WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, October 17, 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  :   473,929:    82,026     68,129     81,813    268,199    258,400    432,038    408,342:    41,891     65,587
Old  :   335,267:    66,899     73,160     33,576    201,828    189,852    302,303    296,588:    32,964     38,679
Other:   138,662:    44,483     24,325     18,881     66,371     68,548    129,735    111,754:     8,927     26,908
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :     4,105:     3,601     -1,767      5,311     -4,845      4,733      4,067      8,277:        38     -4,172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       14.4       17.3       56.6       54.5       91.2       86.2:       8.8       13.8
Old  :     100.0:      20.0       21.8       10.0       60.2       56.6       90.2       88.5:       9.8       11.5
Other:     100.0:      32.1       17.5       13.6       47.9       49.4       93.6       80.6:       6.4       19.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       325:       105         91         96         71        102        249        230:
Old  :       310:       109         87         61         58         88        213        197:
Other:       192:        32         62         38         39         81         99        157:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.0       21.7       35.5       32.5       22.9       14.3       33.7       20.8
Old  :                 31.6       26.0       43.9       38.7       31.6       24.4       43.9       34.6
Other:                 28.6       20.4       45.7       30.1       25.5       15.6       39.1       22.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 17, 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  : 1,296,995:   305,744    103,313    193,907    633,705    719,849  1,133,356  1,017,069:   163,639    279,926
Old  : 1,024,646:   230,198    139,750    100,898    558,230    560,065    889,326    800,713:   135,320    223,933
Other:   272,349:   137,856     25,873     30,699     75,475    159,784    244,030    216,356:    28,319     55,993
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    18,090:     8,578     -7,867    -24,006     30,021     46,327     14,593     14,454:     3,497      3,636
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        8.0       15.0       48.9       55.5       87.4       78.4:      12.6       21.6
Old  :     100.0:      22.5       13.6        9.8       54.5       54.7       86.8       78.1:      13.2       21.9
Other:     100.0:      50.6        9.5       11.3       27.7       58.7       89.6       79.4:      10.4       20.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       707:       195        130        148        212        292        490        506:
Old  :       693:       180        144        118        195        287        449        483:
Other:       444:        84         70         37         88        241        188        336:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       16.8       27.7       23.1       17.3       15.4       26.2       19.3
Old  :                 20.7       15.2       32.4       22.4       20.7       14.7       30.9       20.1
Other:                 24.2       26.6       36.6       33.7       22.8       24.2       35.1       29.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 17, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    13,368:     6,382        146         30      3,945     11,280     10,357     11,456:     3,011      1,912
Old  :    13,188:     6,367        146         30      3,916     11,155     10,313     11,331:     2,875      1,857
Other:       180:        15          0          0         29        125         44        125:       136         55
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :       337:      -477        -44        -28        971        440        466        368:      -129        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.7        1.1        0.2       29.5       84.4       77.5       85.7:      22.5       14.3
Old  :     100.0:      48.3        1.1        0.2       29.7       84.6       78.2       85.9:      21.8       14.1
Other:     100.0:       8.3        0.0        0.0       16.1       69.4       24.4       69.4:      75.6       30.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        25          3          3         11         13         38         17:
Old  :        46:        25          3          3         11         13         38         17:
Other:         7:         1          0          0          3          4          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  :                 26.5       58.4       41.7       77.8       26.5       51.8       40.2       69.0
Old  :                 26.9       58.4       42.3       77.9       26.9       51.7       40.7       69.2
Other:                 24.4       69.4       24.4       69.4       23.9       68.9       23.9       68.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 17, 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  :   396,327:    79,176     68,149     64,520    198,199    183,770    341,895    316,439:    54,432     79,888
Old  :   361,688:    68,949     75,256     48,156    194,526    164,344    311,631    287,756:    50,057     73,932
Other:    34,639:    24,677      7,343      1,914      3,673     19,426     30,264     28,683:     4,375      5,956
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    17,709:    10,984    -17,810     14,286     -6,713     19,801     18,557     16,277:      -848      1,432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       17.2       16.3       50.0       46.4       86.3       79.8:      13.7       20.2
Old  :     100.0:      19.1       20.8       13.3       53.8       45.4       86.2       79.6:      13.8       20.4
Other:     100.0:      71.2       21.2        5.5       10.6       56.1       87.4       82.8:      12.6       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       392:       110        116        102         83        111        263        288:
Old  :       388:       124        109         91         81        108        254        277:
Other:       123:        22         38         10         12         54         41         95:
     :----------------------------------------------------------------------------------------------------
     :             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       20.0       33.1       27.7       18.9       14.3       26.5       19.6
Old  :                 23.4       19.4       36.2       26.9       21.3       15.0       31.1       20.6
Other:                 49.7       42.5       68.5       57.2       49.7       42.5       66.7       55.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, October 17, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,333:     9,080      7,140        558        235        340      9,873      8,038:     7,460      9,295
Old  :    15,641:     7,982      6,740        149        235        340      8,366      7,229:     7,275      8,412
Other:     1,692:     1,507        809          0          0          0      1,507        809:       185        883
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :      -134:    -3,499        367         81          0         10     -3,418        458:     3,284       -592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.4       41.2        3.2        1.4        2.0       57.0       46.4:      43.0       53.6
Old  :     100.0:      51.0       43.1        1.0        1.5        2.2       53.5       46.2:      46.5       53.8
Other:     100.0:      89.1       47.8        0.0        0.0        0.0       89.1       47.8:      10.9       52.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        10         12          3          1          1         11         16:
Old  :        23:        10         11          3          1          1         11         15:
Other:         5:         3          2          0          0          0          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       25.2       52.9       36.5       42.3       25.2       49.7       36.4
Old  :                 41.2       28.0       49.3       40.0       40.5       28.0       48.6       40.0
Other:                 89.1       47.8       89.1       47.8       89.1       47.8       89.1       47.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 17, 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  :   259,780:    54,337     34,252     39,658    139,046    164,277    233,041    238,187:    26,739     21,593
Old  :   237,269:    58,722     39,674     21,134    132,011    156,129    211,867    216,937:    25,402     20,332
Other:    22,511:    10,273      9,236      3,866      7,035      8,148     21,174     21,250:     1,337      1,261
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :     5,867:     3,849    -11,727      1,648     -1,802     16,310      3,695      6,231:     2,172       -364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       13.2       15.3       53.5       63.2       89.7       91.7:      10.3        8.3
Old  :     100.0:      24.7       16.7        8.9       55.6       65.8       89.3       91.4:      10.7        8.6
Other:     100.0:      45.6       41.0       17.2       31.3       36.2       94.1       94.4:       5.9        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       181:        52         45         42         53         45        132        120:
Old  :       179:        56         45         40         53         44        129        118:
Other:        51:        14         14          7         15         11         34         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.9       37.6       34.4       49.4       19.7       30.9       27.4       38.9
Old  :                 24.9       39.4       35.6       51.7       21.5       32.0       29.9       40.9
Other:                 47.3       55.0       72.8       74.6       41.7       50.1       64.9       66.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 17, 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  :   723,720:   126,012    170,343      7,851    453,905    387,836    587,768    566,030:   135,952    157,690
Old  :   723,720:   126,012    170,343      7,851    453,905    387,836    587,768    566,030:   135,952    157,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :   -10,024:    -9,094     -4,301      3,445     15,993     -6,287     10,344     -7,143:   -20,368     -2,881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       23.5        1.1       62.7       53.6       81.2       78.2:      18.8       21.8
Old  :     100.0:      17.4       23.5        1.1       62.7       53.6       81.2       78.2:      18.8       21.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        47         31         22         62         74        114        122:
Old  :       175:        47         31         22         62         74        114        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       29.2       32.3       39.6       19.4       23.0       26.7       31.0
Old  :                 24.0       29.2       32.3       39.6       19.4       23.0       26.7       31.0
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, October 17, 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  :   200,867:    37,363     32,665     29,487     98,784    116,539    165,634    178,691:    35,233     22,176
Old  :   190,671:    38,817     30,017     24,932     92,925    114,713    156,674    169,662:    33,997     21,009
Other:    10,196:     1,704      5,806      1,397      5,859      1,826      8,960      9,029:     1,236      1,167
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    -8,255:     5,404    -16,416     -1,729    -14,399     10,733    -10,724     -7,412:     2,469       -843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       16.3       14.7       49.2       58.0       82.5       89.0:      17.5       11.0
Old  :     100.0:      20.4       15.7       13.1       48.7       60.2       82.2       89.0:      17.8       11.0
Other:     100.0:      16.7       56.9       13.7       57.5       17.9       87.9       88.6:      12.1       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        46         37         38         57         46        127        113:
Old  :       162:        53         35         37         57         44        126        109:
Other:        41:         6         14          7         16          9         29         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       36.9       34.8       48.5       26.0       34.3       33.0       44.4
Old  :                 27.2       38.8       35.8       50.3       26.9       37.5       34.2       47.3
Other:                 36.1       53.1       59.3       70.5       36.1       53.1       58.2       62.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 17, 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  :    13,694:     3,001      1,218        951      7,021     10,150     10,973     12,319:     2,721      1,375
Old  :    13,318:     2,988      1,211        938      6,751      9,863     10,677     12,012:     2,641      1,306
Other:       376:        19         13          7        270        287        296        307:        80         69
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :      -794:      -371        125       -126        647       -143        150       -144:      -944       -650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9        8.9        6.9       51.3       74.1       80.1       90.0:      19.9       10.0
Old  :     100.0:      22.4        9.1        7.0       50.7       74.1       80.2       90.2:      19.8        9.8
Other:     100.0:       5.1        3.5        1.9       71.8       76.3       78.7       81.6:      21.3       18.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        20         10          7         25         19         48         33:
Old  :        63:        21          9          7         25         19         48         33:
Other:        18:         6          2          2          5          7         11         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       53.5       35.7       66.4       20.7       46.4       33.6       58.8
Old  :                 21.0       54.5       35.3       67.0       21.0       47.7       33.6       59.6
Other:                 70.5       66.5       76.6       79.5       62.8       66.5       67.8       72.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, October 17, 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  :   684,338:   125,447    178,139      3,656    398,617    385,080    527,720    566,875:   156,618    117,463
Old  :   684,338:   125,447    178,139      3,656    398,617    385,080    527,720    566,875:   156,618    117,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    10,517:     5,044      5,104       -942     -4,166    -11,197        -64     -7,035:    10,581     17,552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       26.0        0.5       58.2       56.3       77.1       82.8:      22.9       17.2
Old  :     100.0:      18.3       26.0        0.5       58.2       56.3       77.1       82.8:      22.9       17.2
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  :       172:        40         33          8         71         69        114        107:
Old  :       172:        40         33          8         71         69        114        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       19.0       32.1       31.1       22.2       18.8       31.1       29.8
Old  :                 22.3       19.0       32.1       31.1       22.2       18.8       31.1       29.8
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, October 17, 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  : 2,434,326:   747,988    312,215     75,448  1,301,393  1,653,930  2,124,829  2,041,593:   309,497    392,733
Old  : 2,434,326:   747,988    312,215     75,448  1,301,393  1,653,930  2,124,829  2,041,593:   309,497    392,733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    86,389:     8,422     33,693    -13,490    125,678     80,019    120,610    100,222:   -34,221    -13,833
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       12.8        3.1       53.5       67.9       87.3       83.9:      12.7       16.1
Old  :     100.0:      30.7       12.8        3.1       53.5       67.9       87.3       83.9:      12.7       16.1
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  :       305:        67         72         42        128        115        220        204:
Old  :       305:        67         72         42        128        115        220        204:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       35.4       36.8       43.8       22.5       33.9       31.1       41.1
Old  :                 26.1       35.4       36.8       43.8       22.5       33.9       31.1       41.1
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, October 17, 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  : 1,391,992:   203,530    194,941     18,458    913,780    922,633  1,135,768  1,136,032:   256,224    255,960
Old  : 1,391,992:   203,530    194,941     18,458    913,780    922,633  1,135,768  1,136,032:   256,224    255,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :   -31,068:   -32,267        377     -3,399     19,064     -2,258    -16,602     -5,280:   -14,466    -25,788
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       14.0        1.3       65.6       66.3       81.6       81.6:      18.4       18.4
Old  :     100.0:      14.6       14.0        1.3       65.6       66.3       81.6       81.6:      18.4       18.4
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  :       187:        43         37         17         73         74        120        124:
Old  :       187:        43         37         17         73         74        120        124:
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       36.5       40.8       45.9       26.8       35.3       34.6       42.3
Old  :                 29.0       36.5       40.8       45.9       26.8       35.3       34.6       42.3
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, October 17, 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  :   478,907:    70,180     89,156    122,604    257,604    233,360    450,388    445,120:    28,519     33,787
Old  :   478,907:    70,180     89,156    122,604    257,604    233,360    450,388    445,120:    28,519     33,787
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    -5,662:    -6,267      4,049     -3,795      2,066     -1,393     -7,996     -1,139:     2,334     -4,523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       18.6       25.6       53.8       48.7       94.0       92.9:       6.0        7.1
Old  :     100.0:      14.7       18.6       25.6       53.8       48.7       94.0       92.9:       6.0        7.1
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  :       133:        25         42         37         48         57         93        118:
Old  :       133:        25         42         37         48         57         93        118:
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  :                 32.6       20.0       46.7       31.5       25.1       11.4       34.6       18.9
Old  :                 32.6       20.0       46.7       31.5       25.1       11.4       34.6       18.9
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, October 17, 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  :    41,246:     6,057      6,541      1,678     13,985     24,238     21,720     32,457:    19,526      8,789
Old  :    41,246:     6,057      6,541      1,678     13,985     24,238     21,720     32,457:    19,526      8,789
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :    -1,331:       932     -3,620       -535     -3,085      4,387     -2,688        232:     1,357     -1,563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       15.9        4.1       33.9       58.8       52.7       78.7:      47.3       21.3
Old  :     100.0:      14.7       15.9        4.1       33.9       58.8       52.7       78.7:      47.3       21.3
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  :        53:        16         15          6         12         15         32         32:
Old  :        53:        16         15          6         12         15         32         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       39.4       31.1       50.3       16.5       37.2       24.6       46.8
Old  :                 20.1       39.4       31.1       50.3       16.5       37.2       24.6       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, October 17, 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  :    62,077:    16,643     11,574         11     19,820     42,022     36,474     53,607:    25,603      8,470
Old  :    62,077:    16,643     11,574         11     19,820     42,022     36,474     53,607:    25,603      8,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :       777:       169      1,654          6        -18       -250        157      1,410:       620       -633
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       18.6        0.0       31.9       67.7       58.8       86.4:      41.2       13.6
Old  :     100.0:      26.8       18.6        0.0       31.9       67.7       58.8       86.4:      41.2       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  :        69:        21         19          1         16         15         37         35:
Old  :        69:        21         19          1         16         15         37         35:
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  :                 19.1       46.7       32.6       65.7       19.1       46.7       32.5       65.7
Old  :                 19.1       46.7       32.6       65.7       19.1       46.7       32.5       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, October 17, 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  :   129,812:    36,443     18,673        512     82,617     57,076    119,572     76,261:    10,240     53,551
Old  :   129,812:    36,443     18,673        512     82,617     57,076    119,572     76,261:    10,240     53,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :       365:        -2       -103        105        438       -254        541       -252:      -176        617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       14.4        0.4       63.6       44.0       92.1       58.7:       7.9       41.3
Old  :     100.0:      28.1       14.4        0.4       63.6       44.0       92.1       58.7:       7.9       41.3
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  :        97:        30         27          2         18         28         49         56:
Old  :        97:        30         27          2         18         28         49         56:
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  :                 66.9       28.4       73.8       36.3       66.9       28.4       73.8       36.2
Old  :                 66.9       28.4       73.8       36.3       66.9       28.4       73.8       36.2
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, October 17, 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  :    40,494:     2,952     12,811        624     36,580     26,702     40,156     40,137:       338        357
Old  :    40,494:     2,952     12,811        624     36,580     26,702     40,156     40,137:       338        357
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 10, 2006                     :
     :     2,291:      -498      2,108       -253      3,247        667      2,496      2,522:      -205       -231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       31.6        1.5       90.3       65.9       99.2       99.1:       0.8        0.9
Old  :     100.0:       7.3       31.6        1.5       90.3       65.9       99.2       99.1:       0.8        0.9
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  :        38:         8         10          4         15         10         24         23:
Old  :        38:         8         10          4         15         10         24         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  :                 78.6       84.5       91.4       95.0       77.4       84.1       90.1       93.2
Old  :                 78.6       84.5       91.4       95.0       77.4       84.1       90.1       93.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 20, 2006