WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, October 31, 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  :   456,239:    82,258     61,883     82,493    254,188    250,674    418,939    395,050:    37,300     61,189
Old  :   317,634:    67,798     68,702     35,490    185,687    178,901    288,975    283,093:    28,659     34,541
Other:   138,605:    45,200     23,921     16,263     68,501     71,773    129,964    111,957:     8,641     26,648
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :   -13,417:    -3,120     -1,605     -1,891     -8,294     -8,893    -13,305    -12,389:      -112     -1,028
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       13.6       18.1       55.7       54.9       91.8       86.6:       8.2       13.4
Old  :     100.0:      21.3       21.6       11.2       58.5       56.3       91.0       89.1:       9.0       10.9
Other:     100.0:      32.6       17.3       11.7       49.4       51.8       93.8       80.8:       6.2       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:       107         93        110         66        103        258        246:
Old  :       324:       107         94         82         52         86        220        217:
Other:       197:        45         58         39         37         79        107        155:
     :----------------------------------------------------------------------------------------------------
     :             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       22.5       36.2       31.9       23.7       15.4       34.6       22.5
Old  :                 33.3       25.9       44.4       37.5       33.3       25.4       44.4       36.1
Other:                 32.2       22.0       48.7       31.3       28.9       17.3       41.7       24.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 31, 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  : 1,374,941:   316,392     97,394    227,746    670,587    764,563  1,214,725  1,089,703:   160,216    285,238
Old  : 1,077,158:   227,502    129,933    135,519    582,067    589,500    945,088    854,952:   132,070    222,206
Other:   297,783:   148,353     26,924     32,764     88,520    175,063    269,637    234,751:    28,146     63,032
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :    33,405:    -3,461      3,114     17,022     18,419      9,249     31,980     29,385:     1,425      4,020
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        7.1       16.6       48.8       55.6       88.3       79.3:      11.7       20.7
Old  :     100.0:      21.1       12.1       12.6       54.0       54.7       87.7       79.4:      12.3       20.6
Other:     100.0:      49.8        9.0       11.0       29.7       58.8       90.5       78.8:       9.5       21.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       732:       202        125        169        222        308        515        539:
Old  :       716:       186        135        145        203        296        477        511:
Other:       462:        88         70         39         88        255        193        350:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       16.0       25.9       22.2       16.3       14.1       24.5       18.2
Old  :                 19.6       14.2       30.5       21.5       19.6       12.8       29.3       18.4
Other:                 22.2       26.2       35.1       32.5       22.0       23.5       33.9       28.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 31, 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  :    14,878:     6,073        135        181      5,298     12,369     11,552     12,685:     3,326      2,193
Old  :    14,311:     6,021        134        166      5,040     11,908     11,227     12,208:     3,084      2,103
Other:       567:        67         16          0        258        461        325        477:       242         90
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :       912:      -267        -65        140        874        684        747        759:       165        153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.8        0.9        1.2       35.6       83.1       77.6       85.3:      22.4       14.7
Old  :     100.0:      42.1        0.9        1.2       35.2       83.2       78.5       85.3:      21.5       14.7
Other:     100.0:      11.8        2.8        0.0       45.5       81.3       57.3       84.1:      42.7       15.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        25          3          5         15         17         42         23:
Old  :        51:        25          3          5         13         17         40         23:
Other:        13:         2          2          0          5          6          7          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.2       54.4       44.0       73.6       28.3       47.0       41.3       64.1
Old  :                 29.4       55.1       44.8       73.6       29.4       48.2       43.0       65.5
Other:                 50.6       76.4       57.3       84.1       41.4       68.4       45.5       72.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 31, 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  :   375,802:    68,240     45,483     58,419    200,978    193,603    327,637    297,505:    48,165     78,297
Old  :   332,845:    57,536     58,057     36,655    196,321    167,593    290,512    262,305:    42,333     70,540
Other:    42,957:    30,440      7,162      2,028      4,657     26,010     37,125     35,200:     5,832      7,757
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :    -8,972:   -12,592     -4,567       -395      6,427     -2,348     -6,560     -7,310:    -2,412     -1,662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       12.1       15.5       53.5       51.5       87.2       79.2:      12.8       20.8
Old  :     100.0:      17.3       17.4       11.0       59.0       50.4       87.3       78.8:      12.7       21.2
Other:     100.0:      70.9       16.7        4.7       10.8       60.5       86.4       81.9:      13.6       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       376:       105         89        111         80        125        260        284:
Old  :       367:       107         88         98         79        118        249        265:
Other:       155:        30         40          9         15         74         50        118:
     :----------------------------------------------------------------------------------------------------
     :             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       19.7       33.5       28.6       19.9       16.3       28.2       21.4
Old  :                 24.1       19.9       37.6       27.4       23.1       16.8       34.5       22.6
Other:                 47.8       40.3       64.8       55.5       47.8       40.0       62.7       53.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, October 31, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    13,691:     8,598      3,061      1,979          0        197     10,577      5,237:     3,114      8,454
Old  :    11,703:     7,418      2,961      1,419          0        187      8,837      4,567:     2,866      7,136
Other:     1,988:     1,739        659          1          0         10      1,740        670:       248      1,318
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :    -3,642:      -482     -4,079      1,421       -235       -143        704     -2,801:    -4,346       -841
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.8       22.4       14.5        0.0        1.4       77.3       38.3:      22.7       61.7
Old  :     100.0:      63.4       25.3       12.1        0.0        1.6       75.5       39.0:      24.5       61.0
Other:     100.0:      87.5       33.1        0.1        0.0        0.5       87.5       33.7:      12.5       66.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        11          8          8          0          1         15         13:
Old  :        19:        11          7          8          0          1         15         12:
Other:        10:         6          3          1          0          1          6          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  :                 55.0       24.5       67.5       33.4       50.8       19.6       59.2       23.6
Old  :                 53.7       27.9       65.6       36.4       52.0       22.1       60.6       26.9
Other:                 72.8       33.7       87.5       33.7       72.8       33.7       87.5       33.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 31, 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  :   261,414:    65,286     15,814     35,307    126,752    189,404    227,345    240,525:    34,069     20,889
Old  :   237,963:    63,151     15,577     22,143    119,718    180,882    205,012    218,602:    32,951     19,361
Other:    23,451:    11,039      9,141      4,260      7,034      8,522     22,333     21,923:     1,118      1,528
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :     8,171:     5,751        433     -3,826      3,435      9,258      5,360      5,865:     2,811      2,306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        6.0       13.5       48.5       72.5       87.0       92.0:      13.0        8.0
Old  :     100.0:      26.5        6.5        9.3       50.3       76.0       86.2       91.9:      13.8        8.1
Other:     100.0:      47.1       39.0       18.2       30.0       36.3       95.2       93.5:       4.8        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        71         22         33         55         49        146         95:
Old  :       171:        72         22         29         55         48        143         91:
Other:        48:        12         12          7         16         12         33         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  :                 21.1       42.3       30.4       54.7       18.5       39.2       25.3       48.3
Old  :                 22.0       44.3       30.1       57.3       19.5       41.0       26.6       50.7
Other:                 46.0       56.3       71.2       76.6       40.1       49.8       63.3       65.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 31, 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  :   763,166:   117,406    177,189     11,409    485,775    398,176    614,590    586,774:   148,576    176,392
Old  :   763,166:   117,406    177,189     11,409    485,775    398,176    614,590    586,774:   148,576    176,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :    42,071:    15,802      7,702        -40     11,429     23,684     27,191     31,346:    14,880     10,725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       23.2        1.5       63.7       52.2       80.5       76.9:      19.5       23.1
Old  :     100.0:      15.4       23.2        1.5       63.7       52.2       80.5       76.9:      19.5       23.1
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  :       173:        39         35         17         70         71        117        115:
Old  :       173:        39         35         17         70         71        117        115:
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  :                 24.7       27.5       33.5       38.8       22.1       21.9       29.2       30.4
Old  :                 24.7       27.5       33.5       38.8       22.1       21.9       29.2       30.4
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 31, 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  :   209,182:    46,806     22,829     32,786     92,689    134,187    172,281    189,802:    36,901     19,380
Old  :   197,671:    49,122     19,992     27,457     85,723    131,969    162,302    179,418:    35,369     18,253
Other:    11,511:       973      6,126      2,040      6,966      2,218      9,979     10,384:     1,532      1,127
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :     7,186:     8,106     -6,589      1,989     -4,427     11,832      5,668      7,232:     1,518        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       10.9       15.7       44.3       64.1       82.4       90.7:      17.6        9.3
Old  :     100.0:      24.9       10.1       13.9       43.4       66.8       82.1       90.8:      17.9        9.2
Other:     100.0:       8.5       53.2       17.7       60.5       19.3       86.7       90.2:      13.3        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        55         27         41         56         47        141        103:
Old  :       162:        61         27         39         56         44        141         97:
Other:        48:         8         15          8         18         11         32         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       43.3       33.0       52.8       23.6       41.2       31.1       49.6
Old  :                 24.7       45.9       33.5       54.8       23.9       45.2       31.6       53.1
Other:                 36.7       50.7       58.3       67.4       36.7       50.7       56.4       61.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 31, 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  :    14,422:     2,568      1,576      1,769      7,415      9,628     11,752     12,973:     2,670      1,449
Old  :    13,847:     2,567      1,630      1,680      7,093      9,170     11,340     12,480:     2,507      1,367
Other:       575:        77         22         13        322        458        412        493:       163         82
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :       241:      -359         51        557        304       -163        502        445:      -261       -204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       10.9       12.3       51.4       66.8       81.5       90.0:      18.5       10.0
Old  :     100.0:      18.5       11.8       12.1       51.2       66.2       81.9       90.1:      18.1        9.9
Other:     100.0:      13.4        3.8        2.3       56.0       79.7       71.7       85.7:      28.3       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        16         14          9         25         21         48         37:
Old  :        64:        17         13          7         25         21         46         37:
Other:        19:         5          3          3          5          8         11         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       46.2       39.0       61.3       21.5       40.5       34.8       52.8
Old  :                 22.4       47.0       38.9       61.7       21.8       41.5       35.1       53.5
Other:                 55.1       62.8       68.9       81.4       41.9       60.2       52.2       67.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, October 31, 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  :   671,383:   137,333    159,333      3,120    387,180    391,778    527,633    554,231:   143,750    117,152
Old  :   671,383:   137,333    159,333      3,120    387,180    391,778    527,633    554,231:   143,750    117,152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :    -5,830:    -4,741    -11,383        945        522     17,917     -3,274      7,479:    -2,556    -13,309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       23.7        0.5       57.7       58.4       78.6       82.6:      21.4       17.4
Old  :     100.0:      20.5       23.7        0.5       57.7       58.4       78.6       82.6:      21.4       17.4
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  :       165:        34         32          7         67         70        104        106:
Old  :       165:        34         32          7         67         70        104        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       18.8       34.7       31.6       23.0       18.6       33.6       30.4
Old  :                 23.2       18.8       34.7       31.6       23.0       18.6       33.6       30.4
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 31, 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  : 2,413,564:   740,137    364,629     72,116  1,283,711  1,562,980  2,095,964  1,999,725:   317,600    413,839
Old  : 2,413,564:   740,137    364,629     72,116  1,283,711  1,562,980  2,095,964  1,999,725:   317,600    413,839
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :  -105,092:   -36,311     13,179     -1,713    -98,692   -146,330   -136,716   -134,864:    31,624     29,772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       15.1        3.0       53.2       64.8       86.8       82.9:      13.2       17.1
Old  :     100.0:      30.7       15.1        3.0       53.2       64.8       86.8       82.9:      13.2       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  :       301:        56         79         37        124        121        203        214:
Old  :       301:        56         79         37        124        121        203        214:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       31.5       35.8       39.7       20.5       30.2       30.5       37.2
Old  :                 23.9       31.5       35.8       39.7       20.5       30.2       30.5       37.2
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 31, 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  : 1,407,654:   212,173    206,776     17,384    922,121    897,473  1,151,678  1,121,633:   255,976    286,021
Old  : 1,407,654:   212,173    206,776     17,384    922,121    897,473  1,151,678  1,121,633:   255,976    286,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :    -2,109:    23,373      7,224       -674    -45,303    -27,236    -22,604    -20,686:    20,495     18,577
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       14.7        1.2       65.5       63.8       81.8       79.7:      18.2       20.3
Old  :     100.0:      15.1       14.7        1.2       65.5       63.8       81.8       79.7:      18.2       20.3
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  :       191:        41         36         15         76         81        122        127:
Old  :       191:        41         36         15         76         81        122        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  :                 28.7       30.7       40.1       39.5       26.1       29.7       33.5       35.2
Old  :                 28.7       30.7       40.1       39.5       26.1       29.7       33.5       35.2
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, October 31, 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  :   472,463:    55,742     74,915    121,765    267,876    239,589    445,383    436,269:    27,080     36,194
Old  :   472,463:    55,742     74,915    121,765    267,876    239,589    445,383    436,269:    27,080     36,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :   -13,011:    -4,541    -13,648     -8,801      7,772      9,605     -5,570    -12,844:    -7,441       -167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       15.9       25.8       56.7       50.7       94.3       92.3:       5.7        7.7
Old  :     100.0:      11.8       15.9       25.8       56.7       50.7       94.3       92.3:       5.7        7.7
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  :       134:        28         37         35         48         62         91        119:
Old  :       134:        28         37         35         48         62         91        119:
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  :                 31.4       19.3       46.7       31.2       28.7       13.5       34.8       20.9
Old  :                 31.4       19.3       46.7       31.2       28.7       13.5       34.8       20.9
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 31, 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  :    49,533:    15,370      3,545      3,259      9,808     32,559     28,437     39,363:    21,096     10,170
Old  :    49,533:    15,370      3,545      3,259      9,808     32,559     28,437     39,363:    21,096     10,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :     4,642:     8,025     -2,211      2,176     -4,195      5,776      6,006      5,741:    -1,364     -1,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0        7.2        6.6       19.8       65.7       57.4       79.5:      42.6       20.5
Old  :     100.0:      31.0        7.2        6.6       19.8       65.7       57.4       79.5:      42.6       20.5
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  :        58:        23         10          5         13         20         38         33:
Old  :        58:        23         10          5         13         20         38         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       37.4       27.2       55.2       13.8       37.3       22.6       49.6
Old  :                 18.0       37.4       27.2       55.2       13.8       37.3       22.6       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, October 31, 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  :    62,777:    18,080     12,167         23     20,344     42,654     38,447     54,844:    24,330      7,933
Old  :    62,777:    18,080     12,167         23     20,344     42,654     38,447     54,844:    24,330      7,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :      -664:       811        252          7        329       -300      1,147        -41:    -1,811       -623
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       19.4        0.0       32.4       67.9       61.2       87.4:      38.8       12.6
Old  :     100.0:      28.8       19.4        0.0       32.4       67.9       61.2       87.4:      38.8       12.6
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  :        75:        28         17          3         18         15         47         34:
Old  :        75:        28         17          3         18         15         47         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       46.5       31.1       67.3       18.4       46.5       31.0       67.3
Old  :                 18.4       46.5       31.1       67.3       18.4       46.5       31.0       67.3
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 31, 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  :   131,463:    41,290     24,022        573     79,061     57,374    120,924     81,969:    10,539     49,494
Old  :   131,463:    41,290     24,022        573     79,061     57,374    120,924     81,969:    10,539     49,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :    -4,884:       832     -1,419        -44     -5,232      2,254     -4,444        791:      -440     -5,675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4       18.3        0.4       60.1       43.6       92.0       62.4:       8.0       37.6
Old  :     100.0:      31.4       18.3        0.4       60.1       43.6       92.0       62.4:       8.0       37.6
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  :       103:        30         33          3         15         31         47         65:
Old  :       103:        30         33          3         15         31         47         65:
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  :                 58.7       23.4       69.5       31.2       58.7       23.4       69.5       31.2
Old  :                 58.7       23.4       69.5       31.2       58.7       23.4       69.5       31.2
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 31, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    43,126:     1,874     14,967        508     40,504     27,412     42,886     42,887:       240        239
Old  :    43,126:     1,874     14,967        508     40,504     27,412     42,886     42,887:       240        239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 24, 2006                     :
     :     1,171:       163      2,578     -1,278      2,193       -225      1,078      1,075:        93         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       34.7        1.2       93.9       63.6       99.4       99.4:       0.6        0.6
Old  :     100.0:       4.3       34.7        1.2       93.9       63.6       99.4       99.4:       0.6        0.6
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  :        39:         7         12          4         14         10         23         24:
Old  :        39:         7         12          4         14         10         23         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  :                 83.2       82.1       94.2       95.4       83.2       81.8       93.9       94.5
Old  :                 83.2       82.1       94.2       95.4       83.2       81.8       93.9       94.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 3, 2006