WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 29, 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  :   449,663:    63,204     82,984     95,053    260,913    207,196    419,170    385,233:    30,493     64,430
Old  :   338,337:    61,897    107,062     32,947    219,038    157,306    313,882    297,315:    24,455     41,022
Other:   111,326:    57,222     31,837      6,191     41,875     49,890    105,288     87,918:     6,038     23,408
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :     1,806:    -6,615     -6,196      6,482      3,748        987      3,615      1,273:    -1,809        533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       18.5       21.1       58.0       46.1       93.2       85.7:       6.8       14.3
Old  :     100.0:      18.3       31.6        9.7       64.7       46.5       92.8       87.9:       7.2       12.1
Other:     100.0:      51.4       28.6        5.6       37.6       44.8       94.6       79.0:       5.4       21.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       372:        84        130        133         68         94        256        298:
Old  :       352:        86        146         87         59         80        214        260:
Other:       224:        71         64         37         24         72        111        161:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.5       19.3       36.2       27.4       24.4       15.8       35.8       20.4
Old  :                 32.4       24.2       46.8       34.6       32.4       23.7       46.8       33.2
Other:                 27.6       15.0       45.3       24.8       27.3       14.6       45.0       24.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 29, 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  : 1,317,905:   287,696    176,420    254,596    615,971    624,296  1,158,263  1,055,312:   159,642    262,593
Old  :    54,268:    20,804      8,572          3     20,032     37,825     40,839     46,400:    13,429      7,868
Other: 1,263,637:   288,306    189,262    233,179    595,939    586,471  1,117,424  1,008,912:   146,213    254,725
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :   -13,741:       687      8,250       -338     -9,959    -16,774     -9,610     -8,862:    -4,131     -4,879
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       13.4       19.3       46.7       47.4       87.9       80.1:      12.1       19.9
Old  :     100.0:      38.3       15.8        0.0       36.9       69.7       75.3       85.5:      24.7       14.5
Other:     100.0:      22.8       15.0       18.5       47.2       46.4       88.4       79.8:      11.6       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       751:       187        158        191        240        292        536        581:
Old  :       323:        66         41          1         99        129        165        171:
Other:       746:       189        176        171        198        286        479        567:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       14.7       27.5       19.8       18.1       14.0       26.7       17.6
Old  :                 10.8       33.0       18.6       44.4       10.8       33.0       18.6       44.4
Other:                 18.9       14.9       28.6       19.6       18.9       14.3       27.8       17.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 29, 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  :    10,444:     5,245        320        284      2,169      8,076      7,698      8,680:     2,746      1,764
Old  :    10,367:     5,234        320        278      2,168      8,027      7,680      8,625:     2,687      1,742
Other:        77:        15          4          2          1         49         18         55:        59         22
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :      -821:       -99         13        -79       -280       -548       -458       -614:      -363       -207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.2        3.1        2.7       20.8       77.3       73.7       83.1:      26.3       16.9
Old  :     100.0:      50.5        3.1        2.7       20.9       77.4       74.1       83.2:      25.9       16.8
Other:     100.0:      19.5        5.2        2.6        1.3       63.6       23.4       71.4:      76.6       28.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        23          2          3          8         13         32         17:
Old  :        41:        23          2          3          7         13         31         17:
Other:         4:         1          1          1          1          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       47.6       51.7       64.6       32.8       47.6       51.7       63.9
Old  :                 33.0       48.0       52.1       65.1       33.0       48.0       52.1       64.3
Other:                 23.4       71.4       23.4       71.4       20.8       68.8       20.8       68.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 29, 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  :   360,481:    64,395    104,171     57,884    188,066    123,524    310,345    285,579:    50,136     74,902
Old  :   340,480:    64,759    109,297     44,679    184,555    115,633    293,993    269,609:    46,487     70,871
Other:    20,001:    11,455      6,693      1,386      3,511      7,891     16,352     15,970:     3,649      4,031
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :     6,101:     1,180       -469      1,756      3,935      2,916      6,871      4,203:      -770      1,898
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       28.9       16.1       52.2       34.3       86.1       79.2:      13.9       20.8
Old  :     100.0:      19.0       32.1       13.1       54.2       34.0       86.3       79.2:      13.7       20.8
Other:     100.0:      57.3       33.5        6.9       17.6       39.5       81.8       79.8:      18.2       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       406:        99        138        110         88        103        267        307:
Old  :       404:       106        137         97         88        103        261        298:
Other:       110:        22         30          8         12         50         38         84:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.2       12.7       33.8       19.7       21.1       10.9       31.6       17.2
Old  :                 22.9       12.3       35.2       19.4       22.0       11.4       32.8       17.9
Other:                 35.0       43.4       54.9       52.7       35.0       38.6       53.0       47.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, August 29, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,137:    12,163      5,065      1,863          0        716     14,026      7,644:     3,111      9,493
Old  :    15,539:    11,476      5,100      1,019          0        650     12,495      6,769:     3,044      8,770
Other:     1,598:     1,531        809          0          0         66      1,531        875:        67        723
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :       679:       238        147        685          0          0        923        832:      -244       -153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.0       29.6       10.9        0.0        4.2       81.8       44.6:      18.2       55.4
Old  :     100.0:      73.9       32.8        6.6        0.0        4.2       80.4       43.6:      19.6       56.4
Other:     100.0:      95.8       50.6        0.0        0.0        4.1       95.8       54.8:       4.2       45.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        10         11          7          0          3         13         18:
Old  :        24:         9         12          5          0          3         12         17:
Other:         7:         4          1          0          0          2          4          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.7       22.4       76.4       34.8       61.6       18.6       68.8       27.3
Old  :                 67.3       23.4       76.1       35.0       66.5       20.5       72.8       30.1
Other:                 95.8       54.8       95.8       54.8       95.8       54.8       95.8       54.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 29, 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  :   262,623:    63,744     31,230     41,724    133,338    169,530    238,806    242,484:    23,817     20,139
Old  :     9,709:     2,777      3,318          9      5,260      5,165      8,046      8,492:     1,663      1,217
Other:   252,914:    65,158     32,103     37,524    128,078    164,365    230,760    233,992:    22,154     18,922
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :       298:    -2,386     13,127     -3,020      4,607     -9,658       -799        449:     1,097       -151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       11.9       15.9       50.8       64.6       90.9       92.3:       9.1        7.7
Old  :     100.0:      28.6       34.2        0.1       54.2       53.2       82.9       87.5:      17.1       12.5
Other:     100.0:      25.8       12.7       14.8       50.6       65.0       91.2       92.5:       8.8        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        59         42         38         52         49        134        122:
Old  :        59:        17          9          2         14         20         31         31:
Other:       182:        61         50         34         49         46        129        117:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       35.8       29.0       50.5       17.9       31.8       26.1       40.6
Old  :                 38.7       39.0       58.6       58.3       38.7       39.0       58.6       58.3
Other:                 19.8       36.3       30.1       51.2       18.6       33.1       27.0       41.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 29, 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  :   833,289:   143,719    202,350     38,238    487,420    400,025    669,377    640,613:   163,912    192,676
Old  :   833,289:   143,719    202,350     38,238    487,420    400,025    669,377    640,613:   163,912    192,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :      -824:    23,213      1,540     -1,514    -34,419    -17,852    -12,720    -17,826:    11,896     17,002
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       24.3        4.6       58.5       48.0       80.3       76.9:      19.7       23.1
Old  :     100.0:      17.2       24.3        4.6       58.5       48.0       80.3       76.9:      19.7       23.1
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  :       169:        39         35         30         61         74        115        126:
Old  :       169:        39         35         30         61         74        115        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       25.2       35.8       36.0       20.7       19.3       27.8       25.9
Old  :                 25.0       25.2       35.8       36.0       20.7       19.3       27.8       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, August 29, 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  :   233,263:    36,036     72,093     34,828    132,971    103,781    203,835    210,702:    29,428     22,561
Old  :    13,642:     4,499      2,124          0      6,834      9,741     11,333     11,865:     2,309      1,777
Other:   219,621:    36,120     74,552     30,245    126,137     94,040    192,502    198,837:    27,119     20,784
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :    -6,262:    -2,020       -624        727     -2,257     -5,202     -3,550     -5,099:    -2,712     -1,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       30.9       14.9       57.0       44.5       87.4       90.3:      12.6        9.7
Old  :     100.0:      33.0       15.6        0.0       50.1       71.4       83.1       87.0:      16.9       13.0
Other:     100.0:      16.4       33.9       13.8       57.4       42.8       87.7       90.5:      12.3        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        48         67         40         62         48        134        149:
Old  :        72:        15         11          0         25         24         40         35:
Other:       202:        48         73         38         61         44        132        143:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       24.5       37.8       34.3       26.4       18.0       32.5       27.1
Old  :                 26.2       61.9       40.8       71.2       26.2       61.9       40.8       71.2
Other:                 31.1       22.8       38.9       33.0       27.7       17.3       34.0       26.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 29, 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  :    14,841:     4,011        811      1,758      6,242     10,860     12,011     13,429:     2,830      1,412
Old  :    14,746:     4,005        811      1,758      6,156     10,792     11,919     13,361:     2,827      1,385
Other:        95:         6          0          0         86         68         92         68:         3         27
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :      -895:      -509        138        -57        321       -595       -245       -514:      -650       -381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        5.5       11.8       42.1       73.2       80.9       90.5:      19.1        9.5
Old  :     100.0:      27.2        5.5       11.9       41.7       73.2       80.8       90.6:      19.2        9.4
Other:     100.0:       6.3        0.0        0.0       90.5       71.6       96.8       71.6:       3.2       28.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        25         10          9         20         20         49         36:
Old  :        68:        24         10          9         19         20         48         36:
Other:        11:         4          0          0          4          3          8          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       53.8       36.9       68.0       18.7       45.6       29.8       55.2
Old  :                 21.7       54.2       36.8       68.3       18.9       46.4       30.0       55.9
Other:                 91.6       71.6       96.8       71.6       91.6       71.6       96.8       71.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, August 29, 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  :   749,397:   110,765    201,638     35,478    448,506    371,557    594,749    608,673:   154,648    140,724
Old  :   749,397:   110,765    201,638     35,478    448,506    371,557    594,749    608,673:   154,648    140,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :    19,292:    -3,414    -12,029      9,517        957    -10,213      7,060    -12,725:    12,232     32,017
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       26.9        4.7       59.8       49.6       79.4       81.2:      20.6       18.8
Old  :     100.0:      14.8       26.9        4.7       59.8       49.6       79.4       81.2:      20.6       18.8
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  :       168:        37         28         17         70         81        117        116:
Old  :       168:        37         28         17         70         81        117        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       24.0       32.1       35.1       21.1       23.2       31.1       32.7
Old  :                 21.3       24.0       32.1       35.1       21.1       23.2       31.1       32.7
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 - Futures Only, August 29, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,348,181:   698,037    267,507    138,227  1,135,995  1,542,330  1,972,259  1,948,064:   375,922    400,117
Old  : 2,348,181:   698,037    267,507    138,227  1,135,995  1,542,330  1,972,259  1,948,064:   375,922    400,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :    34,163:    23,034    -59,937     12,763    -25,111     59,071     10,686     11,897:    23,477     22,266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7       11.4        5.9       48.4       65.7       84.0       83.0:      16.0       17.0
Old  :     100.0:      29.7       11.4        5.9       48.4       65.7       84.0       83.0:      16.0       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  :       282:        70         59         65        127        111        223        213:
Old  :       282:        70         59         65        127        111        223        213:
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       37.5       31.9       45.9       18.2       35.8       26.8       42.4
Old  :                 21.8       37.5       31.9       45.9       18.2       35.8       26.8       42.4
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 - Futures Only, August 29, 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  : 1,492,981:   264,203    242,725     88,437    872,980    875,208  1,225,620  1,206,370:   267,361    286,611
Old  : 1,492,981:   264,203    242,725     88,437    872,980    875,208  1,225,620  1,206,370:   267,361    286,611
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :    19,980:     9,831    -18,915     -4,336     23,760     39,186     29,255     15,935:    -9,275      4,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       16.3        5.9       58.5       58.6       82.1       80.8:      17.9       19.2
Old  :     100.0:      17.7       16.3        5.9       58.5       58.6       82.1       80.8:      17.9       19.2
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  :       206:        44         41         34         88         91        148        152:
Old  :       206:        44         41         34         88         91        148        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       21.3       37.7       30.7       21.8       19.9       27.8       26.9
Old  :                 27.9       21.3       37.7       30.7       21.8       19.9       27.8       26.9
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 - Futures Only, August 29, 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  :   558,412:   117,850     88,026    132,867    259,988    287,667    510,705    508,560:    47,707     49,852
Old  :   558,412:   117,850     88,026    132,867    259,988    287,667    510,705    508,560:    47,707     49,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :    32,960:    14,805      1,125     -4,690     18,533     33,345     28,648     29,780:     4,312      3,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       15.8       23.8       46.6       51.5       91.5       91.1:       8.5        8.9
Old  :     100.0:      21.1       15.8       23.8       46.6       51.5       91.5       91.1:       8.5        8.9
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  :       139:        34         31         40         60         64        108        122:
Old  :       139:        34         31         40         60         64        108        122:
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  :                 28.9       26.2       41.6       40.1       19.6       19.7       26.6       27.2
Old  :                 28.9       26.2       41.6       40.1       19.6       19.7       26.6       27.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders - Futures Only, August 29, 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  :    34,338:     5,493      5,718      2,466      7,638     18,707     15,597     26,891:    18,741      7,447
Old  :    34,338:     5,493      5,718      2,466      7,638     18,707     15,597     26,891:    18,741      7,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :     3,116:      -992      3,290        885      2,838       -682      2,731      3,493:       385       -377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       16.7        7.2       22.2       54.5       45.4       78.3:      54.6       21.7
Old  :     100.0:      16.0       16.7        7.2       22.2       54.5       45.4       78.3:      54.6       21.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        13          9          6          8         14         23         27:
Old  :        42:        13          9          6          8         14         23         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       33.2       30.8       47.9       19.8       32.0       27.2       45.1
Old  :                 20.5       33.2       30.8       47.9       19.8       32.0       27.2       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, August 29, 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  :    60,343:    12,772      4,609         11     20,684     48,425     33,467     53,045:    26,876      7,298
Old  :    60,343:    12,772      4,609         11     20,684     48,425     33,467     53,045:    26,876      7,298
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :       614:       464        154         11       -278        168        197        333:       417        281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        7.6        0.0       34.3       80.2       55.5       87.9:      44.5       12.1
Old  :     100.0:      21.2        7.6        0.0       34.3       80.2       55.5       87.9:      44.5       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        15         12          2         18         14         34         27:
Old  :        58:        15         12          2         18         14         34         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       52.0       30.4       74.1       19.4       52.0       30.4       74.1
Old  :                 19.4       52.0       30.4       74.1       19.4       52.0       30.4       74.1
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 - Futures Only, August 29, 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  :   102,297:    26,729     24,866        675     65,874     23,071     93,278     48,612:     9,019     53,685
Old  :   102,297:    26,729     24,866        675     65,874     23,071     93,278     48,612:     9,019     53,685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :    -2,048:       207      1,637        -45     -1,107     -2,429       -945       -837:    -1,103     -1,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       24.3        0.7       64.4       22.6       91.2       47.5:       8.8       52.5
Old  :     100.0:      26.1       24.3        0.7       64.4       22.6       91.2       47.5:       8.8       52.5
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  :        91:        29         25          5         22         20         54         47:
Old  :        91:        29         25          5         22         20         54         47:
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  :                 59.9       17.8       68.5       25.2       59.9       17.4       68.5       24.8
Old  :                 59.9       17.8       68.5       25.2       59.9       17.4       68.5       24.8
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 - Futures Only, August 29, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    30,222:    11,433      7,709        357     18,151     22,002     29,941     30,068:       281        154
Old  :    30,222:    11,433      7,709        357     18,151     22,002     29,941     30,068:       281        154
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 22, 2006                      :
     :    -1,508:    -1,000      2,127          0       -261     -3,369     -1,261     -1,242:      -247       -266
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       25.5        1.2       60.1       72.8       99.1       99.5:       0.9        0.5
Old  :     100.0:      37.8       25.5        1.2       60.1       72.8       99.1       99.5:       0.9        0.5
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  :        39:         7         13          3         15         13         23         28:
Old  :        39:         7         13          3         15         13         23         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.0       67.9       88.2       90.3       49.4       48.1       62.6       61.1
Old  :                 72.0       67.9       88.2       90.3       49.4       48.1       62.6       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 1, 2006