WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      447,857
COMMITMENTS
  69,819   89,180   88,571  257,165  206,209  415,555  383,960   32,302   63,897

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -8,229)
  -5,468   11,137   -2,545    2,300  -14,665   -5,713   -6,073   -2,516   -2,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     19.9     19.8     57.4     46.0     92.8     85.7      7.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
      89      136      135       67       92      261      295
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,331,646
COMMITMENTS
 287,009  168,170  254,934  625,930  641,070  1167873  1064174  163,773  267,472

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:    -10,743)
  -2,002   15,705  -11,705    1,695  -11,738  -12,012   -7,738    1,269   -3,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     12.6     19.1     47.0     48.1     87.7     79.9     12.3     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      745)
     195      157      198      246      295      547      582
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,265
COMMITMENTS
   5,344      307      363    2,449    8,624    8,156    9,294    3,109    1,971

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:       -439)
     -30      129        9     -458     -619     -479     -481       40       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4      2.7      3.2     21.7     76.6     72.4     82.5     27.6     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      22        3        5        9       14       32       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      354,380
COMMITMENTS
  63,215  104,640   56,128  184,131  120,608  303,474  281,376   50,906   73,004

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     10,981)
    -155   -3,056    6,101    3,597    7,797    9,543   10,842    1,438      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     29.5     15.8     52.0     34.0     85.6     79.4     14.4     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      400)
      98      142      106       92      107      265      306
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,458
COMMITMENTS
  11,925    4,918    1,178        0      716   13,103    6,812    3,355    9,646

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        230)
     297      258     -277        0      222       20      203      210       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.5     29.9      7.2      0.0      4.4     79.6     41.4     20.4     58.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        9        7        0        3       13       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      262,325
COMMITMENTS
  66,130   18,103   44,744  128,731  179,188  239,605  242,035   22,720   20,290

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     -1,044)
    -450    3,413    4,144     -102   -8,270    3,592     -713   -4,636     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2      6.9     17.1     49.1     68.3     91.3     92.3      8.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      63       34       42       50       45      138      112
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      834,113
COMMITMENTS
 120,506  200,810   39,752  521,839  417,877  682,097  658,439  152,016  175,674

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     17,475)
  22,113    9,408    4,501   -5,283  -11,903   21,331    2,006   -3,856   15,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     24.1      4.8     62.6     50.1     81.8     78.9     18.2     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      36       49       37       72       85      132      147
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      239,525
COMMITMENTS
  38,056   72,717   34,101  135,228  108,983  207,385  215,801   32,140   23,724

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      8,926)
    -514    3,465    2,855    3,250    1,097    5,591    7,417    3,335    1,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     30.4     14.2     56.5     45.5     86.6     90.1     13.4      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      46       68       37       59       47      127      145
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,736
COMMITMENTS
   4,520      673    1,815    5,921   11,455   12,256   13,943    3,480    1,793

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:        656)
    -180      229      281      172     -231      273      279      383      377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7      4.3     11.5     37.6     72.8     77.9     88.6     22.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      27        9       10       20       21       51       37
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      730,105
COMMITMENTS
 114,179  213,667   25,961  447,549  381,770  587,689  621,398  142,416  108,707

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     46,882)
   5,496   12,042   13,959   30,615   32,869   50,070   58,870   -3,188  -11,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     29.3      3.6     61.3     52.3     80.5     85.1     19.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      42       34       18       66       75      118      117
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,314,018
COMMITMENTS
 675,003  327,444  125,464  1161106  1483259  1961573  1936167  352,445  377,851

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     54,149)
  51,926   16,859    1,874  -17,857   37,565   35,943   56,298   18,206   -2,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     14.2      5.4     50.2     64.1     84.8     83.7     15.2     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      68       73       55      119      122      213      225
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,473,001
COMMITMENTS
 254,372  261,640   92,773  849,220  836,022  1196365  1190435  276,636  282,566

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:    106,207)
  35,982  -38,292   26,409   35,369  105,167   97,760   93,284    8,447   12,923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     17.8      6.3     57.7     56.8     81.2     80.8     18.8     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      45       49       36       84       88      147      155
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      525,452
COMMITMENTS
 103,045   86,901  137,557  241,455  254,322  482,057  478,780   43,395   46,672

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:     10,106)
  12,897   -8,623      639      809   21,012   14,345   13,028   -4,239   -2,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     16.5     26.2     46.0     48.4     91.7     91.1      8.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      29       36       40       59       60      108      117
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       31,222
COMMITMENTS
   6,485    2,428    1,581    4,800   19,389   12,866   23,398   18,356    7,824

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:       -513)
     764     -318     -282   -1,962    1,442   -1,480      842      967   -1,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8      7.8      5.1     15.4     62.1     41.2     74.9     58.8     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13        6        4       11       14       25       23
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       59,729
COMMITMENTS
  12,308    4,455        0   20,962   48,257   33,270   52,712   26,459    7,017

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      1,890)
     531      407      -13      326      476      844      870    1,046    1,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      7.5      0.0     35.1     80.8     55.7     88.3     44.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      16       12        0       18       13       34       25
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      104,345
COMMITMENTS
  26,522   23,229      720   66,981   25,500   94,223   49,449   10,122   54,896

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      4,638)
   3,857   -1,731      356     -329    2,647    3,884    1,272      754    3,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     22.3      0.7     64.2     24.4     90.3     47.4      9.7     52.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      26       24        3       20       21       47       47
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 08/22/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       31,730
COMMITMENTS
  12,433    5,582      357   18,412   25,371   31,202   31,310      528      420

CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST:      8,090)
    -330   -1,049     -150    8,368    9,030    7,888    7,831      202      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     17.6      1.1     58.0     80.0     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7       13        3       14       12       22       27
 

Updated August 18, 2006