WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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  :   569,489:    81,762     44,014    175,804    266,983    279,389    524,549    499,206:    44,940     70,283
Old  :   403,063:    66,973     51,623    110,365    191,052    200,642    368,389    362,631:    34,673     40,432
Other:   166,426:    40,530     18,130     39,699     75,931     78,747    156,160    136,576:    10,267     29,850
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     3,362:    -1,658     -1,385      7,061     -4,686     -3,989        716      1,687:     2,647      1,675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        7.7       30.9       46.9       49.1       92.1       87.7:       7.9       12.3
Old  :     100.0:      16.6       12.8       27.4       47.4       49.8       91.4       90.0:       8.6       10.0
Other:     100.0:      24.4       10.9       23.9       45.6       47.3       93.8       82.1:       6.2       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:       130         90        135         74        111        287        274:
Old  :       341:       118        101        117         62         98        256        253:
Other:       213:        64         49         59         45         89        134        175:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       20.0       30.3       29.0       18.9       13.4       27.8       18.8
Old  :                 26.2       22.7       36.6       32.3       26.2       20.4       34.9       28.3
Other:                 29.2       20.6       44.0       29.5       26.3       15.6       35.8       21.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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  : 2,067,296:   334,536     48,626    660,824    822,287  1,002,104  1,817,647  1,711,554:   249,650    355,743
Old  : 1,567,085:   246,025     59,047    459,752    654,863    774,401  1,360,640  1,293,200:   206,445    273,885
Other:   500,212:   128,604     29,672    160,979    167,424    227,702    457,007    418,354:    43,205     81,858
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :   136,240:    20,396         19     56,182     21,525     63,137     98,103    119,338:    38,137     16,902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        2.4       32.0       39.8       48.5       87.9       82.8:      12.1       17.2
Old  :     100.0:      15.7        3.8       29.3       41.8       49.4       86.8       82.5:      13.2       17.5
Other:     100.0:      25.7        5.9       32.2       33.5       45.5       91.4       83.6:       8.6       16.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       794:       252        115        237        301        357        650        632:
Old  :       782:       240        122        217        293        352        627        614:
Other:       510:        92         92         77        107        284        237        418:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0       19.5       22.0       25.7       10.9       12.2       16.8       15.8
Old  :                 14.8       18.2       23.3       24.6       13.0       11.9       18.8       15.7
Other:                 22.9       25.9       35.2       33.5       16.6       14.0       24.8       17.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    16,866:     5,703         91      1,331      6,354     13,506     13,388     14,928:     3,479      1,938
Old  :    15,809:     5,640        197      1,146      5,908     12,657     12,694     14,000:     3,115      1,809
Other:     1,058:       169          1         78        446        849        694        928:       364        130
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :       123:      -327        -35        327        126        437        127        729:        -4       -606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8        0.5        7.9       37.7       80.1       79.4       88.5:      20.6       11.5
Old  :     100.0:      35.7        1.2        7.3       37.4       80.1       80.3       88.6:      19.7       11.4
Other:     100.0:      16.0        0.0        7.4       42.2       80.3       65.6       87.7:      34.4       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        25          6          7         17         18         45         28:
Old  :        56:        24          7          7         15         18         43         28:
Other:        18:         7          1          3          6          6         14          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       49.7       41.4       71.3       24.4       38.3       35.2       57.9
Old  :                 30.1       50.7       43.1       71.4       26.0       40.4       37.6       59.9
Other:                 45.0       76.0       62.0       87.6       38.1       71.9       48.3       71.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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  :   488,685:    75,803     33,424    125,270    220,823    237,321    421,896    396,015:    66,788     92,670
Old  :   426,949:    65,550     44,462     94,648    208,704    205,443    368,902    344,553:    58,047     82,397
Other:    61,735:    28,660      7,370     12,215     12,118     31,877     52,994     51,462:     8,741     10,273
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :    31,989:     7,747     -2,278     16,244      2,279     15,921     26,270     29,887:     5,719      2,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        6.8       25.6       45.2       48.6       86.3       81.0:      13.7       19.0
Old  :     100.0:      15.4       10.4       22.2       48.9       48.1       86.4       80.7:      13.6       19.3
Other:     100.0:      46.4       11.9       19.8       19.6       51.6       85.8       83.4:      14.2       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       416:       132        109        147        107        138        332        316:
Old  :       409:       135        107        132        104        133        317        301:
Other:       179:        36         40         23         28         87         78        137:
     :----------------------------------------------------------------------------------------------------
     :             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       22.0       30.4       30.5       15.6       14.4       22.8       19.6
Old  :                 20.6       21.2       32.6       29.3       18.2       15.4       27.2       20.0
Other:                 36.7       38.6       54.1       54.3       31.0       29.6       42.2       37.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,561:    10,849      4,080      1,571          0        273     12,420      5,924:     3,141      9,637
Old  :    13,355:     9,003      3,987      1,417          0        257     10,420      5,661:     2,935      7,694
Other:     2,206:     1,997        244          3          0         16      2,000        263:       206      1,943
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     1,870:     2,251      1,019       -408          0         76      1,843        687:        27      1,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.7       26.2       10.1        0.0        1.8       79.8       38.1:      20.2       61.9
Old  :     100.0:      67.4       29.9       10.6        0.0        1.9       78.0       42.4:      22.0       57.6
Other:     100.0:      90.5       11.1        0.1        0.0        0.7       90.7       11.9:       9.3       88.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        17         12         10          0          1         20         20:
Old  :        30:        16         13         10          0          1         20         20:
Other:        10:         7          2          1          0          1          7          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  :                 47.2       17.3       60.6       24.3       45.7       16.1       57.2       22.8
Old  :                 44.1       19.5       58.9       27.6       43.7       18.7       55.2       26.4
Other:                 79.3       11.9       90.7       11.9       79.3       11.8       90.5       11.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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  :   307,139:    60,455     12,548     67,040    141,431    205,208    268,926    284,796:    38,213     22,343
Old  :   282,017:    56,710     11,626     54,036    134,260    195,486    245,006    261,149:    37,011     20,868
Other:    25,122:    12,543      9,720      4,206      7,172      9,721     23,920     23,647:     1,203      1,475
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :    10,294:     9,893     -1,988      4,068     -5,992      8,010      7,970     10,091:     2,324        203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7        4.1       21.8       46.0       66.8       87.6       92.7:      12.4        7.3
Old  :     100.0:      20.1        4.1       19.2       47.6       69.3       86.9       92.6:      13.1        7.4
Other:     100.0:      49.9       38.7       16.7       28.5       38.7       95.2       94.1:       4.8        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        73         23         50         64         54        163        111:
Old  :       176:        71         27         48         64         54        160        110:
Other:        46:        11         13         10         14         12         32         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       39.0       27.5       50.7       15.9       34.8       21.4       42.0
Old  :                 18.6       40.5       27.0       51.5       16.6       36.8       22.4       42.8
Other:                 41.3       51.0       67.3       71.8       35.9       43.3       60.5       61.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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  : 1,049,849:   112,486    164,529    185,859    579,745    525,562    878,090    875,950:   171,759    173,899
Old  : 1,049,849:   112,486    164,529    185,859    579,745    525,562    878,090    875,950:   171,759    173,899
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :    21,435:    -2,092     18,467     16,591      1,158      8,910     15,658     43,968:     5,778    -22,533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       15.7       17.7       55.2       50.1       83.6       83.4:      16.4       16.6
Old  :     100.0:      10.7       15.7       17.7       55.2       50.1       83.6       83.4:      16.4       16.6
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  :       185:        42         43         50         74         80        138        151:
Old  :       185:        42         43         50         74         80        138        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       26.8       30.4       37.4       15.7       19.9       21.6       24.9
Old  :                 19.8       26.8       30.4       37.4       15.7       19.9       21.6       24.9
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, November 7, 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  :   245,096:    47,109     16,313     51,605    105,277    157,408    203,990    225,325:    41,106     19,771
Old  :   232,872:    48,559     13,364     45,607     99,191    155,185    193,357    214,156:    39,515     18,716
Other:    12,224:     2,037      6,436      2,510      6,086      2,223     10,633     11,169:     1,591      1,055
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :    11,654:     4,310     -4,682      2,615      4,184     14,691     11,109     12,624:       545       -970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        6.7       21.1       43.0       64.2       83.2       91.9:      16.8        8.1
Old  :     100.0:      20.9        5.7       19.6       42.6       66.6       83.0       92.0:      17.0        8.0
Other:     100.0:      16.7       52.7       20.5       49.8       18.2       87.0       91.4:      13.0        8.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        63         34         53         59         58        155        124:
Old  :       176:        69         33         51         59         55        155        118:
Other:        53:        13         15         14         17         13         38         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.5       41.0       31.1       50.5       22.6       38.8       29.3       47.4
Old  :                 24.0       43.2       31.6       52.4       23.1       41.9       29.7       50.1
Other:                 30.9       47.7       51.8       65.4       30.8       47.7       49.8       58.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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  :    15,550:     2,840      1,141      2,115      7,335     11,137     12,290     14,393:     3,260      1,157
Old  :    14,835:     2,694      1,134      2,074      6,975     10,575     11,742     13,783:     3,092      1,052
Other:       715:       157         18         30        360        562        547        610:       168        105
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :       147:       241       -582       -120       -298      1,261       -176        559:       323       -413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        7.3       13.6       47.2       71.6       79.0       92.6:      21.0        7.4
Old  :     100.0:      18.2        7.6       14.0       47.0       71.3       79.2       92.9:      20.8        7.1
Other:     100.0:      22.0        2.5        4.2       50.3       78.6       76.5       85.3:      23.5       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        19          7         10         26         20         49         33:
Old  :        58:        19          6          9         26         20         47         33:
Other:        20:         7          2          3          5          8         13         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.5       48.7       38.0       64.4       20.5       43.0       32.8       55.4
Old  :                 22.4       49.8       37.7       64.8       20.8       44.3       33.1       56.5
Other:                 49.6       57.9       69.8       81.4       37.9       52.9       48.4       59.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 7, 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  :   672,534:   125,719    145,071     12,972    394,669    392,155    533,360    550,197:   139,174    122,336
Old  :   672,534:   125,719    145,071     12,972    394,669    392,155    533,360    550,197:   139,174    122,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :   -10,919:    -9,244    -13,866         35      3,764     -1,351     -5,446    -15,182:    -5,473      4,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       21.6        1.9       58.7       58.3       79.3       81.8:      20.7       18.2
Old  :     100.0:      18.7       21.6        1.9       58.7       58.3       79.3       81.8:      20.7       18.2
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  :       163:        41         28         16         65         69        110        109:
Old  :       163:        41         28         16         65         69        110        109:
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  :                 23.9       20.2       34.9       32.9       23.7       19.7       33.7       31.6
Old  :                 23.9       20.2       34.9       32.9       23.7       19.7       33.7       31.6
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, November 7, 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  : 3,032,996:   690,129    304,402    424,781  1,570,498  1,891,803  2,685,408  2,620,986:   347,588    412,011
Old  : 3,032,996:   690,129    304,402    424,781  1,570,498  1,891,803  2,685,408  2,620,986:   347,588    412,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     3,230:   -45,761    -31,685     60,230    -18,193       -506     -3,724     28,040:     6,954    -24,809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       10.0       14.0       51.8       62.4       88.5       86.4:      11.5       13.6
Old  :     100.0:      22.8       10.0       14.0       51.8       62.4       88.5       86.4:      11.5       13.6
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  :       318:        69         76         81        143        146        247        268:
Old  :       318:        69         76         81        143        146        247        268:
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       23.8       29.5       33.4       14.8       22.2       22.5       28.3
Old  :                 19.6       23.8       29.5       33.4       14.8       22.2       22.5       28.3
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, November 7, 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  : 1,564,237:   146,513    196,642    125,685  1,001,980    942,669  1,274,178  1,264,995:   290,060    299,242
Old  : 1,564,237:   146,513    196,642    125,685  1,001,980    942,669  1,274,178  1,264,995:   290,060    299,242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :   -14,165:   -44,248      3,495     15,878     -5,461    -29,426    -33,832    -10,052:    19,667     -4,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       12.6        8.0       64.1       60.3       81.5       80.9:      18.5       19.1
Old  :     100.0:       9.4       12.6        8.0       64.1       60.3       81.5       80.9:      18.5       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        41         36         39         83         93        139        153:
Old  :       193:        41         36         39         83         93        139        153:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       28.0       40.0       35.9       25.1       26.9       31.7       32.0
Old  :                 29.0       28.0       40.0       35.9       25.1       26.9       31.7       32.0
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, November 7, 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  :   573,506:    66,111     66,075    211,438    269,736    258,193    547,285    535,705:    26,221     37,801
Old  :   573,506:    66,111     66,075    211,438    269,736    258,193    547,285    535,705:    26,221     37,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :  -103,255:     5,159     -9,881    -45,065    -60,431    -45,752   -100,337   -100,697:    -2,918     -2,558
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       11.5       36.9       47.0       45.0       95.4       93.4:       4.6        6.6
Old  :     100.0:      11.5       11.5       36.9       47.0       45.0       95.4       93.4:       4.6        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  :       141:        31         38         51         52         66        108        132:
Old  :       141:        31         38         51         52         66        108        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       17.4       37.6       28.2       16.9        7.0       21.6       12.2
Old  :                 21.3       17.4       37.6       28.2       16.9        7.0       21.6       12.2
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, November 7, 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  :    55,494:    17,767      3,998      6,138      6,621     32,877     30,526     43,014:    24,968     12,480
Old  :    55,494:    17,767      3,998      6,138      6,621     32,877     30,526     43,014:    24,968     12,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     3,962:     2,496        497      1,760     -3,438         84        818      2,341:     3,144      1,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        7.2       11.1       11.9       59.2       55.0       77.5:      45.0       22.5
Old  :     100.0:      32.0        7.2       11.1       11.9       59.2       55.0       77.5:      45.0       22.5
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  :        66:        33         11         14         13         19         51         39:
Old  :        66:        33         11         14         13         19         51         39:
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  :                 16.5       31.8       25.5       47.3       11.4       31.0       19.5       41.6
Old  :                 16.5       31.8       25.5       47.3       11.4       31.0       19.5       41.6
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, November 7, 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  :    65,333:    18,015     12,289        791     19,478     42,258     38,285     55,338:    27,048      9,995
Old  :    65,333:    18,015     12,289        791     19,478     42,258     38,285     55,338:    27,048      9,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :       586:      -452        -69       -118     -1,216       -491     -1,786       -679:     2,372      1,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       18.8        1.2       29.8       64.7       58.6       84.7:      41.4       15.3
Old  :     100.0:      27.6       18.8        1.2       29.8       64.7       58.6       84.7:      41.4       15.3
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  :        70:        23         17          8         19         15         45         37:
Old  :        70:        23         17          8         19         15         45         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       44.6       29.6       64.6       17.1       44.6       29.5       64.6
Old  :                 17.1       44.6       29.6       64.6       17.1       44.6       29.5       64.6
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, November 7, 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  :   141,529:    42,379     25,473      3,028     84,806     61,503    130,213     90,005:    11,316     51,524
Old  :   141,529:    42,379     25,473      3,028     84,806     61,503    130,213     90,005:    11,316     51,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :       657:       863       -849        143       -700        237        305       -469:       352      1,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       18.0        2.1       59.9       43.5       92.0       63.6:       8.0       36.4
Old  :     100.0:      29.9       18.0        2.1       59.9       43.5       92.0       63.6:       8.0       36.4
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  :       113:        37         32         15         20         35         67         72:
Old  :       113:        37         32         15         20         35         67         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.5       21.9       66.5       31.3       55.8       21.8       64.8       29.3
Old  :                 57.5       21.9       66.5       31.3       55.8       21.8       64.8       29.3
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, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    43,248:     1,838     15,377        658     40,615     27,041     43,111     43,076:       137        172
Old  :    43,248:     1,838     15,377        658     40,615     27,041     43,111     43,076:       137        172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :       122:       -36        410        150        111       -371        225        189:      -103        -67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       35.6        1.5       93.9       62.5       99.7       99.6:       0.3        0.4
Old  :     100.0:       4.2       35.6        1.5       93.9       62.5       99.7       99.6:       0.3        0.4
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  :        38:         7         12          4         14          9         23         23:
Old  :        38:         7         12          4         14          9         23         23:
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  :                 82.6       82.4       94.0       95.0       82.6       81.8       93.7       94.1
Old  :                 82.6       82.4       94.0       95.0       82.6       81.8       93.7       94.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 13, 2006