WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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  :   585,610:    85,462     50,352    165,982    285,689    288,625    537,134    504,958:    48,476     80,651
Old  :   417,207:    72,338     51,170     99,173    208,316    217,909    379,828    368,251:    37,380     48,956
Other:   168,403:    36,642     22,700     43,291     77,373     70,716    157,306    136,707:    11,096     31,695
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2006                      :
     :    13,965:     5,572     -6,795      1,454      1,682     15,003      8,708      9,662:     5,257      4,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        8.6       28.3       48.8       49.3       91.7       86.2:       8.3       13.8
Old  :     100.0:      17.3       12.3       23.8       49.9       52.2       91.0       88.3:       9.0       11.7
Other:     100.0:      21.8       13.5       25.7       45.9       42.0       93.4       81.2:       6.6       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:       112         99        121         70        108        261        260:
Old  :       318:       100        101        108         60         94        239        233:
Other:       205:        54         51         57         44         86        120        176:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       18.7       31.0       28.7       19.0       12.3       27.7       17.8
Old  :                 25.5       24.0       36.9       35.7       25.5       22.2       35.8       30.9
Other:                 22.3       17.5       37.7       27.4       18.2       14.1       31.3       20.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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  : 1,704,664:   301,794     70,803    499,392    697,727    808,902  1,498,913  1,379,097:   205,751    325,567
Old  : 1,356,541:   226,135     97,621    348,056    609,644    649,367  1,183,835  1,095,044:   172,706    261,497
Other:   348,123:   122,922     20,444    104,073     88,083    159,535    315,078    284,053:    33,045     64,070
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2006                      :
     :    46,107:     4,270    -23,448     34,659        446     31,186     39,374     42,397:     6,733      3,710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        4.2       29.3       40.9       47.5       87.9       80.9:      12.1       19.1
Old  :     100.0:      16.7        7.2       25.7       44.9       47.9       87.3       80.7:      12.7       19.3
Other:     100.0:      35.3        5.9       29.9       25.3       45.8       90.5       81.6:       9.5       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       718:       218        132        212        245        309        558        574:
Old  :       709:       209        142        192        230        306        531        556:
Other:       443:        86         77         75         99        241        219        362:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       19.5       24.0       25.6       13.8       13.6       20.8       16.8
Old  :                 16.6       18.3       26.9       24.6       16.5       13.2       24.5       16.9
Other:                 21.2       26.0       32.1       33.2       15.7       16.3       24.9       20.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    14,568:     6,850        207        736      3,595     11,448     11,182     12,392:     3,386      2,176
Old  :    14,413:     6,835        207        736      3,569     11,337     11,141     12,281:     3,272      2,132
Other:       155:        15          0          0         26        111         41        111:       114         44
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2006                      :
     :     1,052:       526       -115        -28        224      1,408        722      1,266:       329       -214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0        1.4        5.1       24.7       78.6       76.8       85.1:      23.2       14.9
Old  :     100.0:      47.4        1.4        5.1       24.8       78.7       77.3       85.2:      22.7       14.8
Other:     100.0:       9.7        0.0        0.0       16.8       71.6       26.5       71.6:      73.5       28.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        26          8          4         15         15         45         23:
Old  :        54:        26          8          4         15         15         45         23:
Other:         6:         1          0          0          3          3          4          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  :                 24.3       52.0       39.0       70.8       24.3       47.8       38.1       62.7
Old  :                 24.6       51.8       39.4       70.8       24.6       47.6       38.5       62.8
Other:                 26.5       71.6       26.5       71.6       25.8       71.0       25.8       71.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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  :   472,253:    53,955     79,237    109,710    238,777    185,890    402,442    374,837:    69,812     97,416
Old  :   440,162:    51,790     83,113     94,433    229,209    171,183    375,432    348,729:    64,730     91,433
Other:    32,091:    11,507      5,467      5,934      9,568     14,707     27,010     26,108:     5,081      5,983
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2006                      :
     :     2,035:     2,041    -21,414     -5,421     -1,883     28,440     -5,264      1,606:     7,299        430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       16.8       23.2       50.6       39.4       85.2       79.4:      14.8       20.6
Old  :     100.0:      11.8       18.9       21.5       52.1       38.9       85.3       79.2:      14.7       20.8
Other:     100.0:      35.9       17.0       18.5       29.8       45.8       84.2       81.4:      15.8       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       416:       120        132        158        108        117        316        343:
Old  :       412:       127        130        145        107        115        305        334:
Other:       121:        24         32         12         21         52         51         90:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.6       18.1       32.0       25.7       16.1        9.2       23.1       13.7
Old  :                 22.1       17.2       33.3       24.9       17.8        9.9       26.5       14.4
Other:                 43.3       39.8       59.7       54.1       36.0       34.1       46.6       40.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,467:    12,579      6,773        477        235        330     13,291      7,580:     4,176      9,887
Old  :    15,830:    11,613      6,396         43        235        330     11,891      6,769:     3,939      9,061
Other:     1,637:     1,400        811          0          0          0      1,400        811:       237        826
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2006                      :
     :     1,440:       561        696        406         50         24      1,017      1,126:       423        314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.0       38.8        2.7        1.3        1.9       76.1       43.4:      23.9       56.6
Old  :     100.0:      73.4       40.4        0.3        1.5        2.1       75.1       42.8:      24.9       57.2
Other:     100.0:      85.5       49.5        0.0        0.0        0.0       85.5       49.5:      14.5       50.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        11         12          5          1          1         13         17:
Old  :        25:        12         11          4          1          1         13         16:
Other:         5:         2          3          0          0          0          2          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  :                 64.8       24.9       71.5       35.3       62.3       24.9       68.9       34.6
Old  :                 64.4       27.4       71.3       37.5       64.3       27.4       71.1       37.5
Other:                 85.5       49.5       85.5       49.5       85.5       49.5       85.5       49.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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  :   281,871:    34,850     44,989     61,622    159,221    152,319    255,693    258,930:    26,179     22,942
Old  :   258,042:    39,081     49,546     42,995    151,059    143,606    233,135    236,147:    24,907     21,896
Other:    23,829:    10,435     10,109      3,961      8,162      8,713     22,557     22,783:     1,272      1,046
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2006                      :
     :    -1,446:      -639     -7,431     -2,277      2,845      9,891        -71        183:    -1,376     -1,629
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       16.0       21.9       56.5       54.0       90.7       91.9:       9.3        8.1
Old  :     100.0:      15.1       19.2       16.7       58.5       55.7       90.3       91.5:       9.7        8.5
Other:     100.0:      43.8       42.4       16.6       34.3       36.6       94.7       95.6:       5.3        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        43         59         48         60         52        136        140:
Old  :       185:        43         63         46         60         51        132        138:
Other:        49:        14         13         11         15         12         35         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  :                 22.4       30.6       33.8       41.5       18.3       22.6       26.8       30.5
Old  :                 23.7       31.8       34.2       43.0       19.7       23.0       26.5       31.7
Other:                 48.7       55.2       73.7       74.0       43.8       50.3       66.3       66.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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  :   988,313:   113,783    158,951    158,836    538,696    488,956    811,315    806,743:   176,997    181,570
Old  :   988,313:   113,783    158,951    158,836    538,696    488,956    811,315    806,743:   176,997    181,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2006                      :
     :   -60,076:   -29,726     -9,095    -18,280       -457    -21,933    -48,463    -49,308:   -11,614    -10,769
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       16.1       16.1       54.5       49.5       82.1       81.6:      17.9       18.4
Old  :     100.0:      11.5       16.1       16.1       54.5       49.5       82.1       81.6:      17.9       18.4
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  :       178:        40         41         44         71         82        132        146:
Old  :       178:        40         41         44         71         82        132        146:
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  :                 18.8       23.5       29.0       34.0       14.6       17.1       19.9       22.2
Old  :                 18.8       23.5       29.0       34.0       14.6       17.1       19.9       22.2
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, October 10, 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  :   229,892:    26,311     49,359     45,497    122,615    110,641    194,423    205,497:    35,469     24,394
Old  :   220,878:    27,520     46,698     41,549    117,113    109,032    186,182    197,279:    34,696     23,598
Other:     9,014:     1,209      5,079      1,530      5,502      1,609      8,241      8,218:       773        796
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2006                      :
     :    -7,103:     1,334     -8,487     -2,107     -5,392      3,519     -6,165     -7,075:      -938        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       21.5       19.8       53.3       48.1       84.6       89.4:      15.4       10.6
Old  :     100.0:      12.5       21.1       18.8       53.0       49.4       84.3       89.3:      15.7       10.7
Other:     100.0:      13.4       56.3       17.0       61.0       17.9       91.4       91.2:       8.6        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        39         54         46         59         54        129        140:
Old  :       175:        45         54         45         59         52        128        136:
Other:        39:         6         11          7         17          7         29         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.9       28.6       37.2       37.3       28.9       25.8       33.4       33.9
Old  :                 30.6       29.8       37.8       38.5       29.6       27.5       34.5       35.1
Other:                 42.4       60.1       65.7       77.0       42.4       60.1       61.9       67.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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  :    15,933:     3,360      1,031      1,939      6,573     10,801     11,872     13,771:     4,061      2,161
Old  :    15,565:     3,351      1,024      1,915      6,305     10,534     11,571     13,473:     3,994      2,092
Other:       368:        21         20         12        268        267        301        299:        67         69
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2006                      :
     :       743:       121        -10       -239        -80         80       -199       -169:       942        912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        6.5       12.2       41.3       67.8       74.5       86.4:      25.5       13.6
Old  :     100.0:      21.5        6.6       12.3       40.5       67.7       74.3       86.6:      25.7       13.4
Other:     100.0:       5.8        5.4        3.2       72.9       72.6       81.9       81.2:      18.1       18.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        25          8         10         25         22         53         37:
Old  :        67:        25          8         10         25         22         53         37:
Other:        17:         5          2          3          6          7         11         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       47.6       31.5       60.7       16.9       41.4       27.3       51.8
Old  :                 17.4       48.4       31.4       61.2       17.0       42.5       27.6       52.5
Other:                 70.7       64.7       79.4       77.8       63.9       62.8       70.6       70.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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  :   692,002:   123,193    174,634     15,069    406,265    399,830    544,526    589,533:   147,475    102,469
Old  :   692,002:   123,193    174,634     15,069    406,265    399,830    544,526    589,533:   147,475    102,469
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2006                      :
     :   -19,386:    -3,553     -9,702        597    -11,079     -7,121    -14,036    -16,226:    -5,350     -3,160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       25.2        2.2       58.7       57.8       78.7       85.2:      21.3       14.8
Old  :     100.0:      17.8       25.2        2.2       58.7       57.8       78.7       85.2:      21.3       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  :       176:        47         30         17         71         68        124        109:
Old  :       176:        47         30         17         71         68        124        109:
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  :                 21.1       20.3       30.5       32.8       20.9       20.1       29.6       32.0
Old  :                 21.1       20.3       30.5       32.8       20.9       20.1       29.6       32.0
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, October 10, 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  : 3,028,581:   745,189    249,455    419,847  1,490,357  1,908,079  2,655,393  2,577,381:   373,188    451,200
Old  : 3,028,581:   745,189    249,455    419,847  1,490,357  1,908,079  2,655,393  2,577,381:   373,188    451,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2006                      :
     :   107,525:   -11,083     30,947     -7,185    110,350     51,625     92,082     75,386:    15,443     32,138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        8.2       13.9       49.2       63.0       87.7       85.1:      12.3       14.9
Old  :     100.0:      24.6        8.2       13.9       49.2       63.0       87.7       85.1:      12.3       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  :       310:        80         68         86        135        138        251        256:
Old  :       310:        80         68         86        135        138        251        256:
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  :                 19.6       27.5       29.7       36.4       15.5       25.5       23.2       31.5
Old  :                 19.6       27.5       29.7       36.4       15.5       25.5       23.2       31.5
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, October 10, 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  : 1,666,336:   231,964    190,273    166,799    983,167  1,010,288  1,381,930  1,367,360:   284,406    298,976
Old  : 1,666,336:   231,964    190,273    166,799    983,167  1,010,288  1,381,930  1,367,360:   284,406    298,976
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2006                      :
     :    49,453:    -6,469    -10,370     13,969     56,607     16,747     64,107     20,346:   -14,654     29,108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       11.4       10.0       59.0       60.6       82.9       82.1:      17.1       17.9
Old  :     100.0:      13.9       11.4       10.0       59.0       60.6       82.9       82.1:      17.1       17.9
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  :       192:        55         28         42         83         89        147        150:
Old  :       192:        55         28         42         83         89        147        150:
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  :                 25.5       29.9       36.0       39.1       22.5       28.2       28.9       33.9
Old  :                 25.5       29.9       36.0       39.1       22.5       28.2       28.9       33.9
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, October 10, 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  :   651,294:    77,164     80,167    257,509    288,667    273,199    623,341    610,876:    27,953     40,418
Old  :   651,294:    77,164     80,167    257,509    288,667    273,199    623,341    610,876:    27,953     40,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2006                      :
     :    19,346:    -8,580      2,602     18,827      9,243     -5,045     19,491     16,384:      -145      2,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       12.3       39.5       44.3       41.9       95.7       93.8:       4.3        6.2
Old  :     100.0:      11.8       12.3       39.5       44.3       41.9       95.7       93.8:       4.3        6.2
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  :       144:        28         44         48         53         65        107        132:
Old  :       144:        28         44         48         53         65        107        132:
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  :                 27.0       18.6       42.7       31.0       17.7        9.2       24.7       14.2
Old  :                 27.0       18.6       42.7       31.0       17.7        9.2       24.7       14.2
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, October 10, 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  :    44,612:     4,928      9,922      3,628     17,482     20,330     26,039     33,880:    18,574     10,732
Old  :    44,612:     4,928      9,922      3,628     17,482     20,330     26,039     33,880:    18,574     10,732
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2006                      :
     :     4,135:     1,074        -59      1,166      5,714      3,896      7,954      5,004:    -3,819       -869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       22.2        8.1       39.2       45.6       58.4       75.9:      41.6       24.1
Old  :     100.0:      11.0       22.2        8.1       39.2       45.6       58.4       75.9:      41.6       24.1
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  :        58:        17         19         11         16         15         36         42:
Old  :        58:        17         19         11         16         15         36         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       29.8       33.0       40.6       18.5       29.8       26.8       39.4
Old  :                 20.2       29.8       33.0       40.6       18.5       29.8       26.8       39.4
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, October 10, 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  :    63,648:    17,088     10,368      1,007     20,218     42,375     38,313     53,750:    25,335      9,898
Old  :    63,648:    17,088     10,368      1,007     20,218     42,375     38,313     53,750:    25,335      9,898
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2006                      :
     :     1,892:     2,146      1,028         57        147         10      2,349      1,095:      -457        796
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       16.3        1.6       31.8       66.6       60.2       84.4:      39.8       15.6
Old  :     100.0:      26.8       16.3        1.6       31.8       66.6       60.2       84.4:      39.8       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        20         16          8         17         15         40         36:
Old  :        65:        20         16          8         17         15         40         36:
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       45.7       33.1       64.3       19.4       45.7       33.1       64.3
Old  :                 19.4       45.7       33.1       64.3       19.4       45.7       33.1       64.3
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, October 10, 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  :   141,960:    36,213     20,699      4,470     90,466     62,577    131,149     87,746:    10,811     54,214
Old  :   141,960:    36,213     20,699      4,470     90,466     62,577    131,149     87,746:    10,811     54,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2006                      :
     :    13,098:     3,030        319        173      7,569     12,090     10,772     12,582:     2,326        516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       14.6        3.1       63.7       44.1       92.4       61.8:       7.6       38.2
Old  :     100.0:      25.5       14.6        3.1       63.7       44.1       92.4       61.8:       7.6       38.2
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  :       106:        31         35         19         21         28         69         65:
Old  :       106:        31         35         19         21         28         69         65:
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  :                 62.8       26.5       70.3       35.6       61.0       25.3       67.8       33.4
Old  :                 62.8       26.5       70.3       35.6       61.0       25.3       67.8       33.4
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, October 10, 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  :    38,203:     3,450     10,703        877     33,333     26,035     37,660     37,615:       543        588
Old  :    38,203:     3,450     10,703        877     33,333     26,035     37,660     37,615:       543        588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 3, 2006                      :
     :      -487:         0        -32        450     -1,363     -1,333       -913       -915:       426        428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       28.0        2.3       87.3       68.1       98.6       98.5:       1.4        1.5
Old  :     100.0:       9.0       28.0        2.3       87.3       68.1       98.6       98.5:       1.4        1.5
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  :        37:         8         10          4         15          9         24         22:
Old  :        37:         8         10          4         15          9         24         22:
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  :                 79.2       84.5       91.4       95.0       79.2       82.8       91.0       92.5
Old  :                 79.2       84.5       91.4       95.0       79.2       82.8       91.0       92.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 13, 2006