WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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  :   601,882:    91,060     45,531    188,649    279,924    297,904    559,633    532,085:    42,250     69,798
Old  :   444,243:    74,610     55,750    124,793    211,824    221,771    411,227    402,313:    33,016     41,930
Other:   157,639:    41,820     15,151     38,486     68,100     76,134    148,406    129,771:     9,233     27,868
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :   -10,866:     2,234     -1,958     -1,231     -4,644        189     -3,640     -3,000:    -7,226     -7,866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        7.6       31.3       46.5       49.5       93.0       88.4:       7.0       11.6
Old  :     100.0:      16.8       12.5       28.1       47.7       49.9       92.6       90.6:       7.4        9.4
Other:     100.0:      26.5        9.6       24.4       43.2       48.3       94.1       82.3:       5.9       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       358:       128         94        124         76        113        284        266:
Old  :       340:       117        100        109         67        102        260        244:
Other:       204:        60         44         57         41         88        124        170:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       20.0       31.6       30.0       18.1       12.7       26.4       18.1
Old  :                 23.9       22.3       36.1       33.5       23.9       19.2       32.7       26.8
Other:                 26.6       20.8       42.1       30.0       22.6       15.2       34.9       21.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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  : 1,905,066:   326,650     41,280    595,894    769,089    936,258  1,691,633  1,573,431:   213,433    331,635
Old  : 1,491,947:   233,155     59,003    427,919    654,585    741,358  1,315,658  1,228,279:   176,288    263,668
Other:   413,119:   132,400     21,181    129,071    114,504    194,900    375,975    345,152:    37,144     67,967
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :    70,587:    11,622    -11,128     43,483     20,517     40,299     75,623     72,655:    -5,035     -2,067
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        2.2       31.3       40.4       49.1       88.8       82.6:      11.2       17.4
Old  :     100.0:      15.6        4.0       28.7       43.9       49.7       88.2       82.3:      11.8       17.7
Other:     100.0:      32.0        5.1       31.2       27.7       47.2       91.0       83.5:       9.0       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       734:       233        108        214        267        331        586        584:
Old  :       721:       225        115        188        256        327        558        560:
Other:       467:        78         89         71        107        261        223        387:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       20.9       24.5       27.0       12.1       13.2       18.3       16.7
Old  :                 16.4       19.3       26.8       26.1       14.5       12.5       21.8       16.2
Other:                 20.1       27.3       32.2       35.2       13.6       17.0       22.6       20.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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  :    15,731:     6,390        111        865      5,140     12,408     12,395     13,384:     3,336      2,347
Old  :    15,452:     6,375        122        840      5,087     12,243     12,302     13,204:     3,150      2,247
Other:       279:        25          0         15         53        165         93        180:       186         99
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :       565:       -45          7         38        460        339        452        384:       112        181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6        0.7        5.5       32.7       78.9       78.8       85.1:      21.2       14.9
Old  :     100.0:      41.3        0.8        5.4       32.9       79.2       79.6       85.5:      20.4       14.5
Other:     100.0:       9.1        0.0        5.4       19.0       59.1       33.4       64.4:      66.6       35.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        24          7          4         15         16         43         23:
Old  :        54:        24          7          4         15         16         43         23:
Other:         9:         2          0          1          4          6          6          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       51.7       39.0       71.0       22.6       43.9       34.4       59.5
Old  :                 26.1       52.0       39.7       71.2       23.0       44.1       35.1       60.0
Other:                 32.0       60.1       33.4       64.4       25.5       56.2       25.5       56.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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  :   495,308:    69,814     42,974    130,047    228,076    227,775    427,937    400,796:    67,370     94,511
Old  :   448,605:    61,297     52,846    104,778    220,702    203,763    386,777    361,387:    61,828     87,218
Other:    46,703:    25,056      6,667      8,730      7,374     24,012     41,160     39,409:     5,543      7,294
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :   -10,713:     7,214    -17,175     -7,527     -6,751     15,679     -7,064     -9,023:    -3,649     -1,689
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1        8.7       26.3       46.0       46.0       86.4       80.9:      13.6       19.1
Old  :     100.0:      13.7       11.8       23.4       49.2       45.4       86.2       80.6:      13.8       19.4
Other:     100.0:      53.6       14.3       18.7       15.8       51.4       88.1       84.4:      11.9       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       418:       130        114        152        113        133        332        337:
Old  :       411:       137        114        144        112        130        322        328:
Other:       150:        31         38         19         22         68         63        115:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       21.6       31.0       29.7       15.1       11.5       21.2       15.9
Old  :                 20.9       20.6       33.3       28.4       17.2       12.2       24.3       16.8
Other:                 41.7       40.5       60.4       56.1       38.2       35.3       49.6       44.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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  :   284,082:    46,794     13,502     63,527    141,129    187,196    251,449    264,225:    32,633     19,857
Old  :   261,282:    50,789     18,968     44,797    134,348    178,959    229,935    242,723:    31,347     18,558
Other:    22,801:    10,551      9,080      4,184      6,780      8,237     21,515     21,502:     1,286      1,299
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :    -4,113:     6,825    -19,762        443    -15,828     17,894     -8,561     -1,425:     4,448     -2,688
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        4.8       22.4       49.7       65.9       88.5       93.0:      11.5        7.0
Old  :     100.0:      19.4        7.3       17.1       51.4       68.5       88.0       92.9:      12.0        7.1
Other:     100.0:      46.3       39.8       18.4       29.7       36.1       94.4       94.3:       5.6        5.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        64         37         49         60         55        155        121:
Old  :       181:        67         38         46         60         55        152        119:
Other:        51:        14         14         11         15         13         35         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       39.3       30.7       50.9       18.1       34.9       25.0       42.4
Old  :                 20.7       40.9       30.4       52.9       19.4       36.1       26.0       44.4
Other:                 46.7       58.2       72.4       77.4       40.6       53.3       64.7       67.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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  :   989,023:    72,362    162,814    181,629    580,124    460,306    834,115    804,750:   154,908    184,274
Old  :   989,023:    72,362    162,814    181,629    580,124    460,306    834,115    804,750:   154,908    184,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :     3,810:   -28,853      5,205      6,850     25,785    -16,200      3,782     -4,146:        28      7,956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       16.5       18.4       58.7       46.5       84.3       81.4:      15.7       18.6
Old  :     100.0:       7.3       16.5       18.4       58.7       46.5       84.3       81.4:      15.7       18.6
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  :       184:        36         49         49         78         81        143        150:
Old  :       184:        36         49         49         78         81        143        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  :                 20.5       23.0       30.5       33.3       16.1       16.8       21.1       22.0
Old  :                 20.5       23.0       30.5       33.3       16.1       16.8       21.1       22.0
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 24, 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  :   225,422:    33,906     28,958     46,165    106,549    129,376    186,620    204,499:    38,802     20,923
Old  :   214,519:    35,760     26,040     41,301     99,989    127,187    177,050    194,528:    37,469     19,991
Other:    10,903:     1,428      6,200      1,582      6,560      2,189      9,570      9,971:     1,333        932
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :     2,935:     2,108     -3,773      1,978     -1,534      7,489      2,552      5,695:       383     -2,760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       12.8       20.5       47.3       57.4       82.8       90.7:      17.2        9.3
Old  :     100.0:      16.7       12.1       19.3       46.6       59.3       82.5       90.7:      17.5        9.3
Other:     100.0:      13.1       56.9       14.5       60.2       20.1       87.8       91.5:      12.2        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        49         39         45         56         56        134        123:
Old  :       165:        56         35         44         56         54        133        119:
Other:        45:         6         13          7         19         12         32         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.6       37.4       33.8       47.5       25.0       34.4       31.0       42.9
Old  :                 26.3       39.2       34.5       49.3       25.6       37.5       31.8       45.6
Other:                 35.5       52.8       57.9       70.3       35.4       52.8       57.2       63.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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  :    15,555:     2,691      1,594      2,099      7,545     10,044     12,335     13,737:     3,219      1,818
Old  :    15,086:     2,667      1,587      2,044      7,227      9,715     11,938     13,346:     3,148      1,741
Other:       468:        66         49         13        318        329        397        391:        72         77
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :       491:      -189        400        281        239       -489        331        192:       160        299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       10.2       13.5       48.5       64.6       79.3       88.3:      20.7       11.7
Old  :     100.0:      17.7       10.5       13.5       47.9       64.4       79.1       88.5:      20.9       11.5
Other:     100.0:      14.0       10.5        2.8       67.9       70.2       84.7       83.6:      15.3       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        23         11         10         28         22         54         40:
Old  :        69:        22         12         10         28         22         54         40:
Other:        18:         5          3          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       44.9       34.7       58.0       18.4       36.4       30.1       47.5
Old  :                 19.6       45.7       34.4       58.4       18.6       37.4       30.1       48.2
Other:                 66.8       60.0       81.7       78.6       59.6       60.0       74.1       73.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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  :   699,374:   146,473    172,227     16,206    389,479    378,672    552,158    567,105:   147,216    132,269
Old  :   699,374:   146,473    172,227     16,206    389,479    378,672    552,158    567,105:   147,216    132,269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :    -3,387:    18,321     -6,937      1,170    -12,244     -9,896      7,246    -15,663:   -10,633     12,276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       24.6        2.3       55.7       54.1       79.0       81.1:      21.0       18.9
Old  :     100.0:      20.9       24.6        2.3       55.7       54.1       79.0       81.1:      21.0       18.9
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  :       173:        40         35         19         69         70        118        115:
Old  :       173:        40         35         19         69         70        118        115:
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  :                 21.9       17.5       32.5       28.7       21.7       17.5       31.9       27.8
Old  :                 21.9       17.5       32.5       28.7       21.7       17.5       31.9       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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  : 3,216,257:   750,450    335,685    417,079  1,731,622  2,038,825  2,899,151  2,791,589:   317,106    424,667
Old  : 3,216,257:   750,450    335,685    417,079  1,731,622  2,038,825  2,899,151  2,791,589:   317,106    424,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :    96,143:    22,745     53,067     -1,135     95,236     49,737    116,845    101,669:   -20,703     -5,526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       10.4       13.0       53.8       63.4       90.1       86.8:       9.9       13.2
Old  :     100.0:      23.3       10.4       13.0       53.8       63.4       90.1       86.8:       9.9       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       319:        68         72         81        151        146        251        267:
Old  :       319:        68         72         81        151        146        251        267:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       30.4       32.1       38.8       18.2       29.2       26.0       35.4
Old  :                 22.0       30.4       32.1       38.8       18.2       29.2       26.0       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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  : 1,666,384:   162,014    188,621    187,589  1,066,819  1,006,270  1,416,422  1,382,480:   249,962    283,905
Old  : 1,666,384:   162,014    188,621    187,589  1,066,819  1,006,270  1,416,422  1,382,480:   249,962    283,905
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :    20,840:   -24,929      5,606        861     66,156      3,694     42,089     10,162:   -21,249     10,678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       11.3       11.3       64.0       60.4       85.0       83.0:      15.0       17.0
Old  :     100.0:       9.7       11.3       11.3       64.0       60.4       85.0       83.0:      15.0       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        40         38         40         88         89        145        150:
Old  :       191:        40         38         40         88         89        145        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  :                 27.6       30.4       39.0       38.5       23.6       28.2       31.2       34.1
Old  :                 27.6       30.4       39.0       38.5       23.6       28.2       31.2       34.1
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 24, 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  :   700,352:    68,066     85,212    278,176    317,940    296,442    664,182    659,830:    36,170     40,522
Old  :   700,352:    68,066     85,212    278,176    317,940    296,442    664,182    659,830:    36,170     40,522
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :    29,068:    -7,807     -1,054     18,548     12,323      6,280     23,064     23,774:     6,004      5,293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       12.2       39.7       45.4       42.3       94.8       94.2:       5.2        5.8
Old  :     100.0:       9.7       12.2       39.7       45.4       42.3       94.8       94.2:       5.2        5.8
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  :       153:        29         48         52         57         70        115        142:
Old  :       153:        29         48         52         57         70        115        142:
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  :                 24.4       18.5       40.9       29.8       19.1        8.9       26.0       14.1
Old  :                 24.4       18.5       40.9       29.8       19.1        8.9       26.0       14.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                                                           Code-084605
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 TROY OUNCES)                                           :
     :          :                                                                            :
All  :     9,623:     2,525        551        332      1,819      6,278      4,676      7,161:     4,947      2,462
Old  :     9,623:     2,525        551        332      1,819      6,278      4,676      7,161:     4,947      2,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        5.7        3.4       18.9       65.2       48.6       74.4:      51.4       25.6
Old  :     100.0:      26.2        5.7        3.4       18.9       65.2       48.6       74.4:      51.4       25.6
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  :        20:         8          3          3          4          7         13         12:
Old  :        20:         8          3          3          4          7         13         12:
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       55.0       39.8       67.8       19.4       53.1       30.1       61.8
Old  :                 27.0       55.0       39.8       67.8       19.4       53.1       30.1       61.8
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 24, 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  :    47,703:     7,388      5,646      2,866     14,479     27,436     24,733     35,948:    22,970     11,755
Old  :    47,703:     7,388      5,646      2,866     14,479     27,436     24,733     35,948:    22,970     11,755
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :     4,283:     1,607       -643       -339         20      2,713      1,287      1,730:     2,995      2,552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       11.8        6.0       30.4       57.5       51.8       75.4:      48.2       24.6
Old  :     100.0:      15.5       11.8        6.0       30.4       57.5       51.8       75.4:      48.2       24.6
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  :        60:        22         14         12         16         18         41         41:
Old  :        60:        22         14         12         16         18         41         41:
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  :                 15.3       37.1       26.2       48.6       14.5       36.8       22.4       45.7
Old  :                 15.3       37.1       26.2       48.6       14.5       36.8       22.4       45.7
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 24, 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  :    65,344:    17,630     12,129        869     20,349     43,034     38,848     56,032:    26,496      9,312
Old  :    65,344:    17,630     12,129        869     20,349     43,034     38,848     56,032:    26,496      9,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :       872:       318         64        -91        100        926        327        899:       545        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       18.6        1.3       31.1       65.9       59.5       85.7:      40.5       14.3
Old  :     100.0:      27.0       18.6        1.3       31.1       65.9       59.5       85.7:      40.5       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        24         17          8         19         15         45         38:
Old  :        71:        24         17          8         19         15         45         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       44.6       30.2       64.0       17.4       44.6       30.2       64.0
Old  :                 17.4       44.6       30.2       64.0       17.4       44.6       30.2       64.0
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 24, 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  :   145,904:    40,665     27,564      3,035     90,898     59,108    134,598     89,707:    11,306     56,197
Old  :   145,904:    40,665     27,564      3,035     90,898     59,108    134,598     89,707:    11,306     56,197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :     1,627:     4,415      5,777     -1,570     -1,880     -3,801        964        406:       663      1,222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       18.9        2.1       62.3       40.5       92.3       61.5:       7.7       38.5
Old  :     100.0:      27.9       18.9        2.1       62.3       40.5       92.3       61.5:       7.7       38.5
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  :       108:        29         39         17         20         30         64         71:
Old  :       108:        29         39         17         20         30         64         71:
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  :                 57.3       22.5       66.6       31.3       55.6       22.5       64.9       29.8
Old  :                 57.3       22.5       66.6       31.3       55.6       22.5       64.9       29.8
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 24, 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  :    41,955:     1,711     12,389      1,786     38,311     27,637     41,808     41,812:       147        143
Old  :    41,955:     1,711     12,389      1,786     38,311     27,637     41,808     41,812:       147        143
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 17, 2006                     :
     :     1,461:    -1,241       -422      1,162      1,731        935      1,652      1,675:      -191       -214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       29.5        4.3       91.3       65.9       99.6       99.7:       0.4        0.3
Old  :     100.0:       4.1       29.5        4.3       91.3       65.9       99.6       99.7:       0.4        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         7         11          4         14         10         22         24:
Old  :        37:         7         11          4         14         10         22         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.2       83.4       92.7       95.1       79.6       80.1       90.5       91.2
Old  :                 80.2       83.4       92.7       95.1       79.6       80.1       90.5       91.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 27, 2006