WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :   478,840:    70,527     47,286    118,084    250,340    250,565    438,952    415,935:    39,888     62,905
Old  :   289,381:    48,920     66,316     38,302    176,008    153,239    263,230    257,857:    26,151     31,524
Other:   189,459:    60,557     19,921     40,833     74,332     97,325    175,722    158,078:    13,737     31,381
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :   -10,077:   -11,413      1,436     -3,275      4,670     -8,559    -10,017    -10,398:       -60        321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        9.9       24.7       52.3       52.3       91.7       86.9:       8.3       13.1
Old  :     100.0:      16.9       22.9       13.2       60.8       53.0       91.0       89.1:       9.0       10.9
Other:     100.0:      32.0       10.5       21.6       39.2       51.4       92.7       83.4:       7.3       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:       118         87        111         74        104        255        250:
Old  :       300:        95         99         67         57         89        191        217:
Other:       233:        83         47         65         50         87        155        179:
     :----------------------------------------------------------------------------------------------------
     :             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       21.4       35.0       30.7       23.1       14.8       32.9       20.4
Old  :                 37.3       23.7       49.6       35.4       37.2       21.1       48.9       30.9
Other:                 25.3       24.2       38.1       33.6       23.3       19.4       31.6       26.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  : 1,918,795:   342,232     50,357    541,595    828,774  1,019,731  1,712,600  1,611,683:   206,195    307,112
Old  : 1,296,486:   227,530     67,552    300,950    613,697    716,172  1,142,178  1,084,675:   154,308    211,811
Other:   622,309:   162,164     30,268    193,181    215,077    303,559    570,422    527,008:    51,887     95,301
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :    20,992:    11,598     -1,048     10,924        -79      2,990     22,443     12,867:    -1,452      8,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        2.6       28.2       43.2       53.1       89.3       84.0:      10.7       16.0
Old  :     100.0:      17.5        5.2       23.2       47.3       55.2       88.1       83.7:      11.9       16.3
Other:     100.0:      26.1        4.9       31.0       34.6       48.8       91.7       84.7:       8.3       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       776:       222        109        213        291        378        604        631:
Old  :       755:       211        112        180        278        361        564        593:
Other:       565:       105         94         94        139        319        292        464:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       20.2       23.7       26.3       12.1       13.1       18.1       16.9
Old  :                 16.4       18.5       26.1       24.8       15.5       12.6       22.8       17.0
Other:                 21.8       26.7       35.1       34.3       15.8       14.7       23.7       18.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    15,144:     3,993        346      1,135      6,599     11,904     11,728     13,385:     3,417      1,759
Old  :    11,038:     3,827        437        323      4,169      8,777      8,318      9,537:     2,720      1,502
Other:     4,106:       269         11        711      2,430      3,127      3,409      3,848:       696        258
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :       441:      -297       -200        175        478        399        356        374:        86         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        2.3        7.5       43.6       78.6       77.4       88.4:      22.6       11.6
Old  :     100.0:      34.7        4.0        2.9       37.8       79.5       75.4       86.4:      24.6       13.6
Other:     100.0:       6.5        0.3       17.3       59.2       76.2       83.0       93.7:      17.0        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        22          6          6         12         15         38         24:
Old  :        45:        19          7          5         12         14         35         22:
Other:        22:         4          6          6          6          8         14         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       52.9       42.9       69.6       27.3       45.9       37.8       59.4
Old  :                 30.1       54.7       44.5       73.6       30.1       53.2       44.5       69.5
Other:                 58.7       64.7       74.7       88.2       53.3       64.2       60.6       72.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :   550,854:    87,327     36,139    164,762    230,923    253,810    483,012    454,711:    67,842     96,143
Old  :   464,811:    71,195     53,327    119,954    215,278    210,208    406,427    383,489:    58,384     81,322
Other:    86,043:    42,879      9,558     18,061     15,645     43,603     76,585     71,223:     9,458     14,821
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :    12,464:     7,889      1,758     15,276     -8,521     -1,248     14,645     15,786:    -2,180     -3,321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        6.6       29.9       41.9       46.1       87.7       82.5:      12.3       17.5
Old  :     100.0:      15.3       11.5       25.8       46.3       45.2       87.4       82.5:      12.6       17.5
Other:     100.0:      49.8       11.1       21.0       18.2       50.7       89.0       82.8:      11.0       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       430:       148         79        171        119        138        367        332:
Old  :       420:       147         84        157        116        133        349        320:
Other:       200:        47         51         34         32         87        102        150:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       20.7       26.7       30.4       14.0       14.0       19.5       19.3
Old  :                 18.8       21.4       29.7       29.5       16.8       15.5       24.4       20.4
Other:                 31.3       35.4       51.0       50.2       25.5       29.1       43.4       35.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    19,620:    13,477      5,623      1,484        420        486     15,381      7,593:     4,239     12,027
Old  :    16,318:    10,447      5,453      1,466        420        468     12,333      7,387:     3,985      8,931
Other:     3,302:     3,034        174         14          0         18      3,048        206:       254      3,096
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :     2,681:     1,773         56        194          0         21      1,967        271:       714      2,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.7       28.7        7.6        2.1        2.5       78.4       38.7:      21.6       61.3
Old  :     100.0:      64.0       33.4        9.0        2.6        2.9       75.6       45.3:      24.4       54.7
Other:     100.0:      91.9        5.3        0.4        0.0        0.5       92.3        6.2:       7.7       93.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        18         15         11          1          1         22         24:
Old  :        35:        19         14         11          1          1         22         24:
Other:        10:         8          1          2          0          1          8          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       15.6       58.8       23.9       42.4       15.6       55.7       23.8
Old  :                 39.2       18.7       56.0       28.6       38.7       18.7       52.5       28.5
Other:                 79.6        6.2       92.3        6.2       79.2        5.8       91.9        5.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :   309,287:    75,007     12,815     61,366    140,742    216,179    277,114    290,359:    32,173     18,927
Old  :   283,918:    72,671     14,519     45,381    135,178    206,218    253,230    266,118:    30,688     17,800
Other:    25,369:    13,671      9,631      4,650      5,564      9,961     23,884     24,242:     1,485      1,127
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :    -4,075:      -335       -150     -1,400        -15     -2,442     -1,750     -3,992:    -2,325        -84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        4.1       19.8       45.5       69.9       89.6       93.9:      10.4        6.1
Old  :     100.0:      25.6        5.1       16.0       47.6       72.6       89.2       93.7:      10.8        6.3
Other:     100.0:      53.9       38.0       18.3       21.9       39.3       94.1       95.6:       5.9        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       199:        79         21         56         59         57        172        124:
Old  :       198:        83         26         52         59         57        169        122:
Other:        61:        16         15         15         19         14         43         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       39.5       26.8       50.5       16.3       37.5       23.3       43.8
Old  :                 18.6       40.9       27.8       51.9       17.7       39.0       24.4       45.5
Other:                 40.3       58.9       65.6       77.2       35.1       53.3       59.1       67.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  : 1,037,914:   173,598    188,821    106,638    571,856    555,691    852,091    851,150:   185,822    186,764
Old  : 1,037,914:   173,598    188,821    106,638    571,856    555,691    852,091    851,150:   185,822    186,764
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :   -11,714:     7,889        631    -11,283     -6,203     -4,454     -9,597    -15,105:    -2,117      3,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       18.2       10.3       55.1       53.5       82.1       82.0:      17.9       18.0
Old  :     100.0:      16.7       18.2       10.3       55.1       53.5       82.1       82.0:      17.9       18.0
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  :       196:        42         47         51         80         89        148        161:
Old  :       196:        42         47         51         80         89        148        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       24.4       29.0       33.1       18.6       20.8       25.2       27.2
Old  :                 19.6       24.4       29.0       33.1       18.6       20.8       25.2       27.2
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, December 12, 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  :   226,162:    36,148     19,890     36,946    116,034    146,864    189,128    203,699:    37,034     22,463
Old  :   211,094:    37,045     18,565     29,306    109,958    142,334    176,309    190,204:    34,785     20,890
Other:    15,068:     4,238      6,460      2,505      6,076      4,530     12,819     13,495:     2,249      1,574
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :      -314:    -1,021     -1,867       -164      1,222      1,739         37       -292:      -351        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        8.8       16.3       51.3       64.9       83.6       90.1:      16.4        9.9
Old  :     100.0:      17.5        8.8       13.9       52.1       67.4       83.5       90.1:      16.5        9.9
Other:     100.0:      28.1       42.9       16.6       40.3       30.1       85.1       89.6:      14.9       10.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        55         39         59         55         56        151        130:
Old  :       177:        62         38         55         55         54        149        126:
Other:        58:        10         18         17         23         16         45         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       40.3       37.4       52.2       28.9       38.6       35.1       49.6
Old  :                 31.1       42.6       38.7       54.4       30.1       41.2       36.7       52.4
Other:                 32.9       41.8       50.0       57.2       30.9       38.5       47.5       49.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :    15,385:     3,048      1,128      1,771      7,598     11,473     12,416     14,372:     2,969      1,012
Old  :    14,061:     2,910      1,134      1,677      6,830     10,334     11,417     13,145:     2,645        916
Other:     1,324:       165         21         67        768      1,139      1,000      1,228:       324         96
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :       -76:       -81       -109        172         20       -137        110        -74:      -186         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        7.3       11.5       49.4       74.6       80.7       93.4:      19.3        6.6
Old  :     100.0:      20.7        8.1       11.9       48.6       73.5       81.2       93.5:      18.8        6.5
Other:     100.0:      12.5        1.6        5.1       58.0       86.1       75.5       92.7:      24.5        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        22          7          9         27         22         53         34:
Old  :        63:        20          8          9         27         22         52         34:
Other:        23:         6          2          5          7         11         14         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.9       50.8       36.5       66.7       21.8       46.6       34.5       60.4
Old  :                 23.7       50.9       38.2       66.3       23.4       50.1       36.2       63.4
Other:                 55.8       66.9       70.3       83.5       25.1       32.9       28.5       43.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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  :   716,088:   145,907    189,596     13,944    414,981    400,709    574,832    604,249:   141,255    111,838
Old  :   716,088:   145,907    189,596     13,944    414,981    400,709    574,832    604,249:   141,255    111,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :   -49,765:    11,439      8,084    -16,978     -9,780     -4,772    -15,320    -13,666:   -34,445    -36,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       26.5        1.9       58.0       56.0       80.3       84.4:      19.7       15.6
Old  :     100.0:      20.4       26.5        1.9       58.0       56.0       80.3       84.4:      19.7       15.6
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  :       176:        43         36         15         66         73        114        119:
Old  :       176:        43         36         15         66         73        114        119:
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  :                 26.4       18.9       36.1       31.7       25.7       18.5       34.5       29.7
Old  :                 26.4       18.9       36.1       31.7       25.7       18.5       34.5       29.7
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, December 12, 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  : 2,834,122:   626,081    276,195    307,057  1,533,545  1,828,458  2,466,683  2,411,710:   367,439    422,412
Old  : 2,834,122:   626,081    276,195    307,057  1,533,545  1,828,458  2,466,683  2,411,710:   367,439    422,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :   -14,828:     7,316    -16,997    -38,277     23,965     63,960     -6,997      8,686:    -7,831    -23,513
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        9.7       10.8       54.1       64.5       87.0       85.1:      13.0       14.9
Old  :     100.0:      22.1        9.7       10.8       54.1       64.5       87.0       85.1:      13.0       14.9
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  :       305:        69         67         70        138        137        237        244:
Old  :       305:        69         67         70        138        137        237        244:
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  :                 20.7       20.6       31.8       33.4       14.0       19.1       22.2       26.7
Old  :                 20.7       20.6       31.8       33.4       14.0       19.1       22.2       26.7
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, December 12, 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  : 1,563,461:   198,145    290,989    109,914    957,207    887,435  1,265,266  1,288,338:   298,195    275,123
Old  : 1,563,461:   198,145    290,989    109,914    957,207    887,435  1,265,266  1,288,338:   298,195    275,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :   -71,816:   -50,631     28,622    -24,132     20,908    -71,377    -53,854    -66,888:   -17,962     -4,929
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       18.6        7.0       61.2       56.8       80.9       82.4:      19.1       17.6
Old  :     100.0:      12.7       18.6        7.0       61.2       56.8       80.9       82.4:      19.1       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        40         35         37         91         88        149        142:
Old  :       187:        40         35         37         91         88        149        142:
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  :                 22.7       27.8       33.4       38.4       18.0       27.1       25.7       33.9
Old  :                 22.7       27.8       33.4       38.4       18.0       27.1       25.7       33.9
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, December 12, 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  :   629,966:    91,435     97,874    222,051    284,029    277,098    597,516    597,024:    32,450     32,943
Old  :   629,966:    91,435     97,874    222,051    284,029    277,098    597,516    597,024:    32,450     32,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :    34,346:     4,418      6,421        622     29,441     30,562     34,482     37,605:      -135     -3,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       15.5       35.2       45.1       44.0       94.8       94.8:       5.2        5.2
Old  :     100.0:      14.5       15.5       35.2       45.1       44.0       94.8       94.8:       5.2        5.2
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  :       145:        31         45         50         58         61        119        126:
Old  :       145:        31         45         50         58         61        119        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       21.3       38.1       32.4       12.5        9.3       21.1       15.8
Old  :                 22.1       21.3       38.1       32.4       12.5        9.3       21.1       15.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                                                           Code-084605
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 TROY OUNCES)                                           :
     :          :                                                                            :
All  :    11,010:     4,814          0         24        769      6,775      5,607      6,799:     5,403      4,211
Old  :    11,010:     4,814          0         24        769      6,775      5,607      6,799:     5,403      4,211
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :      -373:       788       -186       -179        190       -204        799       -569:    -1,172        196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7        0.0        0.2        7.0       61.5       50.9       61.8:      49.1       38.2
Old  :     100.0:      43.7        0.0        0.2        7.0       61.5       50.9       61.8:      49.1       38.2
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  :        21:        10          0          2          3         10         13         12:
Old  :        21:        10          0          2          3         10         13         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       40.9       41.5       57.5       27.8       39.6       41.4       56.3
Old  :                 27.9       40.9       41.5       57.5       27.8       39.6       41.4       56.3
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, December 12, 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  :    46,725:    13,225      4,867      3,843      5,717     27,831     22,785     36,541:    23,940     10,184
Old  :    46,725:    13,225      4,867      3,843      5,717     27,831     22,785     36,541:    23,940     10,184
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :    -3,313:    -3,948     -1,555        695      2,035     -2,251     -1,218     -3,111:    -2,095       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       10.4        8.2       12.2       59.6       48.8       78.2:      51.2       21.8
Old  :     100.0:      28.3       10.4        8.2       12.2       59.6       48.8       78.2:      51.2       21.8
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  :        60:        26         11         14         16         16         47         36:
Old  :        60:        26         11         14         16         16         47         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  :                 12.0       31.3       21.5       51.7       11.8       30.8       19.6       50.8
Old  :                 12.0       31.3       21.5       51.7       11.8       30.8       19.6       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, December 12, 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  :    95,564:    20,183     13,909     13,539     33,916     56,060     67,638     83,508:    27,926     12,056
Old  :    95,564:    20,183     13,909     13,539     33,916     56,060     67,638     83,508:    27,926     12,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :    28,114:     1,664      1,173     12,513     12,488     12,397     26,665     26,083:     1,450      2,031
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       14.6       14.2       35.5       58.7       70.8       87.4:      29.2       12.6
Old  :     100.0:      21.1       14.6       14.2       35.5       58.7       70.8       87.4:      29.2       12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        28         18         15         24         22         57         50:
Old  :        77:        28         18         15         24         22         57         50:
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  :                 23.4       39.8       36.0       56.2       12.5       31.8       20.7       44.7
Old  :                 23.4       39.8       36.0       56.2       12.5       31.8       20.7       44.7
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, December 12, 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  :   174,885:    42,583     33,716     30,366     77,565     49,539    150,514    113,621:    24,372     61,265
Old  :   174,885:    42,583     33,716     30,366     77,565     49,539    150,514    113,621:    24,372     61,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :    45,761:     5,667      6,735     26,893      6,612      3,216     39,172     36,844:     6,589      8,917
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       19.3       17.4       44.4       28.3       86.1       65.0:      13.9       35.0
Old  :     100.0:      24.3       19.3       17.4       44.4       28.3       86.1       65.0:      13.9       35.0
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  :       113:        35         34         29         31         34         83         81:
Old  :       113:        35         34         29         31         34         83         81:
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  :                 41.9       20.8       54.4       31.0       36.3       12.1       43.9       19.8
Old  :                 41.9       20.8       54.4       31.0       36.3       12.1       43.9       19.8
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, December 12, 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  :    46,934:     2,242     14,944      1,270     40,974     28,146     44,486     44,360:     2,448      2,574
Old  :    46,934:     2,242     14,944      1,270     40,974     28,146     44,486     44,360:     2,448      2,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :      -250:        81        782     -4,001      1,305        515     -2,615     -2,704:     2,365      2,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       31.8        2.7       87.3       60.0       94.8       94.5:       5.2        5.5
Old  :     100.0:       4.8       31.8        2.7       87.3       60.0       94.8       94.5:       5.2        5.5
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  :        43:         9         12          4         14         15         25         29:
Old  :        43:         9         12          4         14         15         25         29:
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  :                 74.0       80.8       85.1       89.2       72.4       75.5       81.4       82.3
Old  :                 74.0       80.8       85.1       89.2       72.4       75.5       81.4       82.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 15, 2006