WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      514,412
COMMITMENTS
  74,225   70,779  131,735  268,583  241,341  474,543  443,855   39,869   70,558

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:    -10,734)
  -6,775    4,287   -1,437     -649  -13,589   -8,861  -10,738   -1,873        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     13.8     25.6     52.2     46.9     92.2     86.3      7.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
     104      138      164       80       99      308      319
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,704,444
COMMITMENTS
 273,137  135,056  502,824  733,304  741,158  1509265  1379038  195,180  325,407

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      4,704)
 -23,075   33,962   -2,911   41,266  -26,838   15,279    4,213  -10,574      491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      7.9     29.5     43.0     43.5     88.5     80.9     11.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      774)
     201      172      259      297      322      635      644
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       13,530
COMMITMENTS
   4,945      307    1,363    3,865    9,680   10,173   11,349    3,357    2,180

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:       -797)
    -625     -196      -85       -1     -697     -711     -977      -85      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.5      2.3     10.1     28.6     71.5     75.2     83.9     24.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      17        5        7       13       15       35       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      426,421
COMMITMENTS
  55,711  104,603  100,534  209,735  131,824  365,981  336,961   60,440   89,461

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      7,984)
  -4,015     -324    6,696    8,578    2,369   11,259    8,741   -3,275     -756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     24.5     23.6     49.2     30.9     85.8     79.0     14.2     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     110      139      152      114      121      314      343
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,228
COMMITMENTS
  11,628    4,660    1,455        0      494   13,083    6,609    3,145    9,619

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:        454)
     184      607     -119        0       21       65      509      389      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    71.7     28.7      9.0      0.0      3.0     80.6     40.7     19.4     59.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7       12        6        0        2       10       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      287,874
COMMITMENTS
  61,857   19,018   54,353  142,704  192,424  258,914  265,795   28,961   22,079

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:    -11,906)
 -17,074    5,234    1,594    7,684  -21,149   -7,796  -14,321   -4,110    2,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      6.6     18.9     49.6     66.8     89.9     92.3     10.1      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      60       43       46       54       50      146      119
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,115,917
COMMITMENTS
  97,164  171,568  221,024  624,070  534,840  942,259  927,432  173,658  188,484

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     16,943)
 -16,349   -1,440    7,835    6,859   20,006   -1,655   26,401   18,598   -9,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7     15.4     19.8     55.9     47.9     84.4     83.1     15.6     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      32       61       59       82      101      154      181
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      253,540
COMMITMENTS
  30,521   69,546   48,770  142,726  111,910  222,018  230,226   31,522   23,314

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      7,383)
  -1,492     -629    6,866    1,517    1,750    6,891    7,987      491     -605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     27.4     19.2     56.3     44.1     87.6     90.8     12.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      45       71       52       60       51      136      161
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,864
COMMITMENTS
   4,900      453    2,462    5,900   12,361   13,261   15,275    3,602    1,589

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      2,025)
   1,454       38      243       13    1,689    1,711    1,970      314       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1      2.7     14.6     35.0     73.3     78.6     90.6     21.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      34        5       11       24       23       60       37
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      696,504
COMMITMENTS
 106,281  201,927   16,894  421,301  351,569  544,476  570,390  152,028  126,114

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     15,369)
   3,043   19,388     -551  -10,845  -29,343   -8,353  -10,506   23,722   25,876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     29.0      2.4     60.5     50.5     78.2     81.9     21.8     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      35       37       19       65       71      111      116
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,923,784
COMMITMENTS
 606,868  276,127  456,517  1497319  1776945  2560704  2509590  363,080  414,194

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     88,060)
   7,998  -41,787   41,959   15,791   94,255   65,748   94,428   22,312   -6,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      9.4     15.6     51.2     60.8     87.6     85.8     12.4     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
      73       73       93      145      150      260      274
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,571,101
COMMITMENTS
 220,704  290,914  174,547  888,466  816,163  1283717  1281624  287,385  289,477

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     -7,400)
 -14,782   21,653    8,823  -19,852  -32,501  -25,811   -2,025   18,411   -5,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     18.5     11.1     56.6     51.9     81.7     81.6     18.3     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      38       54       49       97      100      164      174
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      696,216
COMMITMENTS
  77,693   90,562  248,159  321,679  305,533  647,531  644,253   48,685   51,963

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:     -3,834)
 -23,759  -30,104   32,781  -12,749   -6,196   -3,728   -3,519     -106     -314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     13.0     35.6     46.2     43.9     93.0     92.5      7.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      32       38       50       64       69      122      133
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       33,329
COMMITMENTS
   5,861    2,746    2,241    6,767   18,074   14,869   23,061   18,460   10,268

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      4,117)
     157    1,524      406      941     -619    1,503    1,311    2,613    2,806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      8.2      6.7     20.3     54.2     44.6     69.2     55.4     30.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        7        7       11       10       25       22
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       59,803
COMMITMENTS
  12,135    4,146      785   20,931   48,058   33,851   52,990   25,952    6,813

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:       -300)
     832      632     -137       18      -40      713      455   -1,013     -755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      6.9      1.3     35.0     80.4     56.6     88.6     43.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      20       11        7       20       15       42       31
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      107,995
COMMITMENTS
  22,884   25,741    3,868   71,592   26,180   98,344   55,790    9,651   52,205

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      3,340)
    -351    3,716      345    2,331    1,950    2,325    6,010    1,014   -2,671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     23.8      3.6     66.3     24.2     91.1     51.7      8.9     48.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      24       32       16       22       20       59       55
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       23,640
COMMITMENTS
  12,763    6,631      507   10,044   16,341   23,314   23,479      326      161

CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST:      1,325)
   2,900      -90      -50   -1,576    1,465    1,274    1,325       51        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    54.0     28.0      2.1     42.5     69.1     98.6     99.3      1.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7       14        4       14       10       23       26
 

Updated August 18, 2006