WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  :   512,816:    66,292     82,115    135,644    274,329    227,444    476,265    445,202:    36,551     67,614
Old  :   403,033:    65,127    101,578     78,657    229,537    179,096    373,321    359,332:    29,712     43,702
Other:   109,783:    48,820     28,191      9,332     44,792     48,348    102,944     85,871:     6,838     23,912
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2006                      :
     :    -1,596:    -7,933     11,336      3,909      5,746    -13,897      1,722      1,348:    -3,318     -2,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       16.0       26.5       53.5       44.4       92.9       86.8:       7.1       13.2
Old  :     100.0:      16.2       25.2       19.5       57.0       44.4       92.6       89.2:       7.4       10.8
Other:     100.0:      44.5       25.7        8.5       40.8       44.0       93.8       78.2:       6.2       21.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:        99        140        153         79         98        288        315:
Old  :       369:       102        151        111         73         89        252        285:
Other:       215:        72         56         50         27         71        121        159:
     :----------------------------------------------------------------------------------------------------
     :             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       20.6       34.1       28.5       21.9       14.5       32.0       18.8
Old  :                 27.2       25.3       40.0       34.9       27.2       21.5       40.0       28.9
Other:                 28.3       14.1       46.1       24.1       27.6       13.7       45.1       23.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  : 1,701,840:   261,991    151,159    500,794    742,542    727,616  1,505,328  1,379,569:   196,512    322,271
Old  :   191,605:    25,053     23,577     67,282     67,631     80,278    159,967    171,137:    31,638     20,468
Other: 1,510,235:   257,090    147,735    413,360    674,911    647,338  1,345,361  1,208,432:   164,875    301,803
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2006                      :
     :    -2,604:   -11,146     16,103     -2,030      9,238    -13,542     -3,937        532:     1,333     -3,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        8.9       29.4       43.6       42.8       88.5       81.1:      11.5       18.9
Old  :     100.0:      13.1       12.3       35.1       35.3       41.9       83.5       89.3:      16.5       10.7
Other:     100.0:      17.0        9.8       27.4       44.7       42.9       89.1       80.0:      10.9       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       782:       202        177        264        298        320        635        657:
Old  :       492:       115         87        103        206        165        365        312:
Other:       766:       192        185        237        243        315        552        642:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.4       15.5       23.7       21.3       13.9        9.8       20.8       12.5
Old  :                 14.5       23.1       22.7       32.5        5.6       14.3        9.7       19.1
Other:                 15.8       15.2       25.5       20.8       15.7       10.8       23.2       13.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    13,019:     4,891        397      1,444      3,321      8,983      9,656     10,824:     3,363      2,195
Old  :    12,958:     4,878        397      1,440      3,320      8,946      9,638     10,783:     3,320      2,175
Other:        61:        15          2          2          1         37         18         41:        43         20
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2006                      :
     :      -511:       -54         90         81       -544       -697       -517       -525:         6         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.6        3.0       11.1       25.5       69.0       74.2       83.1:      25.8       16.9
Old  :     100.0:      37.6        3.1       11.1       25.6       69.0       74.4       83.2:      25.6       16.8
Other:     100.0:      24.6        3.3        3.3        1.6       60.7       29.5       67.2:      70.5       32.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        17          8          8         12         15         36         24:
Old  :        45:        17          8          8         12         15         36         24:
Other:         4:         1          1          1          1          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       41.0       43.5       57.5       26.7       37.4       41.9       51.5
Old  :                 26.8       41.2       43.7       57.5       26.8       37.6       42.1       51.7
Other:                 29.5       67.2       29.5       67.2       26.2       63.9       26.2       63.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  :   443,178:    55,501    101,640    109,413    216,212    141,440    381,125    352,493:    62,054     90,686
Old  :   419,789:    56,618    106,492     93,846    210,992    133,189    361,456    333,526:    58,333     86,263
Other:    23,389:    10,363      6,628      4,087      5,220      8,252     19,669     18,967:     3,720      4,423
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2006                      :
     :    16,757:      -211     -2,963      8,879      6,476      9,617     15,144     15,532:     1,613      1,225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       22.9       24.7       48.8       31.9       86.0       79.5:      14.0       20.5
Old  :     100.0:      13.5       25.4       22.4       50.3       31.7       86.1       79.5:      13.9       20.5
Other:     100.0:      44.3       28.3       17.5       22.3       35.3       84.1       81.1:      15.9       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       429:       110        156        161        110        121        318        361:
Old  :       425:       113        157        154        110        121        311        357:
Other:       116:        24         28         15         14         53         47         89:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       12.6       30.7       20.8       17.2        8.3       25.7       13.4
Old  :                 19.8       12.4       31.6       20.2       17.7        8.6       26.5       13.9
Other:                 32.4       39.6       51.6       51.8       32.1       29.7       45.9       37.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    16,458:    11,925      4,918      1,178          0        716     13,103      6,812:     3,355      9,646
Old  :    14,843:    10,559      4,288        999          0        650     11,558      5,937:     3,285      8,906
Other:     1,615:     1,545        809          0          0         66      1,545        875:        70        740
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2006                      :
     :       230:       297        258       -277          0        222         20        203:       210         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.5       29.9        7.2        0.0        4.4       79.6       41.4:      20.4       58.6
Old  :     100.0:      71.1       28.9        6.7        0.0        4.4       77.9       40.0:      22.1       60.0
Other:     100.0:      95.7       50.1        0.0        0.0        4.1       95.7       54.2:       4.3       45.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        10          9          7          0          3         13         16:
Old  :        22:        10          9          5          0          3         12         15:
Other:         7:         4          1          0          0          2          4          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 64.7       24.0       73.8       35.4       63.7       21.3       70.2       29.3
Old  :                 64.6       25.9       73.0       35.7       63.1       22.2       69.0       29.4
Other:                 95.7       54.2       95.7       54.2       95.7       54.2       95.7       54.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  :   289,585:    57,538     20,437     63,405    144,643    184,163    265,586    268,005:    23,999     21,580
Old  :    21,919:     4,246      7,889      6,115      8,219      5,600     18,581     19,604:     3,338      2,314
Other:   267,667:    59,962     19,218     50,620    136,423    178,563    247,005    248,401:    20,662     19,266
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2006                      :
     :     1,711:    -4,318      1,419      9,052      1,938     -8,261      6,672      2,210:    -4,961       -499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        7.1       21.9       49.9       63.6       91.7       92.5:       8.3        7.5
Old  :     100.0:      19.4       36.0       27.9       37.5       25.5       84.8       89.4:      15.2       10.6
Other:     100.0:      22.4        7.2       18.9       51.0       66.7       92.3       92.8:       7.7        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        57         43         52         54         50        148        123:
Old  :        87:        19         24         13         24         32         49         63:
Other:       177:        70         41         47         50         44        143        112:
     :----------------------------------------------------------------------------------------------------
     :             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       36.6       29.4       51.1       16.9       30.4       24.6       38.5
Old  :                 29.1       35.4       45.9       48.9       21.9       22.3       34.3       32.9
Other:                 20.2       39.5       30.5       53.0       18.3       33.8       26.2       42.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  : 1,156,404:   124,463    182,617    229,083    631,336    539,720    984,882    951,420:   171,522    204,984
Old  : 1,156,404:   124,463    182,617    229,083    631,336    539,720    984,882    951,420:   171,522    204,984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2006                      :
     :    40,488:    27,299     11,048      8,059      7,265      4,880     42,623     23,988:    -2,135     16,500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       15.8       19.8       54.6       46.7       85.2       82.3:      14.8       17.7
Old  :     100.0:      10.8       15.8       19.8       54.6       46.7       85.2       82.3:      14.8       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        41         56         63         82         95        158        179:
Old  :       209:        41         56         63         82         95        158        179:
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       19.6       29.9       28.3       14.5       13.2       20.0       17.9
Old  :                 19.5       19.6       29.9       28.3       14.5       13.2       20.0       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  :   264,917:    29,983     73,229     52,969    146,942    113,687    229,894    239,885:    35,023     25,033
Old  :    35,140:     5,111      6,649      3,172     20,963     22,115     29,247     31,936:     5,894      3,205
Other:   229,777:    30,615     72,324     44,054    125,979     91,572    200,648    207,949:    29,129     21,828
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2006                      :
     :    11,378:      -538      3,683      4,199      4,216      1,776      7,877      9,659:     3,501      1,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       27.6       20.0       55.5       42.9       86.8       90.6:      13.2        9.4
Old  :     100.0:      14.5       18.9        9.0       59.7       62.9       83.2       90.9:      16.8        9.1
Other:     100.0:      13.3       31.5       19.2       54.8       39.9       87.3       90.5:      12.7        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        45         73         50         66         58        138        169:
Old  :       104:        23         22         16         44         27         73         60:
Other:       206:        51         71         47         62         54        133        162:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.8       23.1       36.9       32.5       26.5       16.3       31.8       25.1
Old  :                 31.9       50.1       40.8       62.2       31.9       49.8       40.5       61.6
Other:                 31.3       19.8       38.7       29.0       27.1       16.4       32.6       24.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  :    17,438:     4,228        661      2,944      6,510     11,855     13,683     15,459:     3,755      1,978
Old  :    17,362:     4,225        658      2,942      6,440     11,794     13,608     15,393:     3,754      1,968
Other:        76:         5          5          0         70         61         75         66:         1         10
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2006                      :
     :       574:      -671        209        482        611       -506        422        185:       152        389
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        3.8       16.9       37.3       68.0       78.5       88.7:      21.5       11.3
Old  :     100.0:      24.3        3.8       16.9       37.1       67.9       78.4       88.7:      21.6       11.3
Other:     100.0:       6.6        6.6        0.0       92.1       80.3       98.7       86.8:       1.3       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        29         10         14         24         22         59         40:
Old  :        72:        29         10         14         23         22         58         40:
Other:         9:         3          1          0          2          3          5          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  :                 19.8       52.9       32.8       65.3       15.2       44.6       25.3       51.9
Old  :                 19.6       53.1       32.6       65.6       15.3       45.2       25.4       52.5
Other:                 97.4       86.8       98.7       86.8       97.4       86.8       98.7       86.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  :   743,684:   111,434    214,894     30,924    453,207    383,571    595,565    629,389:   148,119    114,296
Old  :   743,684:   111,434    214,894     30,924    453,207    383,571    595,565    629,389:   148,119    114,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2006                      :
     :    47,181:     5,152     12,967     14,030     31,907     32,001     51,089     58,999:    -3,909    -11,818
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       28.9        4.2       60.9       51.6       80.1       84.6:      19.9       15.4
Old  :     100.0:      15.0       28.9        4.2       60.9       51.6       80.1       84.6:      19.9       15.4
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  :       176:        41         35         22         69         77        123        121:
Old  :       176:        41         35         22         69         77        123        121:
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  :                 22.3       25.6       34.4       36.7       22.2       24.3       33.4       34.1
Old  :                 22.3       25.6       34.4       36.7       22.2       24.3       33.4       34.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  : 3,103,108:   668,361    278,636    515,869  1,534,434  1,893,726  2,718,665  2,688,231:   384,444    414,878
Old  : 3,103,108:   668,361    278,636    515,869  1,534,434  1,893,726  2,718,665  2,688,231:   384,444    414,878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2006                      :
     :   179,324:    61,493      2,508     59,352     37,115    116,780    157,961    178,641:    21,363        683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        9.0       16.6       49.4       61.0       87.6       86.6:      12.4       13.4
Old  :     100.0:      21.5        9.0       16.6       49.4       61.0       87.6       86.6:      12.4       13.4
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:        79         67         91        146        149        260        273:
Old  :       321:        79         67         91        146        149        260        273:
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  :                 18.1       28.4       26.4       36.7       12.9       25.8       19.7       31.3
Old  :                 18.1       28.4       26.4       36.7       12.9       25.8       19.7       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  : 1,713,755:   256,418    256,576    218,792    944,266    935,998  1,419,476  1,411,366:   294,280    302,389
Old  : 1,713,755:   256,418    256,576    218,792    944,266    935,998  1,419,476  1,411,366:   294,280    302,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2006                      :
     :   142,654:    35,714    -34,338     44,245     55,800    119,835    135,759    129,742:     6,895     12,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       15.0       12.8       55.1       54.6       82.8       82.4:      17.2       17.6
Old  :     100.0:      15.0       15.0       12.8       55.1       54.6       82.8       82.4:      17.2       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  :       225:        42         55         54        100         99        174        176:
Old  :       225:        42         55         54        100         99        174        176:
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       17.9       32.3       26.6       18.2       16.4       23.4       22.7
Old  :                 23.4       17.9       32.3       26.6       18.2       16.4       23.4       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  :   738,796:   103,657     85,427    263,941    326,022    340,412    693,621    689,780:    45,175     49,016
Old  :   738,796:   103,657     85,427    263,941    326,022    340,412    693,621    689,780:    45,175     49,016
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2006                      :
     :    42,580:    25,965     -5,135     15,782      4,343     34,879     46,090     45,526:    -3,510     -2,947
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       11.6       35.7       44.1       46.1       93.9       93.4:       6.1        6.6
Old  :     100.0:      14.0       11.6       35.7       44.1       46.1       93.9       93.4:       6.1        6.6
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  :       147:        32         37         46         63         69        118        130:
Old  :       147:        32         37         46         63         69        118        130:
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  :                 24.9       24.0       40.3       37.4       13.9       11.4       20.2       16.7
Old  :                 24.9       24.0       40.3       37.4       13.9       11.4       20.2       16.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  :    32,886:     6,501      2,448      2,258      4,806     19,560     13,565     24,266:    19,321      8,621
Old  :    32,886:     6,501      2,448      2,258      4,806     19,560     13,565     24,266:    19,321      8,621
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2006                      :
     :      -443:       640       -298         17     -1,961      1,486     -1,304      1,205:       861     -1,648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        7.4        6.9       14.6       59.5       41.2       73.8:      58.8       26.2
Old  :     100.0:      19.8        7.4        6.9       14.6       59.5       41.2       73.8:      58.8       26.2
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  :        39:        13          7          7         13         14         28         26:
Old  :        39:        13          7          7         13         14         28         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       38.7       25.6       53.9       14.7       38.2       22.7       49.7
Old  :                 15.6       38.7       25.6       53.9       14.7       38.2       22.7       49.7
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, August 22, 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  :    61,176:    12,137      4,162        817     21,266     48,416     34,219     53,394:    26,957      7,782
Old  :    61,176:    12,137      4,162        817     21,266     48,416     34,219     53,394:    26,957      7,782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2006                      :
     :     1,374:         2         15         31        335        357        369        404:     1,005        970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        6.8        1.3       34.8       79.1       55.9       87.3:      44.1       12.7
Old  :     100.0:      19.8        6.8        1.3       34.8       79.1       55.9       87.3:      44.1       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        15         13          5         19         13         38         27:
Old  :        58:        15         13          5         19         13         38         27:
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       51.4       30.3       73.2       19.5       51.4       30.3       73.2
Old  :                 19.5       51.4       30.3       73.2       19.5       51.4       30.3       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  :   111,361:    26,474     25,197      3,051     71,486     27,617    101,011     55,865:    10,351     55,496
Old  :   111,361:    26,474     25,197      3,051     71,486     27,617    101,011     55,865:    10,351     55,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2006                      :
     :     3,367:     3,590       -544       -817       -106      1,436      2,667         75:       700      3,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       22.6        2.7       64.2       24.8       90.7       50.2:       9.3       49.8
Old  :     100.0:      23.8       22.6        2.7       64.2       24.8       90.7       50.2:       9.3       49.8
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  :        88:        25         27         16         20         24         55         57:
Old  :        88:        25         27         16         20         24         55         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       18.9       67.9       26.1       56.0       17.4       65.8       24.0
Old  :                 56.0       18.9       67.9       26.1       56.0       17.4       65.8       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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  :    31,730:    12,433      5,582        357     18,412     25,371     31,202     31,310:       528        420
Old  :    31,730:    12,433      5,582        357     18,412     25,371     31,202     31,310:       528        420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 15, 2006                      :
     :     8,090:      -330     -1,049       -150      8,368      9,030      7,888      7,831:       202        259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       17.6        1.1       58.0       80.0       98.3       98.7:       1.7        1.3
Old  :     100.0:      39.2       17.6        1.1       58.0       80.0       98.3       98.7:       1.7        1.3
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  :        39:         7         13          3         14         12         22         27:
Old  :        39:         7         13          3         14         12         22         27:
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  :                 68.7       67.2       85.7       90.5       50.0       41.3       62.0       59.9
Old  :                 68.7       67.2       85.7       90.5       50.0       41.3       62.0       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 18, 2006