WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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  :   514,412:    74,225     70,779    131,735    268,583    241,341    474,543    443,855:    39,869     70,558
Old  :   401,536:    71,169     90,549     76,775    222,942    189,639    370,886    356,963:    30,650     44,574
Other:   112,876:    49,123     26,297      8,893     45,641     51,702    103,657     86,892:     9,219     25,984
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :   -10,734:    -6,775      4,287     -1,437       -649    -13,589     -8,861    -10,738:    -1,873          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       13.8       25.6       52.2       46.9       92.2       86.3:       7.8       13.7
Old  :     100.0:      17.7       22.6       19.1       55.5       47.2       92.4       88.9:       7.6       11.1
Other:     100.0:      43.5       23.3        7.9       40.4       45.8       91.8       77.0:       8.2       23.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       397:       104        138        164         80         99        308        319:
Old  :       380:       104        150        121         73         90        268        289:
Other:       220:        79         53         52         25         73        122        163:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       20.2       33.3       28.3       21.8       15.4       31.7       20.1
Old  :                 27.2       24.9       39.8       34.7       27.2       22.6       39.8       30.5
Other:                 27.0       14.3       43.8       24.8       26.3       14.1       42.7       23.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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  : 1,704,444:   273,137    135,056    502,824    733,304    741,158  1,509,265  1,379,038:   195,180    325,407
Old  :   242,331:    38,961     44,588     75,252     90,906     95,105    205,120    214,945:    37,211     27,385
Other: 1,462,114:   272,579    128,871    389,169    642,398    646,053  1,304,145  1,164,092:   157,969    298,021
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :     4,704:   -23,075     33,962     -2,911     41,266    -26,838     15,279      4,213:   -10,574        491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        7.9       29.5       43.0       43.5       88.5       80.9:      11.5       19.1
Old  :     100.0:      16.1       18.4       31.1       37.5       39.2       84.6       88.7:      15.4       11.3
Other:     100.0:      18.6        8.8       26.6       43.9       44.2       89.2       79.6:      10.8       20.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       774:       201        172        259        297        322        635        644:
Old  :       509:       104        102        103        209        175        371        323:
Other:       754:       211        156        227        244        315        548        624:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       15.1       23.5       20.7       13.6       10.0       20.6       12.8
Old  :                 15.0       21.0       24.5       30.1       11.0       15.4       16.4       20.9
Other:                 15.9       14.8       24.9       20.4       15.7       11.2       22.9       14.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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  :    13,530:     4,945        307      1,363      3,865      9,680     10,173     11,349:     3,357      2,180
Old  :    13,486:     4,932        307      1,357      3,864      9,663     10,153     11,326:     3,333      2,159
Other:        44:        15          2          4          1         17         20         23:        24         21
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :      -797:      -625       -196        -85         -1       -697       -711       -977:       -85        180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5        2.3       10.1       28.6       71.5       75.2       83.9:      24.8       16.1
Old  :     100.0:      36.6        2.3       10.1       28.7       71.7       75.3       84.0:      24.7       16.0
Other:     100.0:      34.1        4.5        9.1        2.3       38.6       45.5       52.3:      54.5       47.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        17          5          7         13         15         35         22:
Old  :        42:        17          5          7         13         15         35         22:
Other:         4:         1          1          1          1          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       36.6       43.5       58.5       25.7       34.5       42.0       52.3
Old  :                 25.8       36.6       43.7       58.5       25.8       34.5       42.2       52.4
Other:                 45.5       52.3       45.5       52.3       36.4       43.2       36.4       43.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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  :   426,421:    55,711    104,603    100,534    209,735    131,824    365,981    336,961:    60,440     89,461
Old  :   404,385:    56,246    107,573     86,866    204,348    124,827    347,459    319,266:    56,925     85,119
Other:    22,036:     9,352      6,915      3,783      5,387      6,997     18,521     17,695:     3,515      4,341
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :     7,984:    -4,015       -324      6,696      8,578      2,369     11,259      8,741:    -3,275       -756
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       24.5       23.6       49.2       30.9       85.8       79.0:      14.2       21.0
Old  :     100.0:      13.9       26.6       21.5       50.5       30.9       85.9       79.0:      14.1       21.0
Other:     100.0:      42.4       31.4       17.2       24.4       31.8       84.0       80.3:      16.0       19.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       412:       110        139        152        114        121        314        343:
Old  :       409:       113        142        146        114        121        308        340:
Other:       113:        22         31         14         12         51         43         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       12.2       31.2       20.3       17.1        8.6       25.8       14.0
Old  :                 19.6       12.1       31.8       19.8       18.1        8.8       26.5       14.6
Other:                 37.1       39.6       53.8       50.2       34.6       29.1       47.7       36.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    16,228:    11,628      4,660      1,455          0        494     13,083      6,609:     3,145      9,619
Old  :    14,616:    10,532      4,300      1,006          0        475     11,538      5,781:     3,078      8,835
Other:     1,612:     1,545        809          0          0         19      1,545        828:        67        784
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :       454:       184        607       -119          0         21         65        509:       389        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.7       28.7        9.0        0.0        3.0       80.6       40.7:      19.4       59.3
Old  :     100.0:      72.1       29.4        6.9        0.0        3.2       78.9       39.6:      21.1       60.4
Other:     100.0:      95.8       50.2        0.0        0.0        1.2       95.8       51.4:       4.2       48.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         7         12          6          0          2         10         17:
Old  :        21:         7         12          4          0          2          9         16:
Other:         6:         4          1          0          0          1          4          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.4       21.7       77.8       32.4       65.7       16.9       71.7       24.3
Old  :                 66.9       22.6       77.7       32.2       66.2       18.8       72.1       25.9
Other:                 95.8       51.4       95.8       51.4       95.8       51.4       95.8       51.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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  :   287,874:    61,857     19,018     54,353    142,704    192,424    258,914    265,795:    28,961     22,079
Old  :    26,506:     4,310      8,269      5,202     13,140     11,151     22,652     24,621:     3,855      1,885
Other:   261,368:    62,836     16,039     43,861    129,565    181,274    236,262    241,174:    25,106     20,194
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :   -11,906:   -17,074      5,234      1,594      7,684    -21,149     -7,796    -14,321:    -4,110      2,415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        6.6       18.9       49.6       66.8       89.9       92.3:      10.1        7.7
Old  :     100.0:      16.3       31.2       19.6       49.6       42.1       85.5       92.9:      14.5        7.1
Other:     100.0:      24.0        6.1       16.8       49.6       69.4       90.4       92.3:       9.6        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        60         43         46         54         50        146        119:
Old  :        88:        17         24         12         25         32         48         62:
Other:       176:        70         39         44         52         42        143        107:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.0       39.2       27.3       54.2       16.2       32.5       23.9       42.1
Old  :                 27.5       38.1       45.3       51.7       25.2       32.3       40.4       42.1
Other:                 19.3       42.7       28.9       56.2       17.9       36.5       26.3       45.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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  : 1,115,917:    97,164    171,568    221,024    624,070    534,840    942,259    927,432:   173,658    188,484
Old  : 1,115,917:    97,164    171,568    221,024    624,070    534,840    942,259    927,432:   173,658    188,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :    16,943:   -16,349     -1,440      7,835      6,859     20,006     -1,655     26,401:    18,598     -9,458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       15.4       19.8       55.9       47.9       84.4       83.1:      15.6       16.9
Old  :     100.0:       8.7       15.4       19.8       55.9       47.9       84.4       83.1:      15.6       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        32         61         59         82        101        154        181:
Old  :       210:        32         61         59         82        101        154        181:
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  :                 19.9       20.3       29.4       28.8       13.9       13.6       19.5       17.9
Old  :                 19.9       20.3       29.4       28.8       13.9       13.6       19.5       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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  :   253,540:    30,521     69,546     48,770    142,726    111,910    222,018    230,226:    31,522     23,314
Old  :    41,278:     7,117      5,795      3,247     24,746     28,943     35,109     37,985:     6,169      3,293
Other:   212,262:    27,352     67,698     41,576    117,981     82,967    186,908    192,241:    25,354     20,021
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :     7,383:    -1,492       -629      6,866      1,517      1,750      6,891      7,987:       491       -605
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       27.4       19.2       56.3       44.1       87.6       90.8:      12.4        9.2
Old  :     100.0:      17.2       14.0        7.9       59.9       70.1       85.1       92.0:      14.9        8.0
Other:     100.0:      12.9       31.9       19.6       55.6       39.1       88.1       90.6:      11.9        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        45         71         52         60         51        136        161:
Old  :       109:        29         25         15         42         23         77         57:
Other:       198:        46         75         48         54         48        128        153:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.4       24.7       38.7       34.7       27.9       18.1       33.7       27.2
Old  :                 29.0       57.5       40.4       67.5       29.0       57.0       40.2       66.8
Other:                 33.4       19.3       41.0       29.9       29.6       17.9       36.0       26.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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  :    16,864:     4,900        453      2,462      5,900     12,361     13,261     15,275:     3,602      1,589
Old  :    16,800:     4,900        454      2,461      5,845     12,308     13,205     15,222:     3,594      1,578
Other:        64:         1          0          0         55         53         56         53:         8         11
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :     2,025:     1,454         38        243         13      1,689      1,711      1,970:       314         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        2.7       14.6       35.0       73.3       78.6       90.6:      21.4        9.4
Old  :     100.0:      29.2        2.7       14.6       34.8       73.3       78.6       90.6:      21.4        9.4
Other:     100.0:       1.6        0.0        0.0       85.9       82.8       87.5       82.8:      12.5       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        34          5         11         24         23         60         37:
Old  :        72:        34          5         11         23         23         59         37:
Other:         5:         1          0          0          2          2          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       58.0       31.9       69.2       15.6       51.3       25.8       59.3
Old  :                 19.0       58.2       31.8       69.5       15.6       51.9       25.9       59.8
Other:                 87.5       82.8       87.5       82.8       87.5       82.8       87.5       82.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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  :   696,504:   106,281    201,927     16,894    421,301    351,569    544,476    570,390:   152,028    126,114
Old  :   696,504:   106,281    201,927     16,894    421,301    351,569    544,476    570,390:   152,028    126,114
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :    15,369:     3,043     19,388       -551    -10,845    -29,343     -8,353    -10,506:    23,722     25,876
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       29.0        2.4       60.5       50.5       78.2       81.9:      21.8       18.1
Old  :     100.0:      15.3       29.0        2.4       60.5       50.5       78.2       81.9:      21.8       18.1
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  :       165:        35         37         19         65         71        111        116:
Old  :       165:        35         37         19         65         71        111        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       25.9       34.7       36.6       22.0       24.6       33.9       33.9
Old  :                 22.1       25.9       34.7       36.6       22.0       24.6       33.9       33.9
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, August 15, 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  : 2,923,784:   606,868    276,127    456,517  1,497,319  1,776,945  2,560,704  2,509,590:   363,080    414,194
Old  : 2,923,784:   606,868    276,127    456,517  1,497,319  1,776,945  2,560,704  2,509,590:   363,080    414,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :    88,060:     7,998    -41,787     41,959     15,791     94,255     65,748     94,428:    22,312     -6,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8        9.4       15.6       51.2       60.8       87.6       85.8:      12.4       14.2
Old  :     100.0:      20.8        9.4       15.6       51.2       60.8       87.6       85.8:      12.4       14.2
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  :       321:        73         73         93        145        150        260        274:
Old  :       321:        73         73         93        145        150        260        274:
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  :                 19.3       27.4       28.6       35.6       15.0       25.3       22.6       30.4
Old  :                 19.3       27.4       28.6       35.6       15.0       25.3       22.6       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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  : 1,571,101:   220,704    290,914    174,547    888,466    816,163  1,283,717  1,281,624:   287,385    289,477
Old  : 1,571,101:   220,704    290,914    174,547    888,466    816,163  1,283,717  1,281,624:   287,385    289,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :    -7,400:   -14,782     21,653      8,823    -19,852    -32,501    -25,811     -2,025:    18,411     -5,376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       18.5       11.1       56.6       51.9       81.7       81.6:      18.3       18.4
Old  :     100.0:      14.0       18.5       11.1       56.6       51.9       81.7       81.6:      18.3       18.4
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  :       218:        38         54         49         97        100        164        174:
Old  :       218:        38         54         49         97        100        164        174:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       17.4       32.9       26.5       20.0       15.7       26.0       22.1
Old  :                 25.0       17.4       32.9       26.5       20.0       15.7       26.0       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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  :   696,216:    77,693     90,562    248,159    321,679    305,533    647,531    644,253:    48,685     51,963
Old  :   696,216:    77,693     90,562    248,159    321,679    305,533    647,531    644,253:    48,685     51,963
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :    -3,834:   -23,759    -30,104     32,781    -12,749     -6,196     -3,728     -3,519:      -106       -314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       13.0       35.6       46.2       43.9       93.0       92.5:       7.0        7.5
Old  :     100.0:      11.2       13.0       35.6       46.2       43.9       93.0       92.5:       7.0        7.5
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  :       152:        32         38         50         64         69        122        133:
Old  :       152:        32         38         50         64         69        122        133:
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  :                 19.8       21.0       35.0       33.6       12.3        8.0       17.4       13.4
Old  :                 19.8       21.0       35.0       33.6       12.3        8.0       17.4       13.4
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, August 15, 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  :    33,329:     5,861      2,746      2,241      6,767     18,074     14,869     23,061:    18,460     10,268
Old  :    33,329:     5,861      2,746      2,241      6,767     18,074     14,869     23,061:    18,460     10,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :     4,117:       157      1,524        406        941       -619      1,503      1,311:     2,613      2,806
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        8.2        6.7       20.3       54.2       44.6       69.2:      55.4       30.8
Old  :     100.0:      17.6        8.2        6.7       20.3       54.2       44.6       69.2:      55.4       30.8
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  :        34:        12          7          7         11         10         25         22:
Old  :        34:        12          7          7         11         10         25         22:
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  :                 21.1       36.7       32.0       52.7       20.4       36.2       28.7       50.8
Old  :                 21.1       36.7       32.0       52.7       20.4       36.2       28.7       50.8
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 with Delta-adjusted Options and Futures Combined, August 15, 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  :    59,803:    12,135      4,146        785     20,931     48,058     33,851     52,990:    25,952      6,813
Old  :    59,803:    12,135      4,146        785     20,931     48,058     33,851     52,990:    25,952      6,813
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :      -300:       832        632       -137         18        -40        713        455:    -1,013       -755
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        6.9        1.3       35.0       80.4       56.6       88.6:      43.4       11.4
Old  :     100.0:      20.3        6.9        1.3       35.0       80.4       56.6       88.6:      43.4       11.4
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  :        64:        20         11          7         20         15         42         31:
Old  :        64:        20         11          7         20         15         42         31:
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  :                 19.7       51.5       30.2       73.8       19.7       51.5       30.2       73.8
Old  :                 19.7       51.5       30.2       73.8       19.7       51.5       30.2       73.8
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, August 15, 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  :   107,995:    22,884     25,741      3,868     71,592     26,180     98,344     55,790:     9,651     52,205
Old  :   107,995:    22,884     25,741      3,868     71,592     26,180     98,344     55,790:     9,651     52,205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :     3,340:      -351      3,716        345      2,331      1,950      2,325      6,010:     1,014     -2,671
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       23.8        3.6       66.3       24.2       91.1       51.7:       8.9       48.3
Old  :     100.0:      21.2       23.8        3.6       66.3       24.2       91.1       51.7:       8.9       48.3
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  :        90:        24         32         16         22         20         59         55:
Old  :        90:        24         32         16         22         20         59         55:
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  :                 56.3       19.7       67.5       28.0       56.3       17.5       65.2       24.5
Old  :                 56.3       19.7       67.5       28.0       56.3       17.5       65.2       24.5
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, August 15, 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  :    23,640:    12,763      6,631        507     10,044     16,341     23,314     23,479:       326        161
Old  :    23,640:    12,763      6,631        507     10,044     16,341     23,314     23,479:       326        161
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 8, 2006                       :
     :     1,325:     2,900        -90        -50     -1,576      1,465      1,274      1,325:        51          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.0       28.0        2.1       42.5       69.1       98.6       99.3:       1.4        0.7
Old  :     100.0:      54.0       28.0        2.1       42.5       69.1       98.6       99.3:       1.4        0.7
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  :        39:         7         14          4         14         10         23         26:
Old  :        39:         7         14          4         14         10         23         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  :                 67.7       73.4       84.3       90.0       67.7       70.1       84.3       85.6
Old  :                 67.7       73.4       84.3       90.0       67.7       70.1       84.3       85.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 18, 2006