WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :   507,320:    58,480     67,816    146,959    265,574    226,627    471,014    441,402:    36,306     65,918
Old  :   369,457:    62,052     99,670     62,228    214,772    166,316    339,053    328,214:    30,405     41,243
Other:   137,863:    63,016     34,734     18,143     50,801     60,311    131,961    113,188:     5,902     24,675
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :     7,128:    -5,813      2,775      5,943      3,983     -3,481      4,113      5,237:     3,015      1,890
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       13.4       29.0       52.3       44.7       92.8       87.0:       7.2       13.0
Old  :     100.0:      16.8       27.0       16.8       58.1       45.0       91.8       88.8:       8.2       11.2
Other:     100.0:      45.7       25.2       13.2       36.8       43.7       95.7       82.1:       4.3       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       364:       100        120        153         69        101        277        300:
Old  :       348:        97        141        112         63         85        244        263:
Other:       230:        86         55         54         29         78        128        177:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.9       17.3       32.6       25.7       21.8       13.2       31.2       17.2
Old  :                 29.6       21.9       42.5       32.6       29.6       20.8       42.3       29.4
Other:                 23.8       17.5       38.9       27.8       22.5       17.2       36.8       26.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  : 1,639,081:   268,818    150,385    467,224    697,639    701,739  1,433,681  1,319,347:   205,400    319,734
Old  : 1,298,283:   205,444    190,358    308,190    614,189    542,341  1,127,823  1,040,888:   170,461    257,395
Other:   340,798:   131,310     27,962     91,099     83,450    159,398    305,858    278,459:    34,940     62,339
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :   -18,411:    10,286     -7,684     -9,412    -18,448      7,730    -17,574     -9,365:      -838     -9,046
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        9.2       28.5       42.6       42.8       87.5       80.5:      12.5       19.5
Old  :     100.0:      15.8       14.7       23.7       47.3       41.8       86.9       80.2:      13.1       19.8
Other:     100.0:      38.5        8.2       26.7       24.5       46.8       89.7       81.7:      10.3       18.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       751:       197        174        237        256        308        569        623:
Old  :       740:       181        186        218        247        305        546        606:
Other:       439:        92         78         69         91        229        214        346:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       16.5       24.0       22.7       14.3       11.3       21.4       14.5
Old  :                 17.3       14.6       26.5       20.8       17.3       10.4       25.3       14.1
Other:                 20.8       26.6       31.8       33.4       15.5       17.1       25.0       21.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :    12,750:     5,835        369        765      3,107      9,662      9,707     10,796:     3,042      1,954
Old  :    12,642:     5,820        370        763      3,100      9,581      9,683     10,714:     2,958      1,928
Other:       108:        16          0          1          7         81         24         82:        84         26
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :     1,012:       638         -9         -4        122        746        757        733:       256        279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.8        2.9        6.0       24.4       75.8       76.1       84.7:      23.9       15.3
Old  :     100.0:      46.0        2.9        6.0       24.5       75.8       76.6       84.8:      23.4       15.2
Other:     100.0:      14.8        0.0        0.9        6.5       75.0       22.2       75.9:      77.8       24.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        18          9          6         14         13         38         22:
Old  :        45:        18          9          6         14         13         38         22:
Other:         6:         2          0          1          2          3          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  :                 28.3       47.7       46.1       66.5       28.3       44.9       46.1       61.7
Old  :                 28.5       47.5       46.5       66.4       28.5       44.7       46.5       61.6
Other:                 22.2       75.9       22.2       75.9       20.4       74.1       20.4       74.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :   446,428:    55,326    104,804    106,879    223,839    141,236    386,044    352,919:    60,384     93,509
Old  :   417,846:    56,402    107,716     90,389    214,667    130,687    361,459    328,793:    56,387     89,054
Other:    28,581:    10,312      8,475      5,102      9,171     10,549     24,585     24,126:     3,996      4,455
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :     4,388:    -1,867     -2,354      5,035      1,138      2,592      4,305      5,274:        82       -886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       23.5       23.9       50.1       31.6       86.5       79.1:      13.5       20.9
Old  :     100.0:      13.5       25.8       21.6       51.4       31.3       86.5       78.7:      13.5       21.3
Other:     100.0:      36.1       29.7       17.9       32.1       36.9       86.0       84.4:      14.0       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       431:       122        141        153        112        121        312        357:
Old  :       428:       125        142        143        111        121        306        349:
Other:       119:        24         31         15         18         51         49         91:
     :----------------------------------------------------------------------------------------------------
     :             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       12.6       30.1       19.7       17.0        8.7       24.5       14.1
Old  :                 20.1       11.8       31.0       18.9       18.3        9.3       27.4       14.9
Other:                 45.8       41.3       60.4       54.6       42.5       33.8       53.2       41.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,447:    11,333      4,383        859        185        511     12,377      5,753:     3,070      9,694
Old  :    13,845:    10,646      4,416         14        185        492     10,845      4,922:     3,000      8,923
Other:     1,602:     1,531        811          1          0         19      1,532        831:        70        771
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :      -925:      -880       -666        -12          0       -210       -892       -888:       -33        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.4       28.4        5.6        1.2        3.3       80.1       37.2:      19.9       62.8
Old  :     100.0:      76.9       31.9        0.1        1.3        3.6       78.3       35.6:      21.7       64.4
Other:     100.0:      95.6       50.6        0.1        0.0        1.2       95.6       51.9:       4.4       48.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         8         12          3          1          2          9         17:
Old  :        23:         7         13          2          1          2          8         17:
Other:         7:         4          2          1          0          1          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  :                 71.6       20.4       79.1       28.4       68.4       17.4       74.5       24.5
Old  :                 71.6       19.4       78.3       27.4       71.5       19.4       78.2       27.4
Other:                 95.6       51.9       95.6       51.9       95.6       51.8       95.6       51.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :   295,106:    46,894     46,033     69,129    153,819    158,774    269,842    273,937:    25,264     21,169
Old  :   272,071:    50,292     49,288     53,163    144,928    149,135    248,384    251,586:    23,688     20,485
Other:    23,035:     9,080      9,224      3,488      8,891      9,639     21,459     22,351:     1,576        684
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :     8,356:     1,457      4,505      5,518      1,699     -2,076      8,674      7,947:      -318        409
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       15.6       23.4       52.1       53.8       91.4       92.8:       8.6        7.2
Old  :     100.0:      18.5       18.1       19.5       53.3       54.8       91.3       92.5:       8.7        7.5
Other:     100.0:      39.4       40.0       15.1       38.6       41.8       93.2       97.0:       6.8        3.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        53         59         47         61         56        144        148:
Old  :       202:        55         65         45         61         55        141        146:
Other:        43:        11         13          9         13         11         29         28:
     :----------------------------------------------------------------------------------------------------
     :             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       27.2       29.3       40.0       18.1       21.1       25.5       28.7
Old  :                 18.5       27.2       28.3       40.9       18.5       21.1       26.5       29.3
Other:                 55.9       54.9       76.9       77.9       50.9       50.7       68.9       69.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :   965,665:   135,250    167,532    145,823    500,502    459,604    781,575    772,958:   184,090    192,707
Old  :   965,665:   135,250    167,532    145,823    500,502    459,604    781,575    772,958:   184,090    192,707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :   -14,423:    -5,493     -6,434    -10,356     -2,923      2,254    -18,772    -14,537:     4,349        114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       17.3       15.1       51.8       47.6       80.9       80.0:      19.1       20.0
Old  :     100.0:      14.0       17.3       15.1       51.8       47.6       80.9       80.0:      19.1       20.0
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  :       189:        45         47         53         73         82        147        153:
Old  :       189:        45         47         53         73         82        147        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  :                 18.9       24.8       26.9       33.2       15.1       19.1       21.0       23.9
Old  :                 18.9       24.8       26.9       33.2       15.1       19.1       21.0       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :   265,883:    31,116     66,684     54,338    145,525    119,483    230,978    240,505:    34,905     25,378
Old  :   258,706:    32,628     65,679     50,735    141,275    117,589    224,637    234,003:    34,069     24,703
Other:     7,177:     1,070      3,587      1,021      4,250      1,894      6,341      6,502:       836        675
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :    -8,360:       782    -11,541       -927     -9,756      3,559     -9,901     -8,909:     1,541        549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       25.1       20.4       54.7       44.9       86.9       90.5:      13.1        9.5
Old  :     100.0:      12.6       25.4       19.6       54.6       45.5       86.8       90.5:      13.2        9.5
Other:     100.0:      14.9       50.0       14.2       59.2       26.4       88.4       90.6:      11.6        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        46         68         51         59         53        135        155:
Old  :       193:        54         65         51         59         51        135        152:
Other:        35:         4         12          7         14          9         24         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.5       25.5       35.1       33.9       24.1       18.6       29.4       26.6
Old  :                 27.9       26.2       35.2       34.8       24.4       19.4       29.6       27.6
Other:                 46.0       56.4       66.2       71.9       46.0       56.2       61.6       66.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :    15,418:     3,349      1,122      1,813      7,194     10,881     12,356     13,816:     3,062      1,603
Old  :    15,230:     3,333      1,164      1,765      7,092     10,742     12,190     13,670:     3,040      1,560
Other:       188:        58          0          6        102        139        166        145:        22         43
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :      -174:       304       -415       -386       -252        735       -333        -66:       159       -108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        7.3       11.8       46.7       70.6       80.1       89.6:      19.9       10.4
Old  :     100.0:      21.9        7.6       11.6       46.6       70.5       80.0       89.8:      20.0       10.2
Other:     100.0:      30.8        0.0        3.2       54.2       73.9       88.3       77.1:      11.7       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        24          7         10         29         21         55         36:
Old  :        64:        23          8         10         29         21         55         36:
Other:        12:         5          0          2          3          4          8          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.7       51.5       36.0       64.7       17.3       41.8       28.4       51.9
Old  :                 21.4       52.1       35.7       65.3       17.2       42.5       28.5       52.6
Other:                 73.9       74.5       88.3       77.1       72.3       73.9       85.1       73.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :   695,688:    92,278    190,528     15,368    442,228    377,484    549,874    583,380:   145,814    112,308
Old  :   695,688:    92,278    190,528     15,368    442,228    377,484    549,874    583,380:   145,814    112,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :     2,997:    -1,680     12,576      2,462      5,902    -14,575      6,683        464:    -3,686      2,534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       27.4        2.2       63.6       54.3       79.0       83.9:      21.0       16.1
Old  :     100.0:      13.3       27.4        2.2       63.6       54.3       79.0       83.9:      21.0       16.1
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  :       180:        39         41         23         71         73        121        126:
Old  :       180:        39         41         23         71         73        121        126:
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  :                 23.9       21.8       32.9       34.5       23.8       21.5       31.9       33.8
Old  :                 23.9       21.8       32.9       34.5       23.8       21.5       31.9       33.8
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 19, 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  : 2,940,951:   801,716    283,559    341,465  1,440,407  1,877,604  2,583,588  2,502,629:   357,363    438,322
Old  : 2,940,951:   801,716    283,559    341,465  1,440,407  1,877,604  2,583,588  2,502,629:   357,363    438,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :    61,636:    79,372     34,941        128    -21,172      3,730     58,328     38,800:     3,308     22,836
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        9.6       11.6       49.0       63.8       87.8       85.1:      12.2       14.9
Old  :     100.0:      27.3        9.6       11.6       49.0       63.8       87.8       85.1:      12.2       14.9
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  :       321:        85         68         82        137        146        250        268:
Old  :       321:        85         68         82        137        146        250        268:
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  :                 20.5       29.7       30.5       38.0       16.6       28.4       25.3       34.3
Old  :                 20.5       29.7       30.5       38.0       16.6       28.4       25.3       34.3
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 19, 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  : 1,467,261:   198,937    208,427    115,268    863,891    846,641  1,178,096  1,170,336:   289,165    296,925
Old  : 1,467,261:   198,937    208,427    115,268    863,891    846,641  1,178,096  1,170,336:   289,165    296,925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :   -25,471:   -15,334     29,290    -27,479       -726    -37,818    -43,539    -36,007:    18,068     10,536
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       14.2        7.9       58.9       57.7       80.3       79.8:      19.7       20.2
Old  :     100.0:      13.6       14.2        7.9       58.9       57.7       80.3       79.8:      19.7       20.2
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  :       200:        45         40         39         85         91        144        156:
Old  :       200:        45         40         39         85         91        144        156:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       22.4       35.4       30.4       22.5       20.8       28.7       26.4
Old  :                 25.7       22.4       35.4       30.4       22.5       20.8       28.7       26.4
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 19, 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  :   708,921:   174,132    114,873    213,330    297,851    335,932    685,313    664,135:    23,608     44,786
Old  :   708,921:   174,132    114,873    213,330    297,851    335,932    685,313    664,135:    23,608     44,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :    65,784:    37,494     20,035      7,058     28,882     38,857     73,433     65,949:    -7,649       -165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       16.2       30.1       42.0       47.4       96.7       93.7:       3.3        6.3
Old  :     100.0:      24.6       16.2       30.1       42.0       47.4       96.7       93.7:       3.3        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        31         41         47         58         73        112        139:
Old  :       150:        31         41         47         58         73        112        139:
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  :                 33.9       16.4       47.1       27.8       26.7       12.3       34.0       19.3
Old  :                 33.9       16.4       47.1       27.8       26.7       12.3       34.0       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                                                           Code-084605
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 TROY OUNCES)                                           :
     :          :                                                                            :
All  :     9,667:     1,452      2,276        371      2,495      4,912      4,318      7,559:     5,348      2,108
Old  :     9,667:     1,452      2,276        371      2,495      4,912      4,318      7,559:     5,348      2,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       23.5        3.8       25.8       50.8       44.7       78.2:      55.3       21.8
Old  :     100.0:      15.0       23.5        3.8       25.8       50.8       44.7       78.2:      55.3       21.8
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  :        23:         6          6          3          6         10         13         18:
Old  :        23:         6          6          3          6         10         13         18:
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  :                 22.3       44.2       34.9       62.3       16.5       43.8       25.2       57.1
Old  :                 22.3       44.2       34.9       62.3       16.5       43.8       25.2       57.1
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 19, 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  :    43,800:     3,672     12,283      2,697     17,025     17,116     23,394     32,096:    20,406     11,704
Old  :    43,800:     3,672     12,283      2,697     17,025     17,116     23,394     32,096:    20,406     11,704
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :     5,143:      -807      1,722        987      5,988      2,957      6,167      5,666:    -1,024       -523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       28.0        6.2       38.9       39.1       53.4       73.3:      46.6       26.7
Old  :     100.0:       8.4       28.0        6.2       38.9       39.1       53.4       73.3:      46.6       26.7
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  :        56:        13         18         10         18         16         36         39:
Old  :        56:        13         18         10         18         16         36         39:
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  :                 19.5       29.2       30.8       40.7       19.5       27.4       30.0       38.4
Old  :                 19.5       29.2       30.8       40.7       19.5       27.4       30.0       38.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :    56,295:    11,958      7,458        514     19,214     40,723     31,687     48,695:    24,608      7,600
Old  :    56,295:    11,958      7,458        514     19,214     40,723     31,687     48,695:    24,608      7,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :   -22,926:    -3,067      1,692    -10,611     -5,037     -9,505    -18,716    -18,424:    -4,210     -4,502
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       13.2        0.9       34.1       72.3       56.3       86.5:      43.7       13.5
Old  :     100.0:      21.2       13.2        0.9       34.1       72.3       56.3       86.5:      43.7       13.5
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  :        53:        15          9          6         17         15         34         28:
Old  :        53:        15          9          6         17         15         34         28:
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       51.7       34.8       74.6       21.3       51.7       34.8       74.6
Old  :                 21.3       51.7       34.8       74.6       21.3       51.7       34.8       74.6
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 19, 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  :   104,305:    26,008     15,520      3,183     65,933     35,585     95,123     54,289:     9,182     50,017
Old  :   104,305:    26,008     15,520      3,183     65,933     35,585     95,123     54,289:     9,182     50,017
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :   -55,700:    -8,025    -19,187    -20,735    -19,765     -5,902    -48,525    -45,824:    -7,174     -9,876
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       14.9        3.1       63.2       34.1       91.2       52.0:       8.8       48.0
Old  :     100.0:      24.9       14.9        3.1       63.2       34.1       91.2       52.0:       8.8       48.0
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  :        93:        26         32         17         19         23         60         57:
Old  :        93:        26         32         17         19         23         60         57:
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  :                 66.4       20.4       72.6       29.6       65.1       20.1       70.6       27.7
Old  :                 66.4       20.4       72.6       29.6       65.1       20.1       70.6       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 19, 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  :    28,974:    14,053      8,866        427     14,399     19,492     28,879     28,785:        95        189
Old  :    28,974:    14,053      8,866        427     14,399     19,492     28,879     28,785:        95        189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 12, 2006                   :
     :    -1,100:     8,619        893     -2,306     -7,237        328       -924     -1,085:      -176        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.5       30.6        1.5       49.7       67.3       99.7       99.3:       0.3        0.7
Old  :     100.0:      48.5       30.6        1.5       49.7       67.3       99.7       99.3:       0.3        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  :        36:         7         10          3         13         11         20         24:
Old  :        36:         7         10          3         13         11         20         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.6       81.9       91.8       95.2       76.6       81.4       91.3       94.1
Old  :                 76.6       81.9       91.8       95.2       76.6       81.4       91.3       94.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 22, 2006