586    146,114    168,602    253,720    258,121:    25,437     21,037
Old  :   256,327:    57,509     38,129     38,759    136,302    159,175    232,570    236,063:    23,757     20,264
Other:    22,830:     8,509      9,803      2,828      9,812      9,427     21,150     22,057:     1,681        773
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :    -6,569:    -1,685      2,268     -2,992     -2,228     -5,555     -6,905     -6,279:       336       -291
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       12.2       19.9       52.3       60.4       90.9       92.5:       9.1        7.5
Old  :     100.0:      22.4       14.9       15.1       53.2       62.1       90.7       92.1:       9.3        7.9
Other:     100.0:      37.3       42.9       12.4       43.0       41.3       92.6       96.6:       7.4        3.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        56         57         48         55         54        143        136:
Old  :       189:        61         58         45         55         53        140        133:
Other:        43:         7         17          7         12         11         24         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  :                 19.5       32.2       29.7       46.8       18.3       25.9       25.3       34.2
Old  :                 18.8       33.2       28.2       48.6       18.7       26.3       26.4       37.5
Other:                 60.4       51.6       81.6       75.0       55.3       47.3       73.4       66.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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  :   993,017:   140,622    180,475    150,205    523,274    458,401    814,101    789,081:   178,916    203,936
Old  :   993,017:   140,622    180,475    150,205    523,274    458,401    814,101    789,081:   178,916    203,936
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :   -38,574:    13,286     12,471    -24,469    -23,743    -12,806    -34,926    -24,804:    -3,648    -13,770
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       18.2       15.1       52.7       46.2       82.0       79.5:      18.0       20.5
Old  :     100.0:      14.2       18.2       15.1       52.7       46.2       82.0       79.5:      18.0       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  :       185:        43         47         49         71         80        138        152:
Old  :       185:        43         47         49         71         80        138        152:
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  :                 21.3       23.7       30.3       31.5       17.0       17.4       22.6       21.7
Old  :                 21.3       23.7       30.3       31.5       17.0       17.4       22.6       21.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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  :   260,297:    30,469     69,545     51,085    145,767    115,658    227,321    236,287:    32,976     24,010
Old  :   253,351:    32,299     68,912     47,238    141,509    113,829    221,046    229,978:    32,305     23,373
Other:     6,946:     1,296      3,759        721      4,258      1,829      6,275      6,309:       671        637
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :     3,119:     1,699     -2,778     -2,090      1,701      7,415      1,310      2,547:     1,809        572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       26.7       19.6       56.0       44.4       87.3       90.8:      12.7        9.2
Old  :     100.0:      12.7       27.2       18.6       55.9       44.9       87.2       90.8:      12.8        9.2
Other:     100.0:      18.7       54.1       10.4       61.3       26.3       90.3       90.8:       9.7        9.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        45         63         51         67         58        141        160:
Old  :       199:        49         64         51         67         56        141        157:
Other:        32:         6          8          6         13          8         21         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.7       23.7       36.4       32.6       24.8       16.8       30.4       24.8
Old  :                 28.9       24.3       36.4       33.5       25.3       17.7       30.6       25.9
Other:                 54.0       56.5       71.5       72.5       54.0       56.4       69.0       69.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    16,500:     3,054      1,869      2,584      7,801     10,410     13,439     14,862:     3,061      1,637
Old  :    16,392:     3,043      1,876      2,577      7,714     10,337     13,334     14,789:     3,058      1,602
Other:       108:        18          0          0         87         73        105         73:         3         35
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :       120:      -709      1,101       -206      1,103       -813        187         81:       -67         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       11.3       15.7       47.3       63.1       81.4       90.1:      18.6        9.9
Old  :     100.0:      18.6       11.4       15.7       47.1       63.1       81.3       90.2:      18.7        9.8
Other:     100.0:      16.7        0.0        0.0       80.6       67.6       97.2       67.6:       2.8       32.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        22         10         11         25         21         50         39:
Old  :        63:        20         12         11         25         21         50         39:
Other:        11:         5          0          0          3          3          8          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.0       44.7       38.2       62.1       17.6       32.5       28.3       44.2
Old  :                 22.7       45.0       38.0       62.4       17.4       32.9       28.2       44.5
Other:                 87.0       67.6       97.2       67.6       87.0       67.6       97.2       67.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 5, 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  :   710,275:    91,117    160,743     31,300    443,289    413,456    565,707    605,500:   144,568    104,776
Old  :   710,275:    91,117    160,743     31,300    443,289    413,456    565,707    605,500:   144,568    104,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :   -47,428:   -15,324    -41,896     -9,685     -8,730     41,076    -33,740    -10,505:   -13,688    -36,923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       22.6        4.4       62.4       58.2       79.6       85.2:      20.4       14.8
Old  :     100.0:      12.8       22.6        4.4       62.4       58.2       79.6       85.2:      20.4       14.8
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  :       175:        37         34         22         74         82        121        128:
Old  :       175:        37         34         22         74         82        121        128:
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  :                 23.6       19.8       32.1       31.2       23.3       18.7       30.7       29.2
Old  :                 23.6       19.8       32.1       31.2       23.3       18.7       30.7       29.2
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, September 5, 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  : 2,856,693:   691,285    278,413    337,136  1,488,059  1,828,204  2,516,479  2,443,754:   340,213    412,939
Old  : 2,856,693:   691,285    278,413    337,136  1,488,059  1,828,204  2,516,479  2,443,754:   340,213    412,939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :   -14,552:    14,296     30,283    -61,520     84,513     23,655     37,288     -7,582:   -51,840     -6,970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        9.7       11.8       52.1       64.0       88.1       85.5:      11.9       14.5
Old  :     100.0:      24.2        9.7       11.8       52.1       64.0       88.1       85.5:      11.9       14.5
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  :       298:        61         78         80        132        134        232        253:
Old  :       298:        61         78         80        132        134        232        253:
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       30.2       29.9       39.1       15.9       28.6       24.0       34.7
Old  :                 21.0       30.2       29.9       39.1       15.9       28.6       24.0       34.7
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, September 5, 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  : 1,509,875:   221,828    224,635    104,249    913,978    893,565  1,240,056  1,222,449:   269,819    287,426
Old  : 1,509,875:   221,828    224,635    104,249    913,978    893,565  1,240,056  1,222,449:   269,819    287,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :  -102,734:   -23,767    -11,545    -52,840    -19,446    -29,686    -96,053    -94,071:    -6,681     -8,663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       14.9        6.9       60.5       59.2       82.1       81.0:      17.9       19.0
Old  :     100.0:      14.7       14.9        6.9       60.5       59.2       82.1       81.0:      17.9       19.0
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  :       199:        44         39         38         90         88        152        147:
Old  :       199:        44         39         38         90         88        152        147:
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  :                 27.4       21.3       37.0       30.9       20.3       18.9       27.2       25.8
Old  :                 27.4       21.3       37.0       30.9       20.3       18.9       27.2       25.8
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 with Delta-adjusted Options and Futures Combined, September 5, 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  :   566,718:   118,863     81,882    187,099    232,341    252,103    538,303    521,084:    28,415     45,634
Old  :   566,718:   118,863     81,882    187,099    232,341    252,103    538,303    521,084:    28,415     45,634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :  -214,727:     1,657     -5,138    -81,618   -113,458   -120,788   -193,419   -207,544:   -21,308     -7,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       14.4       33.0       41.0       44.5       95.0       91.9:       5.0        8.1
Old  :     100.0:      21.0       14.4       33.0       41.0       44.5       95.0       91.9:       5.0        8.1
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  :       124:        25         32         40         49         61         96        113:
Old  :       124:        25         32         40         49         61         96        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  :                 33.2       21.0       45.4       31.6       23.0       11.1       29.8       16.9
Old  :                 33.2       21.0       45.4       31.6       23.0       11.1       29.8       16.9
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, September 5, 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  :    35,244:    10,352      2,218      1,655      4,409     21,888     16,416     25,761:    18,828      9,483
Old  :    35,244:    10,352      2,218      1,655      4,409     21,888     16,416     25,761:    18,828      9,483
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :      -530:     4,885     -3,526     -1,471     -3,272      3,126        142     -1,870:      -672      1,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        6.3        4.7       12.5       62.1       46.6       73.1:      53.4       26.9
Old  :     100.0:      29.4        6.3        4.7       12.5       62.1       46.6       73.1:      53.4       26.9
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  :        46:        19          5          8          9         16         30         27:
Old  :        46:        19          5          8          9         16         30         27:
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  :                 17.2       32.8       28.2       49.1       16.3       32.8       26.9       49.1
Old  :                 17.2       32.8       28.2       49.1       16.3       32.8       26.9       49.1
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, September 5, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    63,049:    12,185      5,059      1,176     22,189     48,513     35,549     54,748:    27,500      8,301
Old  :    63,049:    12,185      5,059      1,176     22,189     48,513     35,549     54,748:    27,500      8,301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :     1,231:      -485        641        413      1,191        -78      1,119        976:       112        255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        8.0        1.9       35.2       76.9       56.4       86.8:      43.6       13.2
Old  :     100.0:      19.3        8.0        1.9       35.2       76.9       56.4       86.8:      43.6       13.2
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  :        59:        14         15         10         20         13         40         32:
Old  :        59:        14         15         10         20         13         40         32:
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  :                 19.4       49.9       30.5       71.0       19.4       49.8       30.5       70.9
Old  :                 19.4       49.9       30.5       71.0       19.4       49.8       30.5       70.9
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, September 5, 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  :   116,024:    29,650     27,050      3,991     73,534     28,860    107,175     59,900:     8,849     56,123
Old  :   116,024:    29,650     27,050      3,991     73,534     28,860    107,175     59,900:     8,849     56,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :     6,151:     3,169        118        699      2,745      3,584      6,613      4,401:      -462      1,751
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       23.3        3.4       63.4       24.9       92.4       51.6:       7.6       48.4
Old  :     100.0:      25.6       23.3        3.4       63.4       24.9       92.4       51.6:       7.6       48.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        29         30         22         21         27         66         63:
Old  :        98:        29         30         22         21         27         66         63:
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  :                 54.6       16.7       66.6       24.6       54.4       15.2       64.4       23.0
Old  :                 54.6       16.7       66.6       24.6       54.4       15.2       64.4       23.0
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, September 5, 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  :    30,717:    10,884      7,446      1,879     17,504     21,172     30,267     30,497:       450        220
Old  :    30,717:    10,884      7,446      1,879     17,504     21,172     30,267     30,497:       450        220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 29, 2006                      :
     :       495:      -549       -263      1,522       -647       -830        326        429:       169         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       24.2        6.1       57.0       68.9       98.5       99.3:       1.5        0.7
Old  :     100.0:      35.4       24.2        6.1       57.0       68.9       98.5       99.3:       1.5        0.7
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  :        37:         7         12          4         15         11         24         25:
Old  :        37:         7         12          4         15         11         24         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  :                 67.3       71.0       85.3       93.4       47.7       49.5       60.5       61.6
Old  :                 67.3       71.0       85.3       93.4       47.7       49.5       60.5       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 8, 2006