WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, November 28, 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  :   416,399:    76,977     57,057     68,085    232,690    232,678    377,752    357,820:    38,647     58,579
Old  :   262,573:    53,292     65,731     16,339    166,220    150,763    235,851    232,833:    26,722     29,740
Other:   153,826:    59,424     27,065     16,007     66,470     81,915    141,901    124,987:    11,925     28,839
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :    -5,363:     1,353      1,066     -2,390     -6,022     -4,657     -7,059     -5,981:     1,696        618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       13.7       16.4       55.9       55.9       90.7       85.9:       9.3       14.1
Old  :     100.0:      20.3       25.0        6.2       63.3       57.4       89.8       88.7:      10.2       11.3
Other:     100.0:      38.6       17.6       10.4       43.2       53.3       92.2       81.3:       7.8       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       331:       107         92         98         66         97        250        228:
Old  :       297:        96         89         46         51         80        185        186:
Other:       219:        66         53         42         40         82        129        160:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       21.7       38.8       32.3       25.8       16.2       37.2       22.8
Old  :                 40.0       26.5       52.8       39.6       40.0       25.7       52.8       36.7
Other:                 30.2       24.6       44.4       33.9       28.5       19.9       39.5       27.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 28, 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  : 1,397,402:   347,770     65,588    190,937    692,118    876,838  1,230,825  1,133,363:   166,577    264,039
Old  : 1,011,820:   233,070     87,194    102,234    546,290    629,920    881,594    819,348:   130,226    192,472
Other:   385,582:   174,502     38,196     28,901    145,828    246,918    349,231    314,015:    36,351     71,567
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     3,742:    -2,462     -5,389    -21,875        451     22,139    -23,886     -5,125:    27,628      8,867
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9        4.7       13.7       49.5       62.7       88.1       81.1:      11.9       18.9
Old  :     100.0:      23.0        8.6       10.1       54.0       62.3       87.1       81.0:      12.9       19.0
Other:     100.0:      45.3        9.9        7.5       37.8       64.0       90.6       81.4:       9.4       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       755:       217        106        164        238        347        540        559:
Old  :       735:       201        117        137        225        334        503        528:
Other:       547:       111         79         42        103        303        235        410:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.1       17.3       26.2       23.7       16.0       15.4       24.3       20.6
Old  :                 19.6       15.8       28.7       22.5       19.6       13.7       28.7       19.1
Other:                 27.2       27.5       40.1       33.6       26.6       25.2       39.3       30.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 28, 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  :    13,702:     5,271        552        296      4,797     11,219     10,364     12,067:     3,338      1,635
Old  :    11,346:     4,890        635        207      3,538      9,026      8,635      9,868:     2,711      1,478
Other:     2,356:       465          1          5      1,259      2,193      1,729      2,199:       627        157
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :      -390:      -300         32          0       -807       -864     -1,107       -832:       717        442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5        4.0        2.2       35.0       81.9       75.6       88.1:      24.4       11.9
Old  :     100.0:      43.1        5.6        1.8       31.2       79.6       76.1       87.0:      23.9       13.0
Other:     100.0:      19.7        0.0        0.2       53.4       93.1       73.4       93.3:      26.6        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        24          6          4         13         14         39         22:
Old  :        49:        21          7          3         11         14         35         22:
Other:        17:         5          1          2          6          7         11         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.2       52.8       40.0       74.3       27.2       50.1       39.8       67.3
Old  :                 29.1       52.5       44.3       74.5       29.1       52.1       44.3       73.5
Other:                 52.8       77.6       69.3       93.3       52.6       77.6       68.4       91.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, November 28, 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  :   410,571:    95,812     47,553     64,932    199,510    215,413    360,254    327,898:    50,317     82,673
Old  :   349,421:    78,756     63,392     36,397    192,292    179,382    307,445    279,171:    41,976     70,250
Other:    61,150:    41,574      8,679      4,017      7,218     36,031     52,809     48,727:     8,341     12,423
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :    16,583:     9,886     -2,478      8,916     -5,884     10,567     12,918     17,005:     3,665       -422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       11.6       15.8       48.6       52.5       87.7       79.9:      12.3       20.1
Old  :     100.0:      22.5       18.1       10.4       55.0       51.3       88.0       79.9:      12.0       20.1
Other:     100.0:      68.0       14.2        6.6       11.8       58.9       86.4       79.7:      13.6       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       389:       125         76        102         89        131        277        273:
Old  :       381:       127         80         85         84        127        257        260:
Other:       178:        41         37         10         23         84         70        125:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       18.3       28.9       28.5       18.2       16.2       26.3       22.3
Old  :                 22.0       19.3       33.7       27.6       21.9       17.3       31.2       23.8
Other:                 35.4       37.7       55.4       51.2       35.4       37.3       52.6       47.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, November 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,771:    10,459      4,488      1,446        420        445     12,325      6,379:     3,446      9,392
Old  :    12,710:     7,820      4,436      1,312        420        427      9,552      6,175:     3,158      6,535
Other:     3,061:     2,761        174         12          0         18      2,773        204:       288      2,857
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :      -743:      -805       -830         18          0         55       -787       -757:        44         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.3       28.5        9.2        2.7        2.8       78.1       40.4:      21.9       59.6
Old  :     100.0:      61.5       34.9       10.3        3.3        3.4       75.2       48.6:      24.8       51.4
Other:     100.0:      90.2        5.7        0.4        0.0        0.6       90.6        6.7:       9.4       93.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        15          8          8          1          1         18         15:
Old  :        25:        13         10          8          1          1         18         15:
Other:        11:         9          1          2          0          1          9          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       24.1       63.1       32.3       50.1       24.0       59.5       31.2
Old  :                 48.2       28.4       58.9       38.5       46.2       28.3       56.3       37.2
Other:                 77.1        6.7       90.6        6.7       77.1        6.3       90.2        6.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 28, 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  :   292,317:    78,615      9,003     48,054    129,769    215,104    256,438    272,161:    35,879     20,156
Old  :   267,670:    75,951     10,617     32,447    124,756    205,622    233,154    248,686:    34,516     18,984
Other:    24,647:    14,235      9,957      4,036      5,013      9,482     23,284     23,475:     1,363      1,172
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     5,695:    -5,128       -423      3,879      3,617        939      2,368      4,395:     3,327      1,300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        3.1       16.4       44.4       73.6       87.7       93.1:      12.3        6.9
Old  :     100.0:      28.4        4.0       12.1       46.6       76.8       87.1       92.9:      12.9        7.1
Other:     100.0:      57.8       40.4       16.4       20.3       38.5       94.5       95.2:       5.5        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        84         19         50         54         49        172        108:
Old  :       195:        88         20         44         54         49        167        104:
Other:        54:        14         14          9         16         13         36         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       42.9       26.5       54.8       16.9       39.9       24.2       46.7
Old  :                 18.4       44.7       27.2       56.6       18.4       41.7       25.5       49.3
Other:                 41.4       58.9       67.2       76.6       35.8       52.3       60.8       65.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, November 28, 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  :   899,947:   123,648    173,745     49,562    537,480    508,493    710,690    731,800:   189,257    168,147
Old  :   899,947:   123,648    173,745     49,562    537,480    508,493    710,690    731,800:   189,257    168,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :   119,745:    -3,590    -41,312     18,782     32,985    100,914     48,177     78,384:    71,568     41,361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       19.3        5.5       59.7       56.5       79.0       81.3:      21.0       18.7
Old  :     100.0:      13.7       19.3        5.5       59.7       56.5       79.0       81.3:      21.0       18.7
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  :       177:        30         43         29         72         78        120        135:
Old  :       177:        30         43         29         72         78        120        135:
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  :                 22.5       29.0       33.6       39.4       19.1       24.2       25.8       30.7
Old  :                 22.5       29.0       33.6       39.4       19.1       24.2       25.8       30.7
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, November 28, 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  :   217,505:    48,460     17,343     29,435    101,409    151,369    179,304    198,147:    38,201     19,358
Old  :   203,902:    47,956     15,005     23,409     96,195    147,159    167,560    185,573:    36,342     18,329
Other:    13,603:     4,871      6,705      1,659      5,214      4,210     11,744     12,574:     1,859      1,029
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     4,820:    -1,568        962      1,032      2,279      1,831      1,743      3,825:     3,077        995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        8.0       13.5       46.6       69.6       82.4       91.1:      17.6        8.9
Old  :     100.0:      23.5        7.4       11.5       47.2       72.2       82.2       91.0:      17.8        9.0
Other:     100.0:      35.8       49.3       12.2       38.3       30.9       86.3       92.4:      13.7        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        64         22         51         52         48        147        111:
Old  :       166:        69         21         47         51         45        144        104:
Other:        59:        14         14          8         22         16         42         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  :                 26.4       44.2       33.9       56.7       25.1       42.7       32.5       54.7
Old  :                 26.9       46.8       34.9       59.2       26.2       45.9       33.8       57.8
Other:                 35.5       41.7       53.0       60.1       35.0       40.2       51.8       53.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 28, 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  :    14,946:     3,365      1,224      1,315      7,346     11,277     12,026     13,816:     2,920      1,130
Old  :    13,838:     3,273      1,272      1,174      6,621     10,340     11,068     12,786:     2,770      1,052
Other:     1,108:       219         79         14        725        937        958      1,030:       150         78
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       220:       105         39        -78        -12        -15         15        -54:       205        274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        8.2        8.8       49.2       75.5       80.5       92.4:      19.5        7.6
Old  :     100.0:      23.7        9.2        8.5       47.8       74.7       80.0       92.4:      20.0        7.6
Other:     100.0:      19.8        7.1        1.3       65.4       84.6       86.5       93.0:      13.5        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        23          8          9         21         19         48         32:
Old  :        63:        23          7          7         20         19         44         32:
Other:        24:         7          4          3          6         10         14         16:
     :----------------------------------------------------------------------------------------------------
     :             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       52.8       38.5       68.5       21.6       45.9       35.0       60.6
Old  :                 22.9       53.4       38.2       68.5       22.9       49.4       36.3       63.8
Other:                 60.2       64.7       80.2       84.6       29.8       33.8       38.1       43.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, November 28, 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  :   793,013:    99,034    179,880     55,969    463,308    425,788    618,311    661,637:   174,702    131,376
Old  :   793,013:    99,034    179,880     55,969    463,308    425,788    618,311    661,637:   174,702    131,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :    59,958:     8,779      9,607     14,253     -6,441     23,823     16,591     47,683:    43,367     12,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       22.7        7.1       58.4       53.7       78.0       83.4:      22.0       16.6
Old  :     100.0:      12.5       22.7        7.1       58.4       53.7       78.0       83.4:      22.0       16.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        31         36         17         77         74        117        118:
Old  :       167:        31         36         17         77         74        117        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       19.9       31.1       30.5       19.1       18.0       27.2       26.4
Old  :                 20.2       19.9       31.1       30.5       19.1       18.0       27.2       26.4
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, November 28, 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  : 2,560,646:   645,867    281,107    177,157  1,255,707  1,554,362  2,078,731  2,012,626:   481,915    548,020
Old  : 2,560,646:   645,867    281,107    177,157  1,255,707  1,554,362  2,078,731  2,012,626:   481,915    548,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :   260,260:   -33,935     -2,672     35,728     49,885     73,206     51,678    106,262:   208,582    153,998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       11.0        6.9       49.0       60.7       81.2       78.6:      18.8       21.4
Old  :     100.0:      25.2       11.0        6.9       49.0       60.7       81.2       78.6:      18.8       21.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:        70         57         52        124        126        217        214:
Old  :       292:        70         57         52        124        126        217        214:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       22.1       31.0       33.4       11.8       19.8       20.0       27.0
Old  :                 18.7       22.1       31.0       33.4       11.8       19.8       20.0       27.0
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, November 28, 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  : 1,706,480:   195,083    237,678    189,935  1,000,505    978,056  1,385,523  1,405,669:   320,957    300,811
Old  : 1,706,480:   195,083    237,678    189,935  1,000,505    978,056  1,385,523  1,405,669:   320,957    300,811
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :   195,554:    37,735     38,966    126,765    -59,929    -30,296    104,571    135,435:    90,983     60,119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       13.9       11.1       58.6       57.3       81.2       82.4:      18.8       17.6
Old  :     100.0:      11.4       13.9       11.1       58.6       57.3       81.2       82.4:      18.8       17.6
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  :       173:        37         31         26         78         77        124        126:
Old  :       173:        37         31         26         78         77        124        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  :                 27.0       29.4       38.2       39.1       20.0       26.7       27.0       32.8
Old  :                 27.0       29.4       38.2       39.1       20.0       26.7       27.0       32.8
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, November 28, 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  :   388,190:    85,308     81,543     79,262    202,875    195,419    367,445    356,224:    20,745     31,966
Old  :   388,190:    85,308     81,543     79,262    202,875    195,419    367,445    356,224:    20,745     31,966
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     7,597:    21,407     14,917     -9,462     -5,022      3,400      6,923      8,855:       674     -1,258
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       21.0       20.4       52.3       50.3       94.7       91.8:       5.3        8.2
Old  :     100.0:      22.0       21.0       20.4       52.3       50.3       94.7       91.8:       5.3        8.2
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  :       129:        27         39         40         44         54         92        113:
Old  :       129:        27         39         40         44         54         92        113:
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  :                 27.2       14.8       44.2       27.2       23.7       11.7       33.2       18.9
Old  :                 27.2       14.8       44.2       27.2       23.7       11.7       33.2       18.9
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 - Futures Only, November 28, 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  :    11,832:     4,545          0      1,024        799      7,723      6,368      8,747:     5,464      3,085
Old  :    11,832:     4,545          0      1,024        799      7,723      6,368      8,747:     5,464      3,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       823:        97       -195        289       -228        781        158        875:       665        -52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4        0.0        8.7        6.8       65.3       53.8       73.9:      46.2       26.1
Old  :     100.0:      38.4        0.0        8.7        6.8       65.3       53.8       73.9:      46.2       26.1
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  :        23:        11          0          3          4         12         15         15:
Old  :        23:        11          0          3          4         12         15         15:
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       44.8       43.6       61.3       22.8       36.6       33.9       51.9
Old  :                 28.9       44.8       43.6       61.3       22.8       36.6       33.9       51.9
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, November 28, 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  :    50,655:    14,419      5,774      3,059      5,348     32,147     22,826     40,980:    27,829      9,675
Old  :    50,655:    14,419      5,774      3,059      5,348     32,147     22,826     40,980:    27,829      9,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :    -3,523:      -830      1,177     -2,260     -2,531       -993     -5,621     -2,076:     2,098     -1,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       11.4        6.0       10.6       63.5       45.1       80.9:      54.9       19.1
Old  :     100.0:      28.5       11.4        6.0       10.6       63.5       45.1       80.9:      54.9       19.1
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  :        61:        26         14         10         10         19         40         39:
Old  :        61:        26         14         10         10         19         40         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       29.2       22.4       47.1       12.4       28.5       19.2       42.8
Old  :                 13.5       29.2       22.4       47.1       12.4       28.5       19.2       42.8
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, November 28, 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  :    61,964:    17,688     13,169         52     18,330     40,905     36,070     54,126:    25,894      7,838
Old  :    61,964:    17,688     13,169         52     18,330     40,905     36,070     54,126:    25,894      7,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :       122:      -783         85          3       -217        418       -997        506:     1,119       -384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       21.3        0.1       29.6       66.0       58.2       87.4:      41.8       12.6
Old  :     100.0:      28.5       21.3        0.1       29.6       66.0       58.2       87.4:      41.8       12.6
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  :        68:        23         17          3         19         13         43         32:
Old  :        68:        23         17          3         19         13         43         32:
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       47.3       29.8       66.6       17.4       47.2       29.7       66.5
Old  :                 17.4       47.3       29.8       66.6       17.4       47.2       29.7       66.5
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, November 28, 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  :   121,202:    37,799     25,455        684     71,699     43,295    110,182     69,434:    11,020     51,768
Old  :   121,202:    37,799     25,455        684     71,699     43,295    110,182     69,434:    11,020     51,768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :    -7,508:    -8,061      1,947        169       -428    -10,053     -8,320     -7,937:       812        429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       21.0        0.6       59.2       35.7       90.9       57.3:       9.1       42.7
Old  :     100.0:      31.2       21.0        0.6       59.2       35.7       90.9       57.3:       9.1       42.7
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  :       105:        32         29          5         20         29         56         59:
Old  :       105:        32         29          5         20         29         56         59:
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  :                 55.5       19.0       65.5       28.0       55.5       19.0       65.4       27.9
Old  :                 55.5       19.0       65.5       28.0       55.5       19.0       65.4       27.9
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, November 28, 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  :    45,803:     2,345     15,414      3,106     40,176     27,060     45,627     45,580:       176        223
Old  :    45,803:     2,345     15,414      3,106     40,176     27,060     45,627     45,580:       176        223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2006                    :
     :     1,820:        63       -652      2,368       -652        310      1,779      2,026:        41       -206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       33.7        6.8       87.7       59.1       99.6       99.5:       0.4        0.5
Old  :     100.0:       5.1       33.7        6.8       87.7       59.1       99.6       99.5:       0.4        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  :        40:         9         12          5         14          9         26         23:
Old  :        40:         9         12          5         14          9         26         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.7       82.1       90.8       95.1       75.8       75.6       86.5       88.2
Old  :                 77.7       82.1       90.8       95.1       75.8       75.6       86.5       88.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 1, 2006