WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :   536,928:    83,665     59,841    138,482    276,897    273,049    499,044    471,372:    37,884     65,556
Old  :   431,585:    80,123     76,351     91,095    229,941    222,950    401,159    390,396:    30,426     41,189
Other:   105,343:    45,128     25,076      5,801     46,956     50,099     97,885     80,976:     7,458     24,367
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :     6,856:     1,036     -3,457      3,986      1,272      4,242      6,294      4,771:       562      2,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       11.1       25.8       51.6       50.9       92.9       87.8:       7.1       12.2
Old  :     100.0:      18.6       17.7       21.1       53.3       51.7       93.0       90.5:       7.0        9.5
Other:     100.0:      42.8       23.8        5.5       44.6       47.6       92.9       76.9:       7.1       23.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       377:        97        121        157         71        102        297        294:
Old  :       361:       102        132        119         64         97        257        273:
Other:       219:        74         57         45         25         74        121        157:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.2       21.6       31.8       28.9       21.2       16.6       30.7       21.6
Old  :                 25.9       25.8       37.8       34.8       25.9       23.9       37.8       32.0
Other:                 27.8       15.0       45.4       25.3       27.0       14.8       43.9       24.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  : 1,703,133:   300,069     87,322    502,619    694,637    790,821  1,497,326  1,380,762:   205,807    322,371
Old  :   493,624:    75,267    180,572     66,287    301,570    196,694    443,125    443,553:    50,500     50,071
Other: 1,209,509:   390,934     72,881    270,201    393,067    594,127  1,054,201    937,209:   155,307    272,300
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :    36,995:     8,258      7,237     25,961      1,882     -3,110     36,101     30,088:       895      6,907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        5.1       29.5       40.8       46.4       87.9       81.1:      12.1       18.9
Old  :     100.0:      15.2       36.6       13.4       61.1       39.8       89.8       89.9:      10.2       10.1
Other:     100.0:      32.3        6.0       22.3       32.5       49.1       87.2       77.5:      12.8       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       779:       209        146        266        282        323        633        640:
Old  :       600:       102        165         96        196        227        354        433:
Other:       742:       243        127        188        226        313        536        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  :                 13.9       16.4       23.2       21.8       13.9       11.9       20.8       15.1
Old  :                 31.3       15.3       44.1       24.4       31.3       13.3       44.1       21.2
Other:                 14.0       17.9       22.5       23.8       12.6       14.6       17.9       17.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    15,346:     6,404        451      1,114      4,107     11,767     11,624     13,332:     3,721      2,014
Old  :    15,310:     6,389        451      1,114      4,106     11,767     11,608     13,332:     3,701      1,978
Other:        36:        15          0          0          1          0         16          0:        20         36
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :      -750:      -921          7       -100        151       -274       -870       -367:       120       -383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7        2.9        7.3       26.8       76.7       75.8       86.9:      24.2       13.1
Old  :     100.0:      41.7        2.9        7.3       26.8       76.9       75.8       87.1:      24.2       12.9
Other:     100.0:      41.7        0.0        0.0        2.8        0.0       44.4        0.0:      55.6      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        28          3          6         12         17         42         25:
Old  :        52:        28          3          6         12         17         42         25:
Other:         2:         1          0          0          1          0          2          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  :                 25.4       40.1       40.0       62.0       21.6       39.1       34.8       56.2
Old  :                 25.4       40.2       40.1       62.1       21.7       39.2       34.9       56.3
Other:                 44.4        0.0       44.4        0.0       44.4        0.0       44.4        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :   398,164:    58,223     72,974     87,826    190,340    147,179    336,389    307,980:    61,775     90,184
Old  :    28,390:     9,159      3,383         56     11,082     18,825     20,297     22,264:     8,093      6,126
Other:   369,774:    57,656     78,184     79,178    179,258    128,354    316,092    285,716:    53,682     84,058
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :   -18,610:       997      9,459    -15,109     -5,912    -12,420    -20,024    -18,071:     1,414       -539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       18.3       22.1       47.8       37.0       84.5       77.4:      15.5       22.6
Old  :     100.0:      32.3       11.9        0.2       39.0       66.3       71.5       78.4:      28.5       21.6
Other:     100.0:      15.6       21.1       21.4       48.5       34.7       85.5       77.3:      14.5       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       393:       101        123        149        110        120        304        332:
Old  :       153:        41         18          2         51         55         93         74:
Other:       390:        97        142        132         94        116        270        327:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.3       14.5       31.1       22.2       18.3       10.2       26.0       14.1
Old  :                 15.8       42.1       25.3       51.0       15.8       41.0       24.8       49.0
Other:                 20.8       14.6       33.5       21.5       19.7       10.8       29.2       14.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,379:    11,541      4,322        145          0        460     11,686      4,927:     3,693     10,452
Old  :       663:       435         30          0          0          9        435         39:       228        624
Other:    14,716:    11,136      4,322        115          0        451     11,251      4,888:     3,465      9,828
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :    -1,779:    -2,251       -530        -27          0         19     -2,278       -538:       499     -1,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.0       28.1        0.9        0.0        3.0       76.0       32.0:      24.0       68.0
Old  :     100.0:      65.6        4.5        0.0        0.0        1.4       65.6        5.9:      34.4       94.1
Other:     100.0:      75.7       29.4        0.8        0.0        3.1       76.5       33.2:      23.5       66.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         8         11          4          0          2          8         17:
Old  :         5:         3          1          0          0          1          3          2:
Other:        21:         8         11          3          0          2          8         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  :                 68.3       17.5       76.0       25.1       67.7       17.5       75.0       25.1
Old  :                 65.6        5.9       65.6        5.9       65.6        5.9       65.6        5.9
Other:                 68.4       18.3       76.5       26.2       67.8       18.3       75.7       26.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :   305,727:    86,866     18,657     46,462    141,700    222,217    275,028    287,336:    30,699     18,392
Old  :    48,903:    12,053      9,253      6,868     23,143     27,940     42,064     44,061:     6,838      4,842
Other:   256,825:    79,139     13,731     35,267    118,557    194,276    232,964    243,275:    23,861     13,550
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :    -7,399:    -7,221     -2,208     -4,391      1,808     -2,998     -9,804     -9,597:     2,406      2,198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        6.1       15.2       46.3       72.7       90.0       94.0:      10.0        6.0
Old  :     100.0:      24.6       18.9       14.0       47.3       57.1       86.0       90.1:      14.0        9.9
Other:     100.0:      30.8        5.3       13.7       46.2       75.6       90.7       94.7:       9.3        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        86         33         42         53         50        166        110:
Old  :       102:        25         26         24         32         41         72         78:
Other:       186:        90         32         36         47         41        155         94:
     :----------------------------------------------------------------------------------------------------
     :             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       45.9       27.2       59.9       15.3       36.7       22.7       48.6
Old  :                 33.1       30.8       43.2       45.2       29.7       26.0       37.7       35.9
Other:                 20.1       51.6       29.5       64.2       18.6       45.4       27.1       56.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :   987,296:   110,350    148,680    154,461    585,386    495,775    850,197    798,916:   137,099    188,380
Old  :   987,296:   110,350    148,680    154,461    585,386    495,775    850,197    798,916:   137,099    188,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :   -34,901:    28,412    -24,234    -28,569    -34,313     30,496    -34,471    -22,307:      -430    -12,593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       15.1       15.6       59.3       50.2       86.1       80.9:      13.9       19.1
Old  :     100.0:      11.2       15.1       15.6       59.3       50.2       86.1       80.9:      13.9       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  :       207:        40         49         52         81        100        147        175:
Old  :       207:        40         49         52         81        100        147        175:
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  :                 21.2       21.0       30.7       29.7       16.0       15.1       22.7       19.6
Old  :                 21.2       21.0       30.7       29.7       16.0       15.1       22.7       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :   223,029:    32,306     57,476     34,031    125,378    107,479    191,716    198,986:    31,314     24,043
Old  :    63,789:    10,876      8,396      4,084     37,147     43,423     52,107     55,903:    11,683      7,886
Other:   159,240:    27,622     55,272     23,756     88,231     64,056    139,609    143,083:    19,631     16,157
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :    -1,555:       842      2,737     -2,965       -831     -2,968     -2,954     -3,197:     1,399      1,642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       25.8       15.3       56.2       48.2       86.0       89.2:      14.0       10.8
Old  :     100.0:      17.0       13.2        6.4       58.2       68.1       81.7       87.6:      18.3       12.4
Other:     100.0:      17.3       34.7       14.9       55.4       40.2       87.7       89.9:      12.3       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        44         60         40         57         51        117        145:
Old  :       113:        27         28         16         50         30         85         66:
Other:       169:        42         63         32         47         49        102        134:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.6       26.4       37.4       37.9       27.6       21.6       33.4       31.4
Old  :                 26.0       48.8       36.5       60.8       23.9       48.2       33.8       59.4
Other:                 34.6       21.5       42.4       32.8       31.7       20.6       38.6       31.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :    14,640:     4,374        405      1,244      4,921     11,334     10,539     12,983:     4,101      1,657
Old  :    14,640:     4,374        405      1,244      4,921     11,334     10,539     12,983:     4,101      1,657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :       108:      -117         -6         88        231         78        201        159:       -93        -51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        2.8        8.5       33.6       77.4       72.0       88.7:      28.0       11.3
Old  :     100.0:      29.9        2.8        8.5       33.6       77.4       72.0       88.7:      28.0       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        24          8          8         23         23         51         35:
Old  :        63:        24          8          8         23         23         51         35:
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  :                 17.0       58.6       28.8       70.5       15.7       53.4       26.3       63.3
Old  :                 17.0       58.6       28.8       70.5       15.7       53.4       26.3       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :   642,296:   135,445    134,065     17,366    373,025    378,082    525,836    529,513:   116,460    112,783
Old  :   642,296:   135,445    134,065     17,366    373,025    378,082    525,836    529,513:   116,460    112,783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :    48,879:     5,328      1,698      2,154     35,042     35,420     42,524     39,272:     6,355      9,607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       20.9        2.7       58.1       58.9       81.9       82.4:      18.1       17.6
Old  :     100.0:      21.1       20.9        2.7       58.1       58.9       81.9       82.4:      18.1       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  :       171:        31         38         19         69         76        110        123:
Old  :       171:        31         38         19         69         76        110        123:
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  :                 20.1       18.4       32.7       29.8       20.1       17.8       32.1       28.0
Old  :                 20.1       18.4       32.7       29.8       20.1       17.8       32.1       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  : 2,500,519:   490,552    308,923    278,244  1,443,236  1,505,873  2,212,031  2,093,039:   288,488    407,480
Old  : 2,500,519:   490,552    308,923    278,244  1,443,236  1,505,873  2,212,031  2,093,039:   288,488    407,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :  -186,240:   -55,700    -99,698    -31,496   -107,251    -52,013   -194,447   -183,207:     8,207     -3,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       12.4       11.1       57.7       60.2       88.5       83.7:      11.5       16.3
Old  :     100.0:      19.6       12.4       11.1       57.7       60.2       88.5       83.7:      11.5       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:        65         63         69        129        140        217        249:
Old  :       292:        65         63         69        129        140        217        249:
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  :                 21.4       24.9       32.1       33.7       17.5       23.2       27.5       29.5
Old  :                 21.4       24.9       32.1       33.7       17.5       23.2       27.5       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  : 1,395,360:   253,974    232,255    123,401    800,297    754,404  1,177,672  1,110,059:   217,688    285,300
Old  : 1,395,360:   253,974    232,255    123,401    800,297    754,404  1,177,672  1,110,059:   217,688    285,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :   -33,139:    -9,267    -34,967    -30,198    -27,457     35,473    -66,922    -29,691:    33,783     -3,447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       16.6        8.8       57.4       54.1       84.4       79.6:      15.6       20.4
Old  :     100.0:      18.2       16.6        8.8       57.4       54.1       84.4       79.6:      15.6       20.4
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  :       207:        39         45         40         89         96        148        161:
Old  :       207:        39         45         40         89         96        148        161:
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       14.7       36.3       22.9       23.4       13.0       30.4       20.0
Old  :                 27.9       14.7       36.3       22.9       23.4       13.0       30.4       20.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :   819,240:   114,469    115,121    321,042    342,570    342,423    778,082    778,587:    41,158     40,653
Old  :   819,240:   114,469    115,121    321,042    342,570    342,423    778,082    778,587:    41,158     40,653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :    12,306:    -9,690      8,014     23,039      5,803    -15,194     19,153     15,859:    -6,847     -3,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       14.1       39.2       41.8       41.8       95.0       95.0:       5.0        5.0
Old  :     100.0:      14.0       14.1       39.2       41.8       41.8       95.0       95.0:       5.0        5.0
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  :       188:        41         52         67         77         77        150        170:
Old  :       188:        41         52         67         77         77        150        170:
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  :                 28.3       26.4       38.2       37.7        8.9        8.1       14.9       12.9
Old  :                 28.3       26.4       38.2       37.7        8.9        8.1       14.9       12.9
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 with Delta-adjusted Options and Futures Combined, July 25, 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  :    29,041:     4,498      2,124      1,963      6,959     15,819     13,419     19,906:    15,622      9,135
Old  :    29,041:     4,498      2,124      1,963      6,959     15,819     13,419     19,906:    15,622      9,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :    -1,829:    -1,331       -269       -246       -325       -977     -1,902     -1,493:        73       -336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        7.3        6.8       24.0       54.5       46.2       68.5:      53.8       31.5
Old  :     100.0:      15.5        7.3        6.8       24.0       54.5       46.2       68.5:      53.8       31.5
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  :        30:        11          6          8         10         10         25         20:
Old  :        30:        11          6          8         10         10         25         20:
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       38.3       32.8       53.3       18.8       37.9       27.5       49.5
Old  :                 22.5       38.3       32.8       53.3       18.8       37.9       27.5       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :    59,236:    11,894      3,390        785     19,460     48,092     32,139     52,267:    27,097      6,969
Old  :    59,236:    11,894      3,390        785     19,460     48,092     32,139     52,267:    27,097      6,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :       700:    -2,035     -1,073       -241      2,403       -549        128     -1,863:       572      2,563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        5.7        1.3       32.9       81.2       54.3       88.2:      45.7       11.8
Old  :     100.0:      20.1        5.7        1.3       32.9       81.2       54.3       88.2:      45.7       11.8
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  :        59:        17         10          7         19         15         40         28:
Old  :        59:        17         10          7         19         15         40         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  :                 19.5       52.3       30.2       74.6       19.5       52.3       30.2       74.6
Old  :                 19.5       52.3       30.2       74.6       19.5       52.3       30.2       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :   101,628:    61,808     25,097      2,912     27,815     19,734     92,535     47,744:     9,093     53,884
Old  :   101,628:    61,808     25,097      2,912     27,815     19,734     92,535     47,744:     9,093     53,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :    -2,651:     5,352       -537     -1,822     -3,119     -1,933        411     -4,292:    -3,062      1,641
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.8       24.7        2.9       27.4       19.4       91.1       47.0:       8.9       53.0
Old  :     100.0:      60.8       24.7        2.9       27.4       19.4       91.1       47.0:       8.9       53.0
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  :        93:        28         30         14         19         23         55         59:
Old  :        93:        28         30         14         19         23         55         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  :                 59.5       15.0       68.7       23.3       59.5       14.0       67.3       20.7
Old  :                 59.5       15.0       68.7       23.3       59.5       14.0       67.3       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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  :    17,171:     8,190      2,591        338      8,467     14,057     16,995     16,986:       176        185
Old  :    17,171:     8,190      2,591        338      8,467     14,057     16,995     16,986:       176        185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 18, 2006                        :
     :     2,500:     2,656        356        100       -191      2,001      2,565      2,457:       -65         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.7       15.1        2.0       49.3       81.9       99.0       98.9:       1.0        1.1
Old  :     100.0:      47.7       15.1        2.0       49.3       81.9       99.0       98.9:       1.0        1.1
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  :        38:         6         12          4         13         12         21         26:
Old  :        38:         6         12          4         13         12         21         26:
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  :                 63.6       74.9       83.6       88.7       63.6       71.2       82.8       83.1
Old  :                 63.6       74.9       83.6       88.7       63.6       71.2       82.8       83.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 28, 2006