WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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  :   566,127:    83,421     45,398    168,743    271,670    283,378    523,833    497,519:    42,294     68,608
Old  :   406,466:    67,955     54,608    105,324    200,323    206,038    373,603    365,971:    32,863     40,496
Other:   159,661:    40,777     16,102     38,107     71,346     77,340    150,231    131,549:     9,430     28,112
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :   -35,755:    -7,639       -133    -19,906     -8,254    -14,527    -35,799    -34,565:        44     -1,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        8.0       29.8       48.0       50.1       92.5       87.9:       7.5       12.1
Old  :     100.0:      16.7       13.4       25.9       49.3       50.7       91.9       90.0:       8.1       10.0
Other:     100.0:      25.5       10.1       23.9       44.7       48.4       94.1       82.4:       5.9       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:       119        101        130         73        110        286        268:
Old  :       341:       115        102        111         62         97        253        248:
Other:       209:        57         53         60         43         87        131        173:
     :----------------------------------------------------------------------------------------------------
     :             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       20.6       31.1       29.4       19.1       13.5       27.8       19.1
Old  :                 26.1       22.8       36.4       32.9       26.1       20.7       34.8       28.8
Other:                 28.1       20.6       43.3       29.6       23.8       15.3       35.4       21.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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  : 1,931,056:   314,140     48,608    604,641    800,763    938,967  1,719,544  1,592,216:   211,513    338,841
Old  : 1,508,090:   223,350     66,360    432,660    677,999    742,288  1,334,009  1,241,308:   174,082    266,782
Other:   422,966:   129,870     21,328    132,901    122,764    196,678    385,535    350,907:    37,431     72,058
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :    25,991:   -12,511      7,328      8,748     31,674      2,709     27,911     18,785:    -1,920      7,206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3        2.5       31.3       41.5       48.6       89.0       82.5:      11.0       17.5
Old  :     100.0:      14.8        4.4       28.7       45.0       49.2       88.5       82.3:      11.5       17.7
Other:     100.0:      30.7        5.0       31.4       29.0       46.5       91.2       83.0:       8.8       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       762:       230        120        230        283        341        615        612:
Old  :       750:       218        126        210        271        337        589        593:
Other:       478:        81         88         71        108        268        229        390:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       19.5       23.5       25.4       12.0       12.6       18.2       16.0
Old  :                 15.5       18.4       25.9       24.4       14.5       12.2       21.7       15.9
Other:                 19.3       26.1       31.3       33.8       13.0       15.3       21.5       18.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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  :    16,744:     6,029        127      1,004      6,228     13,069     13,261     14,199:     3,483      2,545
Old  :    16,145:     5,962        131        982      5,960     12,608     12,904     13,721:     3,241      2,424
Other:       599:        72          1         16        269        461        357        478:       242        121
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :     1,013:      -361         15        138      1,088        661        866        815:       147        198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0        0.8        6.0       37.2       78.1       79.2       84.8:      20.8       15.2
Old  :     100.0:      36.9        0.8        6.1       36.9       78.1       79.9       85.0:      20.1       15.0
Other:     100.0:      12.1        0.2        2.6       44.9       77.0       59.6       79.8:      40.4       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        23          7          5         16         18         43         26:
Old  :        55:        23          7          5         15         18         42         26:
Other:        15:         4          2          2          5          6         10          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       50.1       42.6       68.9       25.1       39.3       36.7       56.3
Old  :                 29.8       50.7       43.4       68.9       26.1       40.6       38.1       57.4
Other:                 47.9       72.3       59.3       79.7       40.7       64.5       45.8       66.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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  :   456,696:    68,056     35,703    109,027    218,544    221,399    395,627    366,128:    61,069     90,568
Old  :   402,965:    59,558     46,402     80,596    208,685    194,206    348,839    321,205:    54,127     81,761
Other:    53,731:    26,001      6,802     10,929      9,858     27,193     46,788     44,924:     6,943      8,807
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :   -38,612:    -1,758     -7,272    -21,021     -9,532     -6,376    -32,311    -34,668:    -6,301     -3,943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        7.8       23.9       47.9       48.5       86.6       80.2:      13.4       19.8
Old  :     100.0:      14.8       11.5       20.0       51.8       48.2       86.6       79.7:      13.4       20.3
Other:     100.0:      48.4       12.7       20.3       18.3       50.6       87.1       83.6:      12.9       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       396:       125         89        138        102        132        306        310:
Old  :       388:       123         90        125        101        125        293        294:
Other:       165:        32         43         20         27         77         71        128:
     :----------------------------------------------------------------------------------------------------
     :             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       21.9       31.6       30.9       16.7       14.4       24.0       19.0
Old  :                 21.0       21.6       34.0       29.2       19.6       15.4       28.9       20.1
Other:                 39.3       40.1       56.5       55.4       33.3       30.0       44.3       38.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    13,691:     8,598      3,061      1,979          0        197     10,577      5,237:     3,114      8,454
Old  :    11,703:     7,418      2,961      1,419          0        187      8,837      4,567:     2,866      7,136
Other:     1,988:     1,739        659          1          0         10      1,740        670:       248      1,318
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :    -3,642:      -482     -4,079      1,421       -235       -143        704     -2,801:    -4,346       -841
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.8       22.4       14.5        0.0        1.4       77.3       38.3:      22.7       61.7
Old  :     100.0:      63.4       25.3       12.1        0.0        1.6       75.5       39.0:      24.5       61.0
Other:     100.0:      87.5       33.1        0.1        0.0        0.5       87.5       33.7:      12.5       66.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        11          8          8          0          1         15         13:
Old  :        19:        11          7          8          0          1         15         12:
Other:        10:         6          3          1          0          1          6          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       24.5       67.5       33.4       50.8       19.6       59.2       23.6
Old  :                 53.7       27.9       65.6       36.4       52.0       22.1       60.6       26.9
Other:                 72.8       33.7       87.5       33.7       72.8       33.7       87.5       33.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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  :   296,845:    50,562     14,536     62,971    147,423    197,197    260,956    274,705:    35,889     22,140
Old  :   273,127:    49,276     14,975     48,913    140,181    188,627    238,370    252,515:    34,757     20,612
Other:    23,718:    10,830      9,106      4,514      7,242      8,570     22,586     22,190:     1,132      1,528
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :    12,763:     3,767      1,034       -555      6,294     10,001      9,506     10,480:     3,256      2,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0        4.9       21.2       49.7       66.4       87.9       92.5:      12.1        7.5
Old  :     100.0:      18.0        5.5       17.9       51.3       69.1       87.3       92.5:      12.7        7.5
Other:     100.0:      45.7       38.4       19.0       30.5       36.1       95.2       93.6:       4.8        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        62         33         49         64         52        161        109:
Old  :       175:        63         33         46         64         51        158        106:
Other:        48:        12         12         11         16         13         34         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       38.8       30.2       50.0       16.3       33.5       22.7       40.9
Old  :                 21.1       40.2       30.1       52.0       17.0       35.1       23.0       42.5
Other:                 45.7       55.7       71.2       75.8       39.9       49.3       63.1       64.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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  : 1,028,414:   114,578    146,062    169,268    578,587    516,652    862,433    831,982:   165,981    196,432
Old  : 1,028,414:   114,578    146,062    169,268    578,587    516,652    862,433    831,982:   165,981    196,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :    39,391:    42,216    -16,752    -12,362     -1,537     56,346     28,317     27,233:    11,073     12,158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       14.2       16.5       56.3       50.2       83.9       80.9:      16.1       19.1
Old  :     100.0:      11.1       14.2       16.5       56.3       50.2       83.9       80.9:      16.1       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  :       183:        38         44         44         75         81        138        144:
Old  :       183:        38         44         44         75         81        138        144:
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       26.3       30.2       37.0       16.4       20.7       22.2       25.9
Old  :                 19.5       26.3       30.2       37.0       16.4       20.7       22.2       25.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   233,442:    42,799     20,994     48,990    101,093    142,717    192,881    212,701:    40,561     20,741
Old  :   221,880:    45,101     18,172     43,635     94,116    140,459    182,851    202,265:    39,029     19,614
Other:    11,562:       966      6,090      2,087      6,977      2,258     10,030     10,435:     1,532      1,127
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :     8,020:     8,893     -7,964      2,824     -5,456     13,341      6,261      8,201:     1,759       -181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        9.0       21.0       43.3       61.1       82.6       91.1:      17.4        8.9
Old  :     100.0:      20.3        8.2       19.7       42.4       63.3       82.4       91.2:      17.6        8.8
Other:     100.0:       8.4       52.7       18.1       60.3       19.5       86.7       90.3:      13.3        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        53         33         50         58         55        146        120:
Old  :       168:        59         33         49         58         52        146        115:
Other:        48:        10         13         13         18         11         36         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.6       40.4       31.4       49.3       22.5       38.0       28.8       45.9
Old  :                 23.8       42.5       31.7       51.1       22.8       41.3       29.1       48.8
Other:                 36.7       50.4       58.2       67.1       36.2       50.4       55.9       61.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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  :    15,403:     2,598      1,722      2,235      7,632      9,876     12,466     13,833:     2,937      1,570
Old  :    14,821:     2,543      1,721      2,194      7,310      9,418     12,048     13,333:     2,774      1,488
Other:       582:        76         22         20        322        458        418        500:       164         82
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :      -152:       -93        128        136         87       -168        130         96:      -282       -248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       11.2       14.5       49.5       64.1       80.9       89.8:      19.1       10.2
Old  :     100.0:      17.2       11.6       14.8       49.3       63.5       81.3       90.0:      18.7       10.0
Other:     100.0:      13.1        3.8        3.4       55.4       78.7       71.9       85.9:      28.1       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        17         13         10         28         23         51         40:
Old  :        66:        15         15         10         28         23         51         40:
Other:        19:         5          3          3          5          8         11         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       43.6       36.9       59.2       20.2       38.2       32.6       49.7
Old  :                 21.2       44.3       36.7       59.5       20.4       39.1       32.8       50.3
Other:                 54.5       62.1       68.6       80.8       41.4       59.5       51.5       66.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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  :   683,452:   134,964    158,937     12,937    390,905    393,506    538,806    565,379:   144,647    118,073
Old  :   683,452:   134,964    158,937     12,937    390,905    393,506    538,806    565,379:   144,647    118,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :   -15,922:   -11,510    -13,290     -3,270      1,427     14,834    -13,352     -1,726:    -2,569    -14,196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       23.3        1.9       57.2       57.6       78.8       82.7:      21.2       17.3
Old  :     100.0:      19.7       23.3        1.9       57.2       57.6       78.8       82.7:      21.2       17.3
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  :       168:        38         30         18         69         72        114        113:
Old  :       168:        38         30         18         69         72        114        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       18.5       34.1       31.1       22.6       18.3       33.0       29.9
Old  :                 22.8       18.5       34.1       31.1       22.6       18.3       33.0       29.9
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, October 31, 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  : 3,029,766:   735,890    336,086    364,551  1,588,691  1,892,309  2,689,132  2,592,946:   340,634    436,820
Old  : 3,029,766:   735,890    336,086    364,551  1,588,691  1,892,309  2,689,132  2,592,946:   340,634    436,820
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :  -186,491:   -14,560        401    -52,528   -142,931   -146,517   -210,019   -198,643:    23,528     12,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       11.1       12.0       52.4       62.5       88.8       85.6:      11.2       14.4
Old  :     100.0:      24.3       11.1       12.0       52.4       62.5       88.8       85.6:      11.2       14.4
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  :       321:        68         80         78        142        143        245        266:
Old  :       321:        68         80         78        142        143        245        266:
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  :                 20.3       26.4       31.6       36.5       16.4       24.5       23.7       30.7
Old  :                 20.3       26.4       31.6       36.5       16.4       24.5       23.7       30.7
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, October 31, 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  : 1,578,402:   190,761    193,146    109,806  1,007,441    972,095  1,308,009  1,275,048:   270,393    303,355
Old  : 1,578,402:   190,761    193,146    109,806  1,007,441    972,095  1,308,009  1,275,048:   270,393    303,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :   -87,982:    28,747      4,525    -77,782    -59,378    -34,175   -108,413   -107,432:    20,432     19,450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       12.2        7.0       63.8       61.6       82.9       80.8:      17.1       19.2
Old  :     100.0:      12.1       12.2        7.0       63.8       61.6       82.9       80.8:      17.1       19.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        43         35         36         84         93        138        153:
Old  :       193:        43         35         36         84         93        138        153:
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  :                 27.8       27.6       38.6       35.7       23.6       26.5       30.1       31.5
Old  :                 27.8       27.6       38.6       35.7       23.6       26.5       30.1       31.5
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, October 31, 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  :   676,761:    60,952     75,955    256,503    330,167    303,944    647,621    636,402:    29,139     40,359
Old  :   676,761:    60,952     75,955    256,503    330,167    303,944    647,621    636,402:    29,139     40,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :   -23,591:    -7,114     -9,256    -21,674     12,227      7,502    -16,561    -23,428:    -7,030       -163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       11.2       37.9       48.8       44.9       95.7       94.0:       4.3        6.0
Old  :     100.0:       9.0       11.2       37.9       48.8       44.9       95.7       94.0:       4.3        6.0
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  :       150:        28         44         50         58         73        113        141:
Old  :       150:        28         44         50         58         73        113        141:
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  :                 23.2       17.8       39.0       28.4       20.3        9.4       26.5       15.0
Old  :                 23.2       17.8       39.0       28.4       20.3        9.4       26.5       15.0
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, October 31, 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  :    51,532:    15,271      3,501      4,377     10,058     32,794     29,707     40,672:    21,824     10,859
Old  :    51,532:    15,271      3,501      4,377     10,058     32,794     29,707     40,672:    21,824     10,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :     3,829:     7,883     -2,144      1,511     -4,420      5,357      4,974      4,724:    -1,145       -895
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6        6.8        8.5       19.5       63.6       57.6       78.9:      42.4       21.1
Old  :     100.0:      29.6        6.8        8.5       19.5       63.6       57.6       78.9:      42.4       21.1
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  :        59:        24         10          9         15         21         43         36:
Old  :        59:        24         10          9         15         21         43         36:
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  :                 17.3       36.0       26.2       53.2       13.3       35.8       21.8       47.7
Old  :                 17.3       36.0       26.2       53.2       13.3       35.8       21.8       47.7
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, October 31, 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  :    64,747:    18,467     12,358        910     20,694     42,749     40,071     56,017:    24,676      8,730
Old  :    64,747:    18,467     12,358        910     20,694     42,749     40,071     56,017:    24,676      8,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :      -597:       837        229         41        345       -285      1,223        -16:    -1,820       -581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       19.1        1.4       32.0       66.0       61.9       86.5:      38.1       13.5
Old  :     100.0:      28.5       19.1        1.4       32.0       66.0       61.9       86.5:      38.1       13.5
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  :        75:        28         17         10         19         15         49         40:
Old  :        75:        28         17         10         19         15         49         40:
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  :                 17.8       45.1       30.1       65.3       17.8       45.1       30.1       65.3
Old  :                 17.8       45.1       30.1       65.3       17.8       45.1       30.1       65.3
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, October 31, 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  :   140,872:    41,516     26,322      2,885     85,506     61,266    129,907     90,473:    10,965     50,399
Old  :   140,872:    41,516     26,322      2,885     85,506     61,266    129,907     90,473:    10,965     50,399
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :    -5,032:       852     -1,242       -150     -5,392      2,159     -4,691        767:      -341     -5,798
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       18.7        2.0       60.7       43.5       92.2       64.2:       7.8       35.8
Old  :     100.0:      29.5       18.7        2.0       60.7       43.5       92.2       64.2:       7.8       35.8
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  :       109:        35         34         16         17         33         63         72:
Old  :       109:        35         34         16         17         33         63         72:
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  :                 57.6       22.2       68.0       31.0       56.0       21.8       66.3       29.8
Old  :                 57.6       22.2       68.0       31.0       56.0       21.8       66.3       29.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 31, 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  :    43,126:     1,874     14,967        508     40,504     27,412     42,886     42,887:       240        239
Old  :    43,126:     1,874     14,967        508     40,504     27,412     42,886     42,887:       240        239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :     1,171:       163      2,578     -1,278      2,193       -225      1,078      1,075:        93         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       34.7        1.2       93.9       63.6       99.4       99.4:       0.6        0.6
Old  :     100.0:       4.3       34.7        1.2       93.9       63.6       99.4       99.4:       0.6        0.6
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  :        39:         7         12          4         14         10         23         24:
Old  :        39:         7         12          4         14         10         23         24:
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  :                 83.2       82.1       94.2       95.4       83.2       81.8       93.9       94.5
Old  :                 83.2       82.1       94.2       95.4       83.2       81.8       93.9       94.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 3, 2006