WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   449,370:    63,379     73,158    102,800    253,190    213,202    419,369    389,160:    30,001     60,210
Old  :   323,542:    63,387    103,870     28,732    206,488    153,849    298,607    286,451:    24,935     37,091
Other:   125,828:    66,911     36,207      7,149     46,702     59,353    120,762    102,709:     5,066     23,119
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :     3,323:     1,774      1,810      4,520     -3,543     -3,949      2,751      2,381:       572        942
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       16.3       22.9       56.3       47.4       93.3       86.6:       6.7       13.4
Old  :     100.0:      19.6       32.1        8.9       63.8       47.6       92.3       88.5:       7.7       11.5
Other:     100.0:      53.2       28.8        5.7       37.1       47.2       96.0       81.6:       4.0       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       346:        80        120        136         65         92        253        277:
Old  :       324:        91        128         81         56         72        204        231:
Other:       226:        68         69         31         23         73        106        161:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.8       18.3       36.1       26.6       24.8       14.4       35.6       19.2
Old  :                 34.2       23.6       48.2       35.1       34.2       23.2       48.2       34.0
Other:                 25.6       18.6       41.7       30.1       25.5       18.6       41.5       29.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,320,852:   282,596    179,924    251,533    613,328    611,561  1,147,457  1,043,018:   173,395    277,834
Old  : 1,057,676:   223,739    229,460    138,795    549,395    468,160    911,929    836,415:   145,747    221,261
Other:   263,176:   141,233     32,840     30,362     63,933    143,401    235,528    206,603:    27,648     56,573
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :    10,150:   -11,524      8,973     -5,487     11,846     -5,637     -5,165     -2,151:    15,315     12,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       13.6       19.0       46.4       46.3       86.9       79.0:      13.1       21.0
Old  :     100.0:      21.2       21.7       13.1       51.9       44.3       86.2       79.1:      13.8       20.9
Other:     100.0:      53.7       12.5       11.5       24.3       54.5       89.5       78.5:      10.5       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       730:       188        161        173        206        281        484        555:
Old  :       720:       163        186        147        188        277        446        537:
Other:       429:       100         62         28         78        222        187        305:
     :----------------------------------------------------------------------------------------------------
     :             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       15.8       27.5       20.8       18.1       14.7       26.6       18.4
Old  :                 21.5       14.3       31.6       19.9       21.5       13.8       31.2       18.3
Other:                 21.9       25.2       35.1       32.7       20.3       22.7       33.3       30.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,513:     5,431        306        106      2,307      8,484      7,844      8,896:     2,669      1,617
Old  :    10,415:     5,416        307        104      2,300      8,411      7,820      8,822:     2,595      1,593
Other:        98:        16          0          1          7         73         24         74:        74         24
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :      -236:       -43         22       -100        141       -345         -2       -423:      -234        187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.7        2.9        1.0       21.9       80.7       74.6       84.6:      25.4       15.4
Old  :     100.0:      52.0        2.9        1.0       22.1       80.8       75.1       84.7:      24.9       15.3
Other:     100.0:      16.3        0.0        1.0        7.1       74.5       24.5       75.5:      75.5       24.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        21          4          2          8         13         30         18:
Old  :        42:        21          4          2          8         13         30         18:
Other:         6:         2          0          1          2          3          4          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  :                 32.5       52.6       53.6       69.4       32.5       52.3       53.6       67.6
Old  :                 32.8       52.4       54.1       69.3       32.8       52.2       54.1       67.6
Other:                 24.5       75.5       24.5       75.5       22.4       73.5       22.4       73.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   355,804:    68,463    111,954     45,409    193,104    122,924    306,976    280,287:    48,828     75,517
Old  :   333,014:    67,662    115,138     33,162    186,965    112,987    287,789    261,287:    45,225     71,727
Other:    22,790:    11,246      7,261      1,802      6,139      9,937     19,187     19,000:     3,603      3,790
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :    -2,291:       197      3,504     -5,954      4,070      1,622     -1,687       -828:      -604     -1,463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       31.5       12.8       54.3       34.5       86.3       78.8:      13.7       21.2
Old  :     100.0:      20.3       34.6       10.0       56.1       33.9       86.4       78.5:      13.6       21.5
Other:     100.0:      49.3       31.9        7.9       26.9       43.6       84.2       83.4:      15.8       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       395:        95        138         89         95        100        252        285:
Old  :       394:       102        136         76         94         99        246        275:
Other:       108:        20         27         10         14         50         40         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.6       13.4       35.1       20.4       21.4       11.8       31.4       18.6
Old  :                 24.1       12.7       36.1       20.0       22.9       12.5       33.5       19.6
Other:                 48.1       48.5       65.4       58.5       48.0       43.2       62.6       52.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    16,372:    12,213      5,049        871        185        721     13,269      6,641:     3,103      9,731
Old  :    14,767:    11,531      5,082         26        185        655     11,742      5,763:     3,025      9,004
Other:     1,605:     1,526        811          1          0         66      1,527        878:        78        727
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :        -7:       180        -29        -27          0          3        153        -53:      -160         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.6       30.8        5.3        1.1        4.4       81.0       40.6:      19.0       59.4
Old  :     100.0:      78.1       34.4        0.2        1.3        4.4       79.5       39.0:      20.5       61.0
Other:     100.0:      95.1       50.5        0.1        0.0        4.1       95.1       54.7:       4.9       45.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         9         11          4          1          3         11         17:
Old  :        24:         8         12          2          1          3         10         16:
Other:         8:         4          2          1          0          2          4          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       22.5       78.8       31.7       67.7       20.1       74.7       28.2
Old  :                 70.5       22.5       78.3       31.4       70.5       22.3       78.3       31.3
Other:                 95.1       54.6       95.1       54.7       95.1       54.6       95.1       54.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   259,131:    59,198     40,335     42,665    133,298    156,411    235,161    239,411:    23,970     19,720
Old  :   236,286:    63,176     44,103     26,423    124,385    146,619    213,984    217,145:    22,302     19,141
Other:    22,845:     8,909      9,119      3,355      8,913      9,792     21,177     22,266:     1,668        579
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :     4,803:    -3,403      7,166      4,967      3,202     -7,190      4,766      4,943:        37       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       15.6       16.5       51.4       60.4       90.7       92.4:       9.3        7.6
Old  :     100.0:      26.7       18.7       11.2       52.6       62.1       90.6       91.9:       9.4        8.1
Other:     100.0:      39.0       39.9       14.7       39.0       42.9       92.7       97.5:       7.3        2.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        52         53         38         56         52        132        132:
Old  :       189:        55         55         34         56         51        129        128:
Other:        42:        12         13          6         11         10         25         27:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       30.1       31.1       46.0       19.6       27.5       28.1       37.5
Old  :                 20.6       30.8       30.6       47.7       20.5       28.0       29.5       40.8
Other:                 56.7       53.6       77.7       76.9       51.7       49.4       69.8       68.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   764,360:   147,407    196,197     23,448    433,297    375,399    604,152    595,044:   160,208    169,316
Old  :   764,360:   147,407    196,197     23,448    433,297    375,399    604,152    595,044:   160,208    169,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :   -30,231:     1,101     -5,914     -3,996    -26,963     -9,737    -29,858    -19,647:      -373    -10,584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       25.7        3.1       56.7       49.1       79.0       77.8:      21.0       22.2
Old  :     100.0:      19.3       25.7        3.1       56.7       49.1       79.0       77.8:      21.0       22.2
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  :       170:        43         36         18         53         75        103        122:
Old  :       170:        43         36         18         53         75        103        122:
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  :                 24.0       27.2       33.2       36.2       19.2       20.1       26.4       26.7
Old  :                 24.0       27.2       33.2       36.2       19.2       20.1       26.4       26.7
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 - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   246,769:    39,375     78,020     33,403    142,788    111,426    215,566    222,849:    31,203     23,920
Old  :   239,671:    41,234     77,124     29,611    138,547    109,788    209,392    216,523:    30,279     23,148
Other:     7,098:     1,129      3,884        804      4,241      1,638      6,174      6,326:       924        772
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :    10,649:     1,264      8,533      1,002      8,023        234     10,289      9,769:       360        880
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       31.6       13.5       57.9       45.2       87.4       90.3:      12.6        9.7
Old  :     100.0:      17.2       32.2       12.4       57.8       45.8       87.4       90.3:      12.6        9.7
Other:     100.0:      15.9       54.7       11.3       59.7       23.1       87.0       89.1:      13.0       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        49         68         35         56         44        126        137:
Old  :       192:        52         68         35         56         41        126        133:
Other:        34:         5         11          5         14          6         22         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.9       25.9       38.1       34.7       26.0       18.3       31.9       26.6
Old  :                 30.3       26.6       38.3       35.8       26.6       19.2       32.1       27.8
Other:                 49.7       58.3       67.3       73.4       49.7       58.3       66.2       69.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,165:     3,314      1,487      1,274      6,945      9,802     11,533     12,563:     2,632      1,602
Old  :    14,028:     3,298      1,498      1,260      6,858      9,703     11,416     12,461:     2,612      1,567
Other:       137:        30          3          0         87         99        117        102:        20         35
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :      -757:         8       -325       -336       -314       -234       -642       -895:      -115        138
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       10.5        9.0       49.0       69.2       81.4       88.7:      18.6       11.3
Old  :     100.0:      23.5       10.7        9.0       48.9       69.2       81.4       88.8:      18.6       11.2
Other:     100.0:      21.9        2.2        0.0       63.5       72.3       85.4       74.5:      14.6       25.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        20          9          8         24         18         47         33:
Old  :        61:        19         10          8         24         18         47         33:
Other:        11:         4          1          0          3          3          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  :                 23.7       51.9       38.2       67.6       18.9       41.3       30.8       54.3
Old  :                 23.4       52.4       38.1       68.1       18.7       41.9       30.8       54.8
Other:                 73.7       74.5       85.4       74.5       73.7       74.5       85.4       74.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   683,184:    96,318    175,793      8,006    432,372    390,931    536,696    574,730:   146,488    108,454
Old  :   683,184:    96,318    175,793      8,006    432,372    390,931    536,696    574,730:   146,488    108,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :   -17,751:     2,717     17,229    -18,277     -6,873    -21,780    -22,433    -22,828:     4,682      5,077
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       25.7        1.2       63.3       57.2       78.6       84.1:      21.4       15.9
Old  :     100.0:      14.1       25.7        1.2       63.3       57.2       78.6       84.1:      21.4       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        38         34         13         73         72        118        112:
Old  :       171:        38         34         13         73         72        118        112:
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  :                 24.5       22.8       33.3       35.7       24.5       22.4       32.2       34.7
Old  :                 24.5       22.8       33.3       35.7       24.5       22.4       32.2       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,270,413:   727,319    289,181     41,910  1,168,115  1,550,955  1,937,344  1,882,046:   333,069    388,367
Old  : 2,270,413:   727,319    289,181     41,910  1,168,115  1,550,955  1,937,344  1,882,046:   333,069    388,367
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :      -435:    21,478    -27,255     -7,072    -27,817     31,364    -13,411     -2,963:    12,976      2,528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       12.7        1.8       51.4       68.3       85.3       82.9:      14.7       17.1
Old  :     100.0:      32.0       12.7        1.8       51.4       68.3       85.3       82.9:      14.7       17.1
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  :       292:        67         75         38        111        104        197        198:
Old  :       292:        67         75         38        111        104        197        198:
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  :                 25.5       39.4       34.9       47.3       22.8       38.1       31.5       44.8
Old  :                 25.5       39.4       34.9       47.3       22.8       38.1       31.5       44.8
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 - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,324,162:   238,823    199,429     34,090    792,874    814,391  1,065,787  1,047,910:   258,375    276,252
Old  : 1,324,162:   238,823    199,429     34,090    792,874    814,391  1,065,787  1,047,910:   258,375    276,252
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :   -49,566:      -603    -34,981     10,287    -55,911    -22,589    -46,227    -47,283:    -3,339     -2,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       15.1        2.6       59.9       61.5       80.5       79.1:      19.5       20.9
Old  :     100.0:      18.0       15.1        2.6       59.9       61.5       80.5       79.1:      19.5       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        48         34         15         79         82        131        127:
Old  :       196:        48         34         15         79         82        131        127:
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  :                 25.7       23.7       35.4       32.8       22.5       22.1       29.5       29.2
Old  :                 25.7       23.7       35.4       32.8       22.5       22.1       29.5       29.2
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 - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (INTEREST ON $5,000,000 FED FUNDS)                                         :
     :          :                                                                            :
All  :   534,287:   138,764     97,566    122,386    243,753    270,543    504,903    490,495:    29,384     43,792
Old  :   534,287:   138,764     97,566    122,386    243,753    270,543    504,903    490,495:    29,384     43,792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :    52,550:    17,346     12,406      3,020     29,392     37,711     49,758     53,137:     2,792       -587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       18.3       22.9       45.6       50.6       94.5       91.8:       5.5        8.2
Old  :     100.0:      26.0       18.3       22.9       45.6       50.6       94.5       91.8:       5.5        8.2
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  :       127:        22         36         37         50         62         93        116:
Old  :       127:        22         36         37         50         62         93        116:
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  :                 35.2       20.4       47.9       31.8       26.7       13.0       34.9       20.6
Old  :                 35.2       20.4       47.9       31.8       26.7       13.0       34.9       20.6
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 - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    36,419:     4,513     10,513        862     10,758     13,923     16,133     25,298:    20,286     11,121
Old  :    36,419:     4,513     10,513        862     10,758     13,923     16,133     25,298:    20,286     11,121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :     2,624:    -5,934      8,298        -66      6,475     -7,889        475        343:     2,149      2,281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       28.9        2.4       29.5       38.2       44.3       69.5:      55.7       30.5
Old  :     100.0:      12.4       28.9        2.4       29.5       38.2       44.3       69.5:      55.7       30.5
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  :        47:        12         15          5         11         12         25         30:
Old  :        47:        12         15          5         11         12         25         30:
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  :                 19.0       28.2       29.6       42.9       19.0       25.8       28.7       39.2
Old  :                 19.0       28.2       29.6       42.9       19.0       25.8       28.7       39.2
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 - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    77,243:    15,009      5,886     10,212     23,812     50,062     49,033     66,160:    28,210     11,083
Old  :    77,243:    15,009      5,886     10,212     23,812     50,062     49,033     66,160:    28,210     11,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :    16,009:     2,726        618      9,984      2,010      1,721     14,720     12,323:     1,289      3,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        7.6       13.2       30.8       64.8       63.5       85.7:      36.5       14.3
Old  :     100.0:      19.4        7.6       13.2       30.8       64.8       63.5       85.7:      36.5       14.3
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  :        61:        15         16          7         18         16         37         36:
Old  :        61:        15         16          7         18         16         37         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       42.9       34.7       62.5       16.7       40.3       27.1       57.4
Old  :                 22.1       42.9       34.7       62.5       16.7       40.3       27.1       57.4
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 - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   149,818:    34,347     32,071     20,646     78,715     38,142    133,708     90,859:    16,110     58,959
Old  :   149,818:    34,347     32,071     20,646     78,715     38,142    133,708     90,859:    16,110     58,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :    42,635:     4,465      7,543     19,430     11,196     11,793     35,091     38,766:     7,544      3,869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       21.4       13.8       52.5       25.5       89.2       60.6:      10.8       39.4
Old  :     100.0:      22.9       21.4       13.8       52.5       25.5       89.2       60.6:      10.8       39.4
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  :       112:        35         33         20         29         31         75         74:
Old  :       112:        35         33         20         29         31         75         74:
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  :                 46.1       21.7       60.2       29.8       42.5       12.4       51.5       18.8
Old  :                 46.1       21.7       60.2       29.8       42.5       12.4       51.5       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders - Futures Only, September 12, 2006              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    30,074:     5,434      7,973      2,733     21,636     19,164     29,803     29,870:       271        204
Old  :    30,074:     5,434      7,973      2,733     21,636     19,164     29,803     29,870:       271        204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 5, 2006                    :
     :      -643:    -5,450        527        854      4,132     -2,008       -464       -627:      -179        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       26.5        9.1       71.9       63.7       99.1       99.3:       0.9        0.7
Old  :     100.0:      18.1       26.5        9.1       71.9       63.7       99.1       99.3:       0.9        0.7
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  :        38:         7         12          4         16         10         25         24:
Old  :        38:         7         12          4         16         10         25         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.5       81.5       85.3       94.1       44.4       51.2       57.2       59.0
Old  :                 65.5       81.5       85.3       94.1       44.4       51.2       57.2       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 15, 2006