WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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  :   612,748:    88,825     47,489    189,880    284,567    297,715    563,273    535,085:    49,476     77,664
Old  :   453,147:    72,337     54,412    125,659    215,697    224,151    413,693    404,222:    39,454     48,925
Other:   159,601:    40,485     17,073     40,224     68,870     73,564    149,580    130,862:    10,021     28,739
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    27,139:     3,363     -2,862     23,898     -1,122      9,090     26,139     30,126:     1,000     -2,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        7.8       31.0       46.4       48.6       91.9       87.3:       8.1       12.7
Old  :     100.0:      16.0       12.0       27.7       47.6       49.5       91.3       89.2:       8.7       10.8
Other:     100.0:      25.4       10.7       25.2       43.2       46.1       93.7       82.0:       6.3       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       339:       113         97        121         78        110        271        260:
Old  :       323:       100        107        101         67         97        243        235:
Other:       205:        49         54         58         44         89        122        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  :                 18.4       19.8       31.0       29.7       17.8       12.6       26.1       17.9
Old  :                 23.5       22.4       36.0       33.5       23.5       19.7       32.5       26.7
Other:                 25.0       19.1       40.9       28.5       21.2       13.7       33.7       20.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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  : 1,834,478:   315,028     52,407    552,411    748,572    895,958  1,616,011  1,500,776:   218,468    333,702
Old  : 1,452,438:   230,900     68,333    397,033    642,412    716,967  1,270,344  1,182,332:   182,094    270,106
Other:   382,040:   124,132     24,079    115,374    106,160    178,992    345,666    318,445:    36,374     63,596
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :   129,814:    13,234    -18,395     53,019     50,844     87,056    117,097    121,680:    12,717      8,135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        2.9       30.1       40.8       48.8       88.1       81.8:      11.9       18.2
Old  :     100.0:      15.9        4.7       27.3       44.2       49.4       87.5       81.4:      12.5       18.6
Other:     100.0:      32.5        6.3       30.2       27.8       46.9       90.5       83.4:       9.5       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       735:       229        117        216        261        325        584        581:
Old  :       726:       222        126        188        251        322        555        561:
Other:       459:        83         82         70        106        254        223        376:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.9       20.8       24.7       26.7       12.7       13.3       19.1       16.8
Old  :                 16.1       19.6       27.3       25.9       15.1       12.9       22.5       16.5
Other:                 20.7       26.1       32.2       34.1       15.1       16.3       24.4       19.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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  :    15,166:     6,435        105        827      4,680     12,069     11,943     13,001:     3,223      2,166
Old  :    14,986:     6,420        105        827      4,651     11,944     11,899     12,876:     3,087      2,111
Other:       180:        15          0          0         29        125         44        125:       136         55
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :       598:      -415       -103         91      1,085        620        761        609:      -163        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.4        0.7        5.5       30.9       79.6       78.7       85.7:      21.3       14.3
Old  :     100.0:      42.8        0.7        5.5       31.0       79.7       79.4       85.9:      20.6       14.1
Other:     100.0:       8.3        0.0        0.0       16.1       69.4       24.4       69.4:      75.6       30.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        24          7          4         14         15         42         22:
Old  :        52:        24          7          4         14         15         42         22:
Other:         7:         1          0          0          3          4          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  :                 26.2       52.6       39.9       73.1       23.4       44.9       35.4       62.0
Old  :                 26.5       52.5       40.3       73.2       23.7       44.7       35.9       62.1
Other:                 24.4       69.4       24.4       69.4       23.9       68.9       23.9       68.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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  :   506,020:    62,600     60,149    137,575    234,827    212,096    435,001    409,820:    71,019     96,201
Old  :   464,173:    56,731     68,976    113,621    228,131    191,881    398,482    374,478:    65,691     89,695
Other:    41,847:    22,371      7,675      7,452      6,696     20,215     36,519     35,342:     5,329      6,505
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    33,767:     8,645    -19,088     27,865     -3,950     26,206     32,560     34,982:     1,208     -1,215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       11.9       27.2       46.4       41.9       86.0       81.0:      14.0       19.0
Old  :     100.0:      12.2       14.9       24.5       49.1       41.3       85.8       80.7:      14.2       19.3
Other:     100.0:      53.5       18.3       17.8       16.0       48.3       87.3       84.5:      12.7       15.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       416:       117        129        158        105        122        320        339:
Old  :       410:       128        122        149        103        120        309        331:
Other:       131:        26         39         19         18         55         55        102:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       20.7       31.5       27.7       14.8       10.3       20.8       14.4
Old  :                 21.6       19.5       33.5       26.6       16.6       11.1       24.3       15.3
Other:                 42.1       39.5       61.1       55.4       38.9       35.2       50.9       45.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,333:     9,080      7,140        558        235        340      9,873      8,038:     7,460      9,295
Old  :    15,641:     7,982      6,740        149        235        340      8,366      7,229:     7,275      8,412
Other:     1,692:     1,507        809          0          0          0      1,507        809:       185        883
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :      -134:    -3,499        367         81          0         10     -3,418        458:     3,284       -592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.4       41.2        3.2        1.4        2.0       57.0       46.4:      43.0       53.6
Old  :     100.0:      51.0       43.1        1.0        1.5        2.2       53.5       46.2:      46.5       53.8
Other:     100.0:      89.1       47.8        0.0        0.0        0.0       89.1       47.8:      10.9       52.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        10         12          3          1          1         11         16:
Old  :        23:        10         11          3          1          1         11         15:
Other:         5:         3          2          0          0          0          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       25.2       52.9       36.5       42.3       25.2       49.7       36.4
Old  :                 41.2       28.0       49.3       40.0       40.5       28.0       48.6       40.0
Other:                 89.1       47.8       89.1       47.8       89.1       47.8       89.1       47.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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  :   288,196:    39,970     33,264     63,084    156,957    169,302    260,010    265,650:    28,185     22,546
Old  :   265,410:    44,683     38,839     44,176    149,704    161,111    238,563    244,126:    26,848     21,285
Other:    22,785:    10,051      9,189      4,144      7,253      8,191     21,448     21,524:     1,338      1,261
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :     6,324:     5,119    -11,725      1,462     -2,264     16,983      4,318      6,720:     2,007       -396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       11.5       21.9       54.5       58.7       90.2       92.2:       9.8        7.8
Old  :     100.0:      16.8       14.6       16.6       56.4       60.7       89.9       92.0:      10.1        8.0
Other:     100.0:      44.1       40.3       18.2       31.8       36.0       94.1       94.5:       5.9        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        46         53         53         60         51        144        134:
Old  :       184:        50         53         51         60         50        141        132:
Other:        51:        14         14         11         15         12         35         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.8       34.8       34.2       45.6       17.8       26.1       25.3       33.3
Old  :                 24.1       36.2       35.3       47.4       19.5       26.7       26.8       34.7
Other:                 46.9       54.3       72.7       73.7       41.4       49.5       64.7       65.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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  :   985,213:   101,215    157,609    174,780    554,339    476,507    830,333    808,895:   154,880    176,317
Old  :   985,213:   101,215    157,609    174,780    554,339    476,507    830,333    808,895:   154,880    176,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    -3,100:   -12,568     -1,341     15,943     15,642    -12,449     19,018      2,153:   -22,118     -5,253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       16.0       17.7       56.3       48.4       84.3       82.1:      15.7       17.9
Old  :     100.0:      10.3       16.0       17.7       56.3       48.4       84.3       82.1:      15.7       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  :       187:        39         48         47         74         82        141        149:
Old  :       187:        39         48         47         74         82        141        149:
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  :                 18.6       23.7       28.1       34.0       14.3       18.4       19.7       23.6
Old  :                 18.6       23.7       28.1       34.0       14.3       18.4       19.7       23.6
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 17, 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  :   222,487:    31,797     32,731     44,187    108,084    121,886    184,068    198,804:    38,419     23,683
Old  :   212,291:    33,251     30,083     39,632    102,225    120,060    175,108    189,775:    37,183     22,516
Other:    10,196:     1,704      5,806      1,397      5,859      1,826      8,960      9,029:     1,236      1,167
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    -7,405:     5,487    -16,629     -1,310    -14,532     11,245    -10,355     -6,694:     2,950       -712
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       14.7       19.9       48.6       54.8       82.7       89.4:      17.3       10.6
Old  :     100.0:      15.7       14.2       18.7       48.2       56.6       82.5       89.4:      17.5       10.6
Other:     100.0:      16.7       56.9       13.7       57.5       17.9       87.9       88.6:      12.1       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        46         42         46         59         55        133        131:
Old  :       170:        53         40         45         59         53        132        127:
Other:        41:         6         14          7         16          9         29         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.8       33.9       33.3       44.4       25.0       30.9       30.4       40.0
Old  :                 26.4       35.5       34.1       45.9       25.8       33.7       31.3       42.4
Other:                 36.1       53.1       59.3       70.5       36.1       53.1       58.2       62.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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  :    15,064:     2,880      1,194      1,818      7,306     10,533     12,004     13,545:     3,060      1,519
Old  :    14,681:     2,879      1,198      1,788      7,036     10,246     11,702     13,231:     2,979      1,450
Other:       383:        18         13         14        270        287        302        314:        81         69
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :      -869:      -479        163       -121        733       -268        132       -226:    -1,001       -642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        7.9       12.1       48.5       69.9       79.7       89.9:      20.3       10.1
Old  :     100.0:      19.6        8.2       12.2       47.9       69.8       79.7       90.1:      20.3        9.9
Other:     100.0:       4.8        3.4        3.6       70.6       75.0       78.9       82.0:      21.1       18.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        23          9         10         28         22         54         38:
Old  :        67:        22         10         10         28         22         54         38:
Other:        18:         6          2          3          5          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  :                 19.7       49.4       33.6       62.0       18.8       41.9       30.2       53.2
Old  :                 19.5       50.1       33.1       62.4       19.0       43.0       30.2       53.9
Other:                 69.3       65.3       76.6       78.1       61.7       65.3       66.5       70.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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  :   702,761:   128,152    179,164     15,036    401,723    388,568    544,912    582,768:   157,849    119,993
Old  :   702,761:   128,152    179,164     15,036    401,723    388,568    544,912    582,768:   157,849    119,993
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    10,759:     4,960      4,530        -33     -4,541    -11,262        386     -6,765:    10,374     17,524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       25.5        2.1       57.2       55.3       77.5       82.9:      22.5       17.1
Old  :     100.0:      18.2       25.5        2.1       57.2       55.3       77.5       82.9:      22.5       17.1
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  :       174:        43         31         18         72         72        122        114:
Old  :       174:        43         31         18         72         72        122        114:
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  :                 21.7       18.5       31.2       30.3       21.6       18.3       30.3       29.0
Old  :                 21.7       18.5       31.2       30.3       21.6       18.3       30.3       29.0
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 17, 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  : 3,120,114:   727,705    282,618    418,214  1,636,386  1,989,088  2,782,306  2,689,920:   337,809    430,194
Old  : 3,120,114:   727,705    282,618    418,214  1,636,386  1,989,088  2,782,306  2,689,920:   337,809    430,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    91,533:   -17,484     33,162     -1,633    146,029     81,010    126,913    112,539:   -35,379    -21,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        9.1       13.4       52.4       63.8       89.2       86.2:      10.8       13.8
Old  :     100.0:      23.3        9.1       13.4       52.4       63.8       89.2       86.2:      10.8       13.8
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  :       322:        73         75         88        148        144        260        268:
Old  :       322:        73         75         88        148        144        260        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  :                 21.8       28.4       31.8       37.1       17.2       26.6       24.7       32.6
Old  :                 21.8       28.4       31.8       37.1       17.2       26.6       24.7       32.6
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 17, 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  : 1,645,544:   186,943    183,015    186,728  1,000,663  1,002,575  1,374,334  1,372,318:   271,211    273,227
Old  : 1,645,544:   186,943    183,015    186,728  1,000,663  1,002,575  1,374,334  1,372,318:   271,211    273,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :   -20,791:   -45,021     -7,258     19,928     17,496     -7,713     -7,596      4,958:   -13,195    -25,749
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       11.1       11.3       60.8       60.9       83.5       83.4:      16.5       16.6
Old  :     100.0:      11.4       11.1       11.3       60.8       60.9       83.5       83.4:      16.5       16.6
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  :       190:        48         34         43         84         88        146        151:
Old  :       190:        48         34         43         84         88        146        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       32.6       37.6       40.6       22.6       30.0       29.7       35.9
Old  :                 26.3       32.6       37.6       40.6       22.6       30.0       29.7       35.9
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 17, 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  :   671,284:    75,873     86,265    259,628    305,617    290,162    641,118    636,056:    30,166     35,228
Old  :   671,284:    75,873     86,265    259,628    305,617    290,162    641,118    636,056:    30,166     35,228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    19,991:    -1,291      6,098      2,119     16,949     16,963     17,778     25,180:     2,213     -5,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       12.9       38.7       45.5       43.2       95.5       94.8:       4.5        5.2
Old  :     100.0:      11.3       12.9       38.7       45.5       43.2       95.5       94.8:       4.5        5.2
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  :       149:        29         47         50         53         68        109        139:
Old  :       149:        29         47         50         53         68        109        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  :                 26.4       18.0       41.8       30.3       18.3        8.4       25.3       13.8
Old  :                 26.4       18.0       41.8       30.3       18.3        8.4       25.3       13.8
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 17, 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  :    43,420:     5,782      6,289      3,205     14,459     24,724     23,446     34,217:    19,974      9,203
Old  :    43,420:     5,782      6,289      3,205     14,459     24,724     23,446     34,217:    19,974      9,203
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    -1,192:       853     -3,632       -424     -3,023      4,393     -2,593        337:     1,401     -1,530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       14.5        7.4       33.3       56.9       54.0       78.8:      46.0       21.2
Old  :     100.0:      13.3       14.5        7.4       33.3       56.9       54.0       78.8:      46.0       21.2
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  :        54:        17         15         11         14         16         36         37:
Old  :        54:        17         15         11         14         16         36         37:
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  :                 19.1       37.4       29.6       47.9       15.7       35.3       23.4       44.5
Old  :                 19.1       37.4       29.6       47.9       15.7       35.3       23.4       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 17, 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  :    64,472:    17,313     12,065        960     20,249     42,109     38,521     55,134:    25,951      9,339
Old  :    64,472:    17,313     12,065        960     20,249     42,109     38,521     55,134:    25,951      9,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :       824:       224      1,698        -47         31       -267        208      1,384:       616       -559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       18.7        1.5       31.4       65.3       59.7       85.5:      40.3       14.5
Old  :     100.0:      26.9       18.7        1.5       31.4       65.3       59.7       85.5:      40.3       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        21         19          8         17         15         41         39:
Old  :        69:        21         19          8         17         15         41         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  :                 18.4       44.9       31.4       63.3       18.4       44.9       31.3       63.3
Old  :                 18.4       44.9       31.4       63.3       18.4       44.9       31.3       63.3
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 17, 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  :   144,277:    36,250     21,787      4,605     92,778     62,909    133,633     89,301:    10,643     54,975
Old  :   144,277:    36,250     21,787      4,605     92,778     62,909    133,633     89,301:    10,643     54,975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :     2,316:        37      1,088        135      2,313        332      2,484      1,555:      -168        761
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       15.1        3.2       64.3       43.6       92.6       61.9:       7.4       38.1
Old  :     100.0:      25.1       15.1        3.2       64.3       43.6       92.6       61.9:       7.4       38.1
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  :       104:        29         34         19         21         30         64         69:
Old  :       104:        29         34         19         21         30         64         69:
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  :                 62.7       25.9       70.8       35.5       60.2       25.6       67.9       32.8
Old  :                 62.7       25.9       70.8       35.5       60.2       25.6       67.9       32.8
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 17, 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  :    40,494:     2,952     12,811        624     36,580     26,702     40,156     40,137:       338        357
Old  :    40,494:     2,952     12,811        624     36,580     26,702     40,156     40,137:       338        357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :     2,291:      -498      2,108       -253      3,247        667      2,496      2,522:      -205       -231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       31.6        1.5       90.3       65.9       99.2       99.1:       0.8        0.9
Old  :     100.0:       7.3       31.6        1.5       90.3       65.9       99.2       99.1:       0.8        0.9
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  :        38:         8         10          4         15         10         24         23:
Old  :        38:         8         10          4         15         10         24         23:
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  :                 78.6       84.5       91.4       95.0       77.4       84.1       90.1       93.2
Old  :                 78.6       84.5       91.4       95.0       77.4       84.1       90.1       93.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 20, 2006